Notes

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 volatility, 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 2RBE, or risk-based entry, and a 2 ATR trail. The experiment matched the BTC symbol, using a native matched source, with a calendar signal and hourly execution, on a holdout part, with a 10 basis point slip, and no trail. The results showed a return of 12.1745%, a drawdown of 11.867%, and a win rate of 50%, with a sample size of 6, a mean of 2.0954, an average win of 7.0492, and an average loss of 2.8583. The trade wealth 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 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 (a risk-reward ratio), and credited 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 used an optional 2RBE (Risk-Reward Ratio Entry) and a 2 ATR trail. The experiment matched the native BTC symbol from the calendar signal source, with an hourly execution, and was part of the train trail. The results showed a return of 18.3044%, a drawdown of 29.1461%, and a win rate of 36.8421%. The average win was 12.5858% and the average loss was 5.1617%. The experiment had 19 samples and a mean of 1.3769%. 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 January 1, 2024, to September 11, 2026, with a holdout period. The strategy 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 credited 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, with an optional 2R (two times the risk) entry and 2 ATR trail. The results were matched to a 24-hour calendar, which masked daily gaps and a 20-day window. The results do not exactly replicate the prior strategy. The results are as follows: the symbol is BTC, the source is native_matched, the signal is calendar, the execution is hourly, and the part is train, with a trail of true and a slip of 10 basis points. The return was 22.89%, the drawdown was 28.29%, and the win rate was 36.84%. The sample size was 19, the mean was 1.58, the average win was 12.81, and the average loss was 4.97. 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 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 ATR 14, which is a measure of price movement, and a fixed target of 10 basis points, or 0.1%, with fees of 25 basis points, or 0.25%, credited. The strategy also had a 20-day timeout and checked the next timestamp open. An additional 2R BE, or risk-to-reward ratio, was optional for entry, with a 2 ATR trail. The strategy matched the market 24 hours a day, using masks to account for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the symbol BTC, using a native matched signal on a calendar basis, executed hourly, showed a return of 18.304427465635207%, a drawdown of 29.14607882770095%, and a win rate of 36.84210526315789%. The sample size was 19, with a mean of 1.376876439365853, an average win of 12.585845226133358, and an average loss of 5.161688686248525. There were no entries or exits with zero volume. 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 had 20 high and 10 low parameters, with a 2 average true range over 14 periods, a fixed net target of 3 times the risk, and fees of 25 basis points. The experiment also had a 20-day timeout and checked for the next timestamp open. The results showed a return of 22.89%, a drawdown of 28.29%, and a win rate of 36.84%. The average win was 12.81 and the average loss was 4.97. A comparison with another system, called vectorbt, showed that the results were very close, with a difference of less than 1e-10. This means that the trades were accurately recorded and reconciled. 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 2 ATR (Average True Range, a measure of price volatility) 14-day setting, a fixed 10 basis point target, and credited fees of 25 basis points. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it used an optional 2RBE (Risk-Reward Ratio, a measure of potential profit to potential loss) entry with a 2 ATR trail. The experiment matched the native strategy daily, with a 24-hour mask to account for daily gaps and a 20-day window. The results showed a return of 0.7557, a drawdown of 13.80, and a win rate of 40. The average win was 6.65 and the average loss was 3.95. There were no zero-volume entries or exits. The trade wealth was reconciled with vectorbt, a trading software, within a 1e-10 margin, and 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 2 ATR (Average True Range, a measure of price volatility) 14-day setting, and a fixed 10 basis point target, with 25 basis point credited fees. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it used an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry and a 2 ATR trail. The experiment used a 24-hour matching system to replicate 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 BTC, the source was native_matched, 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 1.7683071497686775, the drawdown was 13.283045511581715, and the win rate was 40. The sample size was 5, the mean was 0.49244691366545407, the average win was 6.863966344067074, and the average loss was 3.7552327066022926. 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 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 10 basis points (a unit of measurement for interest rates), and credited fees of 25 basis points. It 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 trade to the entry point, with 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 were as follows: the symbol was BTC, the source was native_matched, the signal was daily, the execution was hourly, and the part was holdout, with a trail setting of false and a slip of 20 basis points. The return was 5.62680428188711, the drawdown was 13.801790657242508, the win rate was 40, the sample size was 5, the mean was 1.3429724939270815, the average win was 9.27872672706187, and the average loss was 3.9475303281627774. There were no zero volume entries or exits. 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 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 (a risk-reward ratio) 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. Additionally, it had an optional 2RBE (Risk-Reward Ratio Entry) and an entry 2ATR 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 6.688373802888781, a drawdown of 13.283045511581715, and a win rate of 40. The sample size was 5, with a mean of 1.5458617339334224, an average win of 9.497503394736995, and an average loss of 3.7552327066022926. There were no zero-volume entries or exits. The trade wealth was reconciled using vectorbt, a trading software, within a margin 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 credited fees of 25 basis points. It 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 strategy was matched for 24 hours, using masks for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the BTC symbol, using a native matched source, with a daily signal and hourly execution, and a train part, with a trail, and a 20 basis point slip, were a return of -15.198785883777022, a drawdown of 40.689361015708016, and a win rate of 38.88888888888889. The sample size was 18, with a mean of -0.4530213330605443, an average win of 9.916863380139858, and an average loss of 7.052038877824438. 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 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 volatility, and a fixed 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 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 for the BTC symbol, using a native matched signal, with daily signals and hourly execution, and a train trail, showed a return of -12.09%, a drawdown of 38.70%, and a win rate of 38.89%. The sample size was 18, with a mean of -0.25, an average win of 10.14, and an average loss of 6.87. There were no zero volume entries or exits, and the results were reconciled with Tradewealth within a very small margin of error, marking 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, of 14, which is a measure of price volatility. 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 fees of 25 basis points, or 0.25%, were credited. Trades were stopped after 20 days, and the next trade was opened at the next timestamp. There was also an option to add 2 times the risk and entry 2 ATR trail, which is a way to adjust the stop-loss level. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results of the experiment were: symbol BTC, source native matched, signal daily, execution hourly, part train, trail false, slip 20 basis points, return -8.435%, drawdown 35.958%, win rate 38.888%, sample 18, mean 0.055, average win 11.223, average loss 7.052, zero volume entries 0, and zero volume exits 0. The trade wealth was reconciled using vectorbt, a trading software, within a small margin of error of 1e-10, 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 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 (a risk-reward ratio), 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. The results showed a return of -5.0789%, a drawdown of 33.81%, and a win rate of 38.89%. The average win was 11.45 and the average loss was 6.87. The experiment used a daily and hourly trading signal and did not replicate a prior strategy exactly. A news scan found the trade details: symbol is BTC, source is native_matched, signal is daily, execution is hourly, part is train, trail is false, slip is 10 basis points, and there were no zero volume entries or exits. 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 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 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 were as follows: the symbol was BTC, the source was native matched, the signal and execution were daily, and the part was holdout with a trail and a 20 basis point slip. The return was 6.3528700788678005, the drawdown was 12.748217160474052, the win rate was 40, the sample size was 5, the mean was 1.4996760242032914, the average win was 9.670485552752394, and the average loss was 3.9475303281627774. There were 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 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 net target of 3R (a risk-reward ratio) fixed at 10 basis points, and credited fees of 25 basis points. It also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional 2RBE (Risk-Reward Ratio) entry with a 2 ATR trail. The experiment matched the BTC symbol with a native matched source, using a daily signal and daily execution on the holdout part, with a 10 basis point slip. The results showed a return of 7.421736699555104, a drawdown of 12.22313155668493, and a win rate of 40. The sample size was 5, with a mean of 1.7028789856190385, an average win of 9.890046523951035, and an average loss of 3.7552327066022926. 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 September 11, 2026. The strategy had 20 high and 10 low settings, with a 2 average true range over 14 periods, a fixed target of 10 basis points, and fees of 25 basis points. The experiment also had a 20-day timeout and checked for the next timestamp open. It used a daily matching system and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 6.35%, a drawdown of 12.75%, and a win rate of 40%. The average win was 9.67% and the average loss was 3.95%. The trade wealth was reconciled using vectorbt, which is a backtesting library, and marked unexecutable quotes, meaning some quotes were not usable for trading. The symbol used was Bitcoin, or BTC, and the source was native matched, with a daily signal and daily execution, and it was part of a holdout, or test, group, with a slip of 20 basis points and no trailing stop, or trail, which is a strategy to limit losses. 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, and a fixed 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 2RBE, or risk-based entry, and a 2 ATR trail. The experiment matched the native strategy daily, with a full 24-hour matching that included daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results were as follows: the symbol was BTC, the source was native matched, the signal and execution were daily, and the part was holdout, with no trail and a 10 basis point slip. The return was 7.421736699555104, the drawdown was 12.22313155668493, the win rate was 40, the sample size was 5, the mean was 1.7028789856190385, the average win was 9.890046523951035, and the average loss was 3.7552327066022926, with no zero volume entries or exits. 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 to understand how a trading strategy works was completed from January 1, 2024, to September 11, 2026, at 00 UTC. This experiment had 20 high and 10 low points, with a strategy that used a 14-day average true range, a fixed target of 10 basis points, and fees of 25 basis points. The experiment also had a 20-day time limit and checked for the next timestamp open. The results showed a return of -6.7946%, a drawdown of 35.8052%, and a win rate of 41.1765%. The average win was 10.3560 and the average loss was 7.0545. A news scan found the data line with symbol BTC, source native_matched, signal daily, execution daily, part train, and trail true, with a slip of 20 basis points. This experiment used a 24-hour matching system to compare daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results were checked against Tradewealth and vectorbt, and were found to be accurate within a very small margin of error, with no issues related to unexecutable 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 2 ATR, which stands for Average True Range, a measure of price volatility. The goal was to make a 3% return, with a 0.25% fee, and a 20-day limit to close a trade. The system checked for the next open time and had an optional feature to adjust the strategy based on a 2% return and 2 ATR trail. The experiment matched the market 24 hours a day, considering daily gaps and a 20-day window, but did not exactly copy the previous strategy. The results for the BTC symbol, using a native matching system, with daily signals and daily execution, and a training set, showed a return of -3.57%, a drawdown of 33.78%, and a win rate of 41.18%. The average win was 10.58% and the average loss was 6.87%. There were no trades with zero volume entries or exits. The results were verified to be accurate within a very small margin of error, and any unexecutable 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 and fees). The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional 2R (two times the risk) entry with a 2 ATR trail (a type of stop-loss order). 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 BTC, the source was native_matched, the signal and execution frequencies were daily, and the part of the experiment was the train trail with no slip, and a slip of 20 basis points. The return was 0.8466368397613167, the drawdown (the peak-to-trough decline) was 31.545607956352217, the win rate was 41.17647058823529, the sample size was 17, the mean return was 0.6486432853019342, the average win was 11.653202479303745, and the average loss was 7.0545481504993335. 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 using a trading strategy was completed from 2024 to September 11, 2026. The strategy used 20 high and 10 low values, with a 2 average true range over 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 4.334386391934331, a drawdown of 29.53125475873297, and a win rate of 41.17647058823529. The average win was 11.876732861705525 and the average loss was 6.868470797292406. A news scan found the symbol BTC, with a source of native_matched, a daily signal, and daily execution. The trade results were matched using a full 24-hour period, with a 20-day window, and a 10 basis point slip. The return and drawdown values were reconciled with tradewealth and vectorbt, with a difference of less than 1e-10. https://runway.adityaperswal.workers.dev/data/crypto-bars

An audit of SOL/USD trading data from January 1, 2024, to September 11, 2026, was observed on September 11, 2024, at 04 UTC. The data for SOL started on August 26, 2024. The audit included full days, removed duplicates, and excluded partial days on September 11. The results showed the following statistics: the symbol is SOL, there were 746 daily observations, 17881 hourly observations, 742 full days, and 4 partial days. The audit found mismatches in open, high, low, and close prices, as well as volume, with the largest daily open differences occurring in November and December 2025. A news scan found the data: {"s":"SOL","daily":746,"hourly":17881,"full_days":742,"partial_days":4,"hour_zero_v":3101,"max_hour_gap":3,"o_mismatch_n":11,"o_max_abs":13.046000000000006,"o_median_rel_bp":0,"h_mismatch_n":7,"h_max_abs":8.960177664500009,"h_median_rel_bp":0,"l_mismatch_n":20,"l_max_abs":14.027000000000001,"l_median_rel_bp":0,"c_mismatch_n":319,"c_max_abs":0.25,"c_median_rel_bp":0,"v_mismatch_n":13,"v_max_abs":2077.5672703439996,"v_median_rel_bp":0,"daily_signal_disagreements":1}. The daily signal disagreements compare the original full-day data to the aggregated full-day data, including coverage gating, and are not solely based on price effects. https://runway.adityaperswal.workers.dev/data/crypto-bars

An audit of ETH/USD bar construction was observed on September 11, 2024, at 04 UTC, covering the period from January 1, 2024, to September 11, 2026. The SOL, or a type of cryptocurrency, begins on August 26, 2024. The audit used full pagination, removed duplicates, and included year boundaries, but excluded partial days on September 11. The results showed the following statistics: the symbol is ETH, with 984 daily observations, 23,612 hourly observations, 981 full days, and 3 partial days. The maximum gap in hours was 3, and the maximum absolute mismatch in open, high, low, and close prices, as well as volume, were recorded. The largest daily open differences were found in November and December 2025, and require further investigation into the original feed attribution, with no corrections presumed. A daily signal disagreement was initially found, comparing native full-day versus aggregate full-day input, which includes coverage gating and is not a pure price effect. https://runway.adityaperswal.workers.dev/data/crypto-bars

An audit of BTC/USD bar construction was observed on September 11, 2024, at 04 UTC, covering the period from January 1, 2024, to September 11, 2026. The SOL begins on August 26, 2024. The audit used full pagination, removed duplicates, and included year boundaries, but excluded partial days on September 11. The results showed the following statistics: for BTC, there were 984 daily observations, 23612 hourly observations, 981 full days, and 3 partial days. The hour zero volume was 729, and the maximum hour gap was 3. There were 12 open mismatches with a maximum absolute value of 5354.31, 6 high mismatches with a maximum absolute value of 2037.42, 18 low mismatches with a maximum absolute value of 3434.77, 559 close mismatches with a maximum absolute value of 95.15, and 19 volume mismatches with a maximum absolute value of 7.98. The median relative basis point for open, high, and low mismatches was 0, while for close mismatches it was 0.85 and for volume mismatches it was 0. The daily signal disagreements, which compare native full-day input versus aggregate full-day input, including coverage gating, totaled 8. The largest daily open differences were found in November and December 2025, requiring original feed attribution, with no retrospective correction presumed. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about SOL/USD C91104 completed-hour entry and daily range. On September 11, 2026, at 04UTC, a fully paginated 18 panels were collected. The hour from 03UTC was completed at 04UTC, and the daily data is only available through September 10. The data shows that the symbol SOL had an hour close of 99.29365, a rolling 480 high of 110.5357, and a calendar 20 high of 110.5357. The signal for rolling and calendar is false. The daily close was 98.6025, and the daily prior 20 high was 110.5357. The average true range for 14 days is 4.975069381535714. The risk distance is 10.020921542386072 percent of 2 ATR, and the distance to the calendar high is 11.322023110239176 percent. No partial daily bar or 04UTC hour was used. The risk distances are descriptive and not orders, and the target must include cost-aware 3R and measured-horizon plausibility, where 3R refers to a risk-reward ratio and ATR stands for Average True Range, a measure of market volatility. https://runway.adityaperswal.workers.dev/data/crypto-bars