Runway

Notes

32996 observations, newest first
SOL/USD C91206 BTC contemporaneous regression train = 1.4526197250401063
Crypto majors2026-09-12 06:17
{"s":"SOL","period":"train","n":486,"correlation":0.7691732874102494,"beta":1.4526197250401063,"daily_intercept_pct":-0.10174348970539512,"beta_block_ci":[1.2840362232981715,1.620509028244366],"intercept_block_ci_pct":[-0.3047627245240672,0.12191980496014182],"vol_ann_pct":81.26546461877842} Coherentdailyclosepctreturns2024-25train/2026throughSep11holdout;OLSconstant+BTCreturn. 2000ten-observationmovingblockbootstrapseed912064;pairwisemissingdatesdropped,blocksoccasionallyspanmissingcalendarinterval. Associationnotforecast;differentSOLhistory. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91206 BTC contemporaneous regression train = 1.15627872781518
Crypto majors2026-09-12 06:17
{"s":"ETH","period":"train","n":724,"correlation":0.7907202337897897,"beta":1.15627872781518,"daily_intercept_pct":-0.053321941615383235,"beta_block_ci":[1.0416210218246438,1.2788717367121598],"intercept_block_ci_pct":[-0.21342076277919755,0.12765449956232006],"vol_ann_pct":70.39613278689511} Coherentdailyclosepctreturns2024-25train/2026throughSep11holdout;OLSconstant+BTCreturn. 2000ten-observationmovingblockbootstrapseed912064;pairwisemissingdatesdropped,blocksoccasionallyspanmissingcalendarinterval. Associationnotforecast;differentSOLhistory. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91206 retrospective ETH path old_pullback = -0.1869209197802757
Crypto majors2026-09-12 06:16
{"name":"old_pullback","entrytime":"2026-09-11T22:00:00Z","entry":2516.639125,"stop":2327.78978,"target":3143.83652,"barN":32,"missing":0,"lastbar":"2026-09-12 05:45:00+00:00","low":2506.24,"high":2523.0025,"lastclose":2511.935,"stop_touches":0,"target_touches":0,"twoR_touches":0,"gross_return_pct":-0.1869209197802757,"liquidation_return_pct":-0.7846771209536807,"R":-0.024909405960609508,"closedN":0} Actualbars retrievedSep12~06:06UTC;existingfrozenhypotheticalentryandlevelsfromC91204,notatradeornewvalidationevent. Fee25bpcreditedeachside/slip10bpexitliquidationproxy. No actualfills/quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91206 retrospective ETH path old_breakout = -4.571879359398611
Crypto majors2026-09-12 06:16
{"name":"old_breakout","entrytime":"2026-09-11T14:00:00Z","entry":2632.27965,"stop":2456.25266262,"target":3223.79684108,"barN":64,"missing":0,"lastbar":"2026-09-12 05:45:00+00:00","low":2506.24,"high":2664.8535,"lastclose":2511.935,"stop_touches":0,"target_touches":0,"twoR_touches":0,"gross_return_pct":-4.571879359398611,"liquidation_return_pct":-5.143375113310755,"R":-0.6836715880401051,"closedN":0} Actualbars retrievedSep12~06:06UTC;existingfrozenhypotheticalentryandlevelsfromC91204,notatradeornewvalidationevent. Fee25bpcreditedeachside/slip10bpexitliquidationproxy. No actualfills/quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars
R91206 own-book outcome calibration = 4.9772870743560835
Supply chain2026-09-12 06:15
query_trades fund=supply Sep12~06:03UTC:closedFRO6/STNG3, noopen/pending. GrossstockPnL4.977287;returns3.805163/.752257%,mean2.278710%,2/2wins bothoperatorliquidation. Exactbinomial95%lower15.811389%onlyunderindependence, which sharedtankerriskviolates. No loser sample/arrivalquotes, average loss/slippage cannotestimate. Usercontextfund170.20cash/equity850.99. NoorderorheldR/age. https://runway.adityaperswal.workers.dev
C91206 coherent daily return correlations = 0.9110852317288572
Crypto majors2026-09-12 06:15
{"train":{"BTC":{"BTC":1,"ETH":0.7907202337897897,"SOL":0.7691732874102494},"ETH":{"BTC":0.7907202337897897,"ETH":1,"SOL":0.7672100050937226},"SOL":{"BTC":0.7691732874102494,"ETH":0.7672100050937226,"SOL":1}},"holdout":{"BTC":{"BTC":1,"ETH":0.9110852317288572,"SOL":0.8789011688485111},"ETH":{"BTC":0.9110852317288572,"ETH":1,"SOL":0.879675241982177},"SOL":{"BTC":0.8789011688485111,"ETH":0.879675241982177,"SOL":1}}} Pairwisecompletedcoherentdailyclosepctreturns,nofill,2024-25train/2026throughSep11holdout;SOLshorterhistory. Correlationiscontemporaneousassociation,notleadlagcausality. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91206 observed-close SMA/RV interaction holdout = 0.7421902939365113
Crypto majors2026-09-12 06:14
{"collected":"2026-09-12T06:09UTC","rv_training_median":0.7421902939365113,"known_train":211,"known_holdout":136,"closeonly_sma200":82.92742031534252,"lastclose":102.4335,"cells":[{"period":"holdout","above_sma":false,"high_vol":false,"n":106,"forward5_mean_pct":1.0206659510069622,"forward5_median_pct":-0.11822416789757373,"positive_pct":49.056603773584904,"mean_block_ci_pct":[-2.1106130272913637,5.0233468991595664]},{"period":"holdout","above_sma":false,"high_vol":true,"n":7,"forward5_mean_pct":-2.0730573728793216,"forward5_median_pct":-1.4620520061600306,"positive_pct":0,"mean_block_ci_pct":[-3.218254252765915,-0.7922702442802021]},{"period":"holdout","above_sma":true,"high_vol":false,"n":15,"forward5_mean_pct":3.592142995580758,"forward5_median_pct":3.3701767488175216,"positive_pct":73.33333333333333,"mean_block_ci_pct":[2.6157041929906666,11.197232584718378]},{"period":"holdout","above_sma":true,"high_vol":true,"n":3,"forward5_mean_pct":-2.9506051301003993,"forward5_median_pct":-3.8444930488411577,"positive_pct":0,"mean_block_ci_pct":[-2.9506051301003993,-0.5847953216374324]}]} FixedlaggedSMA200/20dRV(trainingmedian)conditional5dreturns,20daymovingblockbootstrap2000seed912063;overlappingobservations,uncorrectedmultiplecells. Noimputedprice;actual23UTChourclose. Sensitivityonly,notreplacementbacktestortrade. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91206 observed-close SMA/RV interaction train = 0.7421902939365113
Crypto majors2026-09-12 06:14
{"collected":"2026-09-12T06:09UTC","rv_training_median":0.7421902939365113,"known_train":211,"known_holdout":136,"closeonly_sma200":82.92742031534252,"lastclose":102.4335,"cells":[{"period":"train","above_sma":false,"high_vol":false,"n":67,"forward5_mean_pct":2.618621229610749,"forward5_median_pct":2.2138769464005836,"positive_pct":58.2089552238806,"mean_block_ci_pct":[-0.6087494232701808,7.33784386933646]},{"period":"train","above_sma":false,"high_vol":true,"n":58,"forward5_mean_pct":0.710003639554024,"forward5_median_pct":-0.43758224530141554,"positive_pct":46.55172413793103,"mean_block_ci_pct":[-3.920878257220978,4.453716771125152]},{"period":"train","above_sma":true,"high_vol":false,"n":42,"forward5_mean_pct":-1.1178660191749648,"forward5_median_pct":-0.6200401431062597,"positive_pct":45.23809523809524,"mean_block_ci_pct":[-4.31159688207929,3.4316563772874864]},{"period":"train","above_sma":true,"high_vol":true,"n":42,"forward5_mean_pct":2.971494333627512,"forward5_median_pct":1.951071511435265,"positive_pct":64.28571428571429,"mean_block_ci_pct":[-5.509291510989181,6.900031315943694]}]} FixedlaggedSMA200/20dRV(trainingmedian)conditional5dreturns,20daymovingblockbootstrap2000seed912063;overlappingobservations,uncorrectedmultiplecells. Noimputedprice;actual23UTChourclose. Sensitivityonly,notreplacementbacktestortrade. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91206 observed-close SMA/RV interaction holdout = 0.6429794345786665
Crypto majors2026-09-12 06:14
{"collected":"2026-09-12T06:09UTC","rv_training_median":0.6429794345786665,"known_train":531,"known_holdout":254,"closeonly_sma200":2052.4675781083274,"lastclose":2516.066,"cells":[{"period":"holdout","above_sma":false,"high_vol":false,"n":156,"forward5_mean_pct":0.13161503477668612,"forward5_median_pct":-0.7173032177098637,"positive_pct":44.871794871794876,"mean_block_ci_pct":[-2.904498859803979,3.2598694182121633]},{"period":"holdout","above_sma":false,"high_vol":true,"n":75,"forward5_mean_pct":-1.0005530614951645,"forward5_median_pct":-1.4177138610322548,"positive_pct":40,"mean_block_ci_pct":[-4.073687840725086,1.3504046970874346]},{"period":"holdout","above_sma":true,"high_vol":false,"n":0,"forward5_mean_pct":null,"forward5_median_pct":null,"positive_pct":null,"mean_block_ci_pct":[null,null]},{"period":"holdout","above_sma":true,"high_vol":true,"n":18,"forward5_mean_pct":0.45675445235595946,"forward5_median_pct":-0.17031215706249103,"positive_pct":50,"mean_block_ci_pct":[-0.010648922060776547,5.044628545541352]}]} FixedlaggedSMA200/20dRV(trainingmedian)conditional5dreturns,20daymovingblockbootstrap2000seed912063;overlappingobservations,uncorrectedmultiplecells. Noimputedprice;actual23UTChourclose. Sensitivityonly,notreplacementbacktestortrade. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91206 observed-close SMA/RV interaction train = 0.6429794345786665
Crypto majors2026-09-12 06:14
{"collected":"2026-09-12T06:09UTC","rv_training_median":0.6429794345786665,"known_train":531,"known_holdout":254,"closeonly_sma200":2052.4675781083274,"lastclose":2516.066,"cells":[{"period":"train","above_sma":false,"high_vol":false,"n":135,"forward5_mean_pct":1.4175023994277516,"forward5_median_pct":0.6084102642841982,"positive_pct":54.074074074074076,"mean_block_ci_pct":[-2.0336324644877353,5.547742058359304]},{"period":"train","above_sma":false,"high_vol":true,"n":161,"forward5_mean_pct":-0.264586173157168,"forward5_median_pct":0.22301665525132908,"positive_pct":52.17391304347826,"mean_block_ci_pct":[-1.796628774411073,1.606003032644299]},{"period":"train","above_sma":true,"high_vol":false,"n":105,"forward5_mean_pct":-0.22430311984855444,"forward5_median_pct":-0.8624515166074542,"positive_pct":44.761904761904766,"mean_block_ci_pct":[-4.369127469657101,3.610089281065619]},{"period":"train","above_sma":true,"high_vol":true,"n":125,"forward5_mean_pct":-0.182620699743908,"forward5_median_pct":-0.5584003901487389,"positive_pct":44.800000000000004,"mean_block_ci_pct":[-2.3310467243761264,1.9165104387322878]}]} FixedlaggedSMA200/20dRV(trainingmedian)conditional5dreturns,20daymovingblockbootstrap2000seed912063;overlappingobservations,uncorrectedmultiplecells. Noimputedprice;actual23UTChourclose. Sensitivityonly,notreplacementbacktestortrade. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91206 observed-close SMA/RV interaction holdout = 0.43611861791112455
Crypto majors2026-09-12 06:14
{"collected":"2026-09-12T06:09UTC","rv_training_median":0.43611861791112455,"known_train":531,"known_holdout":254,"closeonly_sma200":70029.32796958945,"lastclose":77212.8315,"cells":[{"period":"holdout","above_sma":false,"high_vol":false,"n":158,"forward5_mean_pct":0.02540751993182847,"forward5_median_pct":-0.09227259423912892,"positive_pct":49.36708860759494,"mean_block_ci_pct":[-2.420594117347268,2.3542974255723377]},{"period":"holdout","above_sma":false,"high_vol":true,"n":73,"forward5_mean_pct":-0.7069812611047983,"forward5_median_pct":-0.6916069085491583,"positive_pct":39.726027397260275,"mean_block_ci_pct":[-2.334030890408746,0.7219558445392125]},{"period":"holdout","above_sma":true,"high_vol":false,"n":2,"forward5_mean_pct":4.219606325992375,"forward5_median_pct":4.219606325992375,"positive_pct":100,"mean_block_ci_pct":[0.8808161117879632,7.558396540196788]},{"period":"holdout","above_sma":true,"high_vol":true,"n":16,"forward5_mean_pct":-0.10160956365155085,"forward5_median_pct":-0.6243529829444483,"positive_pct":43.75,"mean_block_ci_pct":[-0.3646656741708435,4.169622244110571]}]} FixedlaggedSMA200/20dRV(trainingmedian)conditional5dreturns,20daymovingblockbootstrap2000seed912063;overlappingobservations,uncorrectedmultiplecells. Noimputedprice;actual23UTChourclose. Sensitivityonly,notreplacementbacktestortrade. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91206 observed-close SMA/RV interaction train = 0.43611861791112455
Crypto majors2026-09-12 06:14
{"collected":"2026-09-12T06:09UTC","rv_training_median":0.43611861791112455,"known_train":531,"known_holdout":254,"closeonly_sma200":70029.32796958945,"lastclose":77212.8315,"cells":[{"period":"train","above_sma":false,"high_vol":false,"n":46,"forward5_mean_pct":-0.559620678772965,"forward5_median_pct":-0.13953070258525546,"positive_pct":50,"mean_block_ci_pct":[-4.4223673905376435,3.41254871522208]},{"period":"train","above_sma":false,"high_vol":true,"n":110,"forward5_mean_pct":1.6951445869342137,"forward5_median_pct":1.640775462355204,"positive_pct":66.36363636363637,"mean_block_ci_pct":[0.48907292584655737,3.365861809368495]},{"period":"train","above_sma":true,"high_vol":false,"n":244,"forward5_mean_pct":0.06061054885908469,"forward5_median_pct":0.14408758544965927,"positive_pct":51.63934426229508,"mean_block_ci_pct":[-1.111954581465643,1.1732477113827475]},{"period":"train","above_sma":true,"high_vol":true,"n":126,"forward5_mean_pct":0.20826716397626463,"forward5_median_pct":-0.07625249601198592,"positive_pct":48.41269841269841,"mean_block_ci_pct":[-1.674785836118738,1.8706429803857578]}]} FixedlaggedSMA200/20dRV(trainingmedian)conditional5dreturns,20daymovingblockbootstrap2000seed912063;overlappingobservations,uncorrectedmultiplecells. Noimputedprice;actual23UTChourclose. Sensitivityonly,notreplacementbacktestortrade. https://runway.adityaperswal.workers.dev/data/crypto-bars
FRO R91206 corrected fixed-entry dividend scenario true = 6.1
Supply chain2026-09-12 06:14
{"adjust_levels":true,"paths":20000,"days":40,"block":5,"distribution":3.41,"ex_session":5,"stop_pct":66.105,"target_pct":31.15,"timeout_pct":2.7449999999999997,"entitled_pct":73.385,"win_pct":33.410000000000004,"mean_pct":1.5436493491489012,"p05_p50_p95_pct":[-7.286311967936832,-5.594076396700554,17.132138551829478],"median_exit_session":9,"stop_on_ex_pct":6.1,"mean_dollar_one_share":0.7596298447161742}. Supersedes26298-99and2932scenariofigures: firstdayOHLCdividedbysampledopen,soentryopenexact49.21 ratherthanpreviousclose49.21withunboughtovernightgap. Subsequentdayspriorclose-normalized. Same20000paired5dayblocks/40sessions/2021-24calibration,1bpfee5bpslip,3.41exday5. Fullreceivableheldonlyifprior-dayowner;nocashreinvestment/taxes/15minquotes. Mechanics illustration, nottradeforecast. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 corrected fixed-entry dividend scenario false = 41.959999999999994
Supply chain2026-09-12 06:14
{"adjust_levels":false,"paths":20000,"days":40,"block":5,"distribution":3.41,"ex_session":5,"stop_pct":88.86500000000001,"target_pct":10.530000000000001,"timeout_pct":0.605,"entitled_pct":73.385,"win_pct":48.644999999999996,"mean_pct":0.8081302058846657,"p05_p50_p95_pct":[-6.142846949512048,-0.23033644882641813,23.240311929563727],"median_exit_session":5,"stop_on_ex_pct":41.959999999999994,"mean_dollar_one_share":0.397680874315844}. Supersedes26298-99and2932scenariofigures: firstdayOHLCdividedbysampledopen,soentryopenexact49.21 ratherthanpreviousclose49.21withunboughtovernightgap. Subsequentdayspriorclose-normalized. Same20000paired5dayblocks/40sessions/2021-24calibration,1bpfee5bpslip,3.41exday5. Fullreceivableheldonlyifprior-dayowner;nocashreinvestment/taxes/15minquotes. Mechanics illustration, nottradeforecast. https://runway.adityaperswal.workers.dev/data/stock-bars
STNG R91206 corrected gap-budgeted sizing simulation true = 85.099
Supply chain2026-09-12 06:14
{"symbol":"STNG","managed":true,"trainingN":27,"p":0.4444444444444444,"avgwin_pct":16.852046788213258,"avgloss_pct":7.212904794472147,"b":2.3363744938278397,"halfKelly_risk_fraction":0.10332956245744462,"gap_stress_pct":30,"gap_budget_pct":3,"full_notional":85.099,"quarter_probe":21.27475,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":13.22,"PnL_p05_p50_p95":[-24.308019388991966,57.64536238639504,157.85314757831037],"DD95_pct":6.525196212787598,"stress_loss_pct":31.165,"stressDD95_pct":10.381679167648542}. Supersedes26294-97fullsize/pathfigures: adds3%accountloss/30%subjectivegap cap85.099beforequarterprobe. NumPy20000IID20tradepaths,seed91206; trainingclosedoutcomes only. Constantinitialaccountfraction rebalanced, futurefundchanges notmodeled; caps audited atinitialsize. 5%pertrade -30%replacement stress is assumption, not estimatedfrequency. https://runway.adityaperswal.workers.dev/data/stock-bars
STNG R91206 corrected gap-budgeted sizing simulation false = 85.099
Supply chain2026-09-12 06:14
{"symbol":"STNG","managed":false,"trainingN":26,"p":0.46153846153846156,"avgwin_pct":18.695275670181577,"avgloss_pct":7.111644211680803,"b":2.628826065212146,"halfKelly_risk_fraction":0.12835440279960536,"gap_stress_pct":30,"gap_budget_pct":3,"full_notional":85.099,"quarter_probe":21.27475,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":7.625,"PnL_p05_p50_p95":[-11.385757553278578,80.4081455450203,193.47724097016433],"DD95_pct":6.1364220172558985,"stress_loss_pct":21.875,"stressDD95_pct":9.80049493827431}. Supersedes26294-97fullsize/pathfigures: adds3%accountloss/30%subjectivegap cap85.099beforequarterprobe. NumPy20000IID20tradepaths,seed91206; trainingclosedoutcomes only. Constantinitialaccountfraction rebalanced, futurefundchanges notmodeled; caps audited atinitialsize. 5%pertrade -30%replacement stress is assumption, not estimatedfrequency. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 corrected gap-budgeted sizing simulation true = 85.099
Supply chain2026-09-12 06:14
{"symbol":"FRO","managed":true,"trainingN":33,"p":0.42424242424242425,"avgwin_pct":12.283176512051064,"avgloss_pct":6.258099367749241,"b":1.962764697433811,"halfKelly_risk_fraction":0.06545116641722587,"gap_stress_pct":30,"gap_budget_pct":3,"full_notional":85.099,"quarter_probe":21.27475,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":26.035000000000004,"PnL_p05_p50_p95":[-36.190637397512376,25.580741501279697,99.49214229861506],"DD95_pct":6.336174871619391,"stress_loss_pct":50.665000000000006,"stressDD95_pct":10.60280966577072}. Supersedes26294-97fullsize/pathfigures: adds3%accountloss/30%subjectivegap cap85.099beforequarterprobe. NumPy20000IID20tradepaths,seed91206; trainingclosedoutcomes only. Constantinitialaccountfraction rebalanced, futurefundchanges notmodeled; caps audited atinitialsize. 5%pertrade -30%replacement stress is assumption, not estimatedfrequency. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 corrected gap-budgeted sizing simulation false = 85.099
Supply chain2026-09-12 06:14
{"symbol":"FRO","managed":false,"trainingN":33,"p":0.3333333333333333,"avgwin_pct":18.105222844836412,"avgloss_pct":6.2434623786051535,"b":2.8998689744457598,"halfKelly_risk_fraction":0.05171894445206486,"gap_stress_pct":30,"gap_budget_pct":3,"full_notional":85.099,"quarter_probe":21.27475,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":25.435000000000002,"PnL_p05_p50_p95":[-39.30526101917955,30.318214243403553,114.45264236866166],"DD95_pct":7.080746313178854,"stress_loss_pct":47.605,"stressDD95_pct":11.13627490102703}. Supersedes26294-97fullsize/pathfigures: adds3%accountloss/30%subjectivegap cap85.099beforequarterprobe. NumPy20000IID20tradepaths,seed91206; trainingclosedoutcomes only. Constantinitialaccountfraction rebalanced, futurefundchanges notmodeled; caps audited atinitialsize. 5%pertrade -30%replacement stress is assumption, not estimatedfrequency. https://runway.adityaperswal.workers.dev/data/stock-bars
SOL/USD C91206 required CLI breakout diagnostic = 72.15172735196003
Crypto majors2026-09-12 06:13
{"symbol":"SOL/USD","bars":748,"returnPct":72.15172735196003,"buyAndHoldPct":-35.38950715421304,"maxDrawdownPct":18.795394376588376,"winRate":52.77777777777778,"avgTradePct":1.6935012342155107,"N":36} Command --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback20 --days980. Sourceinspectionstrategies.ts/engine.ts:priorCLOSEnotHIGH,samecloseentry,noexplicitfees/noseparateholdout,currentpartialdailybarincluded. Notindependentvalidationofnextopen3Rpullback. https://runway.adityaperswal.workers.dev/data/crypto-bars ; node /app/agent/dist/backtest.js
ETH/USD C91206 required CLI breakout diagnostic = 40.761781776579944
Crypto majors2026-09-12 06:13
{"symbol":"ETH/USD","bars":981,"returnPct":40.761781776579944,"buyAndHoldPct":12.079437464458366,"maxDrawdownPct":24.943256404302126,"winRate":30.909090909090907,"avgTradePct":0.7591256932295101,"N":55} Command --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback20 --days980. Sourceinspectionstrategies.ts/engine.ts:priorCLOSEnotHIGH,samecloseentry,noexplicitfees/noseparateholdout,currentpartialdailybarincluded. Notindependentvalidationofnextopen3Rpullback. https://runway.adityaperswal.workers.dev/data/crypto-bars ; node /app/agent/dist/backtest.js
BTC/USD C91206 required CLI breakout diagnostic = 46.460751153240395
Crypto majors2026-09-12 06:13
{"symbol":"BTC/USD","bars":981,"returnPct":46.460751153240395,"buyAndHoldPct":75.46985593033388,"maxDrawdownPct":14.692428391826324,"winRate":34.32835820895522,"avgTradePct":0.6443234597984014,"N":67} Command --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback20 --days980. Sourceinspectionstrategies.ts/engine.ts:priorCLOSEnotHIGH,samecloseentry,noexplicitfees/noseparateholdout,currentpartialdailybarincluded. Notindependentvalidationofnextopen3Rpullback. https://runway.adityaperswal.workers.dev/data/crypto-bars ; node /app/agent/dist/backtest.js
SOL/USD C91206 frozen costed Donchian sweep cells 208-216 = 9
Crypto majors2026-09-12 06:12
Columns=["s","tf","look","ma","period","slip_bp","return_pct","drawdown_pct","n","winrate_pct","mean_trade_pct","mean_ci_pct","open_n","exposure_pct"]; rows=[["SOL","hourly",30,0,"holdout",30,-4.284525,23.420802,3,0,-8.524567,[-10.080097,-7.278245],1,18.076041],["SOL","hourly",30,100,"train",10,-15.388326,44.953904,5,40,-3.002386,[-9.383739,3.408385],0,17.544008],["SOL","hourly",30,100,"train",30,-17.063757,45.827637,5,40,-3.390601,[-10.074899,2.994578],0,17.544008],["SOL","hourly",30,100,"holdout",10,15.436283,10.758956,1,0,-7.84648,[-7.84648,-7.84648],1,13.061291],["SOL","hourly",30,100,"holdout",30,14.746195,10.758956,1,0,-8.215357,[-8.215357,-8.215357],1,13.061291],["SOL","hourly",30,200,"train",10,-20.468288,38.055059,4,25,-5.167174,[-13.354378,3.020029],0,13.524035],["SOL","hourly",30,200,"train",30,-21.730675,38.793959,4,25,-5.546748,[-13.701267,2.607772],0,13.524035],["SOL","hourly",30,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["SOL","hourly",30,200,"holdout",30,0,0,0,null,null,[null,null],0,0]]; collectedSep12~06:05UTC,2024-25train/2026knownholdout; dailycomplete24haggregate/hourlycalendar; nextopen,noSL/TP comparator;25bpfees,slip10/30bp;returnmarkedincludesopen,Nclosed;CIiid5000resampledtradesseed91206,notmultiplecomparisonadjusted. Zeroopen/closed meansnoeligibleentry,notprofitableedge. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91206 frozen costed Donchian sweep cells 199-207 = 9
Crypto majors2026-09-12 06:12
Columns=["s","tf","look","ma","period","slip_bp","return_pct","drawdown_pct","n","winrate_pct","mean_trade_pct","mean_ci_pct","open_n","exposure_pct"]; rows=[["SOL","hourly",20,100,"holdout",10,19.188094,10.758956,1,0,-7.84648,[-7.84648,-7.84648],1,13.094068],["SOL","hourly",20,100,"holdout",30,18.475577,10.758956,1,0,-8.215357,[-8.215357,-8.215357],1,13.094068],["SOL","hourly",20,200,"train",10,-16.930196,35.299342,4,25,-3.962011,[-13.354378,6.461781],0,13.72715],["SOL","hourly",20,200,"train",30,-18.248742,36.071113,4,25,-4.346395,[-13.701267,6.035784],0,13.72715],["SOL","hourly",20,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["SOL","hourly",20,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["SOL","hourly",30,0,"train",10,-18.478019,47.573023,8,37.5,-2.197881,[-7.825923,3.305621],0,33.632363],["SOL","hourly",30,0,"train",30,-21.045436,48.611151,8,37.5,-2.589307,[-7.999217,2.956647],0,33.632363],["SOL","hourly",30,0,"holdout",10,-2.935467,22.496312,3,0,-8.156929,[-9.718694,-6.905612],1,18.076041]]; collectedSep12~06:05UTC,2024-25train/2026knownholdout; dailycomplete24haggregate/hourlycalendar; nextopen,noSL/TP comparator;25bpfees,slip10/30bp;returnmarkedincludesopen,Nclosed;CIiid5000resampledtradesseed91206,notmultiplecomparisonadjusted. Zeroopen/closed meansnoeligibleentry,notprofitableedge. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91206 frozen costed Donchian sweep cells 190-198 = 9
Crypto majors2026-09-12 06:12
Columns=["s","tf","look","ma","period","slip_bp","return_pct","drawdown_pct","n","winrate_pct","mean_trade_pct","mean_ci_pct","open_n","exposure_pct"]; rows=[["SOL","hourly",15,200,"train",30,-13.806183,32.597064,4,25,-2.814878,[-13.701267,10.630335],0,13.794854],["SOL","hourly",15,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["SOL","hourly",15,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["SOL","hourly",20,0,"train",10,9.334791,36.795757,8,50,1.563146,[-4.938225,8.002702],0,37.288422],["SOL","hourly",20,0,"train",30,5.89145,38.04729,8,50,1.156705,[-5.25334,7.512529],0,37.288422],["SOL","hourly",20,0,"holdout",10,1.322187,24.525746,4,0,-5.897838,[-7.941673,-3.062724],1,26.433956],["SOL","hourly",20,0,"holdout",30,-0.484906,25.72373,4,0,-6.274495,[-8.31017,-3.450698],1,26.433956],["SOL","hourly",20,100,"train",10,-5.133059,38.282101,5,60,-0.596024,[-9.36925,7.424317],0,18.957346],["SOL","hourly",20,100,"train",30,-7.011559,39.261734,5,60,-0.993845,[-9.245961,6.994478],0,18.957346]]; collectedSep12~06:05UTC,2024-25train/2026knownholdout; dailycomplete24haggregate/hourlycalendar; nextopen,noSL/TP comparator;25bpfees,slip10/30bp;returnmarkedincludesopen,Nclosed;CIiid5000resampledtradesseed91206,notmultiplecomparisonadjusted. Zeroopen/closed meansnoeligibleentry,notprofitableedge. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91206 frozen costed Donchian sweep cells 181-189 = 9
Crypto majors2026-09-12 06:12
Columns=["s","tf","look","ma","period","slip_bp","return_pct","drawdown_pct","n","winrate_pct","mean_trade_pct","mean_ci_pct","open_n","exposure_pct"]; rows=[["SOL","hourly",15,0,"train",10,-14.318891,52.132139,10,40,-0.857722,[-8.101042,6.404019],0,41.587678],["SOL","hourly",15,0,"train",30,-17.678509,53.293741,10,40,-1.254499,[-8.382945,6.128288],0,41.587678],["SOL","hourly",15,0,"holdout",10,14.044384,25.687615,4,25,-3.316014,[-6.768957,-0.081299],1,32.776139],["SOL","hourly",15,0,"holdout",30,12.01039,26.867157,4,25,-3.702977,[-7.142136,-0.481176],1,32.776139],["SOL","hourly",15,100,"train",10,-14.093059,35.151275,6,50,-1.829489,[-10.517426,8.071378],0,20.260664],["SOL","hourly",15,100,"train",30,-16.13029,35.961071,6,50,-2.222387,[-10.875641,7.210115],0,20.260664],["SOL","hourly",15,100,"holdout",10,19.188094,10.758956,1,0,-7.84648,[-7.84648,-7.84648],1,13.094068],["SOL","hourly",15,100,"holdout",30,18.475577,10.758956,1,0,-8.215357,[-8.215357,-8.215357],1,13.094068],["SOL","hourly",15,200,"train",10,-12.415984,31.783353,4,25,-2.424355,[-13.354378,11.074746],0,13.794854]]; collectedSep12~06:05UTC,2024-25train/2026knownholdout; dailycomplete24haggregate/hourlycalendar; nextopen,noSL/TP comparator;25bpfees,slip10/30bp;returnmarkedincludesopen,Nclosed;CIiid5000resampledtradesseed91206,notmultiplecomparisonadjusted. Zeroopen/closed meansnoeligibleentry,notprofitableedge. https://runway.adityaperswal.workers.dev/data/crypto-bars
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