Notes

{"quality":{"symbol":"BTC","tf":"1Day","rows":738,"expected":738,"missing":0,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 00:00:00+00:00"},"indicators":{"symbol":"BTC","tf":"1Day","close":78448.681,"rsi":16.527007918462175,"ma":66573.60578,"atr":2271.0718241479262,"signal":false,"oos_trend_fraction":0.26294820717131473,"oos_oversold_n":38,"oos_joint_n":6}} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-45.173015333345404,"drawdown_pct":50.29659522179628,"n":50,"win_pct":57.99999999999999,"avg_win_pct":1.267411518766508,"avg_loss_pct":4.379816864001093,"expectancy_pct":-1.1044244019958853,"ci_low_pct":-2.3203487533265426,"ci_high_pct":-0.032770970380893584,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-50.390498129897864,"drawdown_pct":53.610443307805944,"n":50,"win_pct":52,"avg_win_pct":1.2038189980522604,"avg_loss_pct":4.016674972226401,"expectancy_pct":-1.3020181076814967,"ci_low_pct":-2.4739367282464757,"ci_high_pct":-0.25262539556041486,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":-5.096593367289486,"drawdown_pct":9.5786819415418,"n":4,"win_pct":75,"avg_win_pct":0.6443650551301656,"avg_loss_pct":6.903621126950023,"expectancy_pct":-1.2426314903898814,"ci_low_pct":-5.08005475856802,"ci_high_pct":1.0893025741920197,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-5.852792609535584,"drawdown_pct":9.93964519702365,"n":4,"win_pct":50,"avg_win_pct":0.6974154640736173,"avg_loss_pct":3.577313579733292,"expectancy_pct":-1.4399490578298377,"ci_low_pct":-5.269705140906335,"ci_high_pct":0.887325794340901,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-11.107275625464126,"drawdown_pct":39.73411688693154,"n":28,"win_pct":71.42857142857143,"avg_win_pct":2.9463212622143815,"avg_loss_pct":8.248172599929546,"expectancy_pct":-0.25210555554102665,"ci_low_pct":-2.4866388812283526,"ci_high_pct":1.7300948383206567,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-15.948455307092802,"drawdown_pct":40.27401722884327,"n":28,"win_pct":71.42857142857143,"avg_win_pct":2.7406341525342914,"avg_loss_pct":8.431493071748239,"expectancy_pct":-0.45140219726071773,"ci_low_pct":-2.6961401299484553,"ci_high_pct":1.4928152521462905,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":2.0571309885728795,"drawdown_pct":5.428983945916399,"n":3,"win_pct":66.66666666666666,"avg_win_pct":2.928592480689437,"avg_loss_pct":3.6656875267508515,"expectancy_pct":0.7304991448760073,"ci_low_pct":-3.6656875267508515,"ci_high_pct":3.415400829960636,"quarter_kelly":0.062359234828059454,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":1.446620903042998,"drawdown_pct":5.617937166518905,"n":3,"win_pct":66.66666666666666,"avg_win_pct":2.722940793176786,"avg_loss_pct":3.8581638197615598,"expectancy_pct":0.5292392555306706,"ci_low_pct":-3.8581638197615598,"ci_high_pct":3.2087764976647315,"quarter_kelly":0.048590778842570834,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":-19.041675703252523,"drawdown_pct":29.36354891646499,"n":9,"win_pct":55.55555555555556,"avg_win_pct":4.338273249035734,"avg_loss_pct":9.90333569434891,"expectancy_pct":-1.991330725801885,"ci_low_pct":-7.300174576049963,"ci_high_pct":2.921461867254645,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":-20.48589018123576,"drawdown_pct":29.820101459217874,"n":9,"win_pct":55.55555555555556,"avg_win_pct":4.129805014421102,"avg_loss_pct":10.083349144520138,"expectancy_pct":-2.1871523895527822,"ci_low_pct":-7.506056497962884,"ci_high_pct":2.6660748414700364,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-35.01045396701939,"drawdown_pct":46.08896379060624,"n":82,"win_pct":67.07317073170732,"avg_win_pct":2.7239750895759784,"avg_loss_pct":6.67771122474231,"expectancy_pct":-0.3717021114800433,"ci_low_pct":-1.6075415067218966,"ci_high_pct":0.7778671353800362,"quarter_kelly":0,"held_missing":6},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-44.840651098883825,"drawdown_pct":53.17753152326955,"n":82,"win_pct":65.85365853658537,"avg_win_pct":2.567195694060644,"avg_loss_pct":6.622531106644236,"expectancy_pct":-0.5707597988629738,"ci_low_pct":-1.812135274919207,"ci_high_pct":0.5651115523055664,"quarter_kelly":0,"held_missing":6}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":-36.33159540664127,"drawdown_pct":39.07131399036366,"n":30,"win_pct":56.666666666666664,"avg_win_pct":2.377404590084613,"avg_loss_pct":6.208661000751563,"expectancy_pct":-1.3432238326110635,"ci_low_pct":-3.375766465288211,"ci_high_pct":0.4663305494893964,"quarter_kelly":0,"held_missing":6},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-40.039358541529715,"drawdown_pct":42.56206149613008,"n":30,"win_pct":56.666666666666664,"avg_win_pct":2.1728541779038055,"avg_loss_pct":6.396056423873511,"expectancy_pct":-1.5403404161996987,"ci_low_pct":-3.527133490018173,"ci_high_pct":0.2931096898574557,"quarter_kelly":0,"held_missing":6}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-14.018631066259301,"drawdown_pct":37.846427341017055,"n":29,"win_pct":55.172413793103445,"avg_win_pct":4.29238778213332,"avg_loss_pct":6.0247106939673785,"expectancy_pct":-0.33251843129113157,"ci_low_pct":-2.5814474661593945,"ci_high_pct":1.8463618736454117,"quarter_kelly":0,"held_missing":6},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-18.86369082320394,"drawdown_pct":40.40282013436087,"n":29,"win_pct":55.172413793103445,"avg_win_pct":4.084011226841914,"avg_loss_pct":6.212473650445192,"expectancy_pct":-0.5316544078040297,"ci_low_pct":-2.722487029812827,"ci_high_pct":1.615272335464155,"quarter_kelly":0,"held_missing":6}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":-23.49450244882479,"drawdown_pct":33.18417361883033,"n":10,"win_pct":30,"avg_win_pct":2.023769735620834,"avg_loss_pct":4.533861608464953,"expectancy_pct":-2.566572205239217,"ci_low_pct":-5.067280409213783,"ci_high_pct":-0.22139718122978483,"quarter_kelly":0,"held_missing":6},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":-25.009414424463188,"drawdown_pct":34.44162587458515,"n":10,"win_pct":30,"avg_win_pct":1.8199258871152024,"avg_loss_pct":4.7246032866261265,"expectancy_pct":-2.761244534503727,"ci_low_pct":-5.208480232780349,"ci_high_pct":-0.43749094901346947,"quarter_kelly":0,"held_missing":6}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":24.363558260883636,"drawdown_pct":17.750321704265126,"n":13,"win_pct":53.84615384615385,"avg_win_pct":8.625140685983325,"avg_loss_pct":5.694370335125052,"expectancy_pct":2.0161355993179204,"ci_low_pct":-2.4134621144341004,"ci_high_pct":6.329075964399704,"quarter_kelly":0.058437759820959556,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":21.171775269171007,"drawdown_pct":17.91465684896333,"n":13,"win_pct":53.84615384615385,"avg_win_pct":8.40810727524703,"avg_loss_pct":5.882793312794376,"expectancy_pct":1.8123070038433036,"ci_low_pct":-2.6037016977003926,"ci_high_pct":6.225763986506422,"quarter_kelly":0.053885700566006944,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":-13.395708142114188,"drawdown_pct":16.06265330416846,"n":4,"win_pct":25,"avg_win_pct":3.1278346885813733,"avg_loss_pct":5.576464787227895,"expectancy_pct":-3.400389918275578,"ci_low_pct":-8.10083687056304,"ci_high_pct":1.3000570340118833,