Notes

{"rows":25105,"first":"2023-11-01 00:00:00+00:00","last":"2026-09-12 04:00:00+00:00","duplicates":0,"missing_count":4,"missing2026_count":1}; raw includes partial finalbar; study usesonlycompletedbefore04UTC, holdoutendSep12 00UTC. Start2023Novrequested,SOLlate2024available. Missing isnoobservation,notzeroreturn. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"rows":1047,"first":"2023-11-01 00:00:00+00:00","last":"2026-09-12 00:00:00+00:00","duplicates":0,"missing_count":0,"missing2026_count":0}; raw includes partial finalbar; study usesonlycompletedbefore04UTC, holdoutendSep12 00UTC. Start2023Novrequested,SOLlate2024available. Missing isnoobservation,notzeroreturn. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"rows":100277,"first":"2023-11-01 00:00:00+00:00","last":"2026-09-12 04:00:00+00:00","duplicates":0,"missing_count":156,"missing2026_count":5}; raw includes partial finalbar; study usesonlycompletedbefore04UTC, holdoutendSep12 00UTC. Start2023Novrequested,SOLlate2024available. Missing isnoobservation,notzeroreturn. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"rows":25105,"first":"2023-11-01 00:00:00+00:00","last":"2026-09-12 04:00:00+00:00","duplicates":0,"missing_count":4,"missing2026_count":1}; raw includes partial finalbar; study usesonlycompletedbefore04UTC, holdoutendSep12 00UTC. Start2023Novrequested,SOLlate2024available. Missing isnoobservation,notzeroreturn. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"rows":1047,"first":"2023-11-01 00:00:00+00:00","last":"2026-09-12 00:00:00+00:00","duplicates":0,"missing_count":0,"missing2026_count":0}; raw includes partial finalbar; study usesonlycompletedbefore04UTC, holdoutendSep12 00UTC. Start2023Novrequested,SOLlate2024available. Missing isnoobservation,notzeroreturn. https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected Sep12 04:04:51UTC; all480priorcalendarhours required, current03:00bar completed04UTC. {"s":"UNI","hour":"2026-09-12T03:00:00+00:00","c":6.149985,"high480":7.4795,"ok":true,"signal":false,"recent_available":[],"eligible":0}; gap_to_high_pct=21.61818280857595. No fresh frozenbreakout; recentavailability is historical, notstandingorder. https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected Sep12 04:04:51UTC; all480priorcalendarhours required, current03:00bar completed04UTC. {"s":"LINK","hour":"2026-09-12T03:00:00+00:00","c":11.48965,"high480":13.677,"ok":true,"signal":false,"recent_available":[],"eligible":0}; gap_to_high_pct=19.0375685943436. No fresh frozenbreakout; recentavailability is historical, notstandingorder. https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected Sep12 04:04:51UTC; all480priorcalendarhours required, current03:00bar completed04UTC. {"s":"HYPE","hour":"2026-09-12T03:00:00+00:00","c":78.8659,"high480":89.9954713195,"ok":true,"signal":false,"recent_available":[],"eligible":0}; gap_to_high_pct=14.112019668196263. No fresh frozenbreakout; recentavailability is historical, notstandingorder. https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected Sep12 04:04:51UTC; all480priorcalendarhours required, current03:00bar completed04UTC. {"s":"XRP","hour":"2026-09-12T03:00:00+00:00","c":1.363745,"high480":1.54995,"ok":true,"signal":false,"recent_available":[],"eligible":0}; gap_to_high_pct=13.653945569002989. No fresh frozenbreakout; recentavailability is historical, notstandingorder. https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected Sep12 04:04:51UTC; all480priorcalendarhours required, current03:00bar completed04UTC. {"s":"LTC","hour":"2026-09-12T03:00:00+00:00","c":54.006,"high480":59.34355,"ok":true,"signal":false,"recent_available":[],"eligible":0}; gap_to_high_pct=9.883253712550456. No fresh frozenbreakout; recentavailability is historical, notstandingorder. https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected Sep12 04:04:51UTC; all480priorcalendarhours required, current03:00bar completed04UTC. {"s":"SOL","hour":"2026-09-12T03:00:00+00:00","c":101.625,"high480":110.5357,"ok":true,"signal":false,"recent_available":[],"eligible":0}; gap_to_high_pct=8.768216482164837. No fresh frozenbreakout; recentavailability is historical, notstandingorder. https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected Sep12 04:04:51UTC; all480priorcalendarhours required, current03:00bar completed04UTC. {"s":"ETH","hour":"2026-09-12T03:00:00+00:00","c":2513.175,"high480":2664.8535,"ok":true,"signal":false,"recent_available":["2026-09-11T14:00:00+00:00"],"eligible":0}; gap_to_high_pct=6.0353337909218485. No fresh frozenbreakout; recentavailability is historical, notstandingorder. https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected Sep12 04:04:51UTC; all480priorcalendarhours required, current03:00bar completed04UTC. {"s":"BTC","hour":"2026-09-12T03:00:00+00:00","c":77262.873,"high480":82233.502538071,"ok":true,"signal":false,"recent_available":[],"eligible":0}; gap_to_high_pct=6.433399827199016. No fresh frozenbreakout; recentavailability is historical, notstandingorder. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"L":10,"start":"2021-01-01","slip":5,"return":-75.93145423578105,"drawdown":86.70308382668155,"N":24,"win":20.833333333333336},{"L":10,"start":"2021-01-01","slip":15,"return":-77.08236320291697,"drawdown":87.14758020071493,"N":24,"win":20.833333333333336},{"L":10,"start":"2025-01-01","slip":5,"return":-4.5904461578265,"drawdown":46.90877590119153,"N":15,"win":33.33333333333333},{"L":10,"start":"2025-01-01","slip":15,"return":-7.502678720910063,"drawdown":47.8558695467605,"N":15,"win":33.33333333333333},{"L":20,"start":"2021-01-01","slip":5,"return":-85.72309236935189,"drawdown":88.3078092491578,"N":26,"win":15.384615384615385},{"L":20,"start":"2021-01-01","slip":15,"return":-86.44652022049006,"drawdown":88.69866200971627,"N":26,"win":15.384615384615385},{"L":20,"start":"2025-01-01","slip":5,"return":-29.24358409502228,"drawdown":41.741383902044085,"N":14,"win":28.57142857142857},{"L":20,"start":"2025-01-01","slip":15,"return":-31.19728638446766,"drawdown":43.066098483525536,"N":14,"win":28.57142857142857},{"L":40,"start":"2021-01-01","slip":5,"return":-59.32939565913592,"drawdown":59.39056671653298,"N":16,"win":18.75},{"L":40,"start":"2021-01-01","slip":15,"return":-60.61025336424755,"drawdown":60.61025336424759,"N":16,"win":18.75},{"L":40,"start":"2025-01-01","slip":5,"return":-17.78387832940527,"drawdown":31.707240569481453,"N":11,"win":27.27272727272727},{"L":40,"start":"2025-01-01","slip":15,"return":-19.572883728807575,"drawdown":32.85847323776496,"N":11,"win":27.27272727272727}] Fix uses actualopen slot0/close slot1 marks, instead oftwoclosemarks thatplacedexit-dayclosebeforeintradayexit. Fills/returns/winrates/MCunchanged. PrimaryholdoutDD41.7414/stress43.0661%; training88.3078/stress88.6987. Open/closemarkedDDnotfullintradayworstcase. https://runway.adityaperswal.workers.dev/data/stock-bars

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"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

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"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

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"SOL","tf":"1Hour","d":-1,"train":false,"slipbp":10,"managed":false,"return":4.128003633289312,"DD":23.682541870494056,"win":50,"N":6,"open":0,"mean":1.0877828214723773,"targets":1,"stops":2,"missing":47,"partial":0,"recon":0},{"s":"SOL","tf":"1Hour","d":-1,"train":false,"slipbp":10,"managed":true,"return":4.065216291666873,"DD":23.682541870494056,"win":50,"N":6,"open":0,"mean":1.0410807583525619,"targets":1,"stops":2,"missing":47,"partial":2,"recon":-2.220446049250313e-16},{"s":"SOL","tf":"1Hour","d":-1,"train":false,"slipbp":30,"managed":false,"return":2.931099469765064,"DD":24.073027272111393,"win":50,"N":6,"open":0,"mean":0.8975642750276014,"targets":1,"stops":2,"missing":47,"partial":0,"recon":0},{"s":"SOL","tf":"1Hour","d":-1,"train":false,"slipbp":30,"managed":true,"return":2.757162993596096,"DD":24.073027272111393,"win":50,"N":6,"open":0,"mean":0.827929381215973,"targets":1,"stops":2,"missing":47,"partial":2,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"SOL","tf":"1Hour","d":-1,"train":true,"slipbp":10,"managed":false,"return":32.29291981919125,"DD":38.362562501339546,"win":54.54545454545454,"N":11,"open":0,"mean":3.3123547398013646,"targets":0,"stops":4,"missing":49,"partial":0,"recon":0},{"s":"SOL","tf":"1Hour","d":-1,"train":true,"slipbp":10,"managed":true,"return":60.81861551447696,"DD":36.10557459426646,"win":63.63636363636363,"N":11,"open":0,"mean":5.054722310547337,"targets":0,"stops":4,"missing":49,"partial":4,"recon":-2.220446049250313e-16},{"s":"SOL","tf":"1Hour","d":-1,"train":true,"slipbp":30,"managed":false,"return":27.548747880267133,"DD":38.640521962587584,"win":54.54545454545454,"N":11,"open":0,"mean":2.9599629344926477,"targets":0,"stops":4,"missing":49,"partial":0,"recon":0},{"s":"SOL","tf":"1Hour","d":-1,"train":true,"slipbp":30,"managed":true,"return":56.22943310896969,"DD":36.36292495431941,"win":63.63636363636363,"N":11,"open":0,"mean":4.769116593871822,"targets":0,"stops":4,"missing":49,"partial":4,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"SOL","tf":"1Day","d":0.5,"train":false,"slipbp":10,"managed":false,"return":-12.188984454524043,"DD":18.392055473316393,"win":33.33333333333333,"N":3,"open":0,"mean":-3.686414892151191,"targets":0,"stops":2,"missing":47,"partial":0,"recon":0},{"s":"SOL","tf":"1Day","d":0.5,"train":false,"slipbp":10,"managed":true,"return":-12.188984454524043,"DD":18.392055473316393,"win":33.33333333333333,"N":3,"open":0,"mean":-3.686414892151191,"targets":0,"stops":2,"missing":47,"partial":0,"recon":0},{"s":"SOL","tf":"1Day","d":0.5,"train":false,"slipbp":30,"managed":false,"return":-13.038605994432784,"DD":18.532516120286058,"win":33.33333333333333,"N":3,"open":0,"mean":-4.005659788988,"targets":0,"stops":2,"missing":47,"partial":0,"recon":0},{"s":"SOL","tf":"1Day","d":0.5,"train":false,"slipbp":30,"managed":true,"return":-13.038605994432784,"DD":18.532516120286058,"win":33.33333333333333,"N":3,"open":0,"mean":-4.005659788988,"targets":0,"stops":2,"missing":47,"partial":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"SOL","tf":"1Day","d":0.5,"train":true,"slipbp":10,"managed":false,"return":30.99833049909133,"DD":19.867779092064442,"win":75,"N":4,"open":0,"mean":7.968035156449171,"targets":1,"stops":1,"missing":49,"partial":0,"recon":0},{"s":"SOL","tf":"1Day","d":0.5,"train":true,"slipbp":10,"managed":true,"return":27.972000670054808,"DD":19.867779092064453,"win":75,"N":4,"open":0,"mean":7.214541283781239,"targets":1,"stops":1,"missing":49,"partial":1,"recon":0},{"s":"SOL","tf":"1Day","d":0.5,"train":true,"slipbp":30,"managed":false,"return":12.759090529437799,"DD":22.392582190123566,"win":50,"N":4,"open":0,"mean":4.377313380519793,"targets":1,"stops":2,"missing":49,"partial":0,"recon":0},{"s":"SOL","tf":"1Day","d":0.5,"train":true,"slipbp":30,"managed":true,"return":10.05143123853054,"DD":22.392582190123566,"win":50,"N":4,"open":0,"mean":3.591144605185531,"targets":1,"stops":2,"missing":49,"partial":1,"recon":-2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"SOL","tf":"1Day","d":-1,"train":false,"slipbp":10,"managed":false,"return":-22.36446982250667,"DD":36.861611643243585,"win":28.57142857142857,"N":7,"open":0,"mean":-2.974545563876929,"targets":1,"stops":4,"missing":47,"partial":0,"recon":0},{"s":"SOL","tf":"1Day","d":-1,"train":false,"slipbp":10,"managed":true,"return":-23.729404492128793,"DD":36.861611643243585,"win":28.57142857142857,"N":7,"open":0,"mean":-3.2790206124741053,"targets":1,"stops":4,"missing":47,"partial":1,"recon":-1.1102230246251565e-16},{"s":"SOL","tf":"1Day","d":-1,"train":false,"slipbp":30,"managed":false,"return":-23.58674185676115,"DD":37.66981905860849,"win":14.285714285714285,"N":7,"open":0,"mean":-3.2056468822418576,"targets":1,"stops":4,"missing":47,"partial":0,"recon":-1.1102230246251565e-16},{"s":"SOL","tf":"1Day","d":-1,"train":false,"slipbp":30,"managed":true,"return":-24.937766910916416,"DD":37.66981905860849,"win":14.285714285714285,"N":7,"open":0,"mean":-3.5107476169514373,"targets":1,"stops":4,"missing":47,"partial":1,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"SOL","tf":"1Day","d":-1,"train":true,"slipbp":10,"managed":false,"return":35.51457935160683,"DD":30.617259301144216,"win":55.55555555555556,"N":9,"open":0,"mean":4.215662411370595,"targets":0,"stops":3,"missing":49,"partial":0,"recon":0},{"s":"SOL","tf":"1Day","d":-1,"train":true,"slipbp":10,"managed":true,"return":42.45528003084744,"DD":27.85634234604898,"win":55.55555555555556,"N":9,"open":0,"mean":4.828637828058153,"targets":0,"stops":3,"missing":49,"partial":3,"recon":-2.220446049250313e-16},{"s":"SOL","tf":"1Day","d":-1,"train":true,"slipbp":30,"managed":false,"return":32.163552970200016,"DD":30.995616302182405,"win":55.55555555555556,"N":9,"open":0,"mean":3.908760552068434,"targets":0,"stops":3,"missing":49,"partial":0,"recon":0},{"s":"SOL","tf":"1Day","d":-1,"train":true,"slipbp":30,"managed":true,"return":39.43522825371804,"DD":28.214775837590665,"win":55.55555555555556,"N":9,"open":0,"mean":4.5656792427516715,"targets":0,"stops":3,"missing":49,"partial":3,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Hour","d":0.5,"train":false,"slipbp":10,"managed":false,"return":1.193222454063192,"DD":10.115367370533246,"win":66.66666666666666,"N":3,"open":1,"mean":1.1100457864260616,"targets":0,"stops":1,"missing":5,"partial":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.5,"train":false,"slipbp":10,"managed":true,"return":1.193222454063192,"DD":10.115367370533246,"win":66.66666666666666,"N":3,"open":1,"mean":1.1100457864260616,"targets":0,"stops":1,"missing":5,"partial":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.5,"train":false,"slipbp":30,"managed":false,"return":0.007158039445664954,"DD":10.276473661748508,"win":66.66666666666666,"N":3,"open":1,"mean":0.7752102544162809,"targets":0,"stops":1,"missing":5,"partial":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.5,"train":false,"slipbp":30,"managed":true,"return":0.007158039445664954,"DD":10.276473661748508,"win":66.66666666666666,"N":3,"open":1,"mean":0.7752102544162809,"targets":0,"stops":1,"missing":5,"partial":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Hour","d":0.5,"train":true,"slipbp":10,"managed":false,"return":2.106407185863435,"DD":26.436392091046933,"win":43.75,"N":16,"open":0,"mean":0.5170738277397378,"targets":1,"stops":5,"missing":146,"partial":0,"recon":-2.220446049250313e-16},{"s":"BTC","tf":"1Hour","d":0.5,"train":true,"slipbp":10,"managed":true,"return":-9.961039844164677,"DD":33.29517098849861,"win":43.75,"N":16,"open":0,"mean":-0.3559763329919273,"targets":1,"stops":6,"missing":146,"partial":2,"recon":-1.1102230246251565e-16},{"s":"BTC","tf":"1Hour","d":0.5,"train":true,"slipbp":30,"managed":false,"return":-2.8953379930483525,"DD":28.30533311538872,"win":43.75,"N":16,"open":0,"mean":0.196262285291849,"targets":1,"stops":5,"missing":146,"partial":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.5,"train":true,"slipbp":30,"managed":true,"return":-13.963672079152323,"DD":34.705132818187145,"win":43.75,"N":16,"open":0,"mean":-0.6417668500511308,"targets":1,"stops":6,"missing":146,"partial":2,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

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