Notes

{"symbol":"SOL","tf":"1Day","rule":"USDC_USDT","lag":2,"period":"train","slip":0.003,"return_pct":-12.067754102866289,"drawdown_pct":33.38353793456752,"win_pct":0,"n":3,"mean_trade_pct":-4.204788552603976,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":4.204788552603976} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC_USDT","lag":2,"period":"train","slip":0.001,"return_pct":-11.006206002050135,"drawdown_pct":33.24990410895988,"win_pct":0,"n":3,"mean_trade_pct":-3.8198366481497783,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":3.8198366481497783} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC_USDT","lag":1,"period":"holdout","slip":0.003,"return_pct":-7.865613126915903,"drawdown_pct":10.236238532511743,"win_pct":0,"n":1,"mean_trade_pct":-7.885277159733199,"half_kelly":null,"exposure_pct":6.2745098039215685,"buyhold_pct":-18.27869346128366,"avg_win_pct":0,"avg_loss_pct":7.885277159733199} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC_USDT","lag":1,"period":"holdout","slip":0.001,"return_pct":-7.496335917172459,"drawdown_pct":10.056890357751547,"win_pct":0,"n":1,"mean_trade_pct":-7.515076756965386,"half_kelly":null,"exposure_pct":6.2745098039215685,"buyhold_pct":-18.27869346128366,"avg_win_pct":0,"avg_loss_pct":7.515076756965386} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC_USDT","lag":1,"period":"train","slip":0.003,"return_pct":-12.067754102866289,"drawdown_pct":33.38353793456752,"win_pct":0,"n":3,"mean_trade_pct":-4.204788552603976,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":4.204788552603976} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC_USDT","lag":1,"period":"train","slip":0.001,"return_pct":-11.006206002050135,"drawdown_pct":33.24990410895988,"win_pct":0,"n":3,"mean_trade_pct":-3.8198366481497783,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":3.8198366481497783} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":7,"period":"holdout","slip":0.003,"return_pct":-6.667798709904233,"drawdown_pct":9.069243979662966,"win_pct":0,"n":2,"mean_trade_pct":-3.3724271200492617,"half_kelly":null,"exposure_pct":5.490196078431373,"buyhold_pct":-18.27869346128366,"avg_win_pct":0,"avg_loss_pct":3.3724271200492617} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":7,"period":"holdout","slip":0.001,"return_pct":-5.918143227317614,"drawdown_pct":8.522382946097974,"win_pct":0,"n":2,"mean_trade_pct":-2.984139087600466,"half_kelly":null,"exposure_pct":5.490196078431373,"buyhold_pct":-18.27869346128366,"avg_win_pct":0,"avg_loss_pct":2.984139087600466} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":7,"period":"train","slip":0.003,"return_pct":-12.067754102866289,"drawdown_pct":33.38353793456752,"win_pct":0,"n":3,"mean_trade_pct":-4.204788552603976,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":4.204788552603976} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":7,"period":"train","slip":0.001,"return_pct":-11.006206002050135,"drawdown_pct":33.24990410895988,"win_pct":0,"n":3,"mean_trade_pct":-3.8198366481497783,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":3.8198366481497783} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":2,"period":"holdout","slip":0.003,"return_pct":4.593191395420746,"drawdown_pct":9.663307375171781,"win_pct":100,"n":2,"mean_trade_pct":2.292855542927775,"half_kelly":null,"exposure_pct":7.450980392156863,"buyhold_pct":-18.27869346128366,"avg_win_pct":2.292855542927775,"avg_loss_pct":0} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":2,"period":"holdout","slip":0.001,"return_pct":5.433296506914857,"drawdown_pct":9.663307375171781,"win_pct":100,"n":2,"mean_trade_pct":2.703850187372292,"half_kelly":null,"exposure_pct":7.450980392156863,"buyhold_pct":-18.27869346128366,"avg_win_pct":2.703850187372292,"avg_loss_pct":0} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":2,"period":"train","slip":0.003,"return_pct":-12.067754102866289,"drawdown_pct":33.38353793456752,"win_pct":0,"n":3,"mean_trade_pct":-4.204788552603976,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":4.204788552603976} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":2,"period":"train","slip":0.001,"return_pct":-11.006206002050135,"drawdown_pct":33.24990410895988,"win_pct":0,"n":3,"mean_trade_pct":-3.8198366481497783,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":3.8198366481497783} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":1,"period":"holdout","slip":0.003,"return_pct":0.8214338591110674,"drawdown_pct":9.663307375171792,"win_pct":50,"n":2,"mean_trade_pct":0.4198923853683842,"half_kelly":12.850121764000198,"exposure_pct":7.8431372549019605,"buyhold_pct":-18.27869346128366,"avg_win_pct":1.765298140085718,"avg_loss_pct":0.9255133693489496} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":1,"period":"holdout","slip":0.001,"return_pct":1.6312437597669742,"drawdown_pct":9.66330737517177,"win_pct":50,"n":2,"mean_trade_pct":0.8233801408841619,"half_kelly":35.90213311969026,"exposure_pct":7.8431372549019605,"buyhold_pct":-18.27869346128366,"avg_win_pct":2.1741783196457165,"avg_loss_pct":0.5274180378773926} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":1,"period":"train","slip":0.003,"return_pct":-12.067754102866289,"drawdown_pct":33.38353793456752,"win_pct":0,"n":3,"mean_trade_pct":-4.204788552603976,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":4.204788552603976} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"USDC","lag":1,"period":"train","slip":0.001,"return_pct":-11.006206002050135,"drawdown_pct":33.24990410895988,"win_pct":0,"n":3,"mean_trade_pct":-3.8198366481497783,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":3.8198366481497783} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"SMA_only","lag":2,"period":"holdout","slip":0.003,"return_pct":17.894244145828083,"drawdown_pct":9.66330737517177,"win_pct":100,"n":1,"mean_trade_pct":17.938979756192648,"half_kelly":null,"exposure_pct":9.411764705882353,"buyhold_pct":-18.27869346128366,"avg_win_pct":17.938979756192648,"avg_loss_pct":0} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"SMA_only","lag":2,"period":"holdout","slip":0.001,"return_pct":18.366767586863787,"drawdown_pct":9.663307375171804,"win_pct":100,"n":1,"mean_trade_pct":18.412684505830946,"half_kelly":null,"exposure_pct":9.411764705882353,"buyhold_pct":-18.27869346128366,"avg_win_pct":18.412684505830946,"avg_loss_pct":0} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"SMA_only","lag":2,"period":"train","slip":0.003,"return_pct":-12.067754102866289,"drawdown_pct":33.38353793456752,"win_pct":0,"n":3,"mean_trade_pct":-4.204788552603976,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":4.204788552603976} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","tf":"1Day","rule":"SMA_only","lag":2,"period":"train","slip":0.001,"return_pct":-11.006206002050135,"drawdown_pct":33.24990410895988,"win_pct":0,"n":3,"mean_trade_pct":-3.8198366481497783,"half_kelly":null,"exposure_pct":22.31237322515213,"buyhold_pct":586.352957997662,"avg_win_pct":0,"avg_loss_pct":3.8198366481497783} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"ETH","tf":"1Hour","rule":"USDC_USDT","lag":7,"period":"holdout","slip":0.003,"return_pct":4.467965943906009,"drawdown_pct":4.486823606038815,"win_pct":100,"n":1,"mean_trade_pct":4.47913585876578,"half_kelly":null,"exposure_pct":3.922209511358065,"buyhold_pct":-14.878185268963284,"avg_win_pct":4.47913585876578,"avg_loss_pct":0} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"ETH","tf":"1Hour","rule":"USDC_USDT","lag":7,"period":"holdout","slip":0.001,"return_pct":4.886676484895247,"drawdown_pct":4.486823606038881,"win_pct":100,"n":1,"mean_trade_pct":4.89889317610748,"half_kelly":null,"exposure_pct":3.922209511358065,"buyhold_pct":-14.878185268963284,"avg_win_pct":4.89889317610748,"avg_loss_pct":0} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"ETH","tf":"1Hour","rule":"USDC_USDT","lag":7,"period":"train","slip":0.003,"return_pct":31.763629467259634,"drawdown_pct":41.460781803823956,"win_pct":30,"n":10,"mean_trade_pct":3.6118193293979215,"half_kelly":2.382260966224206,"exposure_pct":57.72190867111339,"buyhold_pct":30.106603470859604,"avg_win_pct":20.61828465069394,"avg_loss_pct":3.676665808300373} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees