TEN R91302 fixed-path test L20_train_0.0006 = 1.3026208587684494
Supply chain2026-09-13 02:15
A news scan found the headline 'TEN R91302 fixed-path test L20_train_0.0006'. The test results are as follows: the return was 1.3026208587684494, the drawdown was 70.98574826903923, and the win rate was 30.303030303030305. The sample size was 33, the average win was 22.502761348602046, and the average loss was -8.286347191291226. The mean was 1.0436856995855246 and the half Kelly was 0.023190169495584168. The open unscored result was false. This was for the L20 primary and L10/L40 sensitivity only. The vectorbt longonly was validated against compounded trade returns with a fee of 1 basis point and a slip of 5/15 basis points. The training period was from 2020 to 2024 and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
TEN R91302 fixed-path test L10_holdout_0.0016 = 97.84912234417202
Supply chain2026-09-13 02:15
A fixed-path test called TEN R91302 had the following results: the return was 97.84912234417202, the drawdown was 21.802783163150274, and the win rate was 56.25. The test was based on a sample of 16, with an average win of 14.1861320559027 and an average loss of -6.914346685263439. The mean was 4.954672606642515 and the half Kelly was 0.17463085029512773. The test did not leave any trades unscored. This test was part of the L20 primary and L10/L40 sensitivity tests. The vectorbt longonly strategy was validated against compounded trade returns, taking into account a fee of 1 basis point and a slip of 5 to 15 basis points. The training period was from 2020 to 2024, and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
TEN R91302 fixed-path test L10_holdout_0.0006 = 104.28268931142159
Supply chain2026-09-13 02:15
A news scan found the headline 'TEN R91302 fixed-path test L10_holdout_0.0006'. The test results are as follows: the return was 104.28268931142159, the drawdown was 21.489367542916526, the win rate was 56.25, the sample size was 16, the average win was 14.414733140556212, the average loss was -6.727988841887048, the mean was 5.164792273237286, and the half Kelly was 0.17914977068517535. The test also showed that there were no open unscored trades, with a result of false. This test was for L20 primary and L10/L40 sensitivity only, using a method called vectorbt longonly, which was validated against compounded trade returns, taking into account a fee of 1 basis point and a slip of 5 to 15 basis points. The training period was from 2020 to 2024, and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
TEN R91302 fixed-path test L10_train_0.0016 = 38.54228455472415
Supply chain2026-09-13 02:15
A news scan found the headline 'TEN R91302 fixed-path test L10_train_0.0016'. The test results are as follows: the return was 38.54228455472415, the drawdown was 73.36013076978145, and the win rate was 39.39393939393939. The sample size was 33, the average win was 18.337134519056235, and the average loss was -8.582253450143835. The mean was 2.022353931662253 and the half Kelly, a betting strategy, was 0.05514367388101424. The open unscored, meaning ungraded or unjudged, was false. This was for L20 primary and L10/L40 sensitivity only. The vectorbt, a backtesting tool, long only strategy was validated against compounded trade returns with a fee of 1 basis point and a slip of 5/15 basis points. The training period was from 2020 to 2024 and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
TEN R91302 fixed-path test L10_train_0.0006 = 47.99458040019732
Supply chain2026-09-13 02:15
A news scan found the following data line: {"return":47.99458040019732,"drawdown":72.87627092501229,"win_rate":39.39393939393939,"sample":33,"avg_win":18.574045926937195,"avg_loss":-8.399234762658686,"mean":2.2266030847578744,"halfKelly":0.05993855871565171,"open_unscored":false}. This is a result of a fixed-path test called L10_train_0.0006. The test was run on two sets of data, L20 primary and L10/L40 sensitivity. The results were validated using a method called vectorbt longonly, which checks against compounded trade returns, taking into account a fee of 1 basis point and a slip of 5 to 15 basis points. The training data was from the years 2020 to 2024, and the holdout data was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L40_holdout_0.0016 = 56.38657789794288
Supply chain2026-09-13 02:15
A news scan found the headline 'KMT R91302 fixed-path test L40_holdout_0.0016'. The test results are as follows: the return was 56.38657789794288, the drawdown was 21.201745236295356, and the win rate was 55.55555555555556. The sample size was 9, the average win was 14.72253814118069, and the average loss was -5.78665553552245. The mean was 5.607340951534852 and the half Kelly was 0.19043390812656313. The open unscored result was false. This was for L20 primary and L10/L40 sensitivity only. The vectorbt longonly was validated against compounded trade returns with a fee of 1 basis point and a slip of 5/15 basis points. The training period was from 2020 to 2024 and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L40_holdout_0.0006 = 59.22702672491533
Supply chain2026-09-13 02:15
A news scan found the following data line: {"return":59.22702672491533,"drawdown":20.96491623299238,"win_rate":55.55555555555556,"sample":9,"avg_win":14.952213112922784,"avg_loss":-5.598040050037131,"mean":5.818767262718378,"halfKelly":0.19457879642209547,"open_unscored":false}; this is a result of the KMT R91302 fixed-path test, specifically the L40_holdout_0.0006 test. The test used the L20 primary and L10/L40 sensitivity, and validated vectorbt longonly against compounded trade returns with a fee of 1 basis point and a slip of 5/15 basis points. The training period was from 2020 to 2024, and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L40_train_0.0016 = -53.9050410757507
Supply chain2026-09-13 02:15
A news scan found the following data line: {"return":-53.9050410757507,"drawdown":59.596671259407664,"win_rate":21.73913043478261,"sample":23,"avg_win":8.725017764933215,"avg_loss":-6.377112971740195,"mean":-3.094041072463368,"halfKelly":0,"open_unscored":false}; this is a result of a test of a fixed-path strategy, specifically L40_train_0.0016, with a primary test of L20 and sensitivity tests of L10 and L40, using a method called vectorbt longonly, which was validated against compounded trade returns with a fee of 1 basis point and a slip of 5 to 15 basis points, trained on data from 2020 to 2024 and held out from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L40_train_0.0006 = -51.73514563110548
Supply chain2026-09-13 02:15
A news scan found the headline 'KMT R91302 fixed-path test L40_train_0.0006'. The test results are as follows: the return was -51.73514563110548, the drawdown was 57.94777831128919, and the win rate was 21.73913043478261. The sample size was 23, with an average win of 8.942685677336696 and an average loss of -6.18967958436023. The mean was -2.9000349622522035 and the half Kelly was 0. The test was run with the following parameters: L20 primary, L10/L40 sensitivity only, using a vectorbt longonly strategy validated against compounded trade returns, with a fee of 1 basis point and a slip of 5/15 basis points. The training period was from 2020 to 2024, and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L20_holdout_0.0016 = 7.732824382221935
Supply chain2026-09-13 02:15
A news scan found the following data line: a test of the KMT R91302 fixed-path strategy, also known as L20_holdout_0.0016, showed these results: return of 7.732824382221935, drawdown of 40.32369344630683, win rate of 35.714285714285715, sample size of 14, average win of 15.958954866167549, average loss of -7.085577725227061, mean of 1.1446124859852993, and half Kelly criterion of 0.03586113550618031. This test was for the L20 primary and L10/L40 sensitivity only, using a type of analysis called vectorbt, which is a way to study trading strategies, and it was validated against compounded trade returns, which means the returns were calculated by adding up the returns of each trade, with a fee of 1 basis point and a slip of 5 to 15 basis points. The training data was from 2020 to 2024 and the holdout data, which is a set of data used to test the strategy, was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L20_holdout_0.0006 = 10.791975025903213
Supply chain2026-09-13 02:15
A news scan found the headline 'KMT R91302 fixed-path test L20_holdout_0.0006'. The test results are as follows: the return was 10.791975025903213, the drawdown was 39.66356932750502, the win rate was 35.714285714285715, the sample size was 14, the average win was 16.191105149047054, the average loss was -6.8995626870649085, the mean was 1.3471043972607915, and the half Kelly was 0.04160013738593002. The test was for L20 primary and L10/L40 sensitivity only. The vectorbt longonly strategy was validated against compounded trade returns with a fee of 1 basis point and a slip of 5/15 basis points. The training period was from 2020 to 2024 and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L20_train_0.0016 = -51.64469530821837
Supply chain2026-09-13 02:15
A news scan found the headline 'KMT R91302 fixed-path test L20_train_0.0016'. The test results are as follows: the return was -51.64469530821837, the drawdown was 56.41077659344903, and the win rate was 25.925925925925924. The sample size was 27, the average win was 9.355067766451452, and the average loss was -6.478699831821802. The mean was -2.3736489730102175 and the half Kelly was 0. The test was for L20 primary and L10/L40 sensitivity only. The vectorbt longonly was validated against compounded trade returns with a fee of 1 basis point and a slip of 5/15 basis points. The training period was from 2020 to 2024 and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L20_train_0.0006 = -48.961717479563404
Supply chain2026-09-13 02:15
A news scan found the following data line: {"return":-48.961717479563404,"drawdown":54.17590683707394,"win_rate":25.925925925925924,"sample":27,"avg_win":9.573997041431458,"avg_loss":-6.291469821734537,"mean":-2.1782006349877983,"halfKelly":0,"open_unscored":false}; this is a result of the KMT R91302 fixed-path test L20_train_0.0006, which used the L20 primary and L10/L40 sensitivity, and was validated against compounded trade returns with a fee of 1 basis point and a slip of 5 to 15 basis points, trained from 2020 to 2024 and held out from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L10_holdout_0.0016 = 49.069474354009
Supply chain2026-09-13 02:15
A news scan found the headline 'KMT R91302 fixed-path test L10_holdout_0.0016'. The test results are as follows: the return was 49.069474354009, the drawdown was 32.36129154983986, and the win rate was 46.15384615384615. The sample size was 13, the average win was 16.968954052644282, and the average loss was -7.36760791337125. The mean was 3.864651455558997 and the half Kelly was 0.1138741799750694. The open unscored result was false. This was an L20 primary test with L10 and L40 sensitivity, using a vectorbt long only strategy validated against compounded trade returns with a fee of 1 basis point and a slip of 5 to 15 basis points. The training period was from 2020 to 2024 and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L10_holdout_0.0006 = 52.99611000632773
Supply chain2026-09-13 02:15
A news scan found the headline 'KMT R91302 fixed-path test L10_holdout_0.0006'. The test results are as follows: the return was 52.99611000632773, the drawdown was 31.81801106925799, and the win rate was 46.15384615384615. The sample size was 13, with an average win of 17.203126357860217 and an average loss of -7.182157500752968. The mean was 4.072588895530041 and the half Kelly was 0.11836769697588281. The test was set to not open unscored, or in other words, it did not allow opening trades without a score. This test used L20 as the primary setting and L10 and L40 for sensitivity testing. The vectorbt longonly strategy was validated against compounded trade returns, taking into account a fee of 1 basis point and a slip of 5 to 15 basis points. The training data was from 2020 to 2024 and the holdout data was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L10_train_0.0016 = -57.093062346064784
Supply chain2026-09-13 02:15
A news scan found the following data line: a test of KMT R91302 had a return of -57.093062346064784, a drawdown of 63.45516257237546, and a win rate of 27.27272727272727. The test used 33 samples, with an average win of 8.546548535678257 and an average loss of -6.317281845920748, resulting in a mean of -2.2635099236664744. The half Kelly, a measure of optimal bet size, was 0. The test was run with the following parameters: L20 primary, L10/L40 sensitivity only, using a vectorbt longonly strategy validated against compounded trade returns, with a fee of 1 basis point and a slip of 5/15 basis points. The training period was from 2020 to 2024, and the holdout period was from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 fixed-path test L10_train_0.0006 = -54.16565956913089
Supply chain2026-09-13 02:15
A news scan found the following data line: {"return":-54.16565956913089,"drawdown":61.581466609570754,"win_rate":27.27272727272727,"sample":33,"avg_win":8.763859151984121,"avg_loss":-6.129728676392008,"mean":-2.067841086834882,"halfKelly":0,"open_unscored":false}; this is a result of a fixed-path test called L10_train_0.0006 for KMT R91302, which tested a long-only strategy, validated against compounded trade returns with a fee of 1 basis point and a slip of 5 to 15 basis points, trained on data from 2020 to 2024 and held out from 2025 to September 11.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A query for daily bars from September 1 to 11, retrieved on September 13, showed the following trades for LUXE options: on October 16, a call option with a strike price of 5 on September 8 had an open of 2.45, a high of 2.45, a low of 2.45, and a close of 2.45, with 1 trade of 4 contracts; on September 11, a put option with a strike price of 5 had an open of 0.05, a high of 0.05, a low of 0.05, and a close of 0.05, with 1 trade of 20 contracts; and on September 11, a put option with a strike price of 7.5 had an open of 1.05, a high of 1.05, a low of 0.69, and a close of 0.69, with 3 trades of 4 contracts. The last trade closes were not executable at the current ask prices. The current buy and sell spread and the 15-minute option exit odds are unknown. There were no trades for the September 11 call option with a strike price of 5, and there is no catalog of imaginary liquidity, which refers to a theoretical concept of liquidity that does not actually exist in the market.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the following data line: For the nine months ended March 31, 2026, the company reported operating cash flow of -117.888 million euros, capital expenditures of 6.684 million euros, and free cash flow of -124.572 million euros. The company also reported leases of 29.930 million euros and interest of 8.586 million euros. After accounting for leases and interest, the company had -163.088 million euros. The company's cash position was 311.096 million euros, plus 125 million euros in fixed income, for a total of 436.096 million euros, compared to 603.593 million euros in June 2025, a change of -167.497 million euros. The monthly free cash flow burn was 13.8413 million euros. The company's liquidity scenario for the next 24.0659 months is not forecast. The inventory was 997.732 million euros, compared to 1019.539 million euros, a decrease of 2.138908%. The company released 50.394 million euros in receivables and used 68.126 million euros in accounts payable. In the third quarter, the adjusted EBITDA was 5.7%, compared to a reconciliation of 5.0%. The scope bridge is unresolved. The historical weighted shares were 140.3 million, multiplied by 7.39, equals 1036.817 million US dollars, which is a proxy for valuation. Assuming a 1:1 listing and an exchange rate of 1.1601 on September 11 at 21:29:58Z, the proxy is 893.730713 million euros. The price to book ratio is 0.718958 and the enterprise value excluding leases is 457.634713 million euros. This is not based on current shares or a validated ADS ratio or target. All intrinsic values are 0. Assuming a 50% stock collapse with a payment of 1.305 per share requires a probability of 11.494253% for a 3x 0.05 gross premium and 22.988506% for a 3x 0.10 all-in. There is no empirical evidence for those odds.
https://investors.luxexperience.com/news/news-details/2026/Q3-FY26-Results-LuxExperience-Group-Reports-Positive-Adjusted-EBITDA-Profitability-for-the-Second-Consecutive-Quarter-Confirming-Full-Fiscal-Year-2026-Guidance-as-Transformation-Plan-Is-Fully-on-Track/default.aspx ; https://query1.finance.yahoo.com/v8/finance/chart/EURUSD=X
TEN R91302 statistical simulation figures
Supply chain2026-09-13 02:14
A statistical simulation found the following figures for TEN R91302. The training set had 33 observations, with a mean percentage of 1.0436856995855246, and a confidence interval of -3.7875767927933 to 6.372081599846659. The reasons for trades were stop 22 times, target 8 times, and time 3 times. The holdout set had 12 observations, with a mean percentage of 5.498048366437901, and a confidence interval of -0.4617989846649958 to 11.424234378561643. The reasons for trades were stop 5 times, target 4 times, and time 3 times. A regression analysis of 424 observations found an intercept of 25.146044220743143 daily basis points, a beta of 0.6778964644111045 for SPY, and a beta of -0.05446026843847833 for XLI. The R-squared was 0.06816219221171582. The correlation was 1.0 for TEN, 0.26070520542490133 for SPY, 0.20705488052912935 for XLI, 0.276530692206185 for CNQ, and 0.8358263792617809 for FRO. The simulation base scenario had a 5th percentile of -2.1080440848412576 percent, a 50th percentile of 0.4490151912626583 percent, and a 95th percentile of 3.382597570333122 percent. The loss odds were 39.365 percent and the 95th percentile drawdown was 2.6586010935436812 percent. The simulation stress scenario had a 5th percentile of -3.0788472343082507 percent, a 50th percentile of -0.3175792325975535 percent, and a 95th percentile of 2.744868578307249 percent. The loss odds were 57.055 percent and the 95th percentile drawdown was 3.5617302959961203 percent.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 statistical simulation and valuation figures
Supply chain2026-09-13 02:14