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":-14.085779259704905,"drawdown_pct":16.564770071649892,"n":4,"win_pct":25,"avg_win_pct":2.9217849144409844,"avg_loss_pct":5.765123340593999,"expectancy_pct":-3.5933962768352528,"ci_low_pct":-8.284451719683943,"ci_high_pct":1.0976591660134363,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-8.15772934244653,"drawdown_pct":28.29017233179164,"n":24,"win_pct":62.5,"avg_win_pct":3.345833350618541,"avg_loss_pct":6.013525941649673,"expectancy_pct":-0.16392638398203863,"ci_low_pct":-2.6625426875713423,"ci_high_pct":2.1359518973765916,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-12.462033306349781,"drawdown_pct":28.790317657210363,"n":24,"win_pct":62.5,"avg_win_pct":3.1393480143895274,"avg_loss_pct":6.201311245301707,"expectancy_pct":-0.3633992079946862,"ci_low_pct":-2.7665771650842688,"ci_high_pct":1.8500527928837007,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":-4.870427546728038,"drawdown_pct":4.870427546728029,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":4.870427546728036,"expectancy_pct":-4.870427546728036,"ci_low_pct":-4.870427546728036,"ci_high_pct":-4.870427546728036,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":-5.0604967649682635,"drawdown_pct":5.060496764968281,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":5.060496764968256,"expectancy_pct":-5.060496764968256,"ci_low_pct":-5.060496764968256,"ci_high_pct":-5.060496764968256,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":14.101695393105802,"drawdown_pct":22.109623406678647,"n":20,"win_pct":60,"avg_win_pct":4.6302834860288495,"avg_loss_pct":4.85157244207279,"expectancy_pct":0.8375411147881938,"ci_low_pct":-1.781148348858501,"ci_high_pct":3.3112369728750686,"quarter_kelly":0.04522083352538467,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":9.627699172530797,"drawdown_pct":22.420562956217704,"n":20,"win_pct":55.00000000000001,"avg_win_pct":4.82471320712758,"avg_loss_pct":4.483388686016236,"expectancy_pct":0.6360673552128638,"ci_low_pct":-2.0212936401344415,"ci_high_pct":3.1406970035274373,"quarter_kelly":0.03295881682009599,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":-3.445115910082066,"drawdown_pct":3.445115910082064,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":3.4451159100820625,"expectancy_pct":-3.4451159100820625,"ci_low_pct":-3.4451159100820625,"ci_high_pct":-3.4451159100820625,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":-3.638032905953807,"drawdown_pct":3.6380329059538252,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":3.638032905953801,"expectancy_pct":-3.638032905953801,"ci_low_pct":-3.638032905953801,"ci_high_pct":-3.638032905953801,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":9.870887472864823,"drawdown_pct":14.90610928345495,"n":11,"win_pct":81.81818181818183,"avg_win_pct":3.8311561918844466,"avg_loss_pct":11.226991068257105,"expectancy_pct":1.0933112354950731,"ci_low_pct":-2.9550154508503175,"ci_high_pct":4.646220949025103,"quarter_kelly":0.07134342615755523,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":7.480120225127053,"drawdown_pct":15.330601962152546,"n":11,"win_pct":72.72727272727273,"avg_win_pct":4.090671998866718,"avg_loss_pct":7.640261693787533,"expectancy_pct":0.8913264463246494,"ci_low_pct":-3.3423702183101147,"ci_high_pct":4.542355067021197,"quarter_kelly":0.05447310653185977,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-4.387078782738882,"drawdown_pct":31.93833123557839,"n":35,"win_pct":60,"avg_win_pct":4.6435412983096835,"avg_loss_pct":6.770527935192476,"expectancy_pct":0.07791360490