Notes

A news scan found the following data line for SOL/USD: the symbol is SOL, the time frame is hourly, and the lookback period is 15. The slip is 0.001, and the period is train. The return percentage is -14.324245483793687, the drawdown percentage is 52.13393395362087, and the win rate percentage is 40. There were 10 trades, with 0 open trades. The mean trade percentage is -0.8583488735229405, the average win percentage is 11.277955703422174, and the average loss percentage is -8.949218591486348. The half Kelly is -0.42522456466695724. The returns percentages are -1.1765104896130885, -0.22082304238863704, 5.641419647573372, -14.14806524680989, -8.272765539611939, -16.118828778584255, 15.249165511055931, -13.758318451910284, 5.138514766782773, and 19.082722888276614. The entry is prior high, the exit is prior low, and the next open is exact. A 25 basis point taker is credited with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are used. The training period is from 2024 to 2025, and the holdout period is 2026. HYPE 2026 only has no training or valid out of sample. There is no 3R or 15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD C91302 Donchian HIGH daily L30 slip0.003 holdout'. This refers to a trading strategy for the SOL/USD currency pair. The strategy uses a daily time frame and looks back 30 days. It has a slip value of 0.003, which means a small allowed difference in price, and is currently in the holdout period, meaning it is being tested on unseen data. The return percentage is -1.5847%, the drawdown percentage is 17.2111%, and the win rate percentage is 0%. There have been 2 trades, with 1 still open. The mean trade percentage is -8.9059%, and the average loss percentage is also -8.9059%. The returns percentage is given as -9.3846% and -8.4272%. The strategy enters a trade prior to a high point in the last few days and exits prior to a low point in the last 10 days, with the next trade at the exact open price. A 25 basis point taker fee is credited in the equivalent of 0.0025 coins for every 0.9975 coins bought. The strategy does not fill missing indicator bars and only uses daily 24-hour data. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no hype or over-optimization in 2026, and no 3R or 15-minute management is used. The sensitivity is also not selected. The return includes the open mark, and the win rate is calculated on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data line for the SOL/USD trading fund: the symbol is SOL, the time frame is daily, the lookback period is 30 days, and the slip is 0.003. The period is for training. The return percentage is -24.76294845627251, the drawdown percentage is 47.052386863952655, and the win rate percentage is 50. There were 6 trades, with 0 open trades. The mean trade percentage is -4.277821094689941, the average win percentage is 2.7305716661056323, and the average loss percentage is -11.286213855485515. The half Kelly percentage is -6.940500141902085. The returns percentages are -6.793319797207539, 2.593649431520058, -19.574153313878938, 3.75368942616862, -7.4911684553700635, and 1.8443761406282189. The entry is based on the prior high of L days and the exit is based on the prior low of 10 days, with the next exact open. A 25 basis point taker is credited with the equivalent of 0.0025 for buying and 0.9975 for selling. There are no filled missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the reset period is in 2026, which is a known holdout. The HYPE 2026 only has no training or valid out-of-sample data. 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

A news scan found the headline about a SOL/USD trading strategy. The strategy has a daily time frame, looks back 30 days, and has a slip of 0.001. It is currently in the holdout period. The return percentage is -0.596, the drawdown percentage is 16.712, and the win rate percentage is 0. The strategy has had 2 trades, with 1 still open. The mean trade percentage is -8.539. The average win percentage is not available, and the average loss percentage is -8.539. The returns percentage is -9.020 and -8.059. The strategy enters when the prior high is reached in a certain number of days, and exits when the prior low is reached in 10 days, with the next entry at the exact open price. A 25 basis point taker is credited with the equivalent of 0.0025 coins for every 0.9975 coins bought. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training period is from 2024 to 2025, and the holdout period is in 2026. The HYPE 2026 strategy does not include training or out-of-sample validation. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. 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

A news scan found the headline about SOL/USD C91302 Donchian HIGH daily L30 slip0.001 train. The symbol is SOL, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily market activity. The lookback period is 30 days, which is the amount of time used to analyze the data, and the slip is 0.001, which refers to a small amount of price movement. The period is train, which means the data is being used to train a model. The return percentage is -22.935408542360406, the drawdown percentage is 46.19840773841323, and the win rate percentage is 50. There were 6 trades, with 0 open trades, and the mean trade percentage is -3.893159395419396. The average win percentage is 3.143323200358824, and the average loss percentage is -10.929641991197615. The half Kelly percentage is -5.666008411915419. The returns percentages are -6.418740287372496, 3.0058521776122116, -19.25079974366765, 4.17054164513357, -7.119385942552705, and 2.253575778330691. 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 a type of fee, with a coin buy equivalent of 0.0025/0.9975. There are no fill 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. 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 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

A news scan found the headline about SOL/USD C91302 Donchian HIGH daily L20 slip0.003 holdout. The symbol is SOL, which is a type of cryptocurrency, and it is being analyzed on a daily time frame, also known as the time period being looked at, which is 20 days. The slip, or the amount of price movement allowed before a trade is made, is 0.003. This is for the holdout period, which is a time period used to test the performance of a trading strategy. The return percentage, or the amount of profit made, is 2.4525%. The drawdown percentage, or the amount of loss, is 18.2299%. The win rate percentage, or the percentage of successful trades, is 0%. There were 3 trades made, and 1 of them is still open. The mean trade percentage, or the average amount of profit or loss per trade, is -4.7569%. The average win percentage is not available, and the average loss percentage is -4.7569%. The half Kelly, a measure of the optimal amount to bet, is not available. The returns percentage for each trade is -4.4785%, -5.5319%, and -4.2604%. The entry, or the point at which a trade is made, is prior to the highest high in the last 20 days. The exit, or the point at which a trade is closed, is 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, or 0.25%, taker fee is credited to the equivalent of 0.0025 coins bought, with 0.9975 coins being the amount left over. There are no missing indicator bars, and only daily 24-hour periods are used. The training and reset period is from 2024 to 2025, and the known holdout period is in 2026. There is no training or validation out of sample, or HYPE, in 2026. No 3R, or a type of risk management, or 15-minute management is used, and sensitivity is not selected. The return includes the open mark, and the win rate is only for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about SOL/USD C91302 Donchian HIGH daily L20 slip0.003 train. The symbol is SOL, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily periods. The lookback period is 20 days, which is the amount of time used to analyze the data, and the slip is 0.003, which refers to a small allowed difference in price. The period is train, which means the data is used for training purposes. The return percentage is -12.60625621112169, the drawdown percentage is 43.37427036260387, and the win rate percentage is 42.857142857142854. There were 7 trades, with 0 open trades, and the mean trade percentage is -1.448542012488997. The average win percentage is 7.07717764448756, and the average loss percentage is -7.842831755221413. The half Kelly percentage is -1.3048725778451309, which is a measure of the optimal bet size. The returns percentages are -2.97460635522871, -6.79331979720754, 2.5936494315200758, -19.574153313878945, 10.396437841574944, -2.0292475545704596, and 8.241445660367662. The entry is based on the prior high, and the exit is based on the prior low. A 25 basis point taker fee is credited to the coin buy equivalent, which is 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the holdout period is 2026. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes 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

A news scan found the headline about SOL/USD C91302 Donchian HIGH daily L20 slip 0.001 holdout. The symbol is SOL, which is a type of cryptocurrency, and it is being analyzed on a daily time frame, also known as daily tf. The lookback period is 20 days, which means the analysis is considering the past 20 days of data. The slip is 0.001, which refers to a small allowance for price movement. The period being analyzed is called holdout, which is a term used in finance to describe a set of data used to test a model. The return percentage is 3.8965055982256587 percent, and the drawdown percentage is 17.40781027707744 percent. The win rate percentage is 0 percent, which means no winning trades were made. The number of trades is 3, and the number of open trades is 1. The mean trade percentage is -4.374192386566747 percent, which means the average trade resulted in a loss. The average win percentage is null, which means there were no winning trades to average. The average loss percentage is -4.374192386566747 percent. The half Kelly percentage is null, which refers to a formula used to determine the optimal bet size. The returns percentage is listed as -4.0946356906709935, -5.1522884529979915, and -3.8756530160312606 percent. The entry point was prior to the high of the last L days, and the exit point was prior to the low of the last 10 days. The next exact open is considered. A 25 basis point taker fee is credited to the coin buy equivalent, which is 0.0025 divided by 0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training data is from 2024 to 2025, and the reset is in 2026, which is also the known holdout period. The HYPE 2026 only has no training or valid out-of-sample data. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is only considered for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about SOL/USD C91302 Donchian HIGH daily L20 slip0.001 train. The symbol is SOL, a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily periods. The lookback period is 20 days, which is the amount of time used to calculate the high and low prices. The slip is 0.001, a small amount used to account for trading costs. The period is train, short for training, which is a phase where a model learns from data. The return percentage is -10.124640137148589, the drawdown percentage is 42.46096779399679, and the win rate percentage is 42.857142857142854. There were 7 trades, with 0 open trades, and the mean trade percentage is -1.0525404832101415. The average win percentage is 7.507350497555865, and the average loss percentage is -7.472458718784647. The half Kelly criterion, a formula used to determine the optimal bet size, is -0.9381204351331451. The returns percentages are -2.584721334687837, -6.418740287372484, 3.0058521776122142, -19.250799743667653, 10.839914382718828, -1.6355735094106132, and 8.676284932336554. The entry strategy is based on the prior high price, and the exit strategy is based on the prior low price. A 25 basis point taker fee, which is a small fee for trading, is credited to the equivalent coin buy. The data only includes daily 24-hour periods, and there are no missing indicator bars. The training period is from 2024 to 2025, and the holdout period, which is used to test the model, is in 2026. The HYPE 2026 only means that there is no training or validation out of sample, which is a statistical term. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, which is the price at the start of the trade, 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

A news scan found the headline about a SOL/USD trading strategy. The strategy has a daily time frame and looks back 15 days. It has a slip of 0.003, which means a small allowed difference in price, and is in the holdout period, meaning it is being tested on new data. The return percentage is 6.8265% and the drawdown percentage, which is the largest drop in value, is 18.23%. The win rate percentage, which is the percentage of winning trades, is 0%. The strategy made 3 trades and 1 is still open. The average trade percentage is -3.39%, and the average loss percentage is also -3.39%. The returns percentage for each trade is -0.39%, -5.53%, and -4.26%. The strategy enters a trade when the price is higher than the previous high, and exits when the price is lower than the previous low. The next trade will be made at the exact open price. A 25 basis point taker fee is credited to the buyer, which is equivalent to 0.0025/0.9975. The strategy does not fill missing indicator bars and only uses daily 24-hour data. The training data is from 2024-25 and the holdout data is from 2026. The HYPE 2026 strategy does not use training or validation data. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate only includes closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about SOL/USD C91302 Donchian HIGH daily L15 slip0.003 train. The symbol is SOL, which is a type of cryptocurrency, and it is being analyzed on a daily basis, also known as daily time frame or tf. The lookback period is 15 days, which means the analysis is considering the last 15 days of data. The slip, or the amount of price movement allowed before a trade is triggered, is 0.003. The period of analysis is the training period. The return percentage is -36.64578131279801, the drawdown percentage is 60.82631566054953, and the win rate percentage is 33.33333333333333. There were 9 trades, with 0 open trades, and the mean trade percentage is -4.376866900250347. The average win percentage is 7.077177644487557, and the average loss percentage is -10.1038891726193. The half Kelly, a measure of risk, is -3.060445664973013. The returns percentage for each trade is -2.97460635522871, -2.3178994730482403, 2.593649431520072, -16.05365204879243, -19.574153313878945, -17.67377629019701, 10.396437841574928, -2.0292475545704645, and 8.241445660367672. The entry strategy is based on the prior high, and the exit strategy is based on the prior low. The next exact open is considered, and a 25 basis point taker is credited with the equivalent of 0.0025 for buying and 0.9975 for selling. There are no missing indicator bars, and the analysis only considers daily 24-hour periods. The training period is from 2024 to 2025, and the reset period is in 2026, which is also the known holdout period. The HYPE 2026 only has no training or valid out-of-sample data. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is only considered for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about SOL/USD C91302 Donchian HIGH daily L15 slip0.001 holdout. The symbol is SOL, which is a type of cryptocurrency, and it is being analyzed on a daily time frame, or daily chart. The lookback period is 15 days, which means the analysis is considering the last 15 days of data. The slip, or the amount of price movement allowed before a trade is exited, is 0.001. The period being analyzed is called the holdout period, which is a term used in finance to describe a period of time when a strategy is being tested without any changes. The return percentage is 8.332165690638917%, the drawdown percentage, which is the percentage of loss from the peak, is 17.407810277077452%, and the win rate percentage, which is the percentage of winning trades, is 33.33333333333333%. There were 3 trades in total, with 1 of them still open. The mean trade percentage, which is the average return of all trades, is -3.005794450825587%. The average win percentage is 0.010558116552507494%, and the average loss percentage is -4.5139707345146345%. The half Kelly, a formula used to determine the optimal bet size, is -3153.4365111079337. The returns percentage for each trade is 0.010558116552507494%, -5.152288452997996%, and -3.875653016031272%. The entry strategy is based on the prior high, which means the trade is entered when the price reaches a new high. The exit strategy is based on the prior low, which means the trade is exited when the price reaches a new low. The next trade will be entered at the exact open price. A 25 basis point taker fee, which is a type of trading fee, is credited to the equivalent of 0.0025/0.9975. There are no missing indicator bars, and the analysis only considers daily 24-hour periods. The training period is from 2024 to 2025, and the holdout period is in 2026. There is no training or validation outside of the sample, or OOS, in 2026. The 3R and 15-minute management strategies are not selected. The return includes the open mark, which means the return is calculated from the opening price, and the win rate is calculated only for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data line for the SOL/USD automated trading fund: the symbol is SOL, the time frame is daily, the lookback period is 15 days, and the slip is 0.001. The period is train, with a return percentage of -34.3234685524522 and a drawdown percentage of 59.87477024195043. The win rate percentage is 33.33333333333333, with 9 trades, 0 open trades, a mean trade percentage of -3.992602179349722, an average win percentage of 7.507350497555869, and an average loss percentage of -9.742578517802517. The half Kelly is -2.729388999919286, and the returns percentages are -2.584721334687837, -1.9253823528830631, 3.005852177612224, -15.716188210654137, -19.250799743667674, -17.342805955511768, 10.839914382718817, -1.6355735094106216, and 8.676284932336564. The entry is prior high, the exit is prior low, and the next exact open is used. A 25 basis point taker is credited, with a coin buy equivalent of 0.0025 and 0.9975. There are no fill missing indicator bars, and only daily 24 hours are used. The training period is from 2024 to 2025, with a reset in 2026, and a known holdout. HYPE 2026 only has no training or valid out of sample, with no 3R or 15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD C91302 Donchian HIGH hourly L30 slip0.003 holdout'. The ETH symbol had a return percentage of -13.979961426779425 and a drawdown percentage of 21.12885898470511. The win rate percentage was 25, with 4 total trades and 1 open trade. The mean trade percentage was -2.1787611086931564, with an average win percentage of 12.675274440694794 and an average loss percentage of -7.130106291822473. The half Kelly was -1.2053862783855551, with returns percentages of -9.689232971579196, -9.213154149090139, -2.4879317547980877, and 12.675274440694794. The entry was prior high, the exit was prior low, and the next exact open was used. A 25 basis point taker was credited, with a coin buy equivalent of 0.0025/0.9975. There were no fill missing indicator bars, and only daily 24 hours were used. The training and reset period was from 2024 to 2025, with a known holdout in 2026. There was no 3R or 15-minute management, and sensitivity was not selected. The return included open mark, and the win rate was closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data line: the ETH/USD C91302 Donchian HIGH hourly L30 slip0.003 train has a return percentage of 56.07540043247856, a drawdown percentage of 29.176374338214572, and a win rate percentage of 60. The symbol is ETH, the time frame is hourly, the lookback is 30, the slip is 0.003, and the period is train. The number of trades is 10, the number of open trades is 0, the mean trade percentage is 5.866982005943408, the average win percentage is 17.651261658191356, and the average loss percentage is -11.809437472428517. The half Kelly is 1.4072776703577954. The returns percentage is listed as 34.048216706751376, 5.5928086526430425, -8.277668672667387, -12.35146794195344, 22.129097048887804, 24.90034916064923, -15.884788910588352, 15.367705219440209, 3.8693931607764696, and -10.723824364504889. The entry is prior high, the exit is prior low, and the next exact open is noted. A 25 basis point taker is credited, with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are considered. The training period is from 2024 to 2025, with a reset in 2026, and a known holdout. HYPE 2026 only has no training or valid out of sample. There is no 3R or 15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD C91302 Donchian HIGH hourly L30 slip0.001 holdout'. The details are about an automated trading fund manager's notes for the Ethereum symbol, which trades in hourly intervals, looking back 30 periods. The slip value is 0.001, and this is for the holdout period. The return percentage is -12.41792499641015, and the drawdown percentage is 20.32263906692744. The win rate percentage is 25, with 4 total trades and 1 open trade. The mean trade percentage is -1.785686318056623, the average win percentage is 13.127884622918245, and the average loss percentage is -6.7568766317149125. The half Kelly value is -1.0065478711789957, and the returns percentages are -9.326260363065, -8.848273403287008, -2.0960961287927296, and 13.127884622918245. The entry happens before the prior high in the last few days, and the exit happens before the prior low in the last 10 days, with the next exact open. A 25 basis point taker is credited with the equivalent of 0.0025 for buying coins and 0.9975 for selling. There are no filled missing indicator bars, and only daily 24-hour periods are considered. The training period is from 2024 to 2025, and the reset happens in 2026 for the known holdout. There is no training or validation for out-of-sample data in 2026, and no 3R or 15-minute management is selected. The return includes the open mark, and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about an automated trading fund manager's notes for ETH/USD. The notes are for a training period with the following parameters: the symbol is ETH, the time frame is hourly, the lookback period is 30, and the slip is 0.001. The return percentage is 62.44498651380076, the drawdown percentage is 28.60751044622315, and the win rate percentage is 60. There were 10 trades, with a mean trade percentage of 6.292304360909835, an average win percentage of 18.123815736909442, and an average loss percentage of -11.454962703089576. The half Kelly criterion is 1.5154318414913608. The returns percentages for each trade are 34.586490241734616, 6.017032113110581, -7.909038474806071, -11.999165645956712, 22.619598417590513, 25.40195778563331, -15.546648264250424, 15.831106739828963, 4.286709123558677, and -10.364998427345094. The strategy enters prior to a high in the last few days and exits prior to a low in the last 10 days, with the next exact open. A 25 basis point taker is credited with the equivalent of 0.0025 for a coin buy and 0.9975 for other buys. The notes specify that there are no filled missing indicator bars and that only daily 24-hour periods are considered. The training period is from 2024 to 2025, with a reset in 2026, and a known holdout. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes open mark and the win rate is for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD C91302 Donchian HIGH hourly L20 slip0.003 holdout'. The ETH symbol has a return percentage of -2.1872725180440966, a drawdown percentage of 23.569039092909893, and a win rate percentage of 20. The lookback period is 20 hours, with a slip of 0.003, during the holdout period. There were 5 trades, with 1 open trade, a mean trade percentage of 0.9200690018869084, an average win percentage of 19.27677893814922, and an average loss percentage of -3.66910848217867. The half Kelly percentage is 0.6504222418522922, with returns percentages of -5.092563319819628, -8.396846736914316, -1.1570660018190146, -0.029957870161720676, and 19.27677893814922. The entry is prior high, the exit is prior low, and the next open is exact. A 25 basis point taker is credited with a coin buy equivalent of 0.0025 and 0.9975. There are no fill missing indicator bars, and only daily 24 hours are considered. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. HYPE 2026 only has no training or valid out of sample data. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about ETH/USD C91302 Donchian HIGH hourly L20 slip 0.003 train. The symbol is ETH, 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 20, which refers to the number of past hours considered for analysis. The slip is 0.003, which is a small amount allowed for price movement before a trade is triggered. The period is train, which means the data is used for training a model. The return percentage is 10.139053046090353, the drawdown percentage is 42.77005936925118, and the win rate percentage is 42.857142857142854. There were 14 trades, with 0 open trades. The mean trade percentage is 2.326291377138932, the average win percentage is 21.59412111688198, and the average loss percentage is -12.12458092766835. The half Kelly criterion, a measure of risk, is 0.44425451029662044. The returns percentages for each trade are 40.47647765768686, -17.345011719822395, 5.5928086526430425, -9.841569072039539, -4.563126993483485, -11.13966901019583, 22.12909704888779, 28.823516922118802, -15.884788910588346, 28.673433259178914, 3.869393160776448, -10.723824364504882, -14.630612398435527, and -12.868044952276792. The entry is based on the prior high, and the exit is based on the prior low. The next trade is based on the exact open price. A 25 basis point taker fee is credited to the equivalent coin buy, with a ratio of 0.0025 to 0.9975. There are no missing indicator bars, and only daily 24-hour periods are considered. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout period. The HYPE 2026 only has no training or valid out-of-sample data. 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

A news scan found the headline 'ETH/USD C91302 Donchian HIGH hourly L20 slip0.001 holdout'. The report is about the performance of an automated trading system for Ethereum (ETH) in US dollars (USD). The system uses a Donchian channel, which is a technical indicator, with a 20-hour lookback period and a slip of 0.001. The system is currently in the holdout period, which means it is not using new data to train. The return percentage is -0.0119%, the drawdown percentage is 22.65%, and the win rate percentage is 40%. There were 5 trades, with 1 still open. The average trade return percentage is 1.33%, the average win percentage is 10.06%, and the average loss percentage is -4.50%. The half Kelly criterion, which is a formula to determine the optimal bet size, is 1.46. The returns percentage for each trade are -4.71%, -8.03%, -0.76%, 0.37%, and 19.76%. The system enters a trade when the price is higher than the previous high and exits when the price is lower than the previous low. The system also takes into account the open price and the taker fee, which is 0.25%. The system does not fill missing indicator bars and only uses daily 24-hour data. The training data is from 2024 to 2025 and the holdout data is from 2026. The system does not use hype or 3R/15 minute management and sensitivity is not selected. The return includes the open mark and the win rate is calculated only for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about ETH/USD C91302 Donchian HIGH hourly L20 slip0.001 train. The symbol is ETH, 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 20 hours, and the slip is 0.001, which refers to a small allowed difference in price. The period is for training, which means the data is used to teach a model. The return percentage is 16.48283565714482, the drawdown percentage is 41.8901829123883, and the win rate percentage is 42.857142857142854. There were 14 trades, with 0 open trades, and the mean trade percentage is 2.7374225446416607. The average win percentage is 22.08247828702696, and the average loss percentage is -11.771369262147315. The half Kelly percentage is 0.5265468856360258. The returns percentages are: 41.04051584306852, -17.012723687507275, 6.017032113110591, -9.479207030893619, -4.17960880826675, -10.782509790053014, 22.61959841759053, 29.34084971365439, -15.546648264250443, 29.190164511179045, 4.2867091235586905, -10.364998427345089, -14.287444977419316, -12.517813111443024. The entry is based on the prior high in the last few days, and the exit is based on the prior low in the last 10 days, with the next exact open. A 25 basis point taker is credited with the equivalent of 0.0025 for buying, with no fill for missing indicator bars, and only daily 24-hour data is used. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no training or validation out of sample for HYPE in 2026. No 3R or 15-minute management is used, 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

A news scan found the headline about ETH/USD C91302 Donchian HIGH hourly L15 slip0.003 holdout. The symbol is ETH, 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 15 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 tested on new data. The return percentage was 2.9072259536440015, the drawdown percentage was 21.794779628061367, and the win rate percentage was 40. There were 5 trades in total, with 1 still open. The mean trade percentage was 1.9175186049676347, the average win percentage was 10.286067580365037, and the average loss percentage was -3.6615140452973005. The half Kelly, a measure of the optimal bet size, was 2.5456548095107907. The returns percentage for each trade were -2.407646527506126, -8.396846736914325, -0.18004887147145193, 1.2953562225808604, and 19.276778938149214. The entry strategy was based on the prior high, and the exit strategy was based on the prior low. The system used a 25 basis point taker, which is a type of fee, and credited the equivalent of 0.0025 coins for every 0.9975 coins bought. The system did not fill missing indicator bars and only used daily 24-hour data. The training data was from 2024 to 2025, and the holdout period was in 2026. The HYPE 2026 only had no training or validation out of sample, which means it was not tested on new data. There was no 3R or 15-minute management, and sensitivity was not selected. The return included the open mark, and the win rate was calculated only for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about ETH/USD C91302 Donchian HIGH hourly L15 slip0.003 train. The symbol is ETH, 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 15, which refers to the number of past hours used to make decisions. The slip is 0.003, which is a small amount used to adjust the price. The period is train, which means the data is used for training purposes. The return percentage is -1.1836753225537109, the drawdown percentage is 52.521469919682914, and the win rate percentage is 35.294117647058826. There were 17 trades, with 0 open trades. The mean trade percentage is 1.7077949329073556, the average win percentage is 25.429740499016063, and the average loss percentage is -11.231448103151937. The half Kelly percentage is 0.29897029632068617. The returns percentages are 46.63707709261192, -17.34501171982238, -10.223656881425292, 5.592808652643052, -9.84156907203955, -12.519652710507398, -0.9138445986878716, -9.838328753085632, 25.546676244494254, -10.442609752583703, 39.46009784421635, -15.884788910588352, 31.472389999354327, 3.869393160776454, -10.72382436450489, -12.944597419149448, and -12.868044952276794. The entry is based on the prior high, and the exit is based on the prior low. The next exact open is used, with a 25 basis point taker credited coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are used. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout period. HYPE 2026 only means no training or valid out-of-sample data. There is no 3R/15 minute management, and sensitivity is not selected. The return includes 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

A news scan found the headline 'ETH/USD C91302 Donchian HIGH hourly L15 slip0.001 holdout'. This refers to a trading strategy for Ethereum (ETH) in US dollars (USD). The strategy has a 15-hour lookback period, meaning it considers the last 15 hours of data, and a slip of 0.001, which is a small allowed difference in price. The period is called 'holdout', which means it is a test period. The return percentage is 5.1959%, the drawdown percentage is 20.8507%, and the win rate percentage is 60%. There were 5 trades in total, with 1 still open. The average return per trade is 2.3270%, the average win is 7.2264%, and the average loss is -5.0221%. The half Kelly criterion, a measure of risk, is 3.2059. The returns percentage for each trade is -2.0155%, -8.0287%, 0.2210%, 1.7024%, and 19.7558%. The strategy enters a trade when the price is higher than the previous high, and exits when it is lower than the previous low. The next trade will be at the exact open price. A 25 basis point taker fee is credited to the equivalent of 0.0025 coins for every 0.9975 coins bought. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training data is from 2024 to 2025, and the holdout period is in 2026. There is no training or validation outside of this period. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. 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

A news scan found the following data line: this is a report on the ETH/USD trading fund. The symbol is ETH, which is a type of cryptocurrency. The time frame, or tf, is hourly, meaning the data is based on one-hour periods. The lookback period is 15, which refers to the number of past hours used to make decisions. The slip, or small loss allowed before making a change, is 0.001. The period is train, which means this is a training or testing phase. The return percentage is 5.769597013057563, the drawdown percentage, which is the largest decline in value, is 50.97757976810393, and the win rate percentage, which is the percentage of successful trades, is 35.294117647058826. There were 17 trades, with 0 open trades, and the mean trade percentage, which is the average gain or loss per trade, is 2.1164471492940704. The average win percentage is 25.933470939349768, and the average loss percentage is -10.874656736190856. The half Kelly, which is a measure of the optimal bet size, is 0.375233175339839. The returns percentage, which is the gain or loss over time, is listed as follows: 47.22580713351995, -17.01272368750729, -9.862826258948495, 6.017032113110605, -9.479207030893635, -12.168024503785695, -0.5156999871600916, -9.475953724650346, 26.050875366579408, -10.082656699362772, 40.02006235076549, -15.546648264250429, 32.00033954856447, 4.286709123558692, -10.364998427345085, -12.594672402752543, -12.517813111443035. The entry, or buy, signal is based on the prior high, and the exit, or sell, signal is based on the prior low. The next exact open, or the next time the market opens at the same price, is also considered. A 25 basis point taker, which is a small fee, is credited to the coin buy equivalent, which is 0.0025/0.9975. There are no missing indicator bars, and the data only includes daily 24-hour periods. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. The HYPE 2026 only, which is a specific trading strategy, is not used for training or validation out of sample, or OOS. There is no 3R/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