Notes

{"symbol":"BTC","tf":"1Hour","rule":"USDC","lag":1,"period":"train","slip":0.001,"return_pct":32.27807651260602,"drawdown_pct":36.11729439228233,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":2.4209851163331395,"half_kelly":2.4290523534551687,"exposure_pct":64.57442563137792,"buyhold_pct":106.95486135300149,"avg_win_pct":16.54622833649388,"avg_loss_pct":3.0118007375748372} 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":"SMA_only","lag":2,"period":"holdout","slip":0.003,"return_pct":10.2381512174003,"drawdown_pct":6.395037265564207,"win_pct":100,"n":1,"mean_trade_pct":10.263746595443804,"half_kelly":null,"exposure_pct":9.413302827259356,"buyhold_pct":-11.70932375964865,"avg_win_pct":10.263746595443804,"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":"BTC","tf":"1Hour","rule":"SMA_only","lag":2,"period":"holdout","slip":0.001,"return_pct":10.67998882299392,"drawdown_pct":6.395037265564474,"win_pct":100,"n":1,"mean_trade_pct":10.706688795051402,"half_kelly":null,"exposure_pct":9.413302827259356,"buyhold_pct":-11.70932375964865,"avg_win_pct":10.706688795051402,"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":"BTC","tf":"1Hour","rule":"SMA_only","lag":2,"period":"train","slip":0.003,"return_pct":31.315361031442833,"drawdown_pct":37.3822621429699,"win_pct":28.57142857142857,"n":14,"mean_trade_pct":2.5089058570530858,"half_kelly":2.2372651228907374,"exposure_pct":76.7402086540106,"buyhold_pct":106.95486135300149,"avg_win_pct":17.018106464481974,"avg_loss_pct":3.29477438591847} 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":"SMA_only","lag":2,"period":"train","slip":0.001,"return_pct":38.87885536734376,"drawdown_pct":36.11729439228196,"win_pct":28.57142857142857,"n":14,"mean_trade_pct":2.9207664372233757,"half_kelly":2.873438594594975,"exposure_pct":76.7402086540106,"buyhold_pct":106.95486135300149,"avg_win_pct":17.488120328108756,"avg_loss_pct":2.906175119130776} 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":"1Day","rule":"USDC_USDT","lag":7,"period":"holdout","slip":0.003,"return_pct":-1.1493899000755192,"drawdown_pct":5.8245922456645065,"win_pct":0,"n":1,"mean_trade_pct":-1.1522633748257043,"half_kelly":null,"exposure_pct":3.9215686274509802,"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":"1Day","rule":"USDC_USDT","lag":7,"period":"holdout","slip":0.001,"return_pct":-0.7531938790456962,"drawdown_pct":5.824592245664528,"win_pct":0,"n":1,"mean_trade_pct":-0.7550768637433046,"half_kelly":null,"exposure_pct":3.9215686274509802,"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":"1Day","rule":"USDC_USDT","lag":7,"period":"train","slip":0.003,"return_pct":16.332209078481426,"drawdown_pct":34.986667932450764,"win_pct":35.294117647058826,"n":17,"mean_trade_pct":1.2471860655889317,"half_kelly":2.223810119697869,"exposure_pct":75.23939808481532,"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":"1Day","rule":"USDC_USDT","lag":7,"period":"train","slip":0.001,"return_pct":24.517997547808818,"drawdown_pct":33.673305756736504,"win_pct":35.294117647058826,"n":17,"mean_trade_pct":1.653989637405634,"half_kelly":3.2241802142128293,"exposure_pct":75.23939808481532,"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":"1Day","rule":"USDC_USDT","lag":2,"period":"holdout","slip":0.003,"return_pct":-1.8127375418577003,"drawdown_pct":5.824592245664528,"win_pct":0,"n":1,"mean_trade_pct":-1.817269385712339,"half_kelly":null,"exposure_pct":5.88235294117647,"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":"1Day","rule":"USDC_USDT","lag":2,"period":"holdout","slip":0.001,"return_pct":-1.4192002368030927,"drawdown_pct":5.824592245664539,"win_pct":0,"n":1,"mean_trade_pct":-1.4227482373951066,"half_kelly":null,"exposure_pct":5.88235294117647,"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":"1Day","rule":"USDC_USDT","lag":2,"period":"train","slip":0.003,"return_pct":23.371522027775725,"drawdown_pct":34.98666793245074,"win_pct":29.411764705882355,"n":17,"mean_trade_pct":1.6581538310817836,"half_kelly":2.1147839471321483,"exposure_pct":75.23939808481532,"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":"1Day","rule":"USDC_USDT","lag":2,"period":"train","slip":0.001,"return_pct":32.05263614447777,"drawdown_pct":33.67330575673647,"win_pct":29.411764705882355,"n":17,"mean_trade_pct":2.0666045732426563,"half_kelly":2.921472684438796,"exposure_pct":75.23939808481532,"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":"1Day","rule":"USDC_USDT","lag":1,"period":"holdout","slip":0.003,"return_pct":-4.808421364744007,"drawdown_pct":5.824592245664539,"win_pct":0,"n":1,"mean_trade_pct":-4.820442418155868,"half_kelly":null,"exposure_pct":6.2745098039215685,"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":"1Day","rule":"USDC_USDT","lag":1,"period":"holdout","slip":0.001,"return_pct":-4.426890844571062,"drawdown_pct":5.824592245664528,"win_pct":0,"n":1,"mean_trade_pct":-4.437958071682491,"half_kelly":null,"exposure_pct":6.2745098039215685,"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":"1Day","rule":"USDC_USDT","lag":1,"period":"train","slip":0.003,"return_pct":21.403000196972812,"drawdown_pct":34.9866679324508,"win_pct":29.411764705882355,"n":17,"mean_trade_pct":1.5544380780968667,"half_kelly":2.040762793431987,"exposure_pct":75.23939808481532,"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":"1Day","rule":"USDC_USDT","lag":1,"period":"train","slip":0.001,"return_pct":29.945598046925927,"drawdown_pct":33.67330575673647,"win_pct":29.411764705882355,"n":17,"mean_trade_pct":1.9624731246074139,"half_kelly":2.8536956085866874,"exposure_pct":75.23939808481532,"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":"1Day","rule":"USDC","lag":7,"period":"holdout","slip":0.003,"return_pct":-5.650526295759661,"drawdown_pct":6.02639723106182,"win_pct":0,"n":2,"mean_trade_pct":-2.865402766518601,"half_kelly":null,"exposure_pct":5.490196078431373,"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":"1Day","rule":"USDC","lag":7,"period":"holdout","slip":0.001,"return_pct":-4.892699958612525,"drawdown_pct":5.824592245664539,"win_pct":0,"n":2,"mean_trade_pct":-2.4750825662234646,"half_kelly":null,"exposure_pct":5.490196078431373,"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":"1Day","rule":"USDC","lag":7,"period":"train","slip":0.003,"return_pct":12.45393676603635,"drawdown_pct":39.03965739812274,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":1.5261341927138552,"half_kelly":1.1586444302860874,"exposure_pct":64.29548563611492,"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":"1Day","rule":"USDC","lag":7,"period":"train","slip":0.001,"return_pct":20.849261811809427,"drawdown_pct":36.04218410028559,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":1.9340557964570022,"half_kelly":1.575673865561149,"exposure_pct":64.29548563611492,"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":"1Day","rule":"USDC","lag":2,"period":"holdout","slip":0.003,"return_pct":-2.9205362024645325,"drawdown_pct":5.824592245664528,"win_pct":0,"n":2,"mean_trade_pct":-1.466961695933213,"half_kelly":null,"exposure_pct":7.450980392156863,"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":"1Day","rule":"USDC","lag":2,"period":"holdout","slip":0.001,"return_pct":-2.140782256061925,"drawdown_pct":5.824592245664528,"win_pct":50,"n":2,"mean_trade_pct":-1.0710365045586097,"half_kelly":-131.53315652921083,"exposure_pct":7.450980392156863,"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":"1Day","rule":"USDC","lag":2,"period":"train","slip":0.003,"return_pct":21.11571575225024,"drawdown_pct":36.62597942185094,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":1.8434609468523981,"half_kelly":1.8640357535127867,"exposure_pct":64.43228454172366,"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":"1Day","rule":"USDC","lag":2,"period":"train","slip":0.001,"return_pct":30.157691792689747,"drawdown_pct":33.90730744235968,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":2.252654405136747,"half_kelly":2.5086684206871257,"exposure_pct":64.43228454172366,"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