A backtest of the symbol EMN, which is a type of stock symbol, was done using a 60-day lookback period, meaning the system looked at 60 days of data to make decisions. The test used a train window, a term for a period of time used to train a system, and cost 55 basis points, or 0.55%, per trade on each side, meaning both buying and selling. The return was 0.7976% and the drawdown, or largest loss, was 24.47%. The win rate was 36.36% and there were 22 trades. The manual closed return was 0.7976%, which is similar to the overall return. The test used a next-open entry, meaning the system entered trades at the next opening price, and a 2ATR stop, which is a type of stop-loss order that uses average true range, a measure of price volatility. The target was fixed at 3R, which is a type of profit target. The test also used a 60-session exit, meaning trades were closed after 60 sessions. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not using fund sizing, which is a way of allocating money to different investments. Daily intrabar stops, which are stop-loss orders that can be triggered at any time during the day, were approximate and based on 15-minute venue data. Synthetic open and end accounting points allowed for same-day exits, and the stop-loss order was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees, which is a way of accounting for the cost of trading.
https://runway.adityaperswal.workers.dev/data/stock-bars
A backtest of the stock symbol EMN was done. The test looked back 60 days and used a 20 basis points cost per side. The return was 17.5797 percent and the biggest loss was 21.1143 percent. The strategy won 36.3636 percent of the time and had 22 trades. The return without the strategy was 28.4795 percent. The test used a long-only strategy from a company called vectorbt. It entered at the next open, stopped at 2 times the average true range, and had a fixed target of 3 times the reward. The test ran from 2017 to 2022 and was held apart from 2023 to 2025 and recent data was from 2026. The test used a full-invested portfolio, not a 120 fund sizing. The daily stops were approximate and happened every 15 minutes. The accounting points allowed same-day exits and stopped when both conditions were met. The returns were calculated by dividing the profit and loss by the entry value plus entry fees. A news scan found the headline was not available, this is a raw script output.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline 'EMN R92004 costed L40 recent 55bp per-side backtest'. The backtest results for the symbol EMN are as follows: the lookback period was 40, the window was recent, and the cost per side was 55 basis points. The return percentage was -8.345, the drawdown percentage was 22.437, and the win rate percentage was 25. The number of trades was 4, and the manual closed percentage was -8.345. The strategy used was vectorbt long only, with next open entry, 2ATR stop and net 3R fixed target, and 60 session exit. The training period was from 2017 to 2022, the held apart period was from 2023 to 2025, and the recent period was 2026. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using 15 minute venue, and synthetic open and end accounting points allowed same day exits. The stop was triggered first when both conditions were touched. Correct returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline 'EMN R92004 costed L40 recent 20bp per-side backtest'. The results of a backtest for the symbol EMN are as follows: the return was -5.7425 percent, the drawdown was 21.0665 percent, and the win rate was 25 percent, based on 4 trades. The manual closed return was -5.7425 percent. The strategy used was a long-only approach with next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run on data from 2017 to 2022, with 2023 to 2025 held apart, and 2026 considered recent. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using 15-minute venue data, and synthetic accounting points allowed for same-day exits, with stops triggered first when both conditions were met. The returns were calculated by dividing the profit and loss by the entry value plus entry fees, which is also known as the profit and loss, or pnl, a measure of the profit made, divided by the cost of the trade, including fees, with fees being costs of trading, in this case 20 basis points, or 0.2 percent, per side, a basis point being one hundredth of a percent.
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A backtest of the symbol EMN, which is a type of stock symbol, was done with a 40-day lookback period, meaning it looked at 40 days of past data. The test used a holdout window, which is a part of the data set aside for testing, and had a cost of 55 basis points, or 0.55%, per side, meaning per trade. The return was -23.097247012614233%, and the drawdown, which is the largest decrease in value, was 26.517999550903436%. The win rate was 20%, and there were 10 trades. The manual closed percentage, which is the percentage of trades closed manually, was -23.09724701261422%. The test used a boundary of 1, and same-day trades were not allowed, meaning a trade could not be opened and closed on the same day. The test also used targets, which are price levels at which to close a trade, and had a buy and hold return of -12.615297289626792%. The test was done using a long-only strategy, meaning it only bought stocks, and used a next-open entry, which is a type of entry point, and a 2ATR stop, which is a type of stop-loss order, and a fixed target. The test was run from 2017 to 2022 for training, from 2023 to 2025 for validation, and in 2026 for recent testing. The test portfolio was fully invested, and the returns were calculated by dividing the profit and loss by the entry value plus entry fees. The test also used daily intrabar stops, which are stop-loss orders that can be triggered at any time during the day, and synthetic open and end accounting points, which allow for same-day exits. The stop-loss order was triggered when both the stop and target were touched.
https://runway.adityaperswal.workers.dev/data/stock-bars
A backtest of the symbol EMN was conducted with a 40-day lookback period and a holdout window. The cost was 20 basis points per side. The return percentage was -17.521101382415054 percent and the drawdown percentage was 23.900561240443697 percent. The win rate percentage was 20 percent. This was based on 10 trades. The manual closed percentage was -17.521101382415015 percent. The test used a boundary of 1 and did not allow same-day entries. It used targets and a next-open entry strategy with a 2ATR stop and a net 3R fixed target. The test also used a 60-session exit strategy. The data was split into training from 2017 to 2022, held apart from 2023 to 2025, and recent data from 2026. The test portfolio was fully invested and did not use fund sizing. Daily intrabar stops were approximate and based on 15-minute venue data. Synthetic open and end accounting points allowed for same-day exits. The stop was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. The strategy used was a long-only strategy with vectorbt.
https://runway.adityaperswal.workers.dev/data/stock-bars
A backtest was done on the symbol EMN with a lookback of 40. The cost was 55 basis points per side. The return was -19.45% and the drawdown was 36.43%. The win rate was 28.57%. This was based on 28 trades. The return if the position was closed manually was -19.45%. The test used a boundary of 1 and did not allow same day entries. There were 4 targets. Buying and holding would have given a return of 28.48%. The test used a long only strategy with next open entry, a 2ATR stop and a fixed target of 3R. The test also used a 60 session exit. The data was split into training from 2017 to 2022, held apart from 2023 to 2025, and recent data from 2026. The test was done on a fully invested portfolio, not using fund sizing. The stops were approximate and based on 15 minute intervals. The accounting points were synthetic and allowed for same day exits. The stop was triggered first when both conditions were met. The returns were calculated by dividing the profit and loss by the entry value plus the entry fees. A news scan found the headline was not available, this is a raw script output.
https://runway.adityaperswal.workers.dev/data/stock-bars
A backtest of the symbol EMN, which is a type of stock symbol, was conducted with a lookback period of 40 days, using a train window, which is a period of time used for testing. The cost per side was 20 basis points, or 0.2%, which is a measure of the cost of a trade. The return was -2.01% and the drawdown, which is the largest decline in value, was 33.7%. The win rate, which is the percentage of successful trades, was 28.57%. There were 28 trades in total. The manual closed return, which is the return when trades are closed manually, was -2.01%. The boundary, which is a limit used in the test, was set to 1, and the same day trades, which are trades that are opened and closed on the same day, were set to 0. The targets, which are the desired outcomes, were set to 4. The buy and hold return, which is the return when holding a stock for a long time, was 28.48%. The test used a vectorbt long only strategy, which is a type of trading strategy that only buys stocks. The entry point was set to the next open, which is the next time the market opens, and the stop loss, which is the price at which a trade is automatically closed, was set to 2ATR, which is twice the average true range, a measure of volatility. The target was set to a fixed 3R, which is three times the risk. The exit point was set to 60 sessions, which is a period of time. The test was conducted from 2017 to 2022, and the results from 2023 to 2025 were held apart, and the recent results were from 2026. The test portfolio was fully invested, and the fund sizing was not set to 120. The daily intrabar stops, which are stops that occur during the day, were approximate to 15-minute venue, which is a short period of time. The synthetic open and end accounting points, which are used to calculate the returns, allowed for same-day exits. The stop was triggered first when both conditions were touched. The correct returns were calculated by dividing the profit and loss by the entry value plus the entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline 'EMN R92004 costed L20 recent 55bp per-side backtest'. The given data is about a trading strategy for the symbol EMN. The strategy had a 20-day lookback period and was tested on recent data. The cost per side was 55 basis points, which is a measure of the cost of a trade, with basis points being a unit of measurement, where 1 basis point equals 0.01%. The return on investment was -16.299% and the maximum drawdown, which is the maximum loss from a peak to a trough, was 29.167%. The win rate was 20% and there were 5 trades made. The manual closed return was also -16.299%. The strategy used a vectorbt long-only approach, which is a type of trading strategy that only buys assets, and did not use short selling, which is a strategy that involves selling assets that are not owned. The entry point was at the next open, with a stop loss set at 2 times the average true range, which is a measure of volatility, and a fixed target of 3 times the reward to risk ratio. The exit point was after 60 sessions. The data was split into training data from 2017 to 2022, and held apart data from 2023 to 2025, with recent data from 2026. The test portfolio was fully invested, and not sized like a $120 fund. The daily intrabar stops were approximate and set at 15-minute intervals, and synthetic open and end accounting points allowed for same-day exits. The stop loss was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline 'EMN R92004 costed L20 recent 20bp per-side backtest'. The strategy for the symbol EMN had a 20-day lookback period and a recent window with a cost of 20 basis points per side. The return percentage was -13.3176 percent and the drawdown percentage was 27.4100 percent. The win rate percentage was 20 percent, with 5 trades made. The manual closed percentage was -13.3176 percent. The strategy used a vectorbt long-only approach with next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The training period was from 2017 to 2022, the held-apart period was from 2023 to 2025, and the recent period was in 2026. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using a 15-minute venue, and synthetic open and end accounting points allowed for same-day exits. The stop was triggered first when both conditions were touched. Correct returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
A backtest of the symbol EMN with a 20-day lookback period was conducted on the holdout window with a cost of 55 basis points per side. The return was -34.69% and the drawdown was 37.22%. The win rate was 13.33% out of 15 trades. A manual close resulted in a return of -34.69%. The test used a vectorbt long-only strategy with next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run on data from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent data. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate to a 15-minute venue, and synthetic open and end accounting points allowed for same-day exits, with stops triggered first when both were touched. Returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
A backtest of the symbol EMN was conducted with a 20-day lookback period and a holdout window. The cost was 20 basis points per side. The results showed a return of -27.464797479000907 percent and a drawdown of 31.85802057035231 percent. The win rate was 13.333333333333334 percent, with 15 trades made. The manual closed percentage was -27.4647974790009 percent. The test used a vectorbt long-only strategy with next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not sized to a 120 fund. Daily intrabar stops were approximated to a 15-minute venue, and synthetic open and end accounting points allowed for same-day exits. Stops were triggered first when both conditions were touched. Returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline 'EMN R92004 costed L20 train 55bp per-side backtest'. The backtest results for the symbol EMN show a return of -33.43524204079861 percent and a drawdown of 42.78348248233688 percent. The win rate was 31.428571428571427 percent, based on 35 trades. The manual closed percentage was -33.43524204079857 percent. The strategy used a 1 boundary, with 0 same day trades, 5 targets, and a buy and hold percentage of 28.479499908071325 percent. The vectorbt longonly strategy used a next-open entry, 2ATR stop and net 3R fixed target, with a 60-session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not sized to 120 percent of the fund. Daily intrabar stops were approximate, using 15-minute venue data, and synthetic open and end accounting points allowed for same-day exits, with stops triggered first when both were touched. Correct returns were calculated by dividing the profit and loss by the entry value plus entry fees, with a cost of 55 basis points per side.
https://runway.adityaperswal.workers.dev/data/stock-bars
A backtest of the stock symbol EMN was done. The test looked at 20 days of data to train the model. The cost of buying or selling was 20 basis points per side. The return on investment was -14.9552 percent. The biggest loss was 39.4879 percent. The strategy was successful 31.4286 percent of the time. There were 35 trades. The return when trades were closed manually was -14.9552 percent. The test used a boundary of 1 and did not allow same-day trades. There were 5 targets. If the stock was bought and held, the return would have been 28.4795 percent. The test used a strategy called vectorbt longonly, which means it only bought stocks and did not sell short. The strategy entered trades at the next open, set a stop loss at 2 times the average true range, and had a fixed target of 3 times the reward. Trades were exited after 60 sessions. The test was run from 2017 to 2022, and the results from 2023 to 2025 were held apart. The year 2026 was considered recent. The test used a full-invested portfolio, not a 120 fund sizing. Daily intrabar stops were approximate and based on 15-minute venue data. Synthetic open and end accounting points allowed for same-day exits. The stop loss was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. A news scan found the headline about this test, which was a backtest of the EMN stock symbol.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 recent 55bp per-side backtest = -3.8661362611606456
Supply chain2026-09-20 04:12
A news scan found the headline 'CE R92004 costed L60 recent 55bp per-side backtest'. The backtest results for the symbol CE are as follows: the lookback period is 60, the window is recent, and the cost per side is 55 basis points. The return percentage is -3.87%, the drawdown percentage is 27.73%, and the win rate percentage is 33.33%. The number of trades is 3, and the manual closed percentage is -3.87%. The strategy used is vectorbt long only, with next open entry, 2 ATR stop, and a fixed target of 3R, with a 60 session exit. The training period is from 2017 to 2022, the held apart period is from 2023 to 2025, and the recent period is 2026. The test portfolio is fully invested, not sized to 120 fund. Daily intrabar stops are approximate to 15 minute venue, and synthetic open and end accounting points allow for same day exits. The stop is triggered first when both conditions are touched. The correct returns are calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 recent 20bp per-side backtest = -1.8259545595789677
Supply chain2026-09-20 04:12
A news scan found the headline 'CE R92004 costed L60 recent 20bp per-side backtest'. The backtest results for the symbol CE are as follows: the lookback period was 60 days, the window was recent, and the cost was 20 basis points per side, which is a measure of the cost of a trade as a percentage of the trade value. The return percentage was -1.8259545595789677, the drawdown percentage was 26.96161245481038, which is the maximum loss from a peak to a trough, and the win rate percentage was 33.33333333333333. The number of trades was 3, and the manual closed percentage was -1.8259545595789795. The boundary was 0, and the same day percentage was 0. The targets were 1, and the buy and hold percentage was 7.8878593490139925. The strategy used was vectorbt long only, which is a type of trading strategy that only buys assets. The entry was next open, the stop was 2ATR, which is a measure of volatility, and the target was fixed at 3R, which is a measure of risk. The exit was after 60 sessions. The test was run from 2017 to 2022 for training, and from 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not sized to 120 funds. Daily intrabar stops were approximate, and were set at 15-minute intervals at the venue, which is the location where the trade is executed. Synthetic open and end accounting points allowed for same-day exits, and the stop was triggered first when both conditions were touched. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 holdout 55bp per-side backtest = -17.271432476361863
Supply chain2026-09-20 04:12
A backtest of the symbol CE with a 60-day lookback period and a holdout window found the following results: the cost was 55 basis points per side, the return was -17.27 percent, the drawdown was 26.43 percent, and the win rate was 14.29 percent, based on 7 trades. The manual closed percentage was -17.27 percent. The strategy used was a long-only approach with a next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run on data from 2017 to 2022, with 2023 to 2025 held apart, and 2026 considered recent. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using 15-minute venue data, and synthetic accounting points allowed for same-day exits, stopping first when both conditions were touched. Returns were calculated by dividing the profit and loss by the entry value plus entry fees. A news scan found the headline related to vectorbt longonly strategy.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 holdout 20bp per-side backtest = -13.116725484861872
Supply chain2026-09-20 04:12
A backtest was done on the symbol CE with a 60-day lookback period, using a holdout window, and a cost of 20 basis points per side. The return was -13.12 percent and the drawdown was 24.84 percent. The win rate was 28.57 percent, with 7 trades. The manual closed return was -13.12 percent. The test used a next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run from 2017 to 2022 for training, from 2023 to 2025 for holding apart, and 2026 was recent. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using 15-minute venue data. Synthetic accounting points allowed for same-day exits, with stops triggered first when both were touched. Returns were calculated by dividing profit and loss by the entry value plus entry fees, which is also known as a basis point or bp, a unit of measurement for costs and returns, in this case 20 basis points or 20bp per side, which is a cost of 0.2 percent per side.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 train 55bp per-side backtest = -23.647023921593163
Supply chain2026-09-20 04:12
A backtest of the symbol CE with a 60-day lookback period was conducted on the train window, which means a portion of the data used for testing, with a cost of 55 basis points per side, a measure of the cost of a trade. The results showed a return of -23.647023921593163 percent and a drawdown of 37.87582283239247 percent, which is the maximum loss from a peak to a trough. The win rate was 33.33333333333333 percent, based on 21 trades, with a manual closed return of -23.647023921593167 percent. The test used a vectorbt longonly strategy, which means only buying stocks, with a next-open entry, a 2ATR stop, a net 3R fixed target, and a 60-session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not using 120 fund sizing. Daily intrabar stops were approximate, using 15-minute venue data, and synthetic open and end accounting points allowed for same-day exits. The stop was triggered first when both conditions were touched. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 train 20bp per-side backtest = -11.556076970376125
Supply chain2026-09-20 04:12
A backtest of the symbol CE with a 60-day lookback period was conducted on a train window with a cost of 20 basis points per side. The results showed a return of -11.556076970376125 percent and a drawdown of 33.37125770844026 percent, with a win rate of 33.33333333333333 percent over 21 trades. The manual closed percentage was -11.556076970376083 percent. A vectorbt long-only strategy was used with next-open entry, a 2ATR stop and net 3R fixed target, and a 60-session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate to a 15-minute venue, and synthetic open and end accounting points allowed for same-day exits, with stops triggered first when both were touched. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. A news scan found the headline was not available, this is a raw script output.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L40 recent 55bp per-side backtest = -3.8661362611606456
Supply chain2026-09-20 04:12
A news scan found the headline 'CE R92004 costed L40 recent 55bp per-side backtest'. The trading results for the symbol CE are as follows: the lookback period was 40, the window was recent, and the cost per side was 55 basis points, which is a measure of the cost of a trade as a percentage of the trade value. The return percentage was -3.87%, the drawdown percentage was 27.73%, and the win rate percentage was 33.33%. The number of trades was 3. The manual closed percentage was -3.87%. The trading strategy used was vectorbt long only, which means it only considered buying the stock, not selling it short. The entry point was the next open, the stop loss was 2ATR, which is a measure of market volatility, and the target was 3R, which is a measure of the profit target. The exit point was after 60 sessions. The training period was from 2017 to 2022, the held apart period was from 2023 to 2025, and the recent period was 2026. The test portfolio was fully invested, not sized like a $120 fund. The daily intrabar stops were approximate and based on 15-minute venue data. The accounting points allowed for same-day exits, and the stop loss was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L40 recent 20bp per-side backtest = -1.8259545595789677
Supply chain2026-09-20 04:12
A news scan found the headline 'CE R92004 costed L40 recent 20bp per-side backtest'. The backtest results for the symbol CE are as follows: the lookback period is 40, the window is recent, and the cost per side is 20 basis points, which is a measure of the cost of a trade as a percentage of its value. The return percentage is -1.8259545595789677, the drawdown percentage is 26.96161245481038, and the win rate percentage is 33.33333333333333. The number of trades is 3, and the manual closed percentage is -1.8259545595789795. The boundary is 0, and the same day percentage is 0. The targets are 1. The buy and hold percentage is 7.8878593490139925. The strategy used is vectorbt long only, which is a type of trading strategy that involves only buying assets. The entry is next open, the stop is 2ATR, which is a measure of price volatility, and the target is fixed at 3R. The exit is after 60 sessions. The test was run from 2017 to 2022, and the results from 2023 to 2025 were held apart, with 2026 being recent. The test portfolio was fully invested, not sized to 120 fund. The daily intrabar stops are approximate and occur every 15 minutes at the venue. Synthetic open and end accounting points allow for same-day exits. The stop is triggered first when both conditions are touched. The correct returns are calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L40 holdout 55bp per-side backtest = -17.425314962597714
Supply chain2026-09-20 04:12
A backtest was done on the symbol CE with a lookback of 40 and a holdout window. The cost was 55 basis points per side. The return was -17.425314962597714 percent and the drawdown was 26.57131077604277 percent. The win rate was 14.285714285714285 percent. This was based on 7 trades. The manual closed percentage was -17.42531496259775 percent. The boundary was 0 and same day was 0. There was 1 target. The buy and hold percentage was -56.69436749769159 percent. The test used a vectorbt long only strategy with next open entry, 2 ATR stop and net 3R fixed target, and a 60 session exit. The test was done from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not sized like a 120 fund. Daily intrabar stops were approximate and happened every 15 minutes at the venue. Synthetic accounting points were used for open and end points, allowing same day exits. Stops were triggered first when both were touched. Returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L40 holdout 20bp per-side backtest = -13.278336095258055
Supply chain2026-09-20 04:12
A news scan found the headline 'CE R92004 costed L40 holdout 20bp per-side backtest'. The backtest results for the symbol CE are as follows: the lookback period was 40, the window was a holdout, and the cost per side was 20 basis points. The return percentage was -13.278336095258055, the drawdown percentage was 24.958826611407414, and the win rate percentage was 28.57142857142857. There were 7 trades, and the manual closed percentage was -13.278336095258037. The strategy used was a long-only approach with a next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The training period was from 2017 to 2022, the held-apart period was from 2023 to 2025, and the recent period was 2026. The test portfolio was fully invested, and the fund sizing was not 120. The daily intrabar stops were approximate, occurring every 15 minutes at the venue, and synthetic accounting points allowed for same-day exits. The stop was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L40 train 55bp per-side backtest = -35.9794166098738
Supply chain2026-09-20 04:12
A news scan found the headline 'CE R92004 costed L40 train 55bp per-side backtest'. The backtest results for the symbol CE are as follows: the lookback period was 40, the window was set to train, and the cost per side was 55 basis points. The return percentage was -35.9794166098738, the drawdown percentage was 47.26709875902853, and the win rate percentage was 32. The number of trades was 25, and the manual closed percentage was -35.97941660987386. The boundary was 0, and the same day percentage was 0. The number of targets was 2. The buy and hold percentage was 45.89010330887855. The strategy used was vectorbt long only, with next open entry, 2ATR stop and net 3R fixed target, and 60 session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not sized to 120 fund. Daily intrabar stops were approximate to 15 minute venue, and synthetic open and end accounting points allowed for same day exits. Stops were triggered first when both were touched. Correct returns were calculated by dividing the profit and loss by the entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars