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, at 00 UTC. This experiment had 20 high and 10 low points, 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 2R BE, or risk-to-reward ratio, and entry 2 ATR trail. The experiment matched full 24-hour periods, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results were as follows: the symbol was ETH, the source was aggregate, the signal was daily, and the execution was hourly, with a holdout part and a trail of true, and a slip of 20 basis points. The return was -7.928905407274012, the drawdown was 16.235562649649637, the win rate was 25, the sample size was 4, the mean was -1.9596234421470293, the average win was 4.596723951782633, and the average loss was 4.145072573456917, with zero volume entries and exits. The Tradewealth reconciles vectorbt within 1e-10, which means it matches the vectorbt results with a very small margin of error, and marks not executable quotes, or quotes that cannot be executed.
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 parameters including 20 high and 10 low values, 2 times the average true range over 14 periods, a fixed target of 10 basis points, credited fees of 25 basis points, and a 20-day timeout. The strategy also included checks for the next timestamp open and an optional 2 times risk-based entry with a 2 times average true range trail. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window, but did not exactly replicate a prior strategy. The results of the experiment were as follows: the symbol was ETH, the source was aggregate, the signal was daily, the execution was hourly, and the part was holdout, with a trail and a 10 basis point slip. The return was -7.19%, the drawdown was 15.88%, the win rate was 25%, the sample size was 4, the mean was -1.76%, the average win was 4.81%, and the average loss was 3.95%. There were no entries or exits with zero volume. The results were reconciled with Tradewealth and vectorbt, with a tolerance 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 2025 and reused from January 1, 2026, to September 11, 2026. The experiment had 20 high and 10 low points, with a net target of 3 times the risk, and a 10 basis point target, with 25 basis points credited for fees. It also had a 20-day timeout and checks for the next timestamp open, with an optional 2 times risk entry and a 2 times average true range trail. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results showed a return of -3.808386988585999, a drawdown of 16.235562649649637, and a win rate of 25. The sample size was 4, with a mean of -0.7893518995846505, an average win of 9.277810122032148, and an average loss of 4.145072573456917. There were no zero volume entries or exits. The trade wealth reconciles with vectorbt within a margin of 1e-10, 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 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 the ETH symbol, using an aggregate source, with a daily signal and hourly execution, on the holdout part, without a trail, and a 10 basis point slip. The results showed a return of -3.035765918080502, a drawdown of 15.881570375322852, and a win rate of 25. The sample size was 4, with a mean of -0.5907315858294265, an average win of 9.496584954658527, and an average loss of 3.9531704326587445. There were no zero volume entries or exits. The results were reconciled with Tradewealth and 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 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, fees of 25 basis points, and a 20-day timeout. The strategy also included checks for the next timestamp open and an optional 2 times risk entry with a 2 Average True Range trail. The experiment matched daily and hourly data over a 24-hour period, using masks for daily gaps and a 20-day window. This was not an exact replication of the prior strategy. The results showed a return of 0.38565418569205256, a drawdown of 35.62509675118791, and a win rate of 37.5. The experiment was based on a sample of 16 trades, with a mean of 0.8393765330249069, an average win of 16.00750354027972, and an average loss of 8.261499671327982. There were no trades with zero volume entries, but one trade had a zero volume exit. The results were reconciled with Tradewealth and vectorbt, with a tolerance 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 20 high and 10 low values, with a 2 ATR, or average true range, which is a measure of price volatility, of 14. The goal was to make a net return of 3 times the risk, with a fixed target of 10 basis points, or 0.1%, and credited fees of 25 basis points, or 0.25%. Trades were stopped after 20 days, and the next trade was opened at the next timestamp. The strategy also included an optional 2 times risk entry and a 2 ATR trail, which is a way to adjust the stop-loss price. The experiment matched the ETH symbol, using an aggregate source, with a daily signal and hourly execution, and was part of the train trail. The results showed a return of 3.649952967450032, a drawdown of 35.1727932569432, and a win rate of 37.5, based on a sample of 16 trades, with a mean of 1.041257570890909, an average win of 16.239751259575037, and an average loss of 8.077838642319568. There were no trades with zero volume entries, but one trade had a zero volume exit. The results were reconciled with Tradewealth and vectorbt, and any non-executable quotes were marked as such.
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-day high and 10-day low, with a 2 ATR (Average True Range, a measure of price volatility) of 14 days, a fixed target of 3R (three times the risk), and fees of 25 basis points (a unit of measurement for interest rates). The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional feature to add 2R (two times the risk) to the entry point and trail the stop loss by 2 ATR. The experiment matched the ETH symbol with an aggregate source, daily signal, and hourly execution, but did not exactly replicate the prior strategy. The results showed a return of 31.78%, a drawdown of 35.44%, and a win rate of 40%. The average win was 18.59 and the average loss was 7.79. There were no zero-volume entries and one zero-volume exit. The Tradewealth reconciles with vectorbt, a trading software, within a small margin of error, and marks quotes that are not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using Ethereum and the US dollar was completed from 2024 to 2025 for training, and reused from January 1, 2026, to September 11, 2026, as a holdout period starting at 00 UTC. The experiment had 20 high and 10 low parameters, with a 2 ATR 14, which means a 2 times average true range over 14 periods, and a net 3R fixed 10 basis point target, with 25 basis points credited for fees, and a 20-day timeout. It also had next timestamp open checks and an optional 2RBE, or two times risk-based entry, with a 2 ATR trail. The experiment used full 24-hour matching masks to account for 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 daily, and the execution was hourly, with the part being train and the trail being false, and a slip of 10 basis points. The return was 35.79642901706972, the drawdown was 34.795536079856326, the win rate was 40, the sample size was 15, the mean was 2.967978466234924, the average win was 18.8265171640118, the average loss was 7.6043806656163255, with 0 zero volume entries and 1 zero volume exit. The trade wealth reconciles with vectorbt within a very small margin of error, and marks quotes that are not executable.
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 days, and a fixed 10 basis point target, with 25 basis point credited fees. It also had a 20-day timeout and checks for the next timestamp open, with an optional 2RBE, or two times risk-based entry, and a 2 ATR trail. The experiment used a 24-hour matching system to mask 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 and execution were daily, and the part was holdout, with a trail, and a 20 basis point slip. The return was -7.1518459816197755, the drawdown was 17.864047976978657, the win rate was 25, the sample size was 4, the mean was -1.6006471468557437, the average win was 9.277810122032148, and the average loss was 5.2267995698183745. 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 a trading strategy was completed from January 1, 2026, to September 11, 2026. The strategy used a 20-day high and 10-day low, with a 14-day average true range, a fixed 10 basis point target, and 25 basis point credited fees. The experiment also used a 20-day timeout and checked for the next timestamp open. An optional 2RBE, or risk-based entry, and a 2ATR trail were also used. The results showed a return of -6.41%, a drawdown of 17.45%, and a win rate of 25%. The average win was 9.50% and the average loss was 5.04%. A news scan found the trade details: a symbol of ETH, an aggregate source, a daily signal, daily execution, and a holdout part, with a trail and a 10 basis point slip. The results were matched using a 24-hour mask to account for daily gaps and a 20-day window. The experiment did not exactly replicate a prior strategy. The trade wealth was reconciled using vectorbt, which is a backtesting framework, and marks were made for quotes that were not executable.
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 is a measure of price volatility, and a fixed target of 10 basis points, with fees of 25 basis points. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional 2RBE, or risk-based entry, and an entry 2 ATR trail, which is a type of stop-loss order. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window. The results showed a return of -7.15%, a drawdown of 17.86%, and a win rate of 25%. The average win was 9.28% and the average loss was 5.23%. The experiment was reconciled with Tradewealth and vectorbt, a backtesting framework, within a margin of 1e-10, which is a very small difference, 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. The strategy had parameters including a 20-day high and 10-day low, with a 2 ATR (Average True Range, a measure of price volatility) of 14 days, 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. The results showed a return of -6.41% and a drawdown of 17.45%. The win rate was 25% with an average win of 9.50% and an average loss of 5.04%. The experiment used a daily signal and daily execution on the holdout part, with a 10 basis point slip. The results were matched over a 24-hour period, using a mask to match daily gaps and a 20-day window, but did not exactly replicate the prior strategy. A news scan found the trade details as follows: the symbol was ETH, the source was aggregate, the signal was daily, the execution was daily, the part was holdout, the trail was false, and the slip was 10 basis points. The trade wealth reconciles with vectorbt within 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 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 average true range over 14 days, a fixed 3 return target of 10 basis points, and credited fees of 25 basis points. There was a 20-day timeout and checks for the next timestamp open, with an optional 2 risk-to-equity entry and 2 average true range trail. The strategy matched daily and had a 24-hour window, but did not exactly replicate the prior strategy. The results for the symbol ETH showed a return of -0.9862710551414189, a drawdown of 35.26723896006872, and a win rate of 40. The sample size was 15, with a mean of 0.9267903619307427, an average win of 17.010259919905447, and an average loss of 9.79552267671906. There were no zero volume entries or exits. The trade wealth reconciles with vectorbt within a small margin of error, and marks quotes that are not executable.
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 parameters, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed target of 3R (a risk-reward ratio) with a 10 basis point target, and credited fees of 25 basis points. There was a 20-day timeout and checks at the next timestamp open, with an optional 2RBE (Risk-Reward Ratio Entry) and entry 2ATR trail. The strategy matched daily gaps and a 20-day window over 24 hours, but did not exactly replicate the prior strategy. The results were as follows: the symbol was ETH, the source was aggregate, the signal and execution were daily, and the part was train with a trail and a 10 basis point slip. The return was 2.029153056933608, the drawdown was 34.942666299894995, the win rate was 40, the sample size was 15, the mean was 1.12884640280757, the average win was 17.24451516349935, and the average loss was 9.614932770986952, with no zero volume entries or exits. The Tradewealth reconciles vectorbt within 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 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 average true range over 14 days, a fixed 3 return target, and 25 basis points credited for fees. It also had a 20-day timeout and checked for the next timestamp open. The results showed a -6.69% return, a 43.64% drawdown, and a 33.33% win rate over 15 samples. The average win was 21.04 and the average loss was 9.58. A news scan found the trade details: a symbol of ETH, an aggregate source, a daily signal, daily execution, and a train part with no trail and a 20 basis point slip. The trade wealth reconciles with vectorbt, a backtesting framework, within a small margin of error, 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, as a test. 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 the next timestamp open. The strategy allowed for an optional 2RBE entry with a 2ATR trail. The experiment matched daily data for 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of -3.8488194611437376, a drawdown of 43.12742441158907, and a win rate of 33.33333333333333. A news scan found the data line: {symbol:ETH, source:aggregate, signal:daily, execution:daily, part:train, trail:false, slip_bp:10, return:-3.8488194611437376, drawdown:43.12742441158907, win rate:33.33333333333333, sample:15, mean:0.8298901395684772, avg_win:21.282328930212653, avg_loss:9.396329255753608, zero_volume_entries:0, zero_volume_exits:0}. Tradewealth reconciles vectorbt within a small margin of 1e-10 and marks quotes that are not executable.
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-day high and 10-day low, with a 2 ATR (Average True Range, a measure of price volatility) of 14 days, a fixed net target of 3R (a measure of return), and credited fees of 25 basis points (a unit of measurement for interest rates). It also had a 20-day timeout and checked for the next timestamp open, with an optional 2R (two times the return) breakeven and entry 2 ATR trail. The results were matched over a 24-hour period, using masks to account for daily gaps and a 20-day window. The results do not exactly replicate the prior strategy. The trade results for ETH (Ethereum) are as follows: the return was 5.83%, the drawdown (the maximum loss) was 19.99%, and the win rate was 42.86%. The sample size was 7, the mean return was 1.00%, the average win was 6.54%, and the average loss was 3.15%. There were no instances of zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, a trading platform, with a precision of 1e-10, and any non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a frozen attribution method was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026, for testing. The experiment used a high of 20 and a low of 10, with 2 ATR, or average true range, which is a measure of price volatility, over 14 periods, a fixed net target of 3R, or three times the risk, with a 10 basis point target, and credited fees of 25 basis points. There was a 20-day timeout and checks for the next timestamp open, with an optional 2RBE, or risk-based entry, and an entry 2 ATR trail. The experiment matched the ETH symbol, using a native matched source, with a calendar signal and hourly execution, on the holdout part, with a trail, and a slip of 10 basis points. The results showed a return of 7.324178328316044, a drawdown of 19.830196613578764, and a win rate of 42.857142857142854, based on a sample of 7, with a mean of 1.206383658578168, an average win of 6.756081697529592, 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 tolerance of 1e-10, and marked any non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment for Ethereum trading was completed, using data from 2024 to 2025 for training and from January 1, 2026, to September 11, 2026, for testing. The experiment used a strategy with 20 high and 10 low parameters, a 14-day average true range, a fixed target of 3 times the risk, and fees of 25 basis points. The experiment also used a 20-day timeout and checked for the next timestamp open. An optional feature allowed for a 2 times risk entry with a 2 average true range 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 showed a return of 10.971475880480085 percent, a drawdown of 19.99037636096377 percent, and a win rate of 33.33333333333333 percent, based on a sample of 6 trades, with a mean of 2.019162406864133, an average win of 12.35705638853285, and an average loss of 3.149784583970225. There were no trades with 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 for the ETH/USD trade was completed, training from 2024 to 2025 and using a holdout period from January 1, 2026, to September 11, 2026, at 00 UTC. The experiment had 20 high and 10 low parameters, 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. 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 12.311158737924988, a drawdown of 19.830196613578764, and a win rate of 33.33333333333333, based on a sample of 6 trades, 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, and the tradewealth reconciles with vectorbt within a very small margin of 1e-10, marking 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, or average true range, which is a measure of price volatility, of 14. It had a fixed target of 10 basis points, or 0.1%, and credited fees of 25 basis points, or 0.25%. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional setting to add 2 times the risk of the previous trade, and an entry trail of 2 ATR. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window. The results were: symbol ETH, return of 35.69%, drawdown of 39.52%, win rate of 50%, sample size of 20, mean of 2.34, average win of 14.01, average loss of 9.33, zero volume entries of 0, and zero volume exits of 1. The trade results were reconciled with Tradewealth and vectorbt, with a difference of less than 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 (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 unit of measurement for interest rates). The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional 2RBE (two times risk-based entry) and an entry 2ATR trail (a type of stop-loss order). The experiment used a 24-hour matching mask to account for daily gaps and a 20-day window. The results showed a return of 41.23%, a drawdown of 38.67%, and a win rate of 50%. The average win was 14.24 and the average loss was 9.15. There were no zero-volume entries and one zero-volume exit. The results were reconciled with Tradewealth and vectorbt, a backtesting framework, with a precision of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment for the ETH/USD trade was completed, using data from 2024 to 2025 for training and from 2026 January 1 to September 11 for testing. The experiment used a strategy with 20 high and 10 low parameters, a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed target of 10 basis points (a unit of measurement for interest rates or percentages), and fees of 25 basis points. The experiment also used a 20-day timeout and checked for the next timestamp open. An optional feature allowed for a 2RBE (a type of risk management) entry with a 2 ATR trail. The experiment matched the ETH symbol from the native source, using a calendar signal and hourly execution, but did not exactly replicate the prior strategy. The results showed a return of 136.36%, a drawdown of 26.95%, and a win rate of 58.82%. The average win was 16.71% and the average loss was 8.91%. There were 17 samples and the mean was 6.16%. The experiment was reconciled with Tradewealth and vectorbt, with marks not executable quotes, meaning some quotes were not usable for trading, within a very small margin of error of 1e-10.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a native matching system 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 parameters, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a net return target of 3R fixed at 10 basis points, and credited fees of 25 basis points. It also had a 20-day timeout and checked for next timestamp open, with an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) 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, using a native matched signal on a calendar basis with hourly execution, showed a return of 144.53%, a drawdown of 26.36%, and a win rate of 58.82%. The sample size was 17, with a mean return of 6.37%, an average win of 16.94%, and an average loss of 8.73%. There were no zero-volume entries or exits. The results were reconciled with Tradewealth and found to be accurate within a margin of 1e-10, with non-executable quotes marked accordingly.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed, trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy used a 20-day high and 10-day low, with a 14-day average true range, a fixed target of 10 basis points, and fees of 25 basis points. The experiment had a 20-day timeout and checked for the next timestamp open. It also had an optional 2RBE entry and a 2ATR trail. The results were matched over a 24-hour period, using daily and 20-day window masks. The results showed a return of -7.9289%, a drawdown of 16.2356%, and a win rate of 25%. The sample size was 4, with a mean of -1.9596%. The average win was 4.5967% and the average loss was 4.1451%. There were no zero-volume entries or exits. A news scan found the headline is not applicable here, this is a raw trade report. The trade wealth reconciles with vectorbt within a small margin of error, and marks unexecutable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars