Notes

{"return":25.420885921607205,"drawdown":30.301096474759305,"win_rate":57.14285714285714,"sample":7,"mean_trade_pct":4.488646425436358,"half_kelly_fraction":1.259588472030996,"skipped_entries":3,"trades":[{"entry":"2024-09-21 00:00:00+00:00","exit":"2024-10-11 00:00:00+00:00","return_pct":-5.940878090250434,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2024-10-22 00:00:00+00:00","exit":"2024-11-11 00:00:00+00:00","return_pct":25.827002614712647,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2024-11-12 00:00:00+00:00","exit":"2024-12-02 00:00:00+00:00","return_pct":5.817015718997176,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2025-01-20 00:00:00+00:00","exit":"2025-01-29 00:00:00+00:00","return_pct":-10.819310381242374,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.22545019594807933},{"entry":"2025-04-21 00:00:00+00:00","exit":"2025-05-11 00:00:00+00:00","return_pct":28.014891148442487,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2025-07-12 00:00:00+00:00","exit":"2025-08-01 00:00:00+00:00","return_pct":4.887419249289904,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2025-09-12 00:00:00+00:00","exit":"2025-09-26 00:00:00+00:00","return_pct":-16.365615281894897,"reason":"stop","weekend":false,"trend":true,"stop_overshoot_pct":5.118286996460564}],"days":731,"symbol":"SOL","tf":"1Day","delay":1,"slippage_bp":10,"window":"train"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-26.398607832625544,"drawdown":35.29850243033073,"win_rate":14.285714285714285,"sample":7,"mean_trade_pct":-3.8927833838910852,"half_kelly_fraction":0,"skipped_entries":0,"trades":[{"entry":"2026-01-06 00:00:00+00:00","exit":"2026-01-21 00:00:00+00:00","return_pct":-9.878101385506211,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.10359717542783532},{"entry":"2026-03-17 00:00:00+00:00","exit":"2026-03-28 00:00:00+00:00","return_pct":-14.596053157714273,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.21852884692533234},{"entry":"2026-04-17 00:00:00+00:00","exit":"2026-05-07 00:00:00+00:00","return_pct":-1.0502060624336895,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-09 00:00:00+00:00","exit":"2026-05-17 00:00:00+00:00","return_pct":-6.778889164655933,"reason":"stop","weekend":true,"trend":false,"stop_overshoot_pct":0.10037097587775382},{"entry":"2026-07-02 00:00:00+00:00","exit":"2026-07-22 00:00:00+00:00","return_pct":-0.050979522977723235,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-20 00:00:00+00:00","exit":"2026-08-25 00:00:00+00:00","return_pct":14.58604099099845,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0},{"entry":"2026-08-28 00:00:00+00:00","exit":"2026-09-02 00:00:00+00:00","return_pct":-9.481295384948218,"reason":"stop","weekend":false,"trend":true,"stop_overshoot_pct":0.37782337321414117}],"days":255,"symbol":"SOL","tf":"1Day","delay":0,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-29.803963815426744,"drawdown":39.02815504192447,"win_rate":28.57142857142857,"sample":7,"mean_trade_pct":-4.466468344010586,"half_kelly_fraction":0,"skipped_entries":0,"trades":[{"entry":"2026-01-06 00:00:00+00:00","exit":"2026-01-26 00:00:00+00:00","return_pct":-14.595323227837898,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":5.013033639018412},{"entry":"2026-03-17 00:00:00+00:00","exit":"2026-03-28 00:00:00+00:00","return_pct":-14.25375174060669,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.019165268197914302},{"entry":"2026-04-17 00:00:00+00:00","exit":"2026-05-07 00:00:00+00:00","return_pct":-0.6536125097974965,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-09 00:00:00+00:00","exit":"2026-05-18 00:00:00+00:00","return_pct":-8.03902107334995,"reason":"stop","weekend":true,"trend":false,"stop_overshoot_pct":1.544379223199446},{"entry":"2026-07-02 00:00:00+00:00","exit":"2026-07-22 00:00:00+00:00","return_pct":0.3496189576871478,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-20 00:00:00+00:00","exit":"2026-08-25 00:00:00+00:00","return_pct":15.0453050608945,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0},{"entry":"2026-08-28 00:00:00+00:00","exit":"2026-09-02 00:00:00+00:00","return_pct":-9.118493875063717,"reason":"stop","weekend":false,"trend":true,"stop_overshoot_pct":0.17877806526851256}],"days":255,"symbol":"SOL","tf":"1Day","delay":0,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-9.16236274477933,"drawdown":22.91093510051304,"win_rate":42.857142857142854,"sample":7,"mean_trade_pct":-1.1056681534807686,"half_kelly_fraction":0,"skipped_entries":4,"trades":[{"entry":"2026-01-14 03:00:00+00:00","exit":"2026-01-20 07:00:00+00:00","return_pct":-7.36266711393786,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.1517251488484077},{"entry":"2026-03-04 20:00:00+00:00","exit":"2026-03-08 19:00:00+00:00","return_pct":-12.480106344745124,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.015841803387449244},{"entry":"2026-04-08 04:00:00+00:00","exit":"2026-04-28 04:00:00+00:00","return_pct":1.2589188467300838,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-07-14 17:00:00+00:00","exit":"2026-08-03 17:00:00+00:00","return_pct":-1.5547742877098925,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 19:00:00+00:00","exit":"2026-08-21 02:00:00+00:00","return_pct":11.461501860743617,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 06:00:00+00:00","exit":"2026-09-10 06:00:00+00:00","return_pct":3.6716645934749437,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0},{"entry":"2026-09-11 18:00:00+00:00","exit":"2026-09-13 00:00:00+00:00","return_pct":-2.73421462892115,"reason":"boundary","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"ETH","tf":"1Hour","delay":4,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":2.4861778723921333,"drawdown":19.11969765402035,"win_rate":42.857142857142854,"sample":7,"mean_trade_pct":0.5093714812180413,"half_kelly_fraction":1.2278289411408494,"skipped_entries":4,"trades":[{"entry":"2026-01-14 03:00:00+00:00","exit":"2026-01-20 07:00:00+00:00","return_pct":-6.991374082451529,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.9542260981967581},{"entry":"2026-03-04 20:00:00+00:00","exit":"2026-03-24 20:00:00+00:00","return_pct":-3.5986455236284076,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-08 04:00:00+00:00","exit":"2026-04-28 04:00:00+00:00","return_pct":1.6647674368430065,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-07-14 17:00:00+00:00","exit":"2026-08-03 17:00:00+00:00","return_pct":-1.1602030586890022,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 19:00:00+00:00","exit":"2026-08-21 02:00:00+00:00","return_pct":11.90824269006776,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 06:00:00+00:00","exit":"2026-09-10 06:00:00+00:00","return_pct":4.087183536291272,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0},{"entry":"2026-09-11 18:00:00+00:00","exit":"2026-09-13 00:00:00+00:00","return_pct":-2.344370629906811,"reason":"boundary","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"ETH","tf":"1Hour","delay":4,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-7.3096712370086445,"drawdown":22.58129595322985,"win_rate":33.33333333333333,"sample":6,"mean_trade_pct":-1.047269795883162,"half_kelly_fraction":0,"skipped_entries":4,"trades":[{"entry":"2026-01-05 03:00:00+00:00","exit":"2026-01-20 23:00:00+00:00","return_pct":-8.65762038476734,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.2208285045386447},{"entry":"2026-03-04 18:00:00+00:00","exit":"2026-03-24 18:00:00+00:00","return_pct":-2.8945602063975784,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-08 02:00:00+00:00","exit":"2026-04-28 02:00:00+00:00","return_pct":1.7934412280117717,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-07-14 15:00:00+00:00","exit":"2026-08-03 15:00:00+00:00","return_pct":-1.587183198304909,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 17:00:00+00:00","exit":"2026-08-21 02:00:00+00:00","return_pct":11.538338765654931,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-22 00:00:00+00:00","exit":"2026-08-23 05:00:00+00:00","return_pct":-6.476034979495848,"reason":"stop","weekend":true,"trend":true,"stop_overshoot_pct":0.6554802962776924}],"days":255,"symbol":"ETH","tf":"1Hour","delay":2,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-5.058183811965861,"drawdown":22.270999613474316,"win_rate":33.33333333333333,"sample":6,"mean_trade_pct":-0.650664474608174,"half_kelly_fraction":0,"skipped_entries":4,"trades":[{"entry":"2026-01-05 03:00:00+00:00","exit":"2026-01-20 23:00:00+00:00","return_pct":-8.291517562353112,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.0234675225297338},{"entry":"2026-03-04 18:00:00+00:00","exit":"2026-03-24 18:00:00+00:00","return_pct":-2.5053588769603063,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-08 02:00:00+00:00","exit":"2026-04-28 02:00:00+00:00","return_pct":2.2014321988384156,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-07-14 15:00:00+00:00","exit":"2026-08-03 15:00:00+00:00","return_pct":-1.192741865107716,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 17:00:00+00:00","exit":"2026-08-21 02:00:00+00:00","return_pct":11.98538755945151,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-22 00:00:00+00:00","exit":"2026-08-23 05:00:00+00:00","return_pct":-6.101188301517835,"reason":"stop","weekend":true,"trend":true,"stop_overshoot_pct":0.4569897474191105}],"days":255,"symbol":"ETH","tf":"1Hour","delay":2,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":10.59334598278349,"drawdown":22.646299516825607,"win_rate":57.14285714285714,"sample":7,"mean_trade_pct":1.6891732222168443,"half_kelly_fraction":2.5415440053830203,"skipped_entries":0,"trades":[{"entry":"2026-01-05 01:00:00+00:00","exit":"2026-01-20 23:00:00+00:00","return_pct":-8.04698787657111,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.5604803342599736},{"entry":"2026-03-04 16:00:00+00:00","exit":"2026-03-24 16:00:00+00:00","return_pct":-1.838083645999511,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-08 00:00:00+00:00","exit":"2026-04-28 00:00:00+00:00","return_pct":1.6772121208703306,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-07-06 22:00:00+00:00","exit":"2026-07-26 22:00:00+00:00","return_pct":4.971711322873751,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 15:00:00+00:00","exit":"2026-08-19 22:00:00+00:00","return_pct":14.78036594492198,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-20 17:00:00+00:00","exit":"2026-09-09 17:00:00+00:00","return_pct":5.308951707795351,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0},{"entry":"2026-09-11 14:00:00+00:00","exit":"2026-09-13 00:00:00+00:00","return_pct":-5.028957018372882,"reason":"boundary","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"ETH","tf":"1Hour","delay":0,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":13.733733534189312,"drawdown":22.33626371317833,"win_rate":57.14285714285714,"sample":7,"mean_trade_pct":2.0967462839483537,"half_kelly_fraction":3.2111305573046494,"skipped_entries":0,"trades":[{"entry":"2026-01-05 01:00:00+00:00","exit":"2026-01-20 23:00:00+00:00","return_pct":-7.678437621917322,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.36179997528747254},{"entry":"2026-03-04 16:00:00+00:00","exit":"2026-03-24 16:00:00+00:00","return_pct":-1.4446479288420577,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-08 00:00:00+00:00","exit":"2026-04-28 00:00:00+00:00","return_pct":2.084737242171797,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-07-06 22:00:00+00:00","exit":"2026-07-26 22:00:00+00:00","return_pct":5.392440889487182,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 15:00:00+00:00","exit":"2026-08-19 22:00:00+00:00","return_pct":15.240408874689981,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-20 17:00:00+00:00","exit":"2026-09-09 17:00:00+00:00","return_pct":5.7310329433412965,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0},{"entry":"2026-09-11 14:00:00+00:00","exit":"2026-09-13 00:00:00+00:00","return_pct":-4.6483104112924,"reason":"boundary","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"ETH","tf":"1Hour","delay":0,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-28.89480936909855,"drawdown":32.88662968098834,"win_rate":20,"sample":5,"mean_trade_pct":-6.361191370663713,"half_kelly_fraction":0,"skipped_entries":3,"trades":[{"entry":"2026-01-07 00:00:00+00:00","exit":"2026-01-10 00:00:00+00:00","return_pct":-7.4629965138945265,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.22882877976782884},{"entry":"2026-01-15 00:00:00+00:00","exit":"2026-01-21 00:00:00+00:00","return_pct":-13.41726427203861,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":7.304766025669952},{"entry":"2026-03-18 00:00:00+00:00","exit":"2026-03-23 00:00:00+00:00","return_pct":-12.336082177921115,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.930934287354622},{"entry":"2026-07-16 00:00:00+00:00","exit":"2026-08-05 00:00:00+00:00","return_pct":-3.5334201890368955,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 00:00:00+00:00","exit":"2026-09-10 00:00:00+00:00","return_pct":4.943806299572584,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"ETH","tf":"1Day","delay":1,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-27.458382948521432,"drawdown":31.940702695446642,"win_rate":20,"sample":5,"mean_trade_pct":-5.9858843962766635,"half_kelly_fraction":0,"skipped_entries":3,"trades":[{"entry":"2026-01-07 00:00:00+00:00","exit":"2026-01-10 00:00:00+00:00","return_pct":-7.092105605460485,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.029485780326807254},{"entry":"2026-01-15 00:00:00+00:00","exit":"2026-01-21 00:00:00+00:00","return_pct":-13.070238235976516,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":7.119560762983969},{"entry":"2026-03-18 00:00:00+00:00","exit":"2026-03-23 00:00:00+00:00","return_pct":-11.984722733665986,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.7329940961205731},{"entry":"2026-07-16 00:00:00+00:00","exit":"2026-08-05 00:00:00+00:00","return_pct":-3.1467794283493777,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 00:00:00+00:00","exit":"2026-09-10 00:00:00+00:00","return_pct":5.364424022069048,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"ETH","tf":"1Day","delay":1,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-15.965104127502231,"drawdown":27.24834401499575,"win_rate":20,"sample":5,"mean_trade_pct":-3.0941328333627305,"half_kelly_fraction":0,"skipped_entries":0,"trades":[{"entry":"2026-01-06 00:00:00+00:00","exit":"2026-01-21 00:00:00+00:00","return_pct":-10.06109385592019,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":2.714647331986412},{"entry":"2026-03-17 00:00:00+00:00","exit":"2026-03-22 00:00:00+00:00","return_pct":-12.346100593109377,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.093429304390941},{"entry":"2026-04-12 00:00:00+00:00","exit":"2026-05-02 00:00:00+00:00","return_pct":-0.5971873745373446,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-07-15 00:00:00+00:00","exit":"2026-08-04 00:00:00+00:00","return_pct":-2.8605724458390602,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-20 00:00:00+00:00","exit":"2026-08-22 00:00:00+00:00","return_pct":10.394290102592318,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"ETH","tf":"1Day","delay":0,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-14.267479191675875,"drawdown":26.66399395121769,"win_rate":20,"sample":5,"mean_trade_pct":-2.705731396618394,"half_kelly_fraction":0,"skipped_entries":0,"trades":[{"entry":"2026-01-06 00:00:00+00:00","exit":"2026-01-21 00:00:00+00:00","return_pct":-9.70061619458824,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":2.5202710029793924},{"entry":"2026-03-17 00:00:00+00:00","exit":"2026-03-22 00:00:00+00:00","return_pct":-11.994781302943625,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.895813778525584},{"entry":"2026-04-12 00:00:00+00:00","exit":"2026-05-02 00:00:00+00:00","return_pct":-0.19877811027920744,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-07-15 00:00:00+00:00","exit":"2026-08-04 00:00:00+00:00","return_pct":-2.4712348925030936,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-20 00:00:00+00:00","exit":"2026-08-22 00:00:00+00:00","return_pct":10.836753517222197,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"ETH","tf":"1Day","delay":0,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":0.665531823142814,"drawdown":14.89383800138655,"win_rate":50,"sample":6,"mean_trade_pct":0.3055213597247953,"half_kelly_fraction":0.5123497529498771,"skipped_entries":4,"trades":[{"entry":"2026-01-04 05:00:00+00:00","exit":"2026-01-24 05:00:00+00:00","return_pct":-2.894548306054401,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-14 03:00:00+00:00","exit":"2026-05-04 03:00:00+00:00","return_pct":6.644411774958381,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-06 13:00:00+00:00","exit":"2026-05-16 11:00:00+00:00","return_pct":-6.231867478426367,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.08634737959121624},{"entry":"2026-07-21 11:00:00+00:00","exit":"2026-07-31 15:00:00+00:00","return_pct":-6.363769214355508,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.05213301800978458},{"entry":"2026-08-19 19:00:00+00:00","exit":"2026-08-21 08:00:00+00:00","return_pct":10.346202681259719,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 12:00:00+00:00","exit":"2026-09-10 12:00:00+00:00","return_pct":0.3326987009669491,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Hour","delay":4,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":2.5817921205252503,"drawdown":13.96480952579604,"win_rate":50,"sample":6,"mean_trade_pct":0.6270058910063196,"half_kelly_fraction":1.0229440715258162,"skipped_entries":4,"trades":[{"entry":"2026-01-04 05:00:00+00:00","exit":"2026-01-24 05:00:00+00:00","return_pct":-2.5053469289201713,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-14 03:00:00+00:00","exit":"2026-05-04 03:00:00+00:00","return_pct":7.071845571953594,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-06 13:00:00+00:00","exit":"2026-05-17 02:00:00+00:00","return_pct":-6.120664821191779,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.15293666145156895},{"entry":"2026-07-21 11:00:00+00:00","exit":"2026-08-01 20:00:00+00:00","return_pct":-6.207106810685503,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.07238845449794881},{"entry":"2026-08-19 19:00:00+00:00","exit":"2026-08-21 08:00:00+00:00","return_pct":10.788473360154605,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 12:00:00+00:00","exit":"2026-09-10 12:00:00+00:00","return_pct":0.7348349747271721,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Hour","delay":4,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-2.4671337768238715,"drawdown":17.01318308981469,"win_rate":33.33333333333333,"sample":6,"mean_trade_pct":-0.23990301556031843,"half_kelly_fraction":0,"skipped_entries":4,"trades":[{"entry":"2026-01-04 03:00:00+00:00","exit":"2026-01-24 03:00:00+00:00","return_pct":-2.743272260612384,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-14 01:00:00+00:00","exit":"2026-05-04 01:00:00+00:00","return_pct":4.696475421187429,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-06 11:00:00+00:00","exit":"2026-05-16 10:00:00+00:00","return_pct":-6.226345709953374,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.0868680254805432},{"entry":"2026-07-21 09:00:00+00:00","exit":"2026-07-31 15:00:00+00:00","return_pct":-6.414096096175703,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.10585222955407728},{"entry":"2026-08-19 17:00:00+00:00","exit":"2026-08-21 08:00:00+00:00","return_pct":10.241594453984604,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 10:00:00+00:00","exit":"2026-09-10 10:00:00+00:00","return_pct":-0.9937739017924829,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Hour","delay":2,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-0.37151101460021607,"drawdown":15.905558141881693,"win_rate":33.33333333333333,"sample":6,"mean_trade_pct":0.11699246097249423,"half_kelly_fraction":0.19618486599530183,"skipped_entries":4,"trades":[{"entry":"2026-01-04 03:00:00+00:00","exit":"2026-01-24 03:00:00+00:00","return_pct":-2.3534645648401686,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-14 01:00:00+00:00","exit":"2026-05-04 01:00:00+00:00","return_pct":5.1161018345781795,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-06 11:00:00+00:00","exit":"2026-05-17 01:00:00+00:00","return_pct":-5.98585342588337,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.023412036501751686},{"entry":"2026-07-21 09:00:00+00:00","exit":"2026-08-01 19:00:00+00:00","return_pct":-6.161320770715029,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.02932008377003794},{"entry":"2026-08-19 17:00:00+00:00","exit":"2026-08-21 08:00:00+00:00","return_pct":10.683445860167161,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 10:00:00+00:00","exit":"2026-09-10 10:00:00+00:00","return_pct":-0.5969541674718082,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Hour","delay":2,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":1.8313690835902605,"drawdown":15.627950319962947,"win_rate":50,"sample":6,"mean_trade_pct":0.4475923423890635,"half_kelly_fraction":1.1118445833222594,"skipped_entries":0,"trades":[{"entry":"2026-01-04 01:00:00+00:00","exit":"2026-01-24 01:00:00+00:00","return_pct":-3.239170441482997,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-10 21:00:00+00:00","exit":"2026-04-30 21:00:00+00:00","return_pct":3.043756815599874,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-06 09:00:00+00:00","exit":"2026-05-17 02:00:00+00:00","return_pct":-6.209396589424299,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.04720323772353954},{"entry":"2026-07-14 16:00:00+00:00","exit":"2026-08-03 16:00:00+00:00","return_pct":-2.7348661895421067,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 15:00:00+00:00","exit":"2026-08-21 01:00:00+00:00","return_pct":10.600286039543171,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 08:00:00+00:00","exit":"2026-09-10 08:00:00+00:00","return_pct":1.2249444196407389,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Hour","delay":0,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":3.865085512335696,"drawdown":14.969439154901975,"win_rate":50,"sample":6,"mean_trade_pct":0.7840122152101595,"half_kelly_fraction":1.9140143661182405,"skipped_entries":0,"trades":[{"entry":"2026-01-04 01:00:00+00:00","exit":"2026-01-24 01:00:00+00:00","return_pct":-2.8513503195446877,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-04-10 21:00:00+00:00","exit":"2026-04-30 21:00:00+00:00","return_pct":3.456759086410699,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-06 09:00:00+00:00","exit":"2026-05-18 00:00:00+00:00","return_pct":-6.230542604572598,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.24695096771678784},{"entry":"2026-07-14 16:00:00+00:00","exit":"2026-08-03 16:00:00+00:00","return_pct":-2.34502480200105,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 15:00:00+00:00","exit":"2026-08-21 01:00:00+00:00","return_pct":11.04357509167273,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 08:00:00+00:00","exit":"2026-09-10 08:00:00+00:00","return_pct":1.6306568392958631,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Hour","delay":0,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-0.21227381922949462,"drawdown":13.034926770540778,"win_rate":40,"sample":5,"mean_trade_pct":0.19279753982137687,"half_kelly_fraction":0.22387335315499568,"skipped_entries":1,"trades":[{"entry":"2026-01-06 00:00:00+00:00","exit":"2026-01-21 00:00:00+00:00","return_pct":-6.91492366781723,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.12305378969901667},{"entry":"2026-04-15 00:00:00+00:00","exit":"2026-05-05 00:00:00+00:00","return_pct":6.470688171922179,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-07 00:00:00+00:00","exit":"2026-05-19 00:00:00+00:00","return_pct":-6.5541896764442225,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.3756259377988729},{"entry":"2026-07-16 00:00:00+00:00","exit":"2026-08-05 00:00:00+00:00","return_pct":-2.1296073677002147,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 00:00:00+00:00","exit":"2026-09-04 00:00:00+00:00","return_pct":10.092020239146372,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Day","delay":1,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-0.2686556274030494,"drawdown":13.776620128535388,"win_rate":40,"sample":5,"mean_trade_pct":0.21390039637057848,"half_kelly_fraction":0.2250106253509645,"skipped_entries":1,"trades":[{"entry":"2026-01-06 00:00:00+00:00","exit":"2026-01-26 00:00:00+00:00","return_pct":-8.444199515169505,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.837324329458439},{"entry":"2026-04-15 00:00:00+00:00","exit":"2026-05-05 00:00:00+00:00","return_pct":6.8974256798382205,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-07 00:00:00+00:00","exit":"2026-05-19 00:00:00+00:00","return_pct":-6.179656244686182,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.17657623937287992},{"entry":"2026-07-16 00:00:00+00:00","exit":"2026-08-05 00:00:00+00:00","return_pct":-1.7373400858053833,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 00:00:00+00:00","exit":"2026-09-04 00:00:00+00:00","return_pct":10.533272147675742,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Day","delay":1,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-12.248870136238835,"drawdown":25.93474703271117,"win_rate":33.33333333333333,"sample":6,"mean_trade_pct":-1.8422946456240648,"half_kelly_fraction":0,"skipped_entries":0,"trades":[{"entry":"2026-01-05 00:00:00+00:00","exit":"2026-01-25 00:00:00+00:00","return_pct":-3.6543182801291763,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-03-17 00:00:00+00:00","exit":"2026-03-28 00:00:00+00:00","return_pct":-12.3469990171594,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.7746723768806921},{"entry":"2026-04-14 00:00:00+00:00","exit":"2026-05-04 00:00:00+00:00","return_pct":4.363714514214911,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-06 00:00:00+00:00","exit":"2026-05-23 00:00:00+00:00","return_pct":-7.737911679736986,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.5316174584625661},{"entry":"2026-07-15 00:00:00+00:00","exit":"2026-08-04 00:00:00+00:00","return_pct":-3.4556311216628277,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-20 00:00:00+00:00","exit":"2026-08-22 00:00:00+00:00","return_pct":11.777377710729088,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Day","delay":0,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-10.117357948740391,"drawdown":24.74016665003479,"win_rate":33.33333333333333,"sample":6,"mean_trade_pct":-1.4488758062713305,"half_kelly_fraction":0,"skipped_entries":0,"trades":[{"entry":"2026-01-05 00:00:00+00:00","exit":"2026-01-25 00:00:00+00:00","return_pct":-3.2681620823856283,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-03-17 00:00:00+00:00","exit":"2026-03-28 00:00:00+00:00","return_pct":-11.995683327902462,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.5764199740372932},{"entry":"2026-04-14 00:00:00+00:00","exit":"2026-05-04 00:00:00+00:00","return_pct":4.782007212546557,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-06 00:00:00+00:00","exit":"2026-05-23 00:00:00+00:00","return_pct":-7.368122639007346,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.3348774334045388},{"entry":"2026-07-15 00:00:00+00:00","exit":"2026-08-04 00:00:00+00:00","return_pct":-3.0686785802089056,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-20 00:00:00+00:00","exit":"2026-08-22 00:00:00+00:00","return_pct":12.225384579329802,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"BTC","tf":"1Day","delay":0,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"train_bootstrap_mean95_pct":[-19.512195121951223,32.1486643437863],"train_bootstrap_positive_pct":63.92,"halfKelly_scenario_dollars":196.91869627197755,"train_missing2_mean_bounds_pct":[-21.602787456445995,78.397212543554],"holdout_missing1_mean_bounds_pct":[-33.006535947712415,166.99346405228758],"RSI_return_corr_train":-0.7022306570984738,"RV_return_corr_train":0.3066166049207731,"entry_negative_intrinsic_gap_rows":[{"event":"2026-03-11","lag":2,"entry_intrinsic_gap":-0.040000000000000036}],"MC_cost_sensitivity":[{"stress":false,"cash_p05_p50_p95":[66.39003484320557,123.23498257839722,184.97888501742167],"loss_probability_pct":27.24,"median_dd_pct":19.58480219349784,"below25_pct":0.33},{"stress":true,"cash_p05_p50_p95":[11.762857142857161,24.82833333333334,77.41761904761907],"loss_probability_pct":99.265,"median_dd_pct":75.83282039803775,"below25_pct":51.66}]} Missing bounds assume unobserved returns-100%to+300%,not hardbound; holdout N1bootstrapdegenerate. ScenarioKelly from censored preeventmarks ignores unobservedfullpremiumtail, not live sizing. https://runway.adityaperswal.workers.dev/data/option-bars ; research/extra.json NumPyseed913061

{"phase":"all","block":3,"sample":7,"paths":20000,"opportunities":20,"cash_percentiles":[95.9078891393956,144.1308856550751,199.54638518822176],"loss_probability_pct":7.704999999999999,"median_dd_pct":12.852735324118386,"cash_below_ticket_pct":0,"mean_tickets":20,"p95_loss_streak":4} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306