A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported in percent for return, drawdown, win rate, and mean trade, taking into account historical current-universe bias, reindexed missing bars, and no entry-bar exit, with ideal intrabar stops not used in live 15-minute trading. Every cell was retained. The experiment included the following data points: for HYPE stock with daily trading frequency, a loss limit of 15, a slip of 0.001, and a start date of 2024-01-01, there was an error due to no period data. For the same stock with the same parameters but a start date of 2026-01-01, the return was 68.87835060346777 percent, the drawdown was 22.731775682099975 percent, there were 6 trades, the win rate was 66.66666666666666 percent, the mean trade was 10.368632802366994 percent, the average win was 19.068014466344856 percent, and the average loss was -7.030130525588735 percent. For HYPE stock with daily trading frequency, a loss limit of 15, a slip of 0.002, and a start date of 2024-01-01, there was also an error due to no period data.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
A new comparative experiment was conducted without a frozen 2R trail rule. The results are shown in the following list, which includes return, drawdown, win rate, and mean trade in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The list includes the following data: for SOL with an hourly time frame, a leverage of 30, and a slip of 0.001, starting on 2026-01-01, the return percentage was -14.367252814858766, the drawdown percentage was 22.339757080807242, the number of trades was 5, the win rate was 20, the mean trade was -2.1305811885021586, the average win was 17.469920802784177, the average loss was -7.030706686323743, the number of targets was 1, the reconcile value was 0, and the number of missing values was 1. For SOL with an hourly time frame, a leverage of 30, and a slip of 0.002, starting on 2024-01-01, the return percentage was -54.353034354618, the drawdown percentage was 64.32278405081014, the number of trades was 14, the win rate was 21.428571428571427, the mean trade was -4.5519830770490755, the average win was 19.257008728582523, the average loss was -11.045344478584965, the number of targets was 1, the reconcile value was 0, and the number of missing values was 6. For SOL with an hourly time frame, a leverage of 30, and a slip of 0.002, starting on 2026-01-01, the return percentage was -14.585627124235367, the drawdown percentage was 22.561318072585667, the number of trades was 5, the win rate was 20, the mean trade was -2.1485842714426195, the average win was 17.737107342633053, the average loss was -7.120007174961537, the number of targets was 1, the reconcile value was 0, and the number of missing values was 1.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported in percent for return, drawdown, win rate, and mean trade, considering historical current-universe bias, reindexed missing bars, and no entry-bar exit, with ideal intrabar stops not live for 15 minutes. Every cell was retained. The experiment included the following results for SOL/USD: for a hourly timeframe with 20 length and 0.002 slip starting on 2024-01-01T00:00:00Z, the return percentage was -36.52163707377023, drawdown percentage was 55.507955797568584, with 14 trades, a win rate of 28.57142857142857, mean trade of -2.2263488483057947, average win of 17.46370737511262, and average loss of -10.102371337673159. For the same settings starting on 2026-01-01T00:00:00Z, the return percentage was -16.96382898584431, drawdown percentage was 25.461106154978495, with 6 trades, a win rate of 16.666666666666664, mean trade of -2.2303189908922953, average win of 18.245489501950264, and average loss of -6.325480689460808. For a hourly timeframe with 30 length and 0.001 slip starting on 2024-01-01T00:00:00Z, the return percentage was -43.211629159199305, drawdown percentage was 59.986214915742266, with 13 trades, a win rate of 23.076923076923077, mean trade of -3.2465648765084594, average win of 21.62142680717319, and average loss of -10.706962381612954.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
A new comparative experiment was done without a frozen trail rule that adds 2R. The results are shown as return, drawdown, win rate, and mean in percent. This experiment used historical data with a current-universe bias, missing bars were reindexed, and there was no exit on the entry bar. Ideal intrabar stops were not used in live 15-minute trades. Every cell was kept. The results for three different scenarios are as follows: for SOL with an hourly time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was -8.0818 percent, the drawdown was 23.8506 percent, there were 7 trades, the win rate was 28.5714 percent, and the mean trade was -0.5335 percent. For SOL with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was -20.8546 percent, the drawdown was 50.0452 percent, there were 13 trades, the win rate was 30.7692 percent, and the mean trade was -0.7217 percent. For SOL with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was -16.5374 percent, the drawdown was 25.0226 percent, there were 6 trades, the win rate was 16.6667 percent, and the mean trade was -2.1746 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
A new comparative experiment was conducted without a frozen trail rule that adds 2 times the risk. The results are shown in terms of return, drawdown, win rate, and mean trade in percent. The experiment used historical data with a current-universe bias, reindexed missing bars, and did not allow exit on the entry bar. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The results are as follows: for SOL with an hourly time frame, a limit of 15, a slip of 0.001, and a start date of 2024-01-01, the return was -29.47 percent, the drawdown was 57.75 percent, there were 14 trades, the win rate was 50 percent, the mean trade was -1.65 percent, the average win was 8.25 percent, and the average loss was -11.54 percent. For the same settings but with a start date of 2026-01-01, the return was -7.23 percent, the drawdown was 23.09 percent, there were 7 trades, the win rate was 28.57 percent, the mean trade was -0.43 percent, the average win was 9.67 percent, and the average loss was -4.46 percent. For SOL with an hourly time frame, a limit of 15, a slip of 0.002, and a start date of 2024-01-01, the return was -30.91 percent, the drawdown was 58.27 percent, there were 14 trades, the win rate was 50 percent, the mean trade was -1.79 percent, the average win was 8.10 percent, and the average loss was -11.67 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
A new comparative experiment was done without a frozen 2R trail rule. The results are shown as return, drawdown, win rate, and mean in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The experiment had the following results: for SOL with a daily time frame, a limit of 30, a slip of 0.001, and a start date of 2026-01-01, the return percentage was -15.632071188542817, the drawdown percentage was 25.53120727013607, the number of trades was 4, the win rate was 25, the mean trade was -1.72425141064064, the average win was 20.672488549005806, and the average loss was -9.189831397189456. For SOL with a daily time frame, a limit of 30, a slip of 0.002, and a start date of 2024-01-01, the return percentage was 31.261536459782825, the drawdown percentage was 31.154190140820425, the number of trades was 7, the win rate was 57.14285714285714, the mean trade was 4.983163363860919, the average win was 16.977964295610555, and the average loss was -11.009904545138593. For SOL with a daily time frame, a limit of 30, a slip of 0.002, and a start date of 2026-01-01, the return percentage was -15.763516212926943, the drawdown percentage was 25.659257579984263, the number of trades was 4, the win rate was 25, the mean trade was -1.7208063459938887, the average win was 20.933276339314276, and the average loss was -9.27216724109661.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
A new comparative experiment was conducted without a frozen plus 2R trail rule. The results are shown for the SOL/USD pair, with return, drawdown, win rate, and mean trade in percent. The historical current-universe bias was used, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trading. Every cell was retained. The results are as follows: for SOL with a daily time frame, a length of 20, a slip of 0.002, and a start date of 2024-01-01, the return percentage was 28.551420393942028, the drawdown percentage was 29.857291334516102, the number of trades was 9, the win rate was 44.44444444444444, the mean trade was 3.9823609178228323, the average win was 19.629664085820036, and the average loss was -8.535481616574932. For SOL with a daily time frame, a length of 20, a slip of 0.002, and a start date of 2026-01-01, the return percentage was -18.84844789142649, the drawdown percentage was 32.05058061712207, the number of trades was 6, the win rate was 16.666666666666664, the mean trade was -1.7728453750494533, the average win was 20.933276339314276, and the average loss was -6.3140697179222. For SOL with a daily time frame, a length of 30, a slip of 0.001, and a start date of 2024-01-01, the return percentage was 32.142128665297, the drawdown percentage was 30.694420947755162, the number of trades was 7, the win rate was 57.14285714285714, the mean trade was 5.0789399444366605, the average win was 17.08643064908264, and the average loss was -10.93104766175798.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
A new comparative experiment was done without a frozen 2R trail rule. The results show return, drawdown, win rate, and mean in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was kept. The results for three different scenarios are as follows: for SOL with a daily time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was -17.84 percent, the drawdown was 34.03 percent, there were 6 trades, the win rate was 16.67 percent, and the mean trade was -1.58 percent. For SOL with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was 29.97 percent, the drawdown was 29.65 percent, there were 9 trades, the win rate was 44.44 percent, and the mean trade was 4.10 percent. For SOL with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was -18.39 percent, the drawdown was 31.66 percent, there were 6 trades, the win rate was 16.67 percent, and the mean trade was -1.71 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
SOL/USD C91202 static comparator cells 97-99 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted without a frozen trail rule. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The experiment included three scenarios: one starting on 2024-01-01 with a slip of 0.001, one starting on 2026-01-01 with a slip of 0.001, and one starting on 2024-01-01 with a slip of 0.002. The results for each scenario are as follows: for the first scenario, the return was 7.225511958119979 percent, the drawdown was 34.77161172309163 percent, there were 11 trades, the win rate was 36.36363636363637 percent, the mean trade was 1.7209571604737997 percent, the average win was 19.74343915820893 percent, and the average loss was -8.577603981089133 percent. For the second scenario, the return was -17.29519269133618 percent, the drawdown was 33.574711210551975 percent, there were 6 trades, the win rate was 33.33333333333333 percent, the mean trade was -1.4956506384235069 percent, the average win was 10.341510135133468 percent, and the average loss was -7.414231025201995 percent. For the third scenario, the return was 5.638282556386964 percent, the drawdown was 35.07927795609783 percent, there were 11 trades, the win rate was 36.36363636363637 percent, the mean trade was 1.5903728420299232 percent, the average win was 19.629664085820053 percent, and the average loss was -8.717793582993009 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
XRP/USD C91202 static comparator cells 94-96 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was done with the XRP/USD currency pair, using a hourly time frame and a trail rule that is not frozen, which means the stop loss price is adjusted as the price moves. The results are: return on investment, drawdown which is the biggest drop in value, win rate which is the percentage of winning trades, and mean trade which is the average profit or loss per trade. The data was reindexed to fill in missing bars and no trades were stopped at the end of a bar. The results for three different scenarios are: a scenario that started on January 1, 2026, with a return of -11.297086898045139 percent and a drawdown of 25.602037008338463 percent, a scenario that started on January 1, 2024, with a return of 76.40504906171435 percent and a drawdown of 51.73737443152808 percent, and another scenario that started on January 1, 2026, with a return of -11.428858099075168 percent and a drawdown of 25.81059812908475 percent. The details for each scenario are as follows: the first scenario had 5 trades, a win rate of 20 percent, a mean trade of -1.9033075655553546 percent, an average win of 18.11171514633707 percent, and an average loss of -6.9070632435284605 percent. The second scenario had 13 trades, a win rate of 38.46153846153847 percent, a mean trade of 6.781976308251863 percent, an average win of 34.323150137138455 percent, and an average loss of -10.431257334802254 percent. The third scenario had 5 trades, a win rate of 20 percent, a mean trade of -1.9196441820557242 percent, an average win of 18.377619377243228 percent, and an average loss of -6.993960071880462 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
XRP/USD C91202 static comparator cells 91-93 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with the XRP/USD pair, using a trail rule with a 2R multiplier that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no exit on the entry bar, with ideal intrabar stops not used in live 15-minute trading. Every cell was retained. The results are as follows: for XRP with an hourly time frame, a length of 20, a slip of 0.002, and a start date of 2024-01-01T00:00:00Z, the return was 144.49 percent, the drawdown was 43.03 percent, there were 16 trades, the win rate was 43.75 percent, the mean trade was 7.82 percent, the average win was 30.55 percent, and the average loss was -9.85 percent. For XRP with the same parameters but a start date of 2026-01-01T00:00:00Z, the return was -14.18 percent, the drawdown was 29.36 percent, there were 6 trades, the win rate was 16.67 percent, the mean trade was -2.23 percent, the average win was 15.18 percent, and the average loss was -5.71 percent. For XRP with an hourly time frame, a length of 30, a slip of 0.001, and a start date of 2024-01-01T00:00:00Z, the return was 76.47 percent, the drawdown was 51.52 percent, there were 13 trades, the win rate was 38.46 percent, the mean trade was 6.76 percent, the average win was 34.09 percent, and the average loss was -10.33 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
XRP/USD C91202 static comparator cells 88-90 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted without a frozen 2R trail rule. The results are based on historical data with current-universe bias, missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live 15-minute data. Every cell was retained. The experiment tested XRP/USD with the following parameters: a list of three experiments with different settings, including the symbol, time frame, length, slip, start date, return percentage, drawdown percentage, number of trades, win rate, mean trade, average win, average loss, targets, reconcile, and missing values. The results were as follows: for the first experiment, the symbol was XRP, the time frame was hourly, the length was 15, the slip was 0.002, the start date was 2026-01-01T00:00:00Z, the return percentage was -6.085507756396325, the drawdown percentage was 25.431529851157862, the number of trades was 8, the win rate was 25, the mean trade was -0.25399969145420837, the average win was 17.94950811304209, the average loss was -6.321835626286308, the targets were 2, the reconcile was 0, and the missing values were 1. For the second experiment, the symbol was XRP, the time frame was hourly, the length was 20, the slip was 0.001, the start date was 2024-01-01T00:00:00Z, the return percentage was 145.31384269004968, the drawdown percentage was 42.596715226438405, the number of trades was 16, the win rate was 43.75, the mean trade was 7.817786876228699, the average win was 30.377504332407145, the average loss was -9.728660034132314, the targets were 6, the reconcile was 0, and the missing values were 36. For the third experiment, the symbol was XRP, the time frame was hourly, the length was 20, the slip was 0.001, the start date was 2026-01-01T00:00:00Z, the return percentage was -13.79162779301205, the drawdown percentage was 29.083070252387454, the number of trades was 6, the win rate was 16.666666666666664, the mean trade was -2.168019137298044, the average win was 14.905495870392027, the average loss was -5.582722138836059, the targets were 1, the reconcile was 0, and the missing values were 1.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
XRP/USD C91202 static comparator cells 85-87 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with the XRP/USD currency pair, using a hourly time frame and a leverage of 15, without a frozen trail rule that adds 2 times the risk. The results are based on historical data, with a current-universe bias, missing bars reindexed, and no exit on the entry bar, using ideal intrabar stops, but these stops are not used in live 15-minute trading. Every cell was retained in the analysis. The results are as follows: for the period starting on 2024-01-01T00:00:00Z, the return was 108.7821161748908 percent, the drawdown was 41.33331424848673 percent, there were 20 trades, the win rate was 35 percent, the mean trade was 5.56874336220732 percent, the average win was 31.49037652164319 percent, and the average loss was -8.38905910825815 percent. For the period starting on 2026-01-01T00:00:00Z, the return was -5.783898518634856 percent, the drawdown was 25.07348155478073 percent, there were 8 trades, the win rate was 25 percent, the mean trade was -0.2296827447249114 percent, the average win was 17.682746800812097 percent, and the average loss was -6.200492593237248 percent. For the period starting on 2024-01-01T00:00:00Z, with a slip of 0.002, the return was 106.87985436466238 percent, the drawdown was 41.94062008223217 percent, there were 20 trades, the win rate was 35 percent, the mean trade was 5.543070220109273 percent, the average win was 31.657851229088656 percent, and the average loss was -8.518734938571933 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
LW Catalog and current strike-study full numerical table = 3
Convex events2026-09-12 02:15
A list of options includes a call option with a strike price of 57.5 and a price of 0.35, a put option with a strike price of 40 and a price of 0.5, a call option with a strike price of 60 and a price of 0.2, and a put option with a strike price of 37.5 and a price of 0.25. The current options are Sep11C57.5 at 0.38 and P40 at 0.55. The catalog is from Sep 10. The same kind of options had a median absolute value of 13.153864 at 8 in the morning. Options from Oct 1, 2024, were excluded due to timing ambiguity, but the reaction on Oct 2, which was an increase of 2.571196 percent, was included. The current mean intrinsic value is 1.498726, and the premium for P40 is 0.55, which is 2.724957 times the mean intrinsic value. The residual value and fills are unknown.
option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-bars
XRP/USD C91202 static comparator cells 82-84 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results for XRP/USD are as follows: a daily trade with a 30-length, 0.001 slip, starting on 2026-01-01, had a return of 15.226240259390256 percent, a drawdown of 7.551358768137861 percent, 2 trades, a win rate of 50 percent, a mean trade of 8.543376214813081 percent, an average win of 24.638111197764022 percent, and an average loss of -7.551358768137861 percent. Another daily trade with a 30-length, 0.002 slip, starting on 2024-01-01, had a return of 118.89925261786733 percent, a drawdown of 34.55107677671007 percent, 12 trades, a win rate of 50 percent, a mean trade of 8.539276327464579 percent, an average win of 26.404256979893898 percent, and an average loss of -9.325704324964738 percent. A third daily trade with a 30-length, 0.002 slip, starting on 2026-01-01, had a return of 15.353091442568424 percent, a drawdown of 7.636968290172341 percent, 2 trades, a win rate of 50 percent, a mean trade of 8.62700368004688 percent, an average win of 24.8909756502661 percent, and an average loss of -7.636968290172341 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
XRP/USD C91202 static comparator cells 79-81 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results for XRP/USD are as follows: for a daily trade with a length of 20, a slip of 0.002, and a start date of 2024-01-01T00:00:00Z, the return was 116.80880622503284 percent, the drawdown was 32.926789480728566 percent, there were 14 trades, the win rate was 50 percent, the mean trade was 7.459039954692924 percent, the average win was 24.983435562981366 percent, and the average loss was -10.065355653595521 percent. For a daily trade with a length of 20, a slip of 0.002, and a start date of 2026-01-01T00:00:00Z, the return was -20.07472081846764 percent, the drawdown was 34.30946678243147 percent, there were 6 trades, the win rate was 16.666666666666664 percent, the mean trade was -3.181748566946321 percent, the average win was 19.632702402416523 percent, and the average loss was -7.744638760818889 percent. For a daily trade with a length of 30, a slip of 0.001, and a start date of 2024-01-01T00:00:00Z, the return was 119.5926590280958 percent, the drawdown was 34.36861080390607 percent, there were 12 trades, the win rate was 50 percent, the mean trade was 8.547564539481604 percent, the average win was 26.32205443782572 percent, and the average loss was -9.22692535886251 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
XRP/USD C91202 static comparator cells 76-78 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was done on XRP/USD, which is a currency pair, with a daily time frame, or the frequency of the data used. The results are as follows: three different scenarios were tested with different parameters, such as the length, or the number of days considered, and the slip, or the difference between expected and actual prices. The start date for each scenario was January 1, 2024, and January 1, 2026, respectively. The results for each scenario include the return as a percentage, which is the profit or loss, the drawdown as a percentage, which is the largest decline from a peak, the number of trades, the win rate, which is the percentage of successful trades, the mean trade, which is the average profit or loss per trade, the average win, the average loss, the number of targets, which are the desired outcomes, and the number of reconciles and missing values, which are used to ensure data accuracy. The specific results are: for the first scenario, the return was -19.96%, the drawdown was 36.75%, the number of trades was 6, the win rate was 16.67%, the mean trade was -3.16%, the average win was 19.63%, and the average loss was -7.72%. For the second scenario, the return was 118.38%, the drawdown was 32.66%, the number of trades was 14, the win rate was 50%, the mean trade was 7.50%, the average win was 24.95%, and the average loss was -9.96%. For the third scenario, the return was -19.88%, the drawdown was 34.13%, the number of trades was 6, the win rate was 16.67%, the mean trade was -3.15%, the average win was 19.37%, and the average loss was -7.66%.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
XRP/USD C91202 static comparator cells 73-75 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with the XRP/USD currency pair, using a daily time frame and a trail rule with a 2R value that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit, with ideal intrabar stops that are not live for 15 minutes. Every cell was retained. The experiment had the following results: for the period starting on 2024-01-01, the return was 155.20 percent, the drawdown was 36.88 percent, there were 16 trades, the win rate was 50 percent, and the mean trade was 7.95 percent. For the period starting on 2026-01-01, the return was -19.77 percent, the drawdown was 36.58 percent, there were 6 trades, the win rate was 16.67 percent, and the mean trade was -3.13 percent. Another experiment with a slip value of 0.002 starting on 2024-01-01 had a return of 180.99 percent, a drawdown of 37.05 percent, 15 trades, a win rate of 53.33 percent, and a mean trade of 9.11 percent. The average win and average loss for each period were also calculated, with the first period having an average win of 26.54 percent and an average loss of -10.65 percent, the second period having an average win of 19.37 percent and an average loss of -7.63 percent, and the third period having an average win of 26.66 percent and an average loss of -10.95 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
LTC/USD C91202 static comparator cells 70-72 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted without a frozen trail rule that adds 2 times the risk. The results are reported as return, drawdown, win rate, and mean trade in percent. The historical data was reindexed to account for missing bars, and there was no exit on the entry bar. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The experiment results are as follows: for LTC with an hourly time frame, a limit of 30, a slip of 0.001, and a start date of 2026-01-01, the return was -1.8723314927011625 percent, the drawdown was 13.916910115991165 percent, there were 3 trades, the win rate was 33.33333333333333 percent, the mean trade was -0.10798565750750333 percent, the average win was 14.55382103390994 percent, and the average loss was -7.438889003216226 percent. For LTC with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2024-01-01, the return was -59.50927343671919 percent, the drawdown was 70.50164122741319 percent, there were 18 trades, the win rate was 22.22222222222222 percent, the mean trade was -3.9589984732150065 percent, the average win was 20.57301967343233 percent, and the average loss was -10.968146515114247 percent. For LTC with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2026-01-01, the return was -1.2898086323353986 percent, the drawdown was 12.675286832999433 percent, there were 3 trades, the win rate was 33.33333333333333 percent, the mean trade was 0.09030957667708339 percent, the average win was 14.826833958564546 percent, and the average loss was -7.277952614266647 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
LTC/USD C91202 static comparator cells 67-69 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The experiment tested three scenarios: one starting on 2024-01-01 with a 20-period length and 0.002 slip, one starting on 2026-01-01 with a 20-period length and 0.002 slip, and one starting on 2024-01-01 with a 30-period length and 0.001 slip. The results for each scenario are as follows: for the first scenario, the return was -52.43 percent, the drawdown was 66.24 percent, there were 19 trades, the win rate was 21.05 percent, and the mean trade was -2.80 percent. For the second scenario, the return was -18.65 percent, the drawdown was 20.35 percent, there were 6 trades, the win rate was 16.67 percent, and the mean trade was -3.12 percent. For the third scenario, the return was -64.21 percent, the drawdown was 71.88 percent, there were 19 trades, the win rate was 21.05 percent, and the mean trade was -4.37 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
LTC/USD C91202 static comparator cells 64-66 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results for three different scenarios are as follows: for LTC with an hourly time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was -15.88 percent, the drawdown was 18.19 percent, there were 6 trades, the win rate was 16.67 percent, the mean trade was -2.59 percent, the average win was 13.16 percent, and the average loss was -5.74 percent. For LTC with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was -57.91 percent, the drawdown was 67.94 percent, there were 20 trades, the win rate was 20 percent, the mean trade was -3.25 percent, the average win was 25.19 percent, and the average loss was -10.35 percent. For LTC with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was -18.38 percent, the drawdown was 20.17 percent, there were 6 trades, the win rate was 16.67 percent, the mean trade was -3.08 percent, the average win was 12.89 percent, and the average loss was -6.27 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
LTC/USD C91202 static comparator cells 61-63 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results for three different scenarios are as follows: for LTC with an hourly time frame, a lot size of 15, a slip of 0.001, and a start date of 2024-01-01, the return was -69.46472535524873 percent, the drawdown was 74.5115683024569 percent, there were 24 trades, the win rate was 16.666666666666664 percent, the mean trade was -3.9056047666889686 percent, the average win was 25.753676475170717 percent, and the average loss was -9.837461015060905 percent. For the same settings but with a start date of 2026-01-01, the return was -15.512003050748502 percent, the drawdown was 17.91781654165775 percent, there were 6 trades, the win rate was 16.666666666666664 percent, the mean trade was -2.5280944415925304 percent, the average win was 12.888217949454628 percent, and the average loss was -5.6113569198019615 percent. For LTC with an hourly time frame, a lot size of 15, a slip of 0.002, and a start date of 2024-01-01, the return was -65.75428003465917 percent, the drawdown was 73.46855006437627 percent, there were 23 trades, the win rate was 17.391304347826086 percent, the mean trade was -3.6009263264990037 percent, the average win was 25.878838985251257 percent, and the average loss was -9.807192707920112 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
LTC/USD C91202 static comparator cells 58-60 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was done with a 2R trail rule that is not frozen. The results are shown as return, drawdown, and win rate in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The results for LTC/USD are as follows: for a daily time frame with 30 units, a slip of 0.001, and a start date of 2026-01-01, the return was -12.5857 percent, the drawdown was 15.2733 percent, there were 2 trades, the win rate was 0 percent, and the mean trade was -6.5042 percent. For the same time frame and units, but with a slip of 0.002 and a start date of 2024-01-01, the return was -22.9169 percent, the drawdown was 46.7179 percent, there were 15 trades, the win rate was 40 percent, the mean trade was -0.2425 percent, the average win was 18.7218 percent, and the average loss was -12.8853 percent. For the same time frame, units, and slip, but with a start date of 2026-01-01, the return was -12.7496 percent, the drawdown was 15.3477 percent, there were 2 trades, the win rate was 0 percent, and the mean trade was -6.5919 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
LTC/USD C91202 static comparator cells 55-57 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The experiment included three scenarios: one starting on 2024-01-01 with a return of -19.153141235387217 percent and a drawdown of 46.71793702297163 percent, one starting on 2026-01-01 with a return of 0.11860763659721218 percent and a drawdown of 13.215285984363245 percent, and one starting on 2024-01-01 with a return of -21.073310906534314 percent and a drawdown of 46.43023098987995 percent. The details of each scenario are as follows: for the first scenario, the win rate was 40 percent, the mean trade was 0.25175524328781007 percent, the average win was 21.13711087726037 percent, and the average loss was -13.67181517936056 percent. For the second scenario, the win rate was 33.33333333333333 percent, the mean trade was 0.5549282475477924 percent, the average win was 15.279984671968938 percent, and the average loss was -6.8075999646627805 percent. For the third scenario, the win rate was 40 percent, the mean trade was -0.051544102907899646 percent, the average win was 19.62991358345715 percent, and the average loss was -13.172515893817932 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202
LTC/USD C91202 static comparator cells 52-54 = 3
Crypto majors2026-09-12 02:15
A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are shown for three different scenarios. The return, drawdown, win rate, and mean trade are reported as percentages. Historical current-universe bias was considered, missing bars were reindexed, and there was no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trading. Every cell was retained. The results are as follows: for LTC with a daily time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was -0.331 percent, the drawdown was 15.224 percent, the win rate was 33.333 percent, and the mean trade was 0.415 percent. For LTC with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was -28.990 percent, the drawdown was 46.430 percent, the win rate was 37.5 percent, and the mean trade was -0.531 percent. For LTC with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was 0.069 percent, the drawdown was 13.139 percent, the win rate was 33.333 percent, and the mean trade was 0.522 percent.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202