Notes

A controlled experiment using Ethereum and the US dollar was completed, training from 2024 to 2025 and testing from January 1, 2026, to September 11, 2026. The experiment had 20 high and 10 low settings, with a 2 ATR, or average true range, of 14, a fixed net target of 3R, and fees of 25 basis points, or 0.25%. There was a 20-day timeout and checks at the next timestamp open, with an optional 2RBE, or 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 showed a return of -7.19%, a drawdown of 15.88%, and a win rate of 25%. A news scan found the data line: {symbol: ETH, source: native_matched, signal: daily, execution: hourly, part: holdout, trail: true, slip_bp: 10, return: -7.18938077056368, drawdown: 15.881570375322852, win rate: 25, sample: 4, mean: -1.7633460190533716, avg_win: 4.806127221762746, avg_loss: 3.9531704326587445, zero_volume_entries: 0, zero_volume_exits: 0}. The trade wealth reconciles with vectorbt, a backtesting library, 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 used a 20-day high and 10-day low, with a 2 ATR (Average True Range, a measure of price volatility) 14-day setting, a fixed 10 basis point (0.1%) target, and credited fees of 25 basis points (0.25%). It also had a 20-day timeout and checked for the next timestamp open. The strategy allowed for an optional 2R (two times the risk) entry with a 2 ATR trail. The experiment used 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 for the ETH symbol were: a return of -3.8084%, a drawdown of 16.2356%, a win rate of 25%, and a sample size of 4. The mean return was -0.7894%, the average win was 9.2778%, and the average loss was 4.1451%. There were no zero-volume entries or exits. The Tradewealth system reconciles with vectorbt within a very small margin of error (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 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 2 risk-to-equity entry with a 2 average true range 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 for the ETH symbol showed a return of -3.035765918080502, a drawdown of 15.881570375322852, and a win rate of 25. The average win was 9.496584954658527 and the average loss was 3.9531704326587445. There were no zero volume entries or exits. A tool called Tradewealth was used to reconcile the results, which were accurate to within 1e-10, and marked quotes that were not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment to understand how a trading strategy works was completed from January 1, 2024, to September 11, 2026, at 00 UTC. The strategy had 20 high and 10 low points, with a 2 ATR 14, which means it used a measure called Average True Range over 14 periods to decide when to buy or sell. The goal was to make a net return of 3 times the risk, with a fixed target of 10 basis points, and fees of 25 basis points were credited. Trades were stopped after 20 days, and checks were made at the next timestamp open. There was also an option to add 2 times the risk to the entry point, with a 2 ATR trail, which is a way to adjust the stop-loss price. The experiment used a 24-hour matching system to compare daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results were: symbol ETH, source native matched, signal daily, execution hourly, part train, trail true, slip 20 basis points. The return was 2.15, the drawdown was 34.49, the win rate was 37.5, the sample size was 16, the mean was 0.94, the average win was 16.01, the average loss was 8.11, zero volume entries were 0, and zero volume exits were 1. The trade wealth was reconciled with vectorbt within a very small margin of error, and marks were made for quotes that were not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using a frozen attribution method 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 10 basis point target, credited fees of 25 basis points, and a 20-day timeout. It also used next timestamp open checks and an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry with a 2 ATR trail. The experiment matched daily and hourly data, with a 24-hour matching mask that accounted for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol, using native matched data, with a daily signal and hourly execution, showed a return of 5.46998735720734, a drawdown of 34.03446427283529, and a win rate of 37.5, based on a sample of 16 trades, with a mean of 1.1377217277210048, an average win of 16.239751259575037, and an average loss of 7.923495991391414. There were no zero volume entries and one zero volume exit. 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 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, of 14, a fixed net target of 3R, and fees of 25 basis points, or 0.25%. The strategy also had a 20-day timeout and checked for the next timestamp open, with an optional 2RBE, or risk-based entry, and 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 of the experiment were as follows: the symbol was ETH, the source was native_matched, the signal was daily, the execution was hourly, the part was train, the trail was false, and the slip was 20 basis points. The return was 34.0970640322785%, the drawdown was 35.444332842459836%, the win rate was 40%, the sample size was 15, the mean was 2.8649373440703143, the average win was 18.58910107094464, the average loss was 7.617838473845902, the number of zero volume entries was 0, and the number