Notes

{"symbol":"ETH","tf":"1Day","rule":"USDC_USDT","lag":7,"period":"holdout","slip":0.001,"return_pct":4.886676484895247,"drawdown_pct":3.1261864202954515,"win_pct":100,"n":1,"mean_trade_pct":4.89889317610748,"half_kelly":null,"exposure_pct":3.9215686274509802,"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":"1Day","rule":"USDC_USDT","lag":7,"period":"train","slip":0.003,"return_pct":31.763629467259634,"drawdown_pct":40.21869473703741,"win_pct":30,"n":10,"mean_trade_pct":3.6118193293979215,"half_kelly":2.382260966224206,"exposure_pct":57.729138166894664,"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

{"symbol":"ETH","tf":"1Day","rule":"USDC_USDT","lag":7,"period":"train","slip":0.001,"return_pct":37.14102896745993,"drawdown_pct":39.375624283383125,"win_pct":30,"n":10,"mean_trade_pct":4.028100417735462,"half_kelly":2.9012754917879597,"exposure_pct":57.729138166894664,"buyhold_pct":30.106603470859604,"avg_win_pct":21.10272812958495,"avg_loss_pct":3.2895971730571754} 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":"1Day","rule":"USDC_USDT","lag":2,"period":"holdout","slip":0.003,"return_pct":2.26491192663768,"drawdown_pct":3.1261864202954626,"win_pct":100,"n":1,"mean_trade_pct":2.270574206454275,"half_kelly":null,"exposure_pct":5.88235294117647,"buyhold_pct":-14.878185268963284,"avg_win_pct":2.270574206454275,"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":"1Day","rule":"USDC_USDT","lag":2,"period":"holdout","slip":0.001,"return_pct":2.6747925652634024,"drawdown_pct":3.1261864202954404,"win_pct":100,"n":1,"mean_trade_pct":2.6814795466765564,"half_kelly":null,"exposure_pct":5.88235294117647,"buyhold_pct":-14.878185268963284,"avg_win_pct":2.6814795466765564,"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":"1Day","rule":"USDC_USDT","lag":2,"period":"train","slip":0.003,"return_pct":31.763629467259634,"drawdown_pct":40.21869473703741,"win_pct":30,"n":10,"mean_trade_pct":3.6118193293979215,"half_kelly":2.382260966224206,"exposure_pct":57.729138166894664,"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

{"symbol":"ETH","tf":"1Day","rule":"USDC_USDT","lag":2,"period":"train","slip":0.001,"return_pct":37.14102896745993,"drawdown_pct":39.375624283383125,"win_pct":30,"n":10,"mean_trade_pct":4.028100417735462,"half_kelly":2.9012754917879597,"exposure_pct":57.729138166894664,"buyhold_pct":30.106603470859604,"avg_win_pct":21.10272812958495,"avg_loss_pct":3.2895971730571754} 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":"1Day","rule":"USDC_USDT","lag":1,"period":"holdout","slip":0.003,"return_pct":-0.5752033086261861,"drawdown_pct":5.298408580484814,"win_pct":0,"n":1,"mean_trade_pct":-0.5766413168977547,"half_kelly":null,"exposure_pct":6.2745098039215685,"buyhold_pct":-14.878185268963284,"avg_win_pct":0,"avg_loss_pct":0.5766413168977547} 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":"1Day","rule":"USDC_USDT","lag":1,"period":"holdout","slip":0.001,"return_pct":-0.17670593161452075,"drawdown_pct":5.109194611614665,"win_pct":0,"n":1,"mean_trade_pct":-0.17714769644355316,"half_kelly":null,"exposure_pct":6.2745098039215685,"buyhold_pct":-14.878185268963284,"avg_win_pct":0,"avg_loss_pct":0.17714769644355316} 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":"1Day","rule":"USDC_USDT","lag":1,"period":"train","slip":0.003,"return_pct":31.763629467259634,"drawdown_pct":40.21869473703741,"win_pct":30,"n":10,"mean_trade_pct":3.6118193293979215,"half_kelly":2.382260966224206,"exposure_pct":57.729138166894664,"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

{"symbol":"ETH","tf":"1Day","rule":"USDC_USDT","lag":1,"period":"train","slip":0.001,"return_pct":37.14102896745993,"drawdown_pct":39.375624283383125,"win_pct":30,"n":10,"mean_trade_pct":4.028100417735462,"half_kelly":2.9012754917879597,"exposure_pct":57.729138166894664,"buyhold_pct":30.106603470859604,"avg_win_pct":21.10272812958495,"avg_loss_pct":3.2895971730571754} 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":"1Day","rule":"USDC","lag":7,"period":"holdout","slip":0.003,"return_pct":-0.5803925048128065,"drawdown_pct":5.303351262324929,"win_pct":50,"n":2,"mean_trade_pct":-0.2256449514928545,"half_kelly":-0.8620301356435807,"exposure_pct":5.490196078431373,"buyhold_pct":-14.878185268963284,"avg_win_pct":3.399118813060589,"avg_loss_pct":3.850408716046298} 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":"1Day","rule":"USDC","lag":7,"period":"holdout","slip":0.001,"return_pct":0.2181577576386502,"drawdown_pct":4.733842006378097,"win_pct":50,"n":2,"mean_trade_pct":0.1752554722499293,"half_kelly":0.6631566423816828,"exposure_pct":5.490196078431373,"buyhold_pct":-14.878185268963284,"avg_win_pct":3.814547391755959,"avg_loss_pct":3.4640364472561003} 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":"1Day","rule":"USDC","lag":7,"period":"train","slip":0.003,"return_pct":42.75542549076171,"drawdown_pct":37.6829966572111,"win_pct":30,"n":10,"mean_trade_pct":5.666310252824146,"half_kelly":1.581512687510365,"exposure_pct":51.84678522571819,"buyhold_pct":30.106603470859604,"avg_win_pct":31.96460877535071,"avg_loss_pct":5.604389113972952} 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":"1Day","rule":"USDC","lag":7,"period":"train","slip":0.001,"return_pct":48.581410679456326,"drawdown_pct":36.80416632643328,"win_pct":30,"n":10,"mean_trade_pct":6.090825798473384,"half_kelly":1.7936832504066127,"exposure_pct":51.84678522571819,"buyhold_pct":30.106603470859604,"avg_win_pct":32.4945286399409,"avg_loss_pct":5.225046847869839} 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":"1Day","rule":"USDC","lag":2,"period":"holdout","slip":0.003,"return_pct":2.8408126824157023,"drawdown_pct":4.774545999607049,"win_pct":100,"n":2,"mean_trade_pct":1.4177320654185654,"half_kelly":null,"exposure_pct":7.450980392156863,"buyhold_pct":-14.878185268963284,"avg_win_pct":1.4177320654185654,"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":"1Day","rule":"USDC","lag":2,"period":"holdout","slip":0.001,"return_pct":3.6668424770137453,"drawdown_pct":4.774545999607016,"win_pct":100,"n":2,"mean_trade_pct":1.8252191903915793,"half_kelly":null,"exposure_pct":7.450980392156863,"buyhold_pct":-14.878185268963284,"avg_win_pct":1.8252191903915793,"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":"1Day","rule":"USDC","lag":2,"period":"train","slip":0.003,"return_pct":68.84285331437201,"drawdown_pct":33.47382284220556,"win_pct":33.33333333333333,"n":9,"mean_trade_pct":7.912019164593579,"half_kelly":3.447203976954837,"exposure_pct":51.84678522571819,"buyhold_pct":30.106603470859604,"avg_win_pct":31.113028295091077,"avg_loss_pct":3.6884854006551704} 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":"1Day","rule":"USDC","lag":2,"period":"train","slip":0.001,"return_pct":75.0319583316892,"drawdown_pct":33.073196461414014,"win_pct":33.33333333333333,"n":9,"mean_trade_pct":8.34553557462125,"half_kelly":3.9947310083842806,"exposure_pct":51.84678522571819,"buyhold_pct":30.106603470859604,"avg_win_pct":31.639535001203793,"avg_loss_pct":3.301464138670019} 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":"1Day","rule":"USDC","lag":1,"period":"holdout","slip":0.003,"return_pct":-4.033723115382443,"drawdown_pct":8.592630349651886,"win_pct":50,"n":2,"mean_trade_pct":-2.006877786770409,"half_kelly":-33.306986569070304,"exposure_pct":7.8431372549019605,"buyhold_pct":-14.878185268963284,"avg_win_pct":0.6464703578290155,"avg_loss_pct":4.660225931369834} 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":"1Day","rule":"USDC","lag":1,"period":"holdout","slip":0.001,"return_pct":-3.2629104203473243,"drawdown_pct":8.042902943544517,"win_pct":50,"n":2,"mean_trade_pct":-1.613116594248875,"half_kelly":-17.944814551916338,"exposure_pct":7.8431372549019605,"buyhold_pct":-14.878185268963284,"avg_win_pct":1.0508662442207792,"avg_loss_pct":4.277099432718529} 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":"1Day","rule":"USDC","lag":1,"period":"train","slip":0.003,"return_pct":58.162603212980116,"drawdown_pct":35.8624697742678,"win_pct":44.44444444444444,"n":9,"mean_trade_pct":7.157469643818828,"half_kelly":2.7886055244250567,"exposure_pct":51.84678522571819,"buyhold_pct":30.106603470859604,"avg_win_pct":23.060648740721817,"avg_loss_pct":5.565073633703563} 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":"1Day","rule":"USDC","lag":1,"period":"train","slip":0.001,"return_pct":63.96021289489414,"drawdown_pct":35.47622803146787,"win_pct":44.44444444444444,"n":9,"mean_trade_pct":7.587961798179299,"half_kelly":3.106114076369816,"exposure_pct":51.84678522571819,"buyhold_pct":30.106603470859604,"avg_win_pct":23.554881283467832,"avg_loss_pct":5.185573790051525} 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":"1Day","rule":"SMA_only","lag":2,"period":"holdout","slip":0.003,"return_pct":10.857059181843084,"drawdown_pct":4.930616196854254,"win_pct":100,"n":1,"mean_trade_pct":10.884201829797696,"half_kelly":null,"exposure_pct":9.411764705882353,"buyhold_pct":-14.878185268963284,"avg_win_pct":10.884201829797696,"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":"1Day","rule":"SMA_only","lag":2,"period":"holdout","slip":0.001,"return_pct":11.30137738793728,"drawdown_pct":4.93061619685421,"win_pct":100,"n":1,"mean_trade_pct":11.329630831407123,"half_kelly":null,"exposure_pct":9.411764705882353,"buyhold_pct":-14.878185268963284,"avg_win_pct":11.329630831407123,"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