ETH/USD C91302 Donchian HIGH daily L30 slip0.003 holdout = -13.74653475462769
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":30,"slip":0.003,"period":"holdout","return_pct":-13.74653475462769,"drawdown_pct":22.873799049826417,"win_rate_pct":0,"n":3,"open_n":1,"mean_trade_pct":-8.139947627626999,"avgwin_pct":null,"avgloss_pct":-8.139947627626999,"halfKelly":null,"returns_pct":[-12.715583571059108,-8.00928334456405,-3.6949759672578386]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L30 slip0.003 train = 32.13351085819713
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":30,"slip":0.003,"period":"train","return_pct":32.13351085819713,"drawdown_pct":32.83401710608723,"win_rate_pct":62.5,"n":8,"open_n":0,"mean_trade_pct":4.2963287970968365,"avgwin_pct":12.601096203398471,"avgloss_pct":-9.54495021340589,"halfKelly":1.7860167193040137,"returns_pct":[17.36258245885427,-0.834727538942286,-12.262888682922595,16.65237677433059,8.280996851520767,-15.537234418352785,16.873068298794706,3.836456633492027]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L30 slip0.001 holdout = -12.530838389145572
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":30,"slip":0.001,"period":"holdout","return_pct":-12.530838389145572,"drawdown_pct":22.098352860443317,"win_rate_pct":0,"n":3,"open_n":1,"mean_trade_pct":-7.770765439949925,"avgwin_pct":null,"avgloss_pct":-7.770765439949925,"halfKelly":null,"returns_pct":[-12.364740660728282,-7.639577450771384,-3.30797820835011]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L30 slip0.001 train = 36.43018191693538
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":30,"slip":0.001,"period":"train","return_pct":36.43018191693538,"drawdown_pct":32.158713449877084,"win_rate_pct":62.5,"n":8,"open_n":0,"mean_trade_pct":4.715355929897891,"avgwin_pct":13.05340907716388,"avgloss_pct":-9.181399315545425,"halfKelly":1.9672142427070363,"returns_pct":[17.833979503235234,-0.4362658240173957,-11.910231358768328,17.120927294385243,8.715994645774407,-15.197700763850555,17.342503356676474,4.253640585748046]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L20 slip0.003 holdout = -5.8569892261417635
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":20,"slip":0.003,"period":"holdout","return_pct":-5.8569892261417635,"drawdown_pct":18.273909651548326,"win_rate_pct":0,"n":3,"open_n":1,"mean_trade_pct":-5.42973207884609,"avgwin_pct":null,"avgloss_pct":-5.42973207884609,"halfKelly":null,"returns_pct":[-10.086309629995194,-2.507910639285247,-3.6949759672578306]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L20 slip0.003 train = -28.200256318764787
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":20,"slip":0.003,"period":"train","return_pct":-28.200256318764787,"drawdown_pct":52.77201039117233,"win_rate_pct":41.66666666666667,"n":12,"open_n":0,"mean_trade_pct":-1.631554405758651,"avgwin_pct":14.121033955751692,"avgloss_pct":-12.883403235408897,"halfKelly":-0.4484091514655184,"returns_pct":[17.36258245885427,-19.375543589366384,-0.8347275389422818,-7.47142397980438,-12.262888682922593,16.652376774330584,8.280996851520767,-15.537234418352783,24.472757060560816,3.836456633492027,-19.196641150163252,-15.505363288310603]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L20 slip0.001 holdout = -4.53009394480155
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":20,"slip":0.001,"period":"holdout","return_pct":-4.53009394480155,"drawdown_pct":17.452215019203777,"win_rate_pct":0,"n":3,"open_n":1,"mean_trade_pct":-5.049687271145985,"avgwin_pct":null,"avgloss_pct":-5.049687271145985,"halfKelly":null,"returns_pct":[-9.724928515877929,-2.116155089209915,-3.307978208350113]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L20 slip0.001 train = -24.66980020106199
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":20,"slip":0.001,"period":"train","return_pct":-24.66980020106199,"drawdown_pct":50.54857293602228,"win_rate_pct":41.66666666666667,"n":12,"open_n":0,"mean_trade_pct":-1.2362863952910514,"avgwin_pct":14.579438782708767,"avgloss_pct":-12.533232951005207,"halfKelly":-0.3382868966029122,"returns_pct":[17.833979503235234,-19.051393985802243,-0.4362658240173965,-7.099562330574519,-11.910231358768344,17.120927294385258,8.715994645774417,-15.19770076385056,24.97265188440089,4.253640585748039,-18.871774500599166,-15.165701893424224]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L15 slip0.003 holdout = 5.485851342119346
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":15,"slip":0.003,"period":"holdout","return_pct":5.485851342119346,"drawdown_pct":15.673913581966293,"win_rate_pct":33.33333333333333,"n":3,"open_n":1,"mean_trade_pct":-1.7442437827792863,"avgwin_pct":2.469537317790897,"avgloss_pct":-3.851134333064378,"halfKelly":-9.170075830268804,"returns_pct":[-7.1285171718257585,-0.5737514943029965,2.469537317790897]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L15 slip0.003 train = -8.994779175732063
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":15,"slip":0.003,"period":"train","return_pct":-8.994779175732063,"drawdown_pct":48.82227302899218,"win_rate_pct":38.46153846153847,"n":13,"open_n":0,"mean_trade_pct":1.0478781777504265,"avgwin_pct":23.422893026025953,"avgloss_pct":-12.936506102421777,"halfKelly":0.17291125695753973,"returns_pct":[28.77608332986727,-19.375543589366387,-0.8347275389422895,-5.563470966116918,-12.2628886829226,24.076880740774076,-15.216179185199383,35.95228736543555,-15.53723441835279,24.47275706056083,3.8364566334920385,-19.196641150163256,-15.505363288310594]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L15 slip0.001 holdout = 6.972617882125533
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":15,"slip":0.001,"period":"holdout","return_pct":6.972617882125533,"drawdown_pct":15.07441680827315,"win_rate_pct":33.33333333333333,"n":3,"open_n":1,"mean_trade_pct":-1.3494274344991306,"avgwin_pct":2.8812426190461293,"avgloss_pct":-3.4647624612717602,"halfKelly":-6.758747844088352,"returns_pct":[-6.755281142480607,-0.1742437800629129,2.8812426190461293]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91302 Donchian HIGH daily L15 slip0.001 train = -4.137286340461003
Crypto majors2026-09-13 02:13
{"symbol":"ETH","tf":"daily","lookback":15,"slip":0.001,"period":"train","return_pct":-4.137286340461003,"drawdown_pct":47.89252068740223,"win_rate_pct":38.46153846153847,"n":13,"open_n":0,"mean_trade_pct":1.4538854292518488,"avgwin_pct":23.918579965335145,"avgloss_pct":-12.586548655800215,"halfKelly":0.24146719502364578,"returns_pct":[29.29322600623313,-19.05139398580224,-0.4362658240174093,-5.183962187632404,-11.910231358768335,24.575188881208117,-14.875358732307367,36.49819246908557,-15.19770076385056,24.972651884400896,4.253640585748028,-18.871774500599166,-15.165701893424224]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L30 slip0.003 holdout = -0.49994061939909784
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":30,"slip":0.003,"period":"holdout","return_pct":-0.49994061939909784,"drawdown_pct":13.542389614896466,"win_rate_pct":33.33333333333333,"n":3,"open_n":1,"mean_trade_pct":-3.8877650270098743,"avgwin_pct":0.42583140829657273,"avgloss_pct":-6.044563244663097,"halfKelly":-75.52094161636892,"returns_pct":[-7.341946704492054,0.42583140829657273,-4.747179784834141]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L30 slip0.003 train = 30.29772336708845
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":30,"slip":0.003,"period":"train","return_pct":30.29772336708845,"drawdown_pct":29.425444385809417,"win_rate_pct":30,"n":10,"open_n":0,"mean_trade_pct":3.9717881909730712,"avgwin_pct":28.77803491971293,"avgloss_pct":-6.659460407058298,"halfKelly":1.0362293955343462,"returns_pct":[33.09159052086365,-2.8617981059698447,-6.992172899736171,-7.8731862280978895,37.856102634289726,-6.836997526594181,15.386411603985408,-6.960611538028104,-3.8634464534821547,-11.228010097499741]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L30 slip0.001 holdout = 0.9024593909674081
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":30,"slip":0.001,"period":"holdout","return_pct":0.9024593909674081,"drawdown_pct":13.02385595103589,"win_rate_pct":33.33333333333333,"n":3,"open_n":1,"mean_trade_pct":-3.501539972067186,"avgwin_pct":0.8293454788788154,"avgloss_pct":-5.6669826975401865,"halfKelly":-37.25132498035982,"returns_pct":[-6.9695661067069885,0.8293454788788154,-4.364399288373385]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L30 slip0.001 train = 35.61529783998586
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":30,"slip":0.001,"period":"train","return_pct":35.61529783998586,"drawdown_pct":28.28716460851529,"win_rate_pct":30,"n":10,"open_n":0,"mean_trade_pct":4.389514555911597,"avgwin_pct":29.295185418105735,"avgloss_pct":-6.284344385028749,"halfKelly":1.1921482624955149,"returns_pct":[33.62602987123156,-2.4714609467982664,-6.618390398719938,-7.502934853240782,38.40963828299692,-6.462593078325021,15.84988810008873,-6.586702538187854,-3.477123929013918,-10.871204950915464]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L20 slip0.003 holdout = 16.437176782056895
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":20,"slip":0.003,"period":"holdout","return_pct":16.437176782056895,"drawdown_pct":12.50268540480014,"win_rate_pct":33.33333333333333,"n":3,"open_n":1,"mean_trade_pct":0.022774857955642124,"avgwin_pct":5.932883060544344,"avgloss_pct":-2.932279243338709,"halfKelly":0.06545676937842959,"returns_pct":[-2.8454045819367857,5.932883060544344,-3.0191539047406324]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L20 slip0.003 train = 23.82935012649044
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":20,"slip":0.003,"period":"train","return_pct":23.82935012649044,"drawdown_pct":35.79470809426656,"win_rate_pct":30.76923076923077,"n":13,"open_n":0,"mean_trade_pct":3.0226957186004526,"avgwin_pct":25.15314906533341,"avgloss_pct":-6.813061324391972,"halfKelly":0.8819211798916844,"returns_pct":[46.50142984505477,-11.072342904026744,0.8686521780037312,-3.4995455344297413,-10.148830378782087,-2.666811730475017,37.8561026342897,-4.8238647663400895,15.386411603985408,-6.228408626501974,-3.0239691973367964,-11.228010097499748,-8.625768684135544]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L20 slip0.001 holdout = 18.078296384825975
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":20,"slip":0.001,"period":"holdout","return_pct":18.078296384825975,"drawdown_pct":12.151993710956466,"win_rate_pct":33.33333333333333,"n":3,"open_n":1,"mean_trade_pct":0.4246734665661625,"avgwin_pct":6.3584695487881255,"avgloss_pct":-2.5422245745448193,"halfKelly":1.3135863392878466,"returns_pct":[-2.455001717060521,6.3584695487881255,-2.629447432029118]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L20 slip0.001 train = 30.438863026823924
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":20,"slip":0.001,"period":"train","return_pct":30.438863026823924,"drawdown_pct":34.23513430403177,"win_rate_pct":30.76923076923077,"n":13,"open_n":0,"mean_trade_pct":3.4366180942589626,"avgwin_pct":25.65577091943417,"avgloss_pct":-6.438560939152239,"halfKelly":1.0402252634722973,"returns_pct":[47.08961620798557,-10.714913838959843,1.273941086665426,-3.1117644848595023,-9.787699849581566,-2.275693060435163,38.40963828299694,-4.441391625438544,15.849888100088737,-5.851564936831894,-2.634282024453213,-10.871204950915475,-8.258533680894958]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L15 slip0.003 holdout = 16.437176782056895
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":15,"slip":0.003,"period":"holdout","return_pct":16.437176782056895,"drawdown_pct":12.50268540480014,"win_rate_pct":33.33333333333333,"n":3,"open_n":1,"mean_trade_pct":0.022774857955642124,"avgwin_pct":5.932883060544344,"avgloss_pct":-2.932279243338709,"halfKelly":0.06545676937842959,"returns_pct":[-2.8454045819367857,5.932883060544344,-3.0191539047406324]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L15 slip0.003 train = 8.801162138367957
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":15,"slip":0.003,"period":"train","return_pct":8.801162138367957,"drawdown_pct":41.516500085554455,"win_rate_pct":25,"n":16,"open_n":0,"mean_trade_pct":1.8074889223105615,"avgwin_pct":26.986657982371508,"avgloss_pct":-6.585567431043087,"halfKelly":0.5085145018243249,"returns_pct":[48.12081251179739,-11.072342904026739,0.8686521780037377,-3.4995455344297426,-10.1488303787821,-0.31186493263434323,40.350532164009074,-10.970763725394047,-4.823864766340077,-6.670260848257118,18.606635075675825,-6.109197941960103,-4.746478419942217,-0.8198809391152626,-11.228010097499737,-8.625768684135556]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L15 slip0.001 holdout = 18.078296384825975
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":15,"slip":0.001,"period":"holdout","return_pct":18.078296384825975,"drawdown_pct":12.151993710956466,"win_rate_pct":33.33333333333333,"n":3,"open_n":1,"mean_trade_pct":0.4246734665661625,"avgwin_pct":6.3584695487881255,"avgloss_pct":-2.5422245745448193,"halfKelly":1.3135863392878466,"returns_pct":[-2.455001717060521,6.3584695487881255,-2.629447432029118]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH hourly L15 slip0.001 train = 15.992124100789795
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"hourly","lookback":15,"slip":0.001,"period":"train","return_pct":15.992124100789795,"drawdown_pct":39.251109031193344,"win_rate_pct":31.25,"n":16,"open_n":0,"mean_trade_pct":2.216540715006237,"avgwin_pct":22.015041359417445,"avgloss_pct":-6.782777759726133,"halfKelly":0.7421960254178777,"returns_pct":[48.715489405929176,-10.714913838959845,1.2739410866654497,-3.111764484859489,-9.787699849581568,0.08869243029873404,40.914065556315556,-10.612927528126823,-4.441391625438533,-6.295188114699167,19.083018317878317,-5.7318764525189145,-4.363695112391307,-0.4213597186013607,-10.871204950915482,-8.258533680894958]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91302 Donchian HIGH daily L30 slip0.003 holdout = 6.048667125083625
Crypto majors2026-09-13 02:13
{"symbol":"BTC","tf":"daily","lookback":30,"slip":0.003,"period":"holdout","return_pct":6.048667125083625,"drawdown_pct":14.783476121045247,"win_rate_pct":50,"n":2,"open_n":1,"mean_trade_pct":-4.096598368808258,"avgwin_pct":0.2196943516194621,"avgloss_pct":-8.412891089235979,"halfKelly":-110.82282945650289,"returns_pct":[-8.412891089235979,0.2196943516194621]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees