A controlled experiment to understand how a trading strategy works was completed from January 1, 2024, to September 11, 2026, at 00 UTC. This experiment used a set of rules, including a 20 high and 10 low setting, with a 2 ATR 14, which is a measure of price movement, and a fixed target of 10 basis points, with fees of 25 basis points. The experiment also included a 20-day timeout and checks at the next timestamp open, with an optional 2RBE entry and a 2 ATR trail. The results were matched over a 24-hour period, using daily and 20-day windows, but did not exactly replicate the prior strategy. The results for the SOL symbol were as follows: the return was 27.848702416100224, the drawdown was 30.504611998351926, and the win rate was 44.44444444444444. The sample size was 9, with a mean of 3.9943534403875463, an average win of 20.101235181055223, and an average loss of 8.891151952146595. There were 2 entries and 2 exits with zero volume. The results were checked against another system, called vectorbt, and were found to be accurate within a very small margin of error, with some quotes marked as not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, and a 2 ATR, which stands for Average True Range, a measure of price volatility. The strategy had a fixed target of 10 basis points, which is a unit of measurement for interest rates and investment returns, and credited fees of 25 basis points. It also had a 20-day timeout and checked for the next timestamp open. The results showed a return of 5.9759%, a drawdown of 21.01%, and a win rate of 20%. The average win was 26.81% and the average loss was 4.35%. The experiment used a daily matching system to mask daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results were reconciled with Tradewealth and vectorbt, a backtesting framework, within a small margin of error of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, 2 average true range over 14 days, a fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and checked for the next timestamp open. The strategy included an optional 2 risk-to-equity entry with a 2 average true range trail and a 10 basis point slip. The results showed a 7.041% return, a 20.46% drawdown, and a 20% win rate over 5 samples, with an average win of 27.07% and an average loss of 4.16%. The experiment used a 24-hour matching mask to account for daily gaps and a 20-day window. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, a 2 ATR (Average True Range, a measure of price volatility) 14-day setting, and a net 3R fixed 10 basis point target. It also credited 25 basis point fees and had a 20-day timeout. The strategy checked for next timestamp open and had an optional 2RBE (Risk-Reward Ratio, a measure of potential profit) entry with a 2 ATR trail. The experiment matched the full 24-hour period, masking daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results showed a return of 5.9759%, a drawdown of 21.0107%, and a win rate of 20%. The sample size was 5, with a mean of 1.8806, an average win of 26.8117, and an average loss of 4.3522. There were no zero-volume entries or exits. The Tradewealth system reconciles with vectorbt, a backtesting framework, within a 1e-10 margin, and marks quotes that are not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and holding out from January 1, 2026, to September 11, 2026, at 00 UTC. The experiment used a strategy with 20 high and 10 low parameters, and a 2 ATR 14, which means a 2 times average true range over 14 periods, a risk management technique. The target was a fixed 10 basis points, with 25 basis points credited for fees, and a 20-day timeout. The next timestamp open checks and optional 2RBE, or two times risk-based entry, with a 2 ATR trail, were also used. The experiment matched the full 24-hour period, using daily gap and 20-day window masks, but did not exactly replicate the prior strategy. The results showed a return of 7.041%, a drawdown of 20.455%, and a win rate of 20%. The sample size was 5, with a mean of 2.0845, an average win of 27.0656, and an average loss of 4.1607. There were no zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a margin of error within 1e-10, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The experiment had a 20-day high and 10-day low, with a 2 ATR (Average True Range, a measure of price volatility) 14-day setting, a net 3R fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and next timestamp open checks, with an optional 2RBE (Risk-Reward Ratio, a measure of potential profit) entry and 2 ATR trail. The experiment used a 24-hour matching mask to account for daily gaps and a 20-day window. The results showed a return of 26.93%, a drawdown of 27.31%, and a win rate of 44.44%. The average win was 21.54% and the average loss was 9.96%. The experiment was reconciled with Tradewealth and vectorbt, with marks not executable quotes, meaning some quotes were not able to be executed, within a 1e-10 margin of error.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed from 2024 to September 11, 2026, at 00UTC. The experiment used a set of rules, including a 20 high and 10 low threshold, a 2 ATR 14, which means two times the average true range over 14 periods, a net 3R fixed 10bp target, and 25bp credited fees. A 20-day timeout and next timestamp open checks were also used, with an optional 2RBE, or risk-based entry, and a 2 ATR trail. The experiment matched the SOL/USD currency pair over a 24-hour period, using daily and 20-day windows, but did not exactly replicate the prior strategy. The results of the experiment are as follows: the symbol used was SOL, the source was native_matched, the signal and execution frequencies were daily, and the part of the experiment was the train trail, with a 10 basis point slip. The return was 29.23%, the drawdown was 27.02%, and the win rate was 44.44%. The sample size was 9, the mean was 4.25, the average win was 21.79, and the average loss was 9.78. There were no zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and any non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed from 2024 to 2025 for training and reused from January 1, 2026, to September 11, 2026, with a holdout period. The experiment used 20 high and 10 low values, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed net target of 3R (a risk-reward ratio), a 10 basis point target, credited fees of 25 basis points, and a 20-day timeout. The next timestamp open checks and optional +2RBE (Risk-Reward Ratio Entry) with a 2 ATR trail were also used. The experiment matched daily data, including a 24-hour matching mask to account for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 18.9745%, a drawdown of 31.8616%, and a win rate of 44.4444%. The sample size was 9, with a mean of 3.2433, an average win of 19.7532, and an average loss of 9.9647. There were no zero-volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a tolerance of 1e-10, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed from January 1, 2024, to September 11, 2026, with a holdout period. The experiment used a strategy with 20 high and 10 low parameters, and a 2 ATR, which stands for Average True Range, a measure of price volatility, with a 14-day period. The strategy had a fixed target of 10 basis points, which is a unit of measurement for interest rates and percentages, and credited fees of 25 basis points. It also had a 20-day timeout and checked for the next timestamp open. The strategy allowed for an optional 2RBE, or Risk-Reward Ratio, entry with a 2 ATR trail. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 21.14%, a drawdown of 31.59%, and a win rate of 44.44%. The average win was 19.99% and the average loss was 9.78%. There were no zero-volume entries or exits. The trade wealth was reconciled using vectorbt, a backtesting library, within a margin of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using Ethereum and the US dollar was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The experiment had 20 high and 10 low points, with a 2 ATR, or average true range, of 14, a fixed net target of 3R, and credited fees of 25 basis points. It also had a 20-day timeout and checks for the next timestamp open, with an optional 2RBE, or risk-based entry, and a 2 ATR trail. The experiment matched the full 24 hours, including daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 15.84%, a drawdown of 19.99%, and a win rate of 66.67%. The sample size was 6, with a mean of 2.67, an average win of 5.64, and an average loss of 3.27. There were no zero-volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and marked any non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using Ethereum and the US dollar was completed from 2024 to September 11, 2026. The experiment had 20 high and 10 low points, with a 14-day average true range, a fixed target of 10 basis points, and fees of 25 basis points. It also had a 20-day timeout and checks for the next timestamp open, with an optional 2RBE entry and 2ATR trail. The experiment matched the full 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 17.24%, a drawdown of 19.83%, and a win rate of 66.67%. The average win was 5.85% and the average loss was 3.07%. There were 6 samples and no zero-volume entries or exits. The trade wealth was reconciled using vectorbt with a precision of 1e-10, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment to understand how a trading strategy works was completed from January 1, 2026, to September 11, 2026. The strategy used 20 high and 10 low values, with a 14-day average true range, a fixed target of 10 basis points, and fees of 25 basis points. It also had a 20-day timeout and checked for the next open timestamp. The strategy allowed for an optional 2RBE entry with a 2ATR trail. The experiment matched trades over 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 15.84%, a drawdown of 19.99%, and a win rate of 66.67%. The average win was 5.64% and the average loss was 3.27%. The experiment used ETH as the symbol, aggregate as the source, rolling as the signal, and hourly as the execution, with a holdout part and no trail, and a slip of 20 basis points.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment to test trading strategies was completed, using data from 2024-25 for training and from January 1, 2026, to September 11, 2026, for testing. The strategy used a 20 high and 10 low setting, with a 2 ATR (Average True Range, a measure of price volatility) 14 setting, a fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and checked for the next timestamp open. An optional setting added 2RBE (a risk management technique) and an entry 2 ATR trail. The experiment matched trades over 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol, based on aggregate data, using a rolling signal and hourly execution, showed a return of 17.24%, a drawdown of 19.83%, and a win rate of 66.67%. The sample size was 6, with a mean of 2.87, an average win of 5.85, and an average loss of 3.07. There were no instances of zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a precision of 1e-10, and marked any non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low settings, with a 2 ATR (Average True Range, a measure of price volatility) 14 setting, a net 3R fixed target of 10 basis points, and credited fees of 25 basis points. It also had a 20-day timeout and checked for the next timestamp open, with an optional 2RBE (Risk-Reward Ratio, a measure of potential profit) entry and 2 ATR trail. The experiment matched the full 24-hour period, masking daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol were: a return of 28.28%, a drawdown of 40.56%, a win rate of 47.37%, a sample size of 19, a mean of 2.11, an average win of 13.88, and an average loss of 8.48. There were no zero-volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a precision of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using Ethereum data was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low values, an average true range of 14, a fixed target of 3 times the risk with a 10 basis point target, and credited fees of 25 basis points. It also had a 20-day timeout and checked for the next timestamp open. The strategy allowed for an optional 2 times risk entry with a 2 average true range trail. The experiment matched data over 24 hours, including daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results were as follows: the symbol was Ethereum, the source was aggregate, the signal was rolling, the execution was hourly, and the part was train with a trail and a 10 basis point slip. The return was 33.25%, the drawdown was 39.72%, and the win rate was 47.37%. The sample size was 19, the mean was 2.31, the average win was 14.10, and the average loss was 8.30. There were no zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment to understand how a trading strategy works was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy used 20 high and 10 low values, with a 2 average true range over 14 periods, a fixed target of 3 returns, and fees of 25 basis points. It also had a 20-day time limit and checked for the next timestamp open. The strategy allowed for an optional 2 return buffer entry with a 2 average true range trail. The experiment matched trades over 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the symbol ETH showed a return of 56.678797213244955, a drawdown of 37.67792737364402, and a win rate of 50. The average win was 15.445959236139409 and the average loss was 8.52634544166984. There were no trades with zero volume entries or exits. The trade wealth was reconciled using vectorbt with a precision of 1e-10, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low settings, with a 2 ATR 14, which means a 2 times average true range over 14 periods, a fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and next timestamp open checks, with an optional 2RBE or entry 2ATR trail, where RBE stands for risk-based entry and ATR stands for average true range. The experiment used a full 24-hour matching system to mask daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a 62.42% return, a 37.24% drawdown, and a 50% win rate, based on 18 samples, with a mean of 3.67, an average win of 15.68, and an average loss of 8.34. There were no zero-volume entries or exits. The tradewealth reconciles vectorbt, a backtesting framework, within a 1e-10 margin, and marks quotes that are not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment to test trading strategies was completed, using data from 2024-25 for training and from January 1, 2026, to September 11, 2026, for testing. The strategy used a 20-day high and 10-day low, with a 2 ATR (Average True Range, a measure of price volatility) 14-day setting, aiming for a 3R fixed return with a 10 basis point target and crediting 25 basis points for fees. It also had a 20-day timeout and checked for the next timestamp open, with an optional 2R BE (Risk-Reward ratio) entry and 2 ATR trail. The experiment matched the full 24-hour period, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol, based on aggregate data and a calendar signal with hourly execution, showed a return of 5.83210523239055, a drawdown of 19.99037636096377, and a win rate of 42.857142857142854, with a sample size of 7. The mean return was 1.004172697799864, the average win was 6.542782406826649, and the average loss was 3.149784583970225. There were no entries or exits with zero volume, and the results were reconciled with Tradewealth, which uses vectorbt, a backtesting library, with a precision of within 1e-10, marking quotes that were not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using Ethereum data was completed, training from 2024 to 2025 and testing from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, a 14-day average true range, a fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and checked for next timestamp open. The results showed a 7.32% return, a 19.83% drawdown, and a 42.86% win rate over 7 samples. The average win was 6.76% and the average loss was 2.96%. The experiment used a hourly execution strategy, with a 10 basis point slip, and a trailing stop. The results were matched over a 24-hour period, using a daily gap and 20-day window. The experiment did not exactly replicate a prior strategy. A news scan found the trade results in a JSON format, which is a type of data format.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using Ethereum and the US dollar was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The experiment had 20 high and 10 low points, with a 2 ATR 14, which is a measure of price volatility, and a net 3R fixed 10 basis point target, with 25 basis points credited for fees. A basis point is a unit of measurement for interest rates and fees. The experiment also had a 20-day timeout and next timestamp open checks, with an optional 2R BE, or risk-to-reward ratio, and entry 2 ATR trail. The results were matched over a 24-hour period, using daily gap and 20-day window masks, but did not exactly replicate the prior strategy. The results included a return of 10.971475880480085, a drawdown of 19.99037636096377, and a win rate of 33.33333333333333. The sample size was 6, with a mean of 2.019162406864133, an average win of 12.35705638853285, and an average loss of 3.149784583970225. There were no zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and marked any non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy used a 20 high and 10 low setting, with a 2 ATR (Average True Range, a measure of price volatility) 14 setting, a net 3R fixed 10 bp target, and 25 bp credited fees. It also had a 20-day timeout and checked for the next timestamp open. An optional setting added 2RBE (a risk management technique) and an entry 2 ATR trail. The experiment matched the ETH symbol, using an aggregate source, a calendar signal, and hourly execution, on the holdout part, with a 10 bp slip, and no trail. The results showed a 12.311158737924988 percent return, a 19.830196613578764 percent drawdown, and a 33.33333333333333 percent win rate, based on 6 samples, with a mean of 2.223405383140096, an average win of 12.58199589069109, and an average loss of 2.9558898706354. There were no zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a precision of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, with a holdout period. The strategy used 20 high and 10 low values, with a 2 average true range over 14 periods, a fixed target of 3 times the risk, and fees of 25 basis points. It also had a 20-day timeout and checked for the next timestamp open. The strategy allowed for an optional 2 times risk entry with a 2 average true range trail. The experiment matched the ETH symbol with an aggregate source, using a calendar signal and hourly execution, and was part of a training set with a trail. The results showed a return of 35.35%, a drawdown of 39.52%, and a win rate of 50%. The average win was 14.01 and the average loss was 9.35. The experiment used a full 24-hour matching mask to account for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results were reconciled with Tradewealth and vectorbt, with a tolerance of 1e-10, and marked unexecutable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment was completed on February 25, 2024, and reused from January 1, 2026, to September 11, 2026, at 00UTC. The experiment used 20 high and 10 low values, with a 2 ATR 14, which means a 2 times average true range over 14 periods, a net 3R fixed 10 basis point target, and 25 basis points credited for fees. It also had a 20-day timeout and next timestamp open checks, with an optional 2RBE, or two times risk-based entry, and a 2 ATR trail, which is a trailing stop based on 2 times the average true range. The experiment matched the full 24-hour period, using masks to account for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results of the experiment are as follows: the symbol was ETH, the source was aggregate, the signal was calendar-based, and the execution was hourly. The experiment was part of the train trail, with a 10 basis point slip, and resulted in a return of 40.87107392826101, a drawdown of 38.668600628321805, a win rate of 50, a sample size of 20, a mean of 2.5341725791969103, an average win of 14.237825354968484, and an average loss of 9.16948019657466. There were no zero volume entries, but one zero volume exit. Tradewealth reconciles the results with vectorbt, allowing for a small margin of error of 1e-10, and marks quotes that are not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using Ethereum data was completed from 2024 to 2025 for training and reused from January 1, 2026, to September 11, 2026, for testing. The experiment used 20 high and 10 low values, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed target of 3R (three times the risk), and fees of 25 basis points (a basis point is 0.01%). It also had a 20-day timeout and checked for the next timestamp open. An optional feature allowed for a 2R (two times the risk) entry with a 2 ATR trail. The experiment matched data over 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the Ethereum symbol showed a return of 135.76%, a drawdown of 26.95%, and a win rate of 58.82%. The sample size was 17, with a mean of 6.15, an average win of 16.71, and an average loss of 8.94. There were no instances of zero volume entries or exits. The trade wealth was reconciled using vectorbt, a backtesting library, with a precision of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment to understand how a trading strategy works was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low points, with a risk management system called 2ATR14, a fixed target of 10 basis points, and fees of 25 basis points. It also had a 20-day timeout and checked for the next open timestamp. An optional feature allowed for a 2RBE entry with a 2ATR trail. The strategy was matched over 24 hours, considering daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results for the symbol ETH, which is a type of cryptocurrency, showed a return of 143.913337337435, a drawdown of 26.364561921718956, and a win rate of 58.82352941176471, based on 17 samples. The average win was 16.94062773361701 and the average loss was 8.758949115848498. There were no instances of zero volume entries or exits. The results were verified using a tool called vectorbt, which checks for accuracy, and any non-executable quotes were marked by Tradewealth, a system that manages trades. A news scan found the headline was not available, this is a raw script output.
https://runway.adityaperswal.workers.dev/data/crypto-bars