A statistical simulation and valuation report for KMT R91302 is given. The train data has 27 observations, a mean percentage change of -2.1782006349877983, and a confidence interval of -4.870121679167602 to 0.8161108537860513. The reason counts for the train data are stop at 16, time at 5, gapstop at 4, and target at 2. The holdout data has 14 observations, a mean percentage change of 1.3471043972607915, and a confidence interval of -4.281004123096658 to 7.4645045698564685. The reason counts for the holdout data are stop at 8, target at 4, gapstop at 1, and gaptarget at 1. A regression analysis with 424 observations shows an intercept of 0.5073730646266879 daily basis points, a beta of -0.271257738002908 for SPY, and a beta of 1.4806004204938026 for XLI, with an R-squared value of 0.3248132231387918. The correlation coefficients are 1.0 for KMT, 0.4318130348854581 for SPY, 0.566503213823559 for XLI, 0.1269831358916937 for CNQ, and 0.1043379168797563 for FRO. The simulation base scenario has percentage changes at the 5th, 50th, and 95th percentiles of -2.391917124109355, -1.132946067541496, and 0.39023271283972416, with loss odds of 89.325 percent and a 95th percentile drawdown of 2.51107675500192 percent. The simulation stress scenario has percentage changes at the 5th, 50th, and 95th percentiles of -3.5120390894811235, -1.7731841249630897, and -0.05453174309613879, with loss odds of 95.445 percent and a 95th percentile drawdown of 3.6482105207467503 percent. The valuation data shows an inventory growth percentage of 105.94087734585322, a price timing fraction for the fourth quarter of 83.20071843160044 percent, a free cash flow per share range for FY27 of 0.8300000000000001 to 1.03, an implied free cash flow yield range of 2.8192934782608696 to 3.498641304347826 percent, a net debt of 621.6589999999999 million, a reference stop at 27.50806, and a reference target at 35.235820000000004.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
LINK/USD C91302 Donchian HIGH hourly L30 slip0.003 holdout = -13.473590770613782
Crypto majors2026-09-13 02:14
A news scan found the headline about LINK/USD C91302 Donchian HIGH hourly L30 slip0.003 holdout. The symbol is LINK, which is a type of cryptocurrency, and it was analyzed on an hourly basis, also known as a time frame or tf, with a lookback period of 30 hours. The slip, or the amount of price movement allowed before a trade is triggered, was 0.003. This analysis was done during the holdout period, which is a time when the system is not learning or training. The return percentage was -13.473590770613782, the drawdown percentage was 24.852853906838956, and the win rate percentage was 25. There were 4 trades in total, with 1 still open. The mean trade percentage was 0.49116192562680894, the average win percentage was 21.808152666400485, and the average loss percentage was -6.614501654631083. The half Kelly, a measure of the optimal bet size, was 0.17024669493026612. The returns percentages for each trade were -11.016833305593204, -2.335329648172775, -6.49134201012727, and 21.808152666400485. The system entered a trade prior to a high price in the last few days and exited prior to a low price in the last 10 days, with the next trade set to open at the exact open price. A 25 basis point taker fee was credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. The analysis did not fill in missing indicator bars and only considered daily 24-hour periods. The system was trained from 2024 to 2025 and reset in 2026, with a holdout period in 2026 where no training or validation was done. The HYPE 2026 only setting meant that no training or out-of-sample validation was done. There was no 3R or 15-minute management, and sensitivity was not selected. The return included the open mark, and the win rate only considered closed trades.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD C91302 Donchian HIGH hourly L30 slip0.003 train = 24.80392478839083
Crypto majors2026-09-13 02:14
A news scan found the headline about LINK/USD C91302 Donchian HIGH hourly L30 slip0.003 train. The symbol is LINK, which is a type of cryptocurrency, and it was analyzed on an hourly basis, also known as a time frame or tf. The lookback period, which is the amount of time used to analyze the data, was 30 hours. The slip, or the amount of price movement allowed before a trade is made, was 0.003. The period of analysis was for training, which means the data was used to teach a model how to make predictions. The return percentage, which is the amount of profit made, was 24.80392478839083 percent. The drawdown percentage, which is the amount of loss, was 51.29491734512901 percent. The win rate percentage, which is the percentage of successful trades, was 50 percent. There were 8 trades made, and 0 trades were still open. The mean trade percentage, which is the average amount of profit or loss per trade, was 4.745820273734946 percent. The average win percentage, which is the average amount of profit per successful trade, was 20.081163229016134 percent. The average loss percentage, which is the average amount of loss per unsuccessful trade, was -10.589522681546242 percent. The half Kelly, which is a measure of the optimal amount of capital to allocate to a trade, was 1.1158762657357189. The returns percentage, which is the amount of profit or loss for each trade, were 9.255416520007577, -5.656511506872757, -14.849988980005918, 56.42451709256889, -16.32526229265998, -5.526327946646306, 3.3270199047558764, and 11.317699398732184 percent. The entry, or the point at which a trade was made, was prior to the highest high in the last 10 days, and the exit, or the point at which a trade was closed, was prior to the lowest low in the last 10 days. The next trade will be made at the exact open price. A 25 basis point taker fee, which is a fee charged for making a trade, was credited to the equivalent of 0.0025 coins, and the remaining balance was 0.9975 coins. There were no missing indicator bars, and the analysis only included daily 24-hour periods. The training period was from 2024 to 2025, and the reset period was in 2026, which is a known holdout period, meaning it was not used for training. The HYPE 2026 only, which is a type of analysis, was not used for training or validation out of sample, or OOS. There was no 3R or 15-minute management, and sensitivity was not selected. The return included the open mark, which is the price at which a trade was made, and the win rate was only calculated for closed trades.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD C91302 Donchian HIGH hourly L30 slip0.001 holdout = -11.902359164035289
Crypto majors2026-09-13 02:14
A news scan found the headline 'LINK/USD C91302 Donchian HIGH hourly L30 slip0.001 holdout'. The symbol is LINK, a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 30, which refers to the number of past hours considered. The slip is 0.001, a small amount allowed for price movement. The period is holdout, a term meaning a set of data held back from training. The return percentage is -11.902359164035289, and the drawdown percentage is 24.551662035147416. The win rate percentage is 25, based on 4 trades, with 1 still open. The mean trade percentage is 0.8949378427569897, the average win percentage is 22.29736768100599, and the average loss percentage is -6.2392054366593435. The half Kelly, a measure of optimal bet size, is 0.32164736354468637. The returns percentages are -10.659181756497071, -1.942882388638933, -6.115552164842026, and 22.29736768100599. The strategy enters when the prior high is reached, and exits when the prior low is reached. A 25 basis point taker fee is credited, equivalent to 0.0025 for a coin buy of 0.9975. The data does not include missing indicator bars and only considers daily 24-hour periods. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no training or validation outside of this period, and no 3R or 15-minute management is used. The return includes the open mark, and the win rate only considers closed trades.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD C91302 Donchian HIGH hourly L30 slip0.001 train = 28.86225494379488
Crypto majors2026-09-13 02:14
A news scan found the headline about LINK/USD C91302 Donchian HIGH hourly L30 slip0.001 train. The symbol is LINK, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 30, which refers to the number of past hours used to make decisions. The slip is 0.001, which is a small amount used to account for trading costs. The period is train, which means the data is used to train a model. The return percentage is 28.86225494379488, and the drawdown percentage is 50.706932954819536. The win rate percentage is 50, which means half of the trades were winners. There were 8 trades in total, and 0 trades were still open. The mean trade percentage is 5.166648980996198, which is the average return of each trade. The average win percentage is 20.563456421462337, and the average loss percentage is -10.230158459469942. The half Kelly is 1.2280059902622733, which is a measure of the optimal bet size. The returns percentage list is 9.694319815654444, -5.277375637488213, -14.50770082648879, 57.0524754678305, -15.98888707600599, -5.146670297896779, 3.742162020297992, 11.764868382066423. The entry is based on the prior high, and the exit is based on the prior low. The next exact open is used, and 25 basis points are credited to the taker, which is equivalent to 0.0025/0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout period. The HYPE 2026 only means no training or validation is done out of sample. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is based on closed trades only.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees