Runway

Notes

32996 observations, newest first
SOL/USD C91104 full-native calendar/hourly holdout trail0 slip10 = -13.441263515919232
Crypto majors2026-09-11 04:12
A news scan found the headline 'SOL/USD C91104 full-native calendar/hourly holdout trail0 slip10'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data it uses. It keeps daily data even if some hourly data is missing. The strategy uses specific rules, including a 20-day high and low, a 14-day average true range, which is a measure of price volatility, and a fixed target of 10 basis points, which is a unit of measurement for interest rates and investment returns. It also credits fees of 25 basis points and has a 20-day timeout. The system checks the next timestamp open and uses a 2RBE, or two times risk-based entry, and a 2ATR, or two times average true range, trail if enabled. The strategy was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of -13.44%, a drawdown of 35.03%, and a win rate of 28.57%. The average win was 11.75% and the average loss was 6.89%. The results match another system called vectorbt at a very small margin of error, and there were no missing hour fills, which refers to gaps in the data. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native calendar/hourly train trail1 slip20 = 19.095789114810245
Crypto majors2026-09-11 04:11
A trading system called C91104 uses a special method to control its decisions, keeping daily data even if hourly data is incomplete. It uses specific rules, including a 20 basis point slip, to make trades. The system was trained on data from 2024 to 2025 and tested on data from January 1, 2026, to September 11, 2026. The results show a return of 19.095789114810245 percent and a drawdown of 31.93026465423815 percent. The system had a win rate of 41.66666666666667 percent and an average win of 13.555524409177577 percent. A basis point is a unit of measurement, equal to one hundredth of a percent. The system's results match another system called vectorbt, with no missing hourly data. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native calendar/hourly train trail1 slip10 = 21.988670523227118
Crypto majors2026-09-11 04:11
A trading system called C91104 uses a full-native calendar and hourly training data. It keeps daily data even if some hourly data is missing. The system uses specific rules, including a 20-day high and low, a 14-day average true range, and a 10 basis point target. It also credits fees of 25 basis points and has a 20-day timeout. The system checks for the next timestamp open and uses a 2RBE entry and 2ATR trail if enabled. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, with a holdout period. The results show a return of 21.99%, a drawdown of 31.38%, and a win rate of 41.67%. The system made 12 trades with an average return of 2.22%. The average win was 13.78% and the average loss was 6.04%. There were 4 entries and 3 exits with zero volume. The results match another system called vectorbt with a small margin of error of 1e-10, and there are no missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native calendar/hourly train trail0 slip20 = -2.561500215154977
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native calendar/hourly train trail0 slip20'. This is a report about a trading system for the cryptocurrency SOL, which is traded against the US dollar. Coverage attribution control means the system checks the quality of the data it uses. The system keeps daily data even if some hourly data is missing. It uses a fixed set of rules, including a 20-day high and low, a 14-day average true range, which is a measure of how much prices move, and a target profit of 10 basis points, which is 0.1 percent. The system also credits fees of 25 basis points and has a 20-day timeout. It checks the next timestamp open and uses a 2RBE, or two times risk-based entry, and a 2ATR, or two times average true range, trail if enabled. The system was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results are as follows: the symbol is SOL, the source is native full, the signal is calendar, the execution is hourly, the part is train, the trail is false, the slip is 20 basis points, the return is -2.561500215154977 percent, the drawdown is 36.44372139916362 percent, the win rate is 33.33333333333333 percent, the sample size is 12, the mean is 0.7978837086137355, the average win is 19.17959594919288, the average loss is 8.392972411675837, there are 4 zero volume entries, and 3 zero volume exits. The wealth returns match vectorbt at 1e-10, which means they are very similar, and there are no fictitious missing hour fills, which means the system does not make up data for missing hours. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native calendar/hourly train trail0 slip10 = -0.19468249148323347
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native calendar/hourly train trail0 slip10'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data it uses. The system retains daily data even if the hourly data for a day is incomplete. It uses specific rules to decide when to buy or sell, including a high and low price threshold, a measure of price volatility called 2ATR14, and a fixed target profit of 10 basis points. It also credits fees of 25 basis points and has a 20-day timeout. The system checks the next timestamp open and can use a trailing stop loss if enabled. The system was