Notes

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","daily",30,0,"holdout",30,-0.93685,17.210596,2,0,-8.905286,[-9.383998,-8.426573],1,14.96063],["SOL","daily",30,100,"train",10,-27.614722,35.093055,4,25,-7.453406,[-15.862353,-0.089038],0,15.618661],["SOL","daily",30,100,"train",30,-28.763676,35.995168,4,25,-7.823852,[-16.199231,-0.488883],0,15.618661],["SOL","daily",30,100,"holdout",10,19.561908,9.663307,0,null,null,[null,null],1,9.055118],["SOL","daily",30,100,"holdout",30,19.323499,9.663307,0,null,null,[null,null],1,9.055118],["SOL","daily",30,200,"train",10,-19.779819,28.067598,3,33.333333,-6.816791,[-15.585817,2.254202],0,11.764706],["SOL","daily",30,200,"train",30,-20.736713,28.783056,3,33.333333,-7.189779,[-15.923799,1.845003],0,11.764706],["SOL","daily",30,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["SOL","daily",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

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","daily",20,100,"holdout",10,19.561908,9.663307,0,null,null,[null,null],1,9.055118],["SOL","daily",20,100,"holdout",30,19.323499,9.663307,0,null,null,[null,null],1,9.055118],["SOL","daily",20,200,"train",10,-14.753383,31.710234,3,33.333333,-4.675888,[-15.585817,8.676911],0,14.807302],["SOL","daily",20,200,"train",30,-15.770233,32.389461,3,33.333333,-5.057423,[-15.923799,8.242072],0,14.807302],["SOL","daily",20,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["SOL","daily",20,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["SOL","daily",30,0,"train",10,-22.932519,46.197063,6,50,-3.892533,[-11.069263,1.892894],0,30.628803],["SOL","daily",30,0,"train",30,-24.760127,47.051063,6,50,-4.277195,[-11.541583,1.368614],0,30.628803],["SOL","daily",30,0,"holdout",10,0.058355,16.712031,2,0,-8.539174,[-9.019805,-8.058542],1,14.96063]]; 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

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","daily",15,200,"train",30,-15.770233,32.389461,3,33.333333,-5.057423,[-15.923799,8.242072],0,14.807302],["SOL","daily",15,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["SOL","daily",15,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["SOL","daily",20,0,"train",10,-10.120708,42.459529,7,42.857143,-1.051914,[-8.221019,5.529944],0,38.133874],["SOL","daily",20,0,"train",30,-12.602433,43.372855,7,42.857143,-1.447915,[-8.887452,4.981421],0,38.133874],["SOL","daily",20,0,"holdout",10,4.581108,17.406778,3,0,-4.373566,[-5.151662,-3.875026],1,31.496063],["SOL","daily",20,0,"holdout",30,3.12758,18.228925,3,0,-4.756307,[-5.531297,-4.259758],1,31.496063],["SOL","daily",20,100,"train",10,-18.549906,34.751571,4,25,-4.476775,[-14.846367,5.082961],0,19.878296],["SOL","daily",20,100,"train",30,-19.842743,35.658431,4,25,-4.859105,[-15.1873,4.662468],0,19.878296]]; 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

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","daily",15,0,"train",10,-34.319774,59.873266,9,33.333333,-3.991976,[-10.964052,2.682937],0,41.37931],["SOL","daily",15,0,"train",30,-36.642218,60.824847,9,33.333333,-4.37624,[-11.017513,2.180778],0,41.37931],["SOL","daily",15,0,"holdout",10,9.045996,17.406778,3,33.333333,-3.005168,[-5.151662,0.011185],1,32.677165],["SOL","daily",15,0,"holdout",30,7.530413,18.228925,3,0,-3.393372,[-5.531297,-0.389061],1,32.677165],["SOL","daily",15,100,"train",10,-31.318325,44.980156,5,20,-6.724533,[-15.126072,1.736045],0,21.095335],["SOL","daily",15,100,"train",30,-32.678319,45.961442,5,20,-7.097889,[-15.465889,1.328914],0,21.095335],["SOL","daily",15,100,"holdout",10,19.561908,9.663307,0,null,null,[null,null],1,9.055118],["SOL","daily",15,100,"holdout",30,19.323499,9.663307,0,null,null,[null,null],1,9.055118],["SOL","daily",15,200,"train",10,-14.753383,31.710234,3,33.333333,-4.675888,[-15.585817,8.676911],0,14.807302]]; 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

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=[["ETH","hourly",30,0,"holdout",30,-14.391354,21.12738,4,25,-2.178135,[-9.450567,7.203794],1,20.272042],["ETH","hourly",30,100,"train",10,14.175167,28.606618,8,62.5,2.500708,[-6.204984,11.382844],0,22.799818],["ETH","hourly",30,100,"train",30,10.579385,29.175489,8,62.5,2.090524,[-6.529011,10.710059],0,22.799818],["ETH","hourly",30,100,"holdout",10,7.656029,11.164897,1,100,13.128511,[13.128511,13.128511],1,5.670272],["ETH","hourly",30,100,"holdout",30,7.012452,11.51953,1,100,12.675901,[12.675901,12.675901],1,5.670272],["ETH","hourly",30,200,"train",10,-21.361847,28.897445,5,40,-3.971497,[-13.917748,7.543275],0,11.046512],["ETH","hourly",30,200,"train",30,-22.918993,29.604649,5,40,-4.355844,[-14.262388,7.112961],0,11.046512],["ETH","hourly",30,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["ETH","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

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=[["ETH","hourly",20,100,"holdout",10,13.949464,11.164897,1,100,19.756475,[19.756475,19.756475],1,5.68666],["ETH","hourly",20,100,"holdout",30,13.268264,11.51953,1,100,19.277406,[19.277406,19.277406],1,5.68666],["ETH","hourly",20,200,"train",10,-24.808512,33.598181,6,33.333333,-3.464208,[-14.016036,10.630489],0,11.787506],["ETH","hourly",20,200,"train",30,-26.591633,34.259156,6,33.333333,-3.850579,[-14.32457,10.547473],0,11.787506],["ETH","hourly",20,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["ETH","hourly",20,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["ETH","hourly",30,0,"train",10,62.45514,28.606618,10,60,6.292931,[-3.756878,16.713725],0,27.969676],["ETH","hourly",30,0,"train",30,56.085155,29.175489,10,60,5.867609,[-4.260093,16.272181],0,27.969676],["ETH","hourly",30,0,"holdout",10,-12.836788,20.321643,4,25,-1.78506,[-9.08664,7.634472],1,20.272042]]; 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

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=[["ETH","hourly",15,200,"train",30,-33.587541,40.686718,7,28.571429,-4.544843,[-13.885698,8.391133],0,13.183995],["ETH","hourly",15,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["ETH","hourly",15,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["ETH","hourly",20,0,"train",10,16.493028,41.889093,14,42.857143,2.738049,[-6.826896,12.704494],0,34.017328],["ETH","hourly",20,0,"train",30,10.148691,42.767913,14,42.857143,2.326918,[-7.243425,12.449544],0,34.017328],["ETH","hourly",20,0,"holdout",10,-0.489511,22.644888,5,40,1.326191,[-5.247297,10.986248],1,39.528024],["ETH","hourly",20,0,"holdout",30,-2.654456,23.567606,5,20,0.920696,[-5.626551,10.54219],1,39.528024],["ETH","hourly",20,100,"train",10,10.675992,33.598181,9,55.555556,2.254951,[-7.183452,12.541082],0,23.586411],["ETH","hourly",20,100,"train",30,6.762504,34.259156,9,55.555556,1.845748,[-7.641244,12.361998],0,23.586411]]; 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

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=[["ETH","hourly",15,0,"train",10,5.780836,50.975129,17,35.294118,2.117074,[-7.001803,12.408287],0,38.372093],["ETH","hourly",15,0,"train",30,-1.173175,52.519096,17,35.294118,1.708421,[-7.11726,11.939654],0,38.372093],["ETH","hourly",15,0,"holdout",10,4.693414,20.849175,5,60,2.327638,[-4.431912,11.791509],1,41.379875],["ETH","hourly",15,0,"holdout",30,2.41571,21.793313,5,40,1.918145,[-4.81442,11.049155],1,41.379875],["ETH","hourly",15,100,"train",10,-3.88188,33.302722,11,45.454545,0.753141,[-7.724561,10.481337],0,25.718194],["ETH","hourly",15,100,"train",30,-8.019403,34.361391,11,45.454545,0.349934,[-8.334226,9.607699],0,25.718194],["ETH","hourly",15,100,"holdout",10,13.949464,11.164897,1,100,19.756475,[19.756475,19.756475],1,5.68666],["ETH","hourly",15,100,"holdout",30,13.268264,11.51953,1,100,19.277406,[19.277406,19.277406],1,5.68666],["ETH","hourly",15,200,"train",10,-31.701705,39.850729,7,28.571429,-4.161254,[-13.468493,8.826542],0,13.183995]]; 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

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=[["ETH","daily",30,0,"holdout",30,-14.051101,22.872835,3,0,-8.139321,[-12.714957,-3.694349],1,23.622047],["ETH","daily",30,100,"train",10,15.83059,24.333203,7,57.142857,2.841893,[-6.121856,11.606149],0,23.255814],["ETH","daily",30,100,"train",30,12.632305,24.936125,7,57.142857,2.430348,[-6.330448,10.736501],0,23.255814],["ETH","daily",30,100,"holdout",10,11.294846,4.930616,0,null,null,[null,null],1,9.055118],["ETH","daily",30,100,"holdout",30,11.072922,4.930616,0,null,null,[null,null],1,9.055118],["ETH","daily",30,200,"train",10,3.741396,15.628062,3,66.666667,2.133441,[-15.197074,17.34313],0,10.533516],["ETH","daily",30,200,"train",30,2.503934,16.132444,3,66.666667,1.724723,[-15.536608,16.873695],0,10.533516],["ETH","daily",30,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["ETH","daily",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

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=[["ETH","daily",20,100,"holdout",10,11.294846,4.930616,0,null,null,[null,null],1,9.055118],["ETH","daily",20,100,"holdout",30,11.072922,4.930616,0,null,null,[null,null],1,9.055118],["ETH","daily",20,200,"train",10,-10.322729,29.571462,4,50,-1.210169,[-17.034111,14.93069],0,11.21751],["ETH","daily",20,200,"train",30,-11.746153,29.99305,4,50,-1.605539,[-17.366311,14.470886],0,11.21751],["ETH","daily",20,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["ETH","daily",20,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["ETH","daily",30,0,"train",10,36.437004,32.157865,8,62.5,4.715982,[-3.984574,12.881758],0,28.180575],["ETH","daily",30,0,"train",30,32.140118,32.833178,8,62.5,4.296955,[-4.358422,12.607739],0,28.180575],["ETH","daily",30,0,"holdout",10,-12.839698,22.097379,3,0,-7.770139,[-12.364114,-3.307352],1,23.622047]]; 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

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=[["ETH","daily",15,200,"train",30,-25.717801,29.99305,5,40,-4.458588,[-17.134041,11.612244],0,12.175103],["ETH","daily",15,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["ETH","daily",15,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["ETH","daily",20,0,"train",10,-24.66415,50.545173,12,41.666667,-1.23566,[-9.572975,7.246572],0,32.010944],["ETH","daily",20,0,"train",30,-28.194871,52.768763,12,41.666667,-1.630928,[-9.814663,6.789545],0,32.010944],["ETH","daily",20,0,"holdout",10,-4.867204,17.451183,3,0,-5.049061,[-9.724302,-2.115529],1,29.133858],["ETH","daily",20,0,"holdout",30,-6.189414,18.272888,3,0,-5.429106,[-10.085683,-2.507284],1,29.133858],["ETH","daily",20,100,"train",10,0.127545,29.571462,8,50,1.081532,[-8.712971,11.340294],0,23.939808],["ETH","daily",20,100,"train",30,-3.025827,29.99305,8,50,0.677014,[-9.262789,10.674413],0,23.939808]]; 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

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=[["ETH","daily",15,0,"train",10,-4.129497,47.891218,13,38.461538,1.454512,[-8.70129,12.114973],0,36.388509],["ETH","daily",15,0,"train",30,-8.987385,48.820994,13,38.461538,1.048505,[-9.464507,11.593947],0,36.388509],["ETH","daily",15,0,"holdout",10,6.594891,15.073886,3,33.333333,-1.348801,[-6.754655,2.881869],1,35.826772],["ETH","daily",15,0,"holdout",30,5.113374,15.672859,3,33.333333,-1.743617,[-7.127891,2.470164],1,35.826772],["ETH","daily",15,100,"train",10,-9.313462,33.274924,9,44.444444,0.136865,[-9.968692,10.774054],0,25.307798],["ETH","daily",15,100,"train",30,-12.520125,34.202834,9,44.444444,-0.263882,[-9.981312,10.686454],0,25.307798],["ETH","daily",15,100,"holdout",10,11.294846,4.930616,0,null,null,[null,null],1,9.055118],["ETH","daily",15,100,"holdout",30,11.072922,4.930616,0,null,null,[null,null],1,9.055118],["ETH","daily",15,200,"train",10,-24.217195,29.571462,5,40,-4.074653,[-16.80091,12.541872],0,12.175103]]; 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

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=[["BTC","hourly",30,0,"holdout",30,-0.620338,13.540769,3,33.333333,-3.887138,[-7.34132,0.426458],1,25.89315],["BTC","hourly",30,100,"train",10,19.88395,24.063227,5,40,5.319633,[-9.549076,24.412967],0,21.785226],["BTC","hourly",30,100,"train",30,17.510079,24.969026,5,40,4.898196,[-9.911157,21.980397],0,21.785226],["BTC","hourly",30,100,"holdout",10,12.308921,6.395037,0,null,null,[null,null],1,9.275647],["BTC","hourly",30,100,"holdout",30,12.084975,6.395037,0,null,null,[null,null],1,9.275647],["BTC","hourly",30,200,"train",10,8.345983,8.87961,2,50,4.694274,[-6.461967,15.850515],0,6.532148],["BTC","hourly",30,200,"train",30,7.482669,9.062034,2,50,4.275334,[-6.836371,15.387038],0,6.532148],["BTC","hourly",30,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["BTC","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

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=[["BTC","hourly",20,100,"holdout",10,12.308921,6.395037,0,null,null,[null,null],1,9.275647],["BTC","hourly",20,100,"holdout",30,12.084975,6.395037,0,null,null,[null,null],1,9.275647],["BTC","hourly",20,200,"train",10,10.680919,8.87961,2,50,5.704875,[-4.440765,15.850515],0,6.554948],["BTC","hourly",20,200,"train",30,9.799,9.062034,2,50,5.2819,[-4.823238,15.387038],0,6.554948],["BTC","hourly",20,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["BTC","hourly",20,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["BTC","hourly",30,0,"train",10,35.623774,28.285372,10,30,4.390141,[-5.344385,15.763014],0,30.825353],["BTC","hourly",30,0,"train",30,30.305867,29.42368,10,30,3.972415,[-6.120063,15.149806],0,30.825353],["BTC","hourly",30,0,"holdout",10,0.780365,13.023312,3,33.333333,-3.500913,[-6.96894,0.829972],1,25.89315]]; 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

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=[["BTC","hourly",15,200,"train",30,-7.968974,23.345919,4,25,-1.530615,[-9.433412,10.588004],0,8.304834],["BTC","hourly",15,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["BTC","hourly",15,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["BTC","hourly",20,0,"train",10,30.449462,34.232668,13,30.769231,3.437245,[-5.327741,13.821846],0,37.4658],["BTC","hourly",20,0,"train",30,23.839412,35.7923,13,30.769231,3.023322,[-5.775684,13.602575],0,37.4658],["BTC","hourly",20,0,"holdout",10,17.935419,12.151445,3,33.333333,0.4253,[-2.628821,6.359096],1,35.054081],["BTC","hourly",20,0,"holdout",30,16.296286,12.502139,3,33.333333,0.023401,[-3.018527,5.93351],1,35.054081],["BTC","hourly",20,100,"train",10,27.158621,23.531021,5,60,6.472954,[-7.991515,22.470299],0,22.48062],["BTC","hourly",20,100,"train",30,24.6407,23.836287,5,60,6.046913,[-8.359813,22.84833],0,22.48062]]; 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

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=[["BTC","hourly",15,0,"train",10,16.003724,39.247692,16,31.25,2.217167,[-5.41633,11.726714],0,44.134747],["BTC","hourly",15,0,"train",30,8.812043,41.51321,16,25,1.808115,[-5.835816,11.025206],0,44.134747],["BTC","hourly",15,0,"holdout",10,17.935419,12.151445,3,33.333333,0.4253,[-2.628821,6.359096],1,35.054081],["BTC","hourly",15,0,"holdout",30,16.296286,12.502139,3,33.333333,0.023401,[-3.018527,5.93351],1,35.054081],["BTC","hourly",15,100,"train",10,15.751382,30.638512,6,50,4.042816,[-9.409085,20.189891],0,23.506612],["BTC","hourly",15,100,"train",30,13.006409,31.739469,6,50,3.626476,[-9.794696,20.632558],0,23.506612],["BTC","hourly",15,100,"holdout",10,12.308921,6.395037,0,null,null,[null,null],1,9.275647],["BTC","hourly",15,100,"holdout",30,12.084975,6.395037,0,null,null,[null,null],1,9.275647],["BTC","hourly",15,200,"train",10,-6.484628,22.420524,4,25,-1.134945,[-9.069417,11.032245],0,8.304834]]; 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

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=[["BTC","daily",30,0,"holdout",30,5.977152,14.782411,2,50,-4.095972,[-8.412265,0.220321],1,34.645669],["BTC","daily",30,100,"train",10,46.49421,12.84208,3,66.666667,15.623441,[-8.296748,44.620249],0,23.666211],["BTC","daily",30,100,"train",30,44.746777,12.84208,3,66.666667,15.160871,[-8.663828,44.041923],0,23.666211],["BTC","daily",30,100,"holdout",10,10.991469,5.824592,0,null,null,[null,null],1,9.055118],["BTC","daily",30,100,"holdout",30,10.77015,5.824592,0,null,null,[null,null],1,9.055118],["BTC","daily",30,200,"train",10,10.520521,7.127241,1,100,10.546822,[10.546822,10.546822],0,5.198358],["BTC","daily",30,200,"train",30,10.07932,7.313172,1,100,10.104518,[10.104518,10.104518],0,5.198358],["BTC","daily",30,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["BTC","daily",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

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=[["BTC","daily",20,100,"holdout",10,10.991469,5.824592,0,null,null,[null,null],1,9.055118],["BTC","daily",20,100,"holdout",30,10.77015,5.824592,0,null,null,[null,null],1,9.055118],["BTC","daily",20,200,"train",10,2.887967,8.485773,2,50,1.811776,[-6.923271,10.546822],0,7.387141],["BTC","daily",20,200,"train",30,2.068144,8.8511,2,50,1.404342,[-7.295834,10.104518],0,7.387141],["BTC","daily",20,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["BTC","daily",20,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["BTC","daily",30,0,"train",10,19.257719,36.621266,8,37.5,3.997052,[-8.779495,19.664395],0,36.525308],["BTC","daily",30,0,"train",30,15.50187,37.62726,8,37.5,3.580895,[-9.294242,19.184991],0,36.525308],["BTC","daily",30,0,"holdout",10,7.041816,14.097933,2,50,-3.710584,[-8.044176,0.623009],1,34.645669]]; 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

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=[["BTC","daily",15,200,"train",30,-7.754934,19.147031,3,33.333333,-2.254501,[-11.323966,10.104518],0,10.670315],["BTC","daily",15,200,"holdout",10,0,0,0,null,null,[null,null],0,0],["BTC","daily",15,200,"holdout",30,0,0,0,null,null,[null,null],0,0],["BTC","daily",20,0,"train",10,32.167365,32.754193,10,30,4.483518,[-6.573376,17.652511],0,41.723666],["BTC","daily",20,0,"train",30,26.984987,34.085755,10,30,4.065419,[-6.811276,17.340295],0,41.723666],["BTC","daily",20,0,"holdout",10,18.257988,10.252513,2,50,0.047637,[-4.104569,4.199843],1,42.519685],["BTC","daily",20,0,"holdout",30,17.081765,10.610787,2,50,-0.352754,[-4.488385,3.782876],1,42.519685],["BTC","daily",20,100,"train",10,57.895307,12.84208,3,66.666667,18.0089,[-1.14037,44.620249],0,24.350205],["BTC","daily",20,100,"train",30,56.011878,12.84208,3,66.666667,17.536808,[-1.536018,44.041923],0,24.350205]]; 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

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=[["BTC","daily",15,0,"train",10,22.703824,33.867561,12,25,3.316063,[-6.846831,15.182339],0,47.058824],["BTC","daily",15,0,"train",30,16.953136,35.04756,12,25,2.902625,[-7.052076,14.510547],0,47.058824],["BTC","daily",15,0,"holdout",10,18.257988,10.252513,2,50,0.047637,[-4.104569,4.199843],1,42.519685],["BTC","daily",15,0,"holdout",30,17.081765,10.610787,2,50,-0.352754,[-4.488385,3.782876],1,42.519685],["BTC","daily",15,100,"train",10,60.288918,12.84208,3,66.666667,18.740953,[-1.14037,46.816407],0,24.487004],["BTC","daily",15,100,"train",30,58.376938,12.84208,3,66.666667,18.265938,[-1.536018,46.229314],0,24.487004],["BTC","daily",15,100,"holdout",10,10.991469,5.824592,0,null,null,[null,null],1,9.055118],["BTC","daily",15,100,"holdout",30,10.77015,5.824592,0,null,null,[null,null],1,9.055118],["BTC","daily",15,200,"train",10,-6.64132,18.49761,3,33.333333,-1.861732,[-10.967548,10.546822],0,10.670315]]; 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

[{"symbol":"STNG","managed":false,"start":"2021-01-01","SPYabove200":false,"N":6,"mean_pct":10.353766956543662,"win_pct":66.66666666666666},{"symbol":"STNG","managed":false,"start":"2021-01-01","SPYabove200":true,"N":20,"mean_pct":3.1328843669692867,"win_pct":40},{"symbol":"STNG","managed":false,"start":"2025-01-01","SPYabove200":false,"N":1,"mean_pct":1.8168791756716596,"win_pct":100},{"symbol":"STNG","managed":false,"start":"2025-01-01","SPYabove200":true,"N":10,"mean_pct":-0.5585545844006734,"win_pct":20},{"symbol":"STNG","managed":true,"start":"2021-01-01","SPYabove200":false,"N":7,"mean_pct":5.602749713468876,"win_pct":57.14285714285714},{"symbol":"STNG","managed":true,"start":"2021-01-01","SPYabove200":true,"N":20,"mean_pct":2.740587077359739,"win_pct":40},{"symbol":"STNG","managed":true,"start":"2025-01-01","SPYabove200":false,"N":1,"mean_pct":1.8168791756716596,"win_pct":100},{"symbol":"STNG","managed":true,"start":"2025-01-01","SPYabove200":true,"N":10,"mean_pct":-0.03362106972338852,"win_pct":30}]. Entrypriorclose SPY>SMA200. Descriptive aftertest, notnewfilter. Closedtrades only. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"FRO","managed":false,"start":"2021-01-01","SPYabove200":false,"N":8,"mean_pct":4.931112369382673,"win_pct":37.5},{"symbol":"FRO","managed":false,"start":"2021-01-01","SPYabove200":true,"N":25,"mean_pct":0.894095200353028,"win_pct":32},{"symbol":"FRO","managed":false,"start":"2025-01-01","SPYabove200":false,"N":3,"mean_pct":2.3635048788574364,"win_pct":33.33333333333333},{"symbol":"FRO","managed":false,"start":"2025-01-01","SPYabove200":true,"N":14,"mean_pct":5.145344772553549,"win_pct":50},{"symbol":"FRO","managed":true,"start":"2021-01-01","SPYabove200":false,"N":8,"mean_pct":6.382047839935624,"win_pct":62.5},{"symbol":"FRO","managed":true,"start":"2021-01-01","SPYabove200":true,"N":25,"mean_pct":0.08016801847977195,"win_pct":36},{"symbol":"FRO","managed":true,"start":"2025-01-01","SPYabove200":false,"N":3,"mean_pct":1.7061863391067633,"win_pct":33.33333333333333},{"symbol":"FRO","managed":true,"start":"2025-01-01","SPYabove200":true,"N":15,"mean_pct":3.224643065927775,"win_pct":46.666666666666664}]. Entrypriorclose SPY>SMA200. Descriptive aftertest, notnewfilter. Closedtrades only. https://runway.adityaperswal.workers.dev/data/stock-bars

{"adjust_levels":true,"paths":20000,"days":40,"block":5,"distribution":3.41,"ex_session":5,"stop_pct":65.565,"target_pct":31.89,"timeout_pct":2.545,"entitled_pct":70.03,"win_pct":34.035,"mean_pct":1.6940917951059675,"p05_p50_p95_pct":[-7.194222052114608,-5.594076396700554,17.23951707871992],"median_exit_session":8,"stop_on_ex_pct":4.78,"mean_dollar_one_share":0.8336625723716466}. NumPy seed91206. Sizing20000IID20tradepaths from2021-24closednettrades; fixedfractionnotional/equity, 5%chance replaceoutcome with min(actual,-30%) subjective stress. Dividendpaths20000,40sessions,5dayOHLCblocks2021-24,Sep14referenceentry49.21,Sep18index4deduct3.41fromeconomicprices, receivableincludedonlyifheldbeforeex, fees1bp/slip5. Hypotheticalscenarios notforecast; paymentcashnotreinvested; no15minfills. https://runway.adityaperswal.workers.dev/data/stock-bars

{"adjust_levels":false,"paths":20000,"days":40,"block":5,"distribution":3.41,"ex_session":5,"stop_pct":87.78,"target_pct":11.48,"timeout_pct":0.74,"entitled_pct":70.03,"win_pct":47.415,"mean_pct":0.9663930347096573,"p05_p50_p95_pct":[-6.273676546738816,-0.30194293727600074,23.240311929563727],"median_exit_session":5,"stop_on_ex_pct":37.865,"mean_dollar_one_share":0.47556201238062235}. NumPy seed91206. Sizing20000IID20tradepaths from2021-24closednettrades; fixedfractionnotional/equity, 5%chance replaceoutcome with min(actual,-30%) subjective stress. Dividendpaths20000,40sessions,5dayOHLCblocks2021-24,Sep14referenceentry49.21,Sep18index4deduct3.41fromeconomicprices, receivableincludedonlyifheldbeforeex, fees1bp/slip5. Hypotheticalscenarios notforecast; paymentcashnotreinvested; no15minfills. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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,"full_notional":170.2,"quarter_probe":42.55,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":13.66,"PnL_p05_p50_p95":[-49.82648362875938,115.57072483626791,338.07158349649524],"DD95_pct":12.708703520929317,"stress_loss_pct":32.285000000000004,"stressDD95_pct":19.935633592256778}. NumPy seed91206. Sizing20000IID20tradepaths from2021-24closednettrades; fixedfractionnotional/equity, 5%chance replaceoutcome with min(actual,-30%) subjective stress. Dividendpaths20000,40sessions,5dayOHLCblocks2021-24,Sep14referenceentry49.21,Sep18index4deduct3.41fromeconomicprices, receivableincludedonlyifheldbeforeex, fees1bp/slip5. Hypotheticalscenarios notforecast; paymentcashnotreinvested; no15minfills. https://runway.adityaperswal.workers.dev/data/stock-bars