Notes

{"symbol":"ETH","tf":"1Day","rule":"SMA_only","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":"SMA_only","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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":7,"period":"holdout","slip":0.003,"return_pct":-1.1493899000755192,"drawdown_pct":6.395037265564474,"win_pct":0,"n":1,"mean_trade_pct":-1.1522633748257043,"half_kelly":null,"exposure_pct":3.922209511358065,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":1.1522633748257043} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":7,"period":"holdout","slip":0.001,"return_pct":-0.7531938790456962,"drawdown_pct":6.395037265564307,"win_pct":0,"n":1,"mean_trade_pct":-0.7550768637433046,"half_kelly":null,"exposure_pct":3.922209511358065,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":0.7550768637433046} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":7,"period":"train","slip":0.003,"return_pct":16.332209078481426,"drawdown_pct":37.38226214297015,"win_pct":35.294117647058826,"n":17,"mean_trade_pct":1.2471860655889317,"half_kelly":2.223810119697869,"exposure_pct":75.23516333162306,"buyhold_pct":106.95486135300149,"avg_win_pct":9.151387417950884,"avg_loss_pct":3.06419649024486} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":7,"period":"train","slip":0.001,"return_pct":24.517997547808818,"drawdown_pct":36.11729439228193,"win_pct":35.294117647058826,"n":17,"mean_trade_pct":1.653989637405634,"half_kelly":3.2241802142128293,"exposure_pct":75.23516333162306,"buyhold_pct":106.95486135300149,"avg_win_pct":9.589871250739764,"avg_loss_pct":2.6746730607766187} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":2,"period":"holdout","slip":0.003,"return_pct":-1.8127375418577003,"drawdown_pct":6.395037265564452,"win_pct":0,"n":1,"mean_trade_pct":-1.817269385712339,"half_kelly":null,"exposure_pct":5.883314267037098,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":1.817269385712339} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":2,"period":"holdout","slip":0.001,"return_pct":-1.4192002368030927,"drawdown_pct":6.395037265564419,"win_pct":0,"n":1,"mean_trade_pct":-1.4227482373951066,"half_kelly":null,"exposure_pct":5.883314267037098,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":1.4227482373951066} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":2,"period":"train","slip":0.003,"return_pct":23.371522027775725,"drawdown_pct":37.3822621429697,"win_pct":29.411764705882355,"n":17,"mean_trade_pct":1.6581538310817836,"half_kelly":2.1147839471321483,"exposure_pct":75.23516333162306,"buyhold_pct":106.95486135300149,"avg_win_pct":12.9201110240133,"avg_loss_pct":3.0343283326396815} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":2,"period":"train","slip":0.001,"return_pct":32.05263614447777,"drawdown_pct":36.117294392282,"win_pct":29.411764705882355,"n":17,"mean_trade_pct":2.0666045732426563,"half_kelly":2.921472684438796,"exposure_pct":75.23516333162306,"buyhold_pct":106.95486135300149,"avg_win_pct":13.373700006841963,"avg_loss_pct":2.6446851907570528} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":1,"period":"holdout","slip":0.003,"return_pct":-4.808421364744007,"drawdown_pct":6.395037265564207,"win_pct":0,"n":1,"mean_trade_pct":-4.820442418155868,"half_kelly":null,"exposure_pct":6.275535218172903,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":4.820442418155868} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":1,"period":"holdout","slip":0.001,"return_pct":-4.426890844571062,"drawdown_pct":6.39503726556444,"win_pct":0,"n":1,"mean_trade_pct":-4.437958071682491,"half_kelly":null,"exposure_pct":6.275535218172903,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":4.437958071682491} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":1,"period":"train","slip":0.003,"return_pct":21.403000196972812,"drawdown_pct":37.38226214296988,"win_pct":29.411764705882355,"n":17,"mean_trade_pct":1.5544380780968667,"half_kelly":2.040762793431987,"exposure_pct":75.23516333162306,"buyhold_pct":106.95486135300149,"avg_win_pct":12.561536580637176,"avg_loss_pct":3.0318529646282624} 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":"BTC","tf":"1Hour","rule":"USDC_USDT","lag":1,"period":"train","slip":0.001,"return_pct":29.945598046925927,"drawdown_pct":36.117294392282005,"win_pct":29.411764705882355,"n":17,"mean_trade_pct":1.9624731246074139,"half_kelly":2.8536956085866874,"exposure_pct":75.23516333162306,"buyhold_pct":106.95486135300149,"avg_win_pct":13.013688387027928,"avg_loss_pct":2.6421999014011335} 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":"BTC","tf":"1Hour","rule":"USDC","lag":7,"period":"holdout","slip":0.003,"return_pct":-5.650526295759661,"drawdown_pct":6.395037265564197,"win_pct":0,"n":2,"mean_trade_pct":-2.865402766518601,"half_kelly":null,"exposure_pct":5.491093315901291,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":2.865402766518601} 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":"BTC","tf":"1Hour","rule":"USDC","lag":7,"period":"holdout","slip":0.001,"return_pct":-4.892699958612525,"drawdown_pct":6.395037265564218,"win_pct":0,"n":2,"mean_trade_pct":-2.4750825662234646,"half_kelly":null,"exposure_pct":5.491093315901291,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":2.4750825662234646} 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":"BTC","tf":"1Hour","rule":"USDC","lag":7,"period":"train","slip":0.003,"return_pct":12.45393676603635,"drawdown_pct":40.50516715518386,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":1.5261341927138552,"half_kelly":1.1586444302860874,"exposure_pct":64.30078102730745,"buyhold_pct":106.95486135300149,"avg_win_pct":16.117853740289362,"avg_loss_pct":4.086065633276725} 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":"BTC","tf":"1Hour","rule":"USDC","lag":7,"period":"train","slip":0.001,"return_pct":20.849261811809427,"drawdown_pct":37.57975425230256,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":1.9340557964570022,"half_kelly":1.575673865561149,"exposure_pct":64.30078102730745,"buyhold_pct":106.95486135300149,"avg_win_pct":16.58425936571824,"avg_loss_pct":3.7006378840280916} 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":"BTC","tf":"1Hour","rule":"USDC","lag":2,"period":"holdout","slip":0.003,"return_pct":-2.9205362024645325,"drawdown_pct":6.395037265564318,"win_pct":0,"n":2,"mean_trade_pct":-1.466961695933213,"half_kelly":null,"exposure_pct":7.452198071580324,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":1.466961695933213} 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":"BTC","tf":"1Hour","rule":"USDC","lag":2,"period":"holdout","slip":0.001,"return_pct":-2.140782256061925,"drawdown_pct":6.395037265564262,"win_pct":50,"n":2,"mean_trade_pct":-1.0710365045586097,"half_kelly":-131.53315652921083,"exposure_pct":7.452198071580324,"buyhold_pct":-11.70932375964865,"avg_win_pct":0.17566103423306784,"avg_loss_pct":2.3177340433502875} 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":"BTC","tf":"1Hour","rule":"USDC","lag":2,"period":"train","slip":0.003,"return_pct":21.11571575225024,"drawdown_pct":38.04229668689851,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":1.8434609468523981,"half_kelly":1.8640357535127867,"exposure_pct":64.43760332934268,"buyhold_pct":106.95486135300149,"avg_win_pct":15.132447311145853,"avg_loss_pct":3.26768765479893} 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":"BTC","tf":"1Hour","rule":"USDC","lag":2,"period":"train","slip":0.001,"return_pct":30.157691792689747,"drawdown_pct":36.11729439228206,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":2.252654405136747,"half_kelly":2.5086684206871257,"exposure_pct":64.43760332934268,"buyhold_pct":106.95486135300149,"avg_win_pct":15.594903399936284,"avg_loss_pct":2.8789798236323056} 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":"BTC","tf":"1Hour","rule":"USDC","lag":1,"period":"holdout","slip":0.003,"return_pct":-5.866762344430455,"drawdown_pct":6.395037265564407,"win_pct":0,"n":2,"mean_trade_pct":-2.9848050577436362,"half_kelly":null,"exposure_pct":7.84441902271613,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":2.9848050577436362} 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":"BTC","tf":"1Hour","rule":"USDC","lag":1,"period":"holdout","slip":0.001,"return_pct":-5.110672841271835,"drawdown_pct":6.395037265564363,"win_pct":0,"n":2,"mean_trade_pct":-2.5949634251845946,"half_kelly":null,"exposure_pct":7.84441902271613,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":2.5949634251845946} 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":"BTC","tf":"1Hour","rule":"USDC","lag":1,"period":"train","slip":0.003,"return_pct":23.08879862953303,"drawdown_pct":37.38226214296999,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":2.0111196771498627,"half_kelly":1.8392739173734496,"exposure_pct":64.57442563137792,"buyhold_pct":106.95486135300149,"avg_win_pct":16.079974531995493,"avg_loss_pct":3.399978343944611} 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