of zero volume exits was 1. The trade wealth was reconciled using vectorbt within a margin of 1e-10, and marks were not executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using a trading strategy was completed from January 1, 2024, to September 11, 2026. The strategy 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 fixed 10 basis point target, with 25 basis points credited for fees. The strategy 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 results showed a 38.18% return, with a 34.79% drawdown, and a 40% win rate, based on 15 samples, with a mean of 3.07, an average win of 18.83, and an average loss of 7.43. The results were matched using a full 24-hour period, with a daily gap and a 20-day window, but did not exactly replicate the prior strategy. A news scan found the trade results for the symbol ETH, with a source of native_matched, a daily signal, and an hourly execution, with a slip of 10 basis points. The trade wealth reconciles with vectorbt within a 1e-10 margin, 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 September 11, 2026. The strategy used a 20-day high and 10-day low, with a 2 times average true range over 14 days, and a fixed target of 10 basis points with 25 basis points credited for fees. The experiment had a 20-day timeout and checked for the next timestamp open. It also had an optional 2 times risk-based entry with a 2 times average true range trail. 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 used a daily matching mask to match the daily gap and 20-day window, but did not exactly replicate the prior strategy. A news scan found the symbol ETH, with a source of native_matched, a daily signal, and daily execution, on the holdout part, with a trail and a slip of 20 basis points. 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 had a 20-day timeout and checked for next timestamp open. The results showed a return of -6.40607992253901, a drawdown of 17.45221501920372, and a win rate of 25. The average win was 9.496584954658527 and the average loss was 5.037063052968112. A news scan found the trade details for the symbol ETH, with a source of native_matched, a daily signal, daily execution, and a holdout part, using a trail with a 10 basis point slip. 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 was done to see how well a trading strategy worked. It used data from 2024 to 2025 to train and from January 1, 2026, to September 11, 2026, to test. The strategy had rules such as 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. It also had a 20-day time limit and checked for the next timestamp open. A news scan found the result: for the symbol ETH, the daily signal and daily execution had 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%. This was a holdout test, meaning it was a separate set of data, and it did not exactly replicate the prior strategy. The result was matched with a native source and had a slip of 20 basis points. A system called Tradewealth checked the results and found they were accurate within a very small margin of error, and it marked some quotes as 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, or average true range, which is a measure of price volatility, of 14. It had a fixed target of 3R, or three times the risk, and credited fees of 25 basis points, which is a measure of the cost of a trade. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional setting to add 2R, or two times the risk, to the entry point, with a 2 ATR trail, which is a way to adjust the stop-loss price. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window. 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%. The trade wealth was reconciled with vectorbt, a trading software, within a small margin of error, and marked unexecutable quotes, which are prices that cannot be traded. 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 measure of price movement, and a fixed target of 10 basis points, with fees of 25 basis points. There was a 20-day timeout and checks at the next timestamp open, with an optional 2RBE, or risk-based entry, and a 2 ATR trail, which is a way to adjust the strategy based on price movement. The experiment matched daily and had a 20-day window, but did not exactly replicate the prior strategy. The results were as follows: the symbol was ETH, the source was native matched, the signal and execution were daily, and the part was train, with trail true, and a slip of 20 basis points. The return was -0.9862710551414189, the drawdown was 35.267238960068745, the win rate was 40, the sample size was 15, the mean was 0.9267903619307427, the average win was 17.010259919905447, and the average loss was 9.79552267671906, with no zero volume entries or exits. The trade wealth was reconciled using vectorbt, a trading software, within a small margin of error, and marked 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 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, and a fixed target of 3R (a multiple of the initial risk) with a 10 basis point (a unit of measurement for interest rates) target. It also had a 25 basis point credited fee, a 20-day timeout, and checks for the next timestamp open. Additionally, it had an optional 2R (two times the initial risk) BE (breakeven) and entry 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 for the ETH symbol were a return of 2.029153056933608, a drawdown of 34.94266629989499, and a win rate of 40. The sample size was 15, with a mean of 1.12884640280757, an average win of 17.24451516349935, and an average loss of 9.614932770986952. There were no zero volume entries or exits. A news scan found the headline was not applicable, this is a raw data output. The Tradewealth reconciles vectorbt within 1e-10, which means the difference between the two is very small, and marks not executable quotes, meaning some quotes were not able to 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 used 20 days of high data and 10 days of low data, 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 experiment also used 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 use a 2 ATR trail. The results were matched over a 24-hour period, using daily gaps and a 20-day window. The results do not exactly replicate the prior strategy. The trade results for the symbol ETH are as follows: return of -6.690522832331769, drawdown of 43.655350361842274, win rate of 33.33333333333333, sample size of 15, mean of 0.628431415096357, average win of 21.040006110526257, and average loss of 9.577355932618591. There were no entries or exits with zero volume. 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 for training and reused from January 1, 2026, to September 11, 2026, as a test. The experiment used 20 high and 10 low values, with a 2 average true range over 14 days, a fixed target of 3 times the risk, fees of 25 basis points, and a 20-day timeout. It also checked for the next timestamp open and had an optional 2 times risk entry with a 2 average true range 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 symbol ETH showed a return of -3.8488194611437376, a drawdown of 43.14587322020517, and a win rate of 33.33333333333333, based on 15 samples, with a mean of 0.8298901395684772, an average win of 21.282328930212653, and an average loss of 9.396329255753608. There were no entries or exits with zero volume. The trade wealth was reconciled using vectorbt, which is a backtesting library, with a precision of 1e-10, and marked quotes that were not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using Bitcoin 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 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 and a 2ATR 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 showed a return of 6.351839902720258, a drawdown of 13.391971279693005, and a win rate of 50. The average win was 5.875857459026834 and the average loss was 3.477081737462473. A news scan found the headline was not applicable in this case, instead, it was a trade report. The trade report included the following details: symbol was Bitcoin, source was aggregate, signal was rolling, execution was hourly, part was holdout, trail was true, slip in basis points was 20. The sample size was 6, the mean was 1.1993878607821806. There were no zero volume entries or exits. The tradewealth reconciles 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 parameters, with a 2 ATR, or average true range, which is a measure of price volatility, of 14. It also had a fixed target of 3R, or three times the risk, with a 10 basis point, or 0.1%, target, and 25 basis point credited fees. The strategy had a 20-day timeout and checked for the next timestamp open. It also had an optional 2R, or two times the risk, entry with a 2 ATR trail. The experiment used a 24-hour matching system to mask daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results showed a return of 7.6357530492738634%, a drawdown of 12.87075982047038%, and a win rate of 50%. The sample size was 6, with a mean of 1.401989643490039, an average win of 6.087821561976062, and an average loss of 3.283842274995985. There were no zero volume entries or exits. A news scan found the headline was not applicable, instead, this is a raw data output. The trade wealth reconciles with vectorbt, a backtesting framework, within a 1e-10, or very small, margin, 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 average true range, or ATR, which is a measure of price volatility, over 14 days. The goal was to make a net return of 3 times the risk, with a fixed target of 10 basis points, or bps, which is 0.1%, and credited fees of 25 bps. Trades timed out after 20 days. The next trade was checked at the open of the next timestamp. An optional feature allowed for an additional 2 times risk entry with a 2 ATR trail, which is a way to adjust the stop-loss price. The experiment matched trades over 24 hours, using a mask to ignore daily gaps and a 20-day window. This was not an exact copy of a prior strategy. The results were: symbol BTC, source aggregate, signal rolling, execution hourly, part holdout, trail false, slip 20 basis points. The return was 6.351839902720258%, the drawdown was 13.391971279693005%, the win rate was 50%, the sample size was 6, the mean was 1.1993878607821806, the average win was 5.875857459026834, the average loss was 3.477081737462473, zero volume entries were 0, and zero volume exits were 0. The results were checked against Tradewealth and vectorbt, and were found to match 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 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, 2 average true range over 14 periods, a fixed target of 3 times the risk with a 10 basis point target, and 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 2 times risk basis entry with a 2 average true range 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 7.6357530492738634 percent, a drawdown of 12.87075982047038 percent, and a win rate of 50 percent over 6 samples. The mean return was 1.401989643490039, the average win was 6.087821561976062, and the average loss was 3.283842274995985. There were no zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, which matched within a very small margin of error, and marked some quotes as 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 periods, a fixed 3 return target, and 25 basis point credited fees. It also had a 20-day timeout and checked for the next timestamp open. The experiment used a rolling signal, which is a type of trading signal that changes over time, and an hourly execution, meaning trades were made every hour. The results showed a 16.0629 percent return and a 29.3347 percent drawdown, with a win rate of 36.8421 percent. The average win was 12.5306 and the average loss was 5.2894. The experiment used a trail, which is a type of stop-loss order that moves as the price moves, and a slip of 20 basis points. The results were matched to a 24-hour period and used a daily gap and 20-day window. The experiment did not exactly replicate a prior strategy. A news scan found the trade results in JSON format: {symbol: BTC, source: aggregate, signal: rolling, execution: hourly, part: train, trail: true, slip_bp: 20, return: 16.06290417471403, drawdown: 29.33467111136492, win rate: 36.84210526315789, sample: 19, mean: 1.2758262384395724, avg_win: 12.530560655064221, avg_loss: 5.289435504591473, zero_volume_entries: 0, zero_volume_exits: 0}. The trade results were reconciled with vectorbt, a trading software, within a 1e-10 margin of error, 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 parameters, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed target of 3R (a multiple of the initial 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 (a risk management technique) and an entry 2ATR trail (a type of stop-loss order). The experiment used a 24-hour matching system to mask daily gaps and a 20-day window. The results showed a return of 20.558174234379432%, a drawdown of 28.481576845685474%, and a win rate of 36.84210526315789%. The sample size was 19, with a mean of 1.478581051238886, an average win of 12.755847513806815, and an average loss of 5.099824385259073. There were no zero-volume entries or exits. The trade wealth was reconciled using vectorbt, a backtesting library, 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 used a 20-day high and 10-day low, 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 16.06% return, a 29.33% drawdown, and a 36.84% win rate over 19 samples. The average win was 12.53 and the average loss was 5.29. The experiment used a rolling signal and hourly execution, and the results were matched over a 24-hour period, with a 20 basis point slip. This is not an exact replication of a prior strategy. A news scan found the trade details: symbol is BTC, source is aggregate, signal is rolling, execution is hourly, part is train, trail is false, slip in basis points is 20. 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, of 14, and a fixed target of 10 basis points, with 25 basis points credited for fees. The strategy also had a 20-day timeout and checked for the next timestamp open, with an optional 2 risk-to-equity, or RBE, entry and 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 showed a return of 20.558174234379432 percent, a drawdown of 28.481576845685474 percent, and a win rate of 36.84210526315789 percent, based on a sample of 19 trades, with a mean of 1.478581051238886, an average win of 12.755847513806815, and an average loss of 5.099824385259073. 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 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 basis point slip, a 2 ATR (Average True Range, a measure of price volatility) trail of 14 periods, a fixed 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 results showed a return of 10.8053%, a drawdown of 12.2047%, and a win rate of 50%. The average win was 6.8255% and the average loss was 3.0524%. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window. The results were reconciled with Tradewealth and found to be accurate within a very small margin of error. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment to measure the performance of a trading strategy was completed, using data from 2024-25 for training and from January 1 to September 11, 2026, for testing. The strategy used a 20-day high and 10-day low, with a 14-day average true range, 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 could also use an optional 2 times risk entry with a 2 average true range trail. The experiment matched the strategy to the market 24 hours a day, using daily gap and 20-day window masks, but did not exactly replicate the prior strategy. The results showed a return of 12.143%, a drawdown of 11.867%, and a win rate of 50%. The sample size was 6, with a mean of 2.0905, an average win of 7.0394, and an average loss of 2.8583. There were no zero-volume entries or exits. A news scan found the headline was not applicable, this is raw script output. 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