881945,"ci_low_pct":-2.0811118478049844,"ci_high_pct":2.128346943922979,"quarter_kelly":0.004194729835674205,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-10.851109914338764,"drawdown_pct":34.86811982829116,"n":35,"win_pct":60,"avg_win_pct":4.434463137065679,"avg_loss_pct":6.956800746215679,"expectancy_pct":-0.12204241624686346,"ci_low_pct":-2.3097438077436525,"ci_high_pct":1.9241045260526681,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":-20.970558099399994,"drawdown_pct":32.66230726284876,"n":11,"win_pct":45.45454545454545,"avg_win_pct":5.208799770957157,"avg_loss_pct":7.7588811452617215,"expectancy_pct":-1.864480728798595,"ci_low_pct":-6.016114695061245,"ci_high_pct":2.244381627264947,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":-22.690222021743494,"drawdown_pct":34.061589803070234,"n":11,"win_pct":45.45454545454545,"avg_win_pct":4.998592221309214,"avg_loss_pct":7.943179223116909,"expectancy_pct":-2.060555839286853,"ci_low_pct":-6.208270644384502,"ci_high_pct":1.9783546123733189,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":10.627800083584575,"drawdown_pct":25.767146520857676,"n":28,"win_pct":60.71428571428571,"avg_win_pct":4.571514037528422,"avg_loss_pct":5.659887203030204,"expectancy_pct":0.5520349787375333,"ci_low_pct":-1.730987862904302,"ci_high_pct":2.9126162864147225,"quarter_kelly":0.03018884849777194,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":4.602908150568936,"drawdown_pct":26.945422111796237,"n":28,"win_pct":60.71428571428571,"avg_win_pct":4.36257978700319,"avg_loss_pct":5.848379078117967,"expectancy_pct":0.35113166141987895,"ci_low_pct":-1.9415293094064725,"ci_high_pct":2.570102404140114,"quarter_kelly":0.020121790234413267,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":-18.19790734435226,"drawdown_pct":31.167058558669602,"n":7,"win_pct":42.857142857142854,"avg_win_pct":5.039082479021411,"avg_loss_pct":8.212296600035666,"expectancy_pct":-2.5331341375826337,"ci_low_pct":-8.079554176448886,"ci_high_pct":3.230305721982258,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":-19.33515854012117,"drawdown_pct":31.988118532895427,"n":7,"win_pct":42.857142857142854,"avg_win_pct":4.829214025115934,"avg_loss_pct":8.395688752227528,"expectancy_pct":-2.7278732762231868,"ci_low_pct":-8.250621015384507,"ci_high_pct":2.6507028876646688,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":-2.9251614449676566,"drawdown_pct":19.092018634946196,"n":16,"win_pct":50,"avg_win_pct":4.878078180934904,"avg_loss_pct":4.816548236955302,"expectancy_pct":0.030764971989801458,"ci_low_pct":-3.1477082566553904,"ci_high_pct":3.3301566689940243,"quarter_kelly":0.0015766953115901733,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":-5.982383164457914,"drawdown_pct":19.4956298160599,"n":16,"win_pct":50,"avg_win_pct":4.668531414179705,"avg_loss_pct":5.006725106244763,"expectancy_pct":-0.16909684603252867,"ci_low_pct":-3.263532985800853,"ci_high_pct":3.236254644585754,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":-15.361885285516221,"drawdown_pct":19.61686419897174,"n":4,"win_pct":25,"avg_win_pct":4.416389462797731,"avg_loss_pct":6.6101927282808965,"expectancy_pct":-3.8535471805112387,"ci_low_pct":-9.88749712064527,"ci_high_pct":2.1284071622933616,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":-16.036289719278386,"drawdown_pct":20.01785717685727,"n":4,"win_pct":25,"avg_win_pct":4.207765151714996,"avg_loss_pct":6.796785889607886,"expectancy_pct":-4.045648129277165,"ci_low_pct":-10.067542216342115,"ci_high_pct":1.924354247843541,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars