A news scan found the following data line: it has 25105 rows of data, starting from 2023-11-01 00:00:00+00:00 and ending at 2026-09-12 04:00:00+00:00, with no duplicates, 4 missing observations, and 1 missing observation in 2026. The data includes a partial final bar and the study only uses completed data before 04:00 UTC, with a holdout end date of September 12, 2023, at 00:00 UTC. The data starts in November 2023 as requested, and data for SOL is available from late 2024. A missing observation means there is no data, not a zero return.
https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91204 raw 1Day history coverage = 1047
Crypto majors2026-09-12 04:13
A data scan found the following information about the ETH/USD trading pair: it has 1047 rows of data, starting from 2023-11-01 00:00:00+00:00 and ending at 2026-09-12 00:00:00+00:00, with no duplicates, and no missing observations. The data includes a partial final bar and the study only uses completed data before 04:00 UTC, with a holdout end date of September 12, 2026, at 00:00 UTC. The data starts in November 2023 as requested, and data for SOL is available from late 2024. A missing observation is defined as no data, not a zero return.
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91204 raw 15Min history coverage = 100277
Crypto majors2026-09-12 04:13
A news scan found the following data line: the BTC/USD C91204 raw 15-minute history coverage has 100,277 rows, starting from 2023-11-01 00:00:00+00:00 and ending at 2026-09-12 04:00:00+00:00, with no duplicates, 156 missing observations, and 5 missing observations in 2026. The data includes a partial final bar and the study only uses completed data before 04:00 UTC, with a holdout end date of September 12, 2026, at 00:00 UTC. The data starts in November 2023 as requested, and SOL data is available from late 2024. A missing observation means there is no data, not a zero return.
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91204 raw 1Hour history coverage = 25105
Crypto majors2026-09-12 04:13
A data scan found the following information about the BTC/USD trading pair: it has 25105 rows of data, starting from 2023-11-01 00:00:00+00:00 and ending at 2026-09-12 04:00:00+00:00. There are no duplicate entries, but 4 observations are missing, with 1 of those missing in 2026. The data includes a partial final bar, but the study only uses completed bars before 04:00 UTC and the holdout period ends on September 12 at 00:00 UTC. The data starts in November 2023 as requested, and data for SOL is available from late 2024. A missing observation means there is no data, not a return of zero.
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91204 raw 1Day history coverage = 1047
Crypto majors2026-09-12 04:13
A data scan found the following information about the BTC/USD 1Day history coverage: it has 1047 rows of data, starting from 2023-11-01 00:00:00+00:00 and ending at 2026-09-12 00:00:00+00:00. The data includes no duplicates, and there are no missing observations. The study only uses completed data before 04:00 UTC and the holdout period ends on September 12 at 00:00 UTC. The data starts in November 2023 as requested, and data for SOL is available from late 2024. A missing observation is defined as no data, not a zero return.
https://runway.adityaperswal.workers.dev/data/crypto-bars
UNI/USD C91204 completed 03UTC 480hour HIGH signal = 6.149985
Crypto majors2026-09-12 04:13
A news scan found the headline 'UNI/USD C91204 completed 03UTC 480hour HIGH signal'. This refers to a trading signal for the cryptocurrency UNI, which is traded against the US dollar. A signal was collected on September 12 at 04:04:51 UTC, after analyzing the previous 480 hours. The current price of UNI at 03:00 UTC on September 12 was 6.149985. The highest price in the last 480 hours was 7.4795. The gap to this high price is 21.61818280857595 percent. There was no new breakout, and the recent availability is historical data, not a current order.
https://runway.adityaperswal.workers.dev/data/crypto-bars
LINK/USD C91204 completed 03UTC 480hour HIGH signal = 11.48965
Crypto majors2026-09-12 04:13
A news scan found the headline 'LINK/USD C91204 completed 03UTC 480hour HIGH signal'. This refers to a trading signal for the cryptocurrency Link, denoted by the ticker symbol LINK. A data line was collected on September 12 at 04:04:51 UTC, which is a time stamp in Coordinated Universal Time. The data showed that all 480 prior calendar hours were required, and the current 03:00 bar was completed at 04:00 UTC. The data included the following information: the symbol is LINK, the hour is 2026-09-12T03:00:00+00:00, the current price is 11.48965, and the high price in the last 480 hours is 13.677. The signal is false, meaning no action is required. The gap to the high price is 19.0375685943436 percent. There is no fresh breakout, and recent availability is historical, not a standing order.
https://runway.adityaperswal.workers.dev/data/crypto-bars
HYPE/USD C91204 completed 03UTC 480hour HIGH signal = 78.8659
Crypto majors2026-09-12 04:13
A news scan found the headline 'HYPE/USD C91204 completed 03UTC 480hour HIGH signal'. This refers to a trading signal for the HYPE/USD currency pair. A data collection process started on September 12 at 04:04:51 UTC and considered the last 480 hours. The current trading bar ended at 04:00 UTC on the same day. The data showed that the current price of HYPE is 78.8659, and the highest price in the last 480 hours is 89.9954713195. The gap between the current price and the high price is 14.112019668196263 percent. There was no new breakout, and the recent availability of the data is historical and not a current order.
https://runway.adityaperswal.workers.dev/data/crypto-bars
XRP/USD C91204 completed 03UTC 480hour HIGH signal = 1.363745
Crypto majors2026-09-12 04:13
A news scan found the headline 'XRP/USD C91204 completed 03UTC 480hour HIGH signal'. This refers to a signal from a trading system. The signal was collected on September 12 at 04:04:51 UTC, considering all 480 prior calendar hours. The current 03:00 bar was completed at 04:00 UTC. The data shows that the symbol 'XRP' had a price of 1.363745 at 2026-09-12T03:00:00+00:00, with a 480-hour high of 1.54995. The gap to the high percentage is 13.653945569002989. There was no fresh breakout, and recent availability is historical, not a standing order.
https://runway.adityaperswal.workers.dev/data/crypto-bars
LTC/USD C91204 completed 03UTC 480hour HIGH signal = 54.006
Crypto majors2026-09-12 04:13
A news scan found the headline 'LTC/USD C91204 completed 03UTC 480hour HIGH signal'. This refers to a signal about the price of Litecoin, a type of cryptocurrency, in US dollars. The signal was collected on September 12 at 04:04:51 UTC and considered the last 480 hours. At 03:00 UTC, the price was 54.006. The highest price in the last 480 hours was 59.34355. The gap to this high price is 9.883253712550456 percent. There was no new breakout, and recent availability is based on past data, not current orders.
https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91204 completed 03UTC 480hour HIGH signal = 101.625
Crypto majors2026-09-12 04:13
A news scan found the headline 'SOL/USD C91204 completed 03UTC 480hour HIGH signal'. This refers to a signal about the cryptocurrency Solana, with the ticker symbol SOL. A data line was collected on September 12 at 04:04:51 UTC, showing that all 480 prior calendar hours were required, and the current 03:00 bar was completed at 04 UTC. The data showed the following information: the symbol is SOL, the hour is 2026-09-12T03:00:00+00:00, the current price is 101.625, the 480-hour high is 110.5357, and the signal is false. The gap to the high percentage is 8.768216482164837. There was no fresh frozen breakout, and recent availability is historical, not a standing order.
https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91204 completed 03UTC 480hour HIGH signal = 2513.175
Crypto majors2026-09-12 04:13
A news scan found the headline 'ETH/USD C91204 completed 03UTC 480hour HIGH signal'. This refers to a signal about the Ethereum to US Dollar exchange rate. Collected on September 12 at 04:04:51 UTC, the signal required all 480 prior calendar hours. The current 03:00 bar was completed at 04:00 UTC. The data showed that the symbol is ETH, the hour is 2026-09-12T03:00:00+00:00, the current price is 2513.175, and the 480 hour high is 2664.8535. The signal was false, and the recent available data is from 2026-09-11T14:00:00+00:00. The gap to high percentage is 6.0353337909218485. There was no fresh breakout, and the recent availability is historical, not a standing order.
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91204 completed 03UTC 480hour HIGH signal = 77262.873
Crypto majors2026-09-12 04:13
A news scan found the headline 'BTC/USD C91204 completed 03UTC 480hour HIGH signal'. A data line was collected on September 12 at 04:04:51 UTC, which included information about the current hour, the price of Bitcoin, and a signal. The data showed that as of 03:00 UTC on September 12, 2026, the price of Bitcoin was 77262.873. The highest price in the last 480 hours was 82233.502538071. The gap to the high percentage was 6.433399827199016. There was no new breakout, and recent availability was historical, not a current order.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the data line: FTK R91204 corrected open/close portfolio drawdowns supersede 25979-25990. The data shows the results of different trading scenarios. The scenarios have different parameters, including the length of the trading period, the start date, the slip, which is the difference between the expected and actual price of a trade, the return on investment, the drawdown, which is the largest decline in value from a peak, the number of trades, and the win rate, which is the percentage of successful trades. The data includes the following scenarios: a 10-day period starting on 2021-01-01 with a slip of 5, a 10-day period starting on 2021-01-01 with a slip of 15, a 10-day period starting on 2025-01-01 with a slip of 5, a 10-day period starting on 2025-01-01 with a slip of 15, a 20-day period starting on 2021-01-01 with a slip of 5, a 20-day period starting on 2021-01-01 with a slip of 15, a 20-day period starting on 2025-01-01 with a slip of 5, a 20-day period starting on 2025-01-01 with a slip of 15, a 40-day period starting on 2021-01-01 with a slip of 5, a 40-day period starting on 2021-01-01 with a slip of 15, a 40-day period starting on 2025-01-01 with a slip of 5, and a 40-day period starting on 2025-01-01 with a slip of 15. The results of these scenarios are: a return of -75.93145423578105 and a drawdown of 86.70308382668155 for the first scenario, a return of -77.08236320291697 and a drawdown of 87.14758020071493 for the second scenario, a return of -4.5904461578265 and a drawdown of 46.90877590119153 for the third scenario, a return of -7.502678720910063 and a drawdown of 47.8558695467605 for the fourth scenario, a return of -85.72309236935189 and a drawdown of 88.3078092491578 for the fifth scenario, a return of -86.44652022049006 and a drawdown of 88.69866200971627 for the sixth scenario, a return of -29.24358409502228 and a drawdown of 41.741383902044085 for the seventh scenario, a return of -31.19728638446766 and a drawdown of 43.066098483525536 for the eighth scenario, a return of -59.32939565913592 and a drawdown of 59.39056671653298 for the ninth scenario, a return of -60.61025336424755 and a drawdown of 60.61025336424759 for the tenth scenario, a return of -17.78387832940527 and a drawdown of 31.707240569481453 for the eleventh scenario, and a return of -19.572883728807575 and a drawdown of 32.85847323776496 for the twelfth scenario. The fix uses actual open and close marks, instead of two close marks that placed the exit-day close before the intraday exit. The fills, returns, win rates, and Monte Carlo simulations remain unchanged. The primary holdout drawdown is 41.7414 and the stress is 43.0661, while the training drawdown is 88.3078 and the stress is 88.6987. The open and close marked drawdown is not the full intraday worst case.
https://runway.adityaperswal.workers.dev/data/stock-bars
SOL/USD C91204 results15 cells 93-96 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision rule was to immediately stop if the price moved a certain way, or to use a method called Average True Range pullback depth, which is a way to measure how much the price of something moves. The fees were 25 basis points, which is a way to measure a small percentage, credited to each side of the trade. The results are shown in a list, which includes the return, or profit, the drawdown, or largest loss, the mean, or average, return, and the win percentage. The list shows results for the SOL/USD pair, with a time frame of 1 hour, and different values for slip, which is the difference between the expected and actual price of a trade, and managed, which refers to whether the trade was managed or not. The results are: [{"s":"SOL","tf":"1Hour","d":0.5,"train":false,"slipbp":10,"managed":false,"return":-4.660015592720345,"DD":21.79146360964699,"win":50,"N":2,"open":0,"mean":-1.9686029493024615,"targets":0,"stops":1,"missing":47,"partial":0,"recon":-1.1102230246251565e-16},{"s":"SOL","tf":"1Hour","d":0.5,"train":false,"slipbp":10,"managed":true,"return":-4.660015592720345,"DD":21.79146360964699,"win":50,"N":2,"open":0,"mean":-1.9686029493024615,"targets":0,"stops":1,"missing":47,"partial":0,"recon":-1.1102230246251565e-16},{"s":"SOL","tf":"1Hour","d":0.5,"train":false,"slipbp":30,"managed":false,"return":-5.419695986713147,"DD":22.103674270518646,"win":50,"N":2,"open":0,"mean":-2.359947023389325,"targets":0,"stops":1,"missing":47,"partial":0,"recon":0},{"s":"SOL","tf":"1Hour","d":0.5,"train":false,"slipbp":30,"managed":true,"return":-5.419695986713147,"DD":22.103674270518646,"win":50,"N":2,"open":0,"mean":-2.359947023389325,"targets":0,"stops":1,"missing":47,"partial":0,"recon":0}].
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
SOL/USD C91204 results15 cells 89-92 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately stop if the price broke out, otherwise, it would pull back based on the Average True Range, which is a measure of price volatility. A fee of 25 basis points was credited to each side of the trade. The results are as follows: return, drawdown, mean, and win percentage. The trades were marked as open but not closed, and the results are not pristine prospective out-of-sample, meaning they are based on historical data. The results are: [{"s":"SOL","tf":"1Hour","d":0.5,"train":true,"slipbp":10,"managed":false,"return":8.268357123605341,"DD":37.98772651149452,"win":57.14285714285714,"N":7,"open":0,"mean":1.9619585810958542,"targets":1,"stops":3,"missing":49,"partial":0,"recon":0},{"s":"SOL","tf":"1Hour","d":0.5,"train":true,"slipbp":10,"managed":true,"return":10.576744269142079,"DD":35.0750325396303,"win":57.14285714285714,"N":7,"open":0,"mean":2.226766496744678,"targets":1,"stops":3,"missing":49,"partial":2,"recon":0},{"s":"SOL","tf":"1Hour","d":0.5,"train":true,"slipbp":30,"managed":false,"return":-8.03594701020004,"DD":38.64200553298345,"win":42.857142857142854,"N":7,"open":0,"mean":-0.29998686811706843,"targets":1,"stops":4,"missing":49,"partial":0,"recon":0},{"s":"SOL","tf":"1Hour","d":0.5,"train":true,"slipbp":30,"managed":true,"return":-6.125156203832882,"DD":35.728097431816806,"win":42.857142857142854,"N":7,"open":0,"mean":-0.04666246722098778,"targets":1,"stops":4,"missing":49,"partial":2,"recon":0}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
SOL/USD C91204 results15 cells 85-88 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately breakout if d equals -1, otherwise use ATR pullback depth. A fee of 25 basis points was credited to each side. The results include return, drawdown, mean, and win percentage. The results are based on open positions that were not closed, and the data is not pristine prospective out-of-sample. The results are as follows: for SOL with a 1-hour time frame, a decision rule of -1, and no training, the return was 4.128003633289312, the drawdown was 23.682541870494056, the win percentage was 50, and the mean was 1.0877828214723773. With managed funds, the return was 4.065216291666873, the drawdown was 23.682541870494056, the win percentage was 50, and the mean was 1.0410807583525619. With a slip of 30 basis points and no training, the return was 2.931099469765064, the drawdown was 24.073027272111393, the win percentage was 50, and the mean was 0.8975642750276014. With a slip of 30 basis points and managed funds, the return was 2.757162993596096, the drawdown was 24.073027272111393, the win percentage was 50, and the mean was 0.827929381215973.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
SOL/USD C91204 results15 cells 81-84 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately breakout if d equals -1, otherwise use ATR pullback depth, which is a measure of how far a price moves away from its average true range. Fees of 25 basis points were credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The trades were not marked as closed and were not pristine prospective out-of-sample, meaning they were not perfectly predicted. The results are as follows: for SOL with a 1-hour time frame, the results were: return of 32.29%, drawdown of 38.36%, win percentage of 54.55%, and mean of 3.31, with 11 trades, 0 open trades, 0 targets, 4 stops, 49 missing trades, 0 partial trades, and 0 recon trades, when slip was 10 basis points and managed was false. When managed was true, the return was 60.82%, drawdown was 36.11%, win percentage was 63.64%, and mean was 5.05. When slip was 30 basis points and managed was false, the return was 27.55%, drawdown was 38.64%, win percentage was 54.55%, and mean was 2.96. When managed was true, the return was 56.23%, drawdown was 36.36%, win percentage was 63.64%, and mean was 4.77.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
SOL/USD C91204 results15 cells 77-80 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 for training and data from January 1 to September 11, 2026, for testing. The rules for the experiment were to immediately stop if the price broke out, otherwise to use the Average True Range, or ATR, to determine the depth of a pullback. A fee of 25 basis points was added to each trade. The results of the experiment are shown in the following list, which includes return, drawdown, mean, and win percentage for each set of trades. The list shows results for trades of the cryptocurrency SOL, with a time frame of 1 day, and different values for slip and management. The results are: return of -12.19%, drawdown of 18.39%, win percentage of 33.33%, for 3 trades, with a mean of -3.69%, for the first set of trades, and similar results for the other sets of trades, with return ranging from -12.19% to -13.04%, drawdown ranging from 18.39% to 18.53%, and win percentage of 33.33% for all sets of trades.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
SOL/USD C91204 results15 cells 73-76 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 to 2025 for training and data from January 1 to September 11, 2026, for testing. The decision rule was to immediately stop the trade if a certain condition was met, otherwise to use a method called ATR pullback depth, which is a way to measure how far a price might move. A fee of 25 basis points was added to each side of the trade. The results include return, drawdown, and mean, as well as win percentage. The trades were not all closed and the results are not perfect because they are based on past data. The results are as follows: for SOL with a 1-day time frame, the results were return of 30.99833049909133, drawdown of 19.867779092064442, win percentage of 75, and mean of 7.968035156449171, with 4 trades and no open trades, when the slip was 10 basis points and the trade was not managed. When the trade was managed, the return was 27.972000670054808, drawdown was 19.867779092064453, win percentage was 75, and mean was 7.214541283781239. With a slip of 30 basis points and unmanaged trade, the return was 12.759090529437799, drawdown was 22.392582190123566, win percentage was 50, and mean was 4.377313380519793. With a managed trade and 30 basis points slip, the return was 10.05143123853054, drawdown was 22.392582190123566, win percentage was 50, and mean was 3.591144605185531.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
SOL/USD C91204 results15 cells 69-72 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision to buy or sell was made based on a method called 'immediate breakout' if a certain condition, represented by the number -1, was met, otherwise it used 'ATR pullback depth', which is a way to measure how much a price moves. A fee of 25 basis points, which is a way to measure a small percentage, was added to each trade. The results show return, drawdown, and mean, which are measures of how well the experiment did, as well as win percentage. The results are for open trades that were not closed, and are not perfect because they are based on past data. The results are as follows: for SOL, a type of cryptocurrency, with a time frame of 1 day, the return was -22.36446982250667 percent, the drawdown was 36.861611643243585 percent, and the win percentage was 28.57142857142857 percent. There were 7 trades, with 1 target and 4 stops, which are types of orders to buy or sell. The results also show the effect of different parameters, such as slipbp, which is a measure of how much a price can move before a trade is made, and managed, which refers to whether the trades were managed or not.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
SOL/USD C91204 results15 cells 65-68 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision rule was to immediately break out if d was -1, otherwise use the Average True Range pullback depth, which is a measure of price volatility. Fees of 25 basis points were credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The trades were not marked as closed and the results are not pristine prospective out-of-sample, meaning they are based on historical data. The results are as follows: for SOL with a 1-day time frame, the return was 35.51457935160683 percent, the drawdown was 30.617259301144216 percent, and the win percentage was 55.55555555555556 percent, with 9 trades, 0 open trades, a mean of 4.215662411370595, 0 targets, 3 stops, 49 missing trades, and 0 partial or reconstructed trades. Similar results were found for other scenarios, including managed and unmanaged trades with different slip basis points.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
BTC/USD C91204 results15 cells 61-64 = 4
Crypto majors2026-09-12 04:10
A news scan found the following data line for a BTC/USD trading experiment that started on September 12. The experiment used training data from 2024 to 2025 and holdout data from January 1 to September 11, 2026. The experiment had a decision rule where if the price moved immediately, it would be considered a breakout, otherwise it would be considered an ATR pullback depth, which is a measure of price volatility. The experiment also included fees of 25 basis points credited to each side of the trade. The results of the experiment are as follows: return, drawdown, mean, and win percentage. The results are for open trades that have not been closed yet and are not pristine prospective out-of-sample trades. The results are: for BTC with a 1 hour time frame, a depth of 0.5, no training, a slip of 10 basis points, and not managed, the return was 1.193222454063192, the drawdown was 10.115367370533246, the win percentage was 66.66666666666666, the number of trades was 3, the number of open trades was 1, the mean was 1.1100457864260616, the number of targets was 0, the number of stops was 1, the number of missing trades was 5, the number of partial trades was 0, and the number of recon trades was 0. The same results were found for the same setup but with management. The results were also found for a slip of 30 basis points, both with and without management, with returns of 0.007158039445664954 and drawdowns of 10.276473661748508.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
BTC/USD C91204 results15 cells 57-60 = 4
Crypto majors2026-09-12 04:10
A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately stop the trade if the price moved in the opposite direction, or to use the Average True Range pullback depth, which is a measure of price volatility. The fees were 25 basis points, which is a measure of the cost of a trade, credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The trades were marked as open but not closed, and the results are not pristine prospective out-of-sample, meaning they are not perfect predictions. The results are as follows: for BTC with a 1 Hour time frame, the results were: return of 2.106407185863435, drawdown of 26.436392091046933, win percentage of 43.75, and mean of 0.5170738277397378, with 1 target and 5 stops, when the slip was 10 basis points and the trade was not managed. When the trade was managed, the return was -9.961039844164677, drawdown was 33.29517098849861, win percentage was 43.75, and mean was -0.3559763329919273, with 1 target and 6 stops. With a slip of 30 basis points and the trade not managed, the return was -2.8953379930483525, drawdown was 28.30533311538872, win percentage was 43.75, and mean was 0.196262285291849, with 1 target and 5 stops. When the trade was managed, the return was -13.963672079152323, drawdown was 34.705132818187145, win percentage was 43.75, and mean was -0.6417668500511308, with 1 target and 6 stops.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json
BTC/USD C91204 results15 cells 53-56 = 4
Crypto majors2026-09-12 04:10
A news scan found the following data line: Sep 12 frozen experiment. The training period is from 2024 to 2025, and the holdout period is from Jan 1 to Sep 11, 2026. The decision rule is d = -1 for immediate breakout, otherwise ATR pullback depth. Fees are 25 basis points credited each side. The results include return, drawdown, mean, and win percentage. The data is for open positions that are not closed, and it is not pristine prospective out-of-sample data. The results are as follows: for BTC with a 1-hour time frame, the results are: return of 5.586992857332862, drawdown of 15.45050611215466, win percentage of 50, with 6 trades, and a mean of 1.0991637074496186, for unmanaged trades with a 10 basis point slip; return of 4.226165684383587, drawdown of 15.45050611215466, win percentage of 50, with 6 trades, and a mean of 0.8560576228961281, for managed trades with a 10 basis point slip; return of 4.507498824452827, drawdown of 15.863899707075536, win percentage of 50, with 6 trades, and a mean of 0.9310581892531422, for unmanaged trades with a 30 basis point slip; return of 2.9969585316549585, drawdown of 15.863899707075536, win percentage of 50, with 6 trades, and a mean of 0.6577024636480873, for managed trades with a 30 basis point slip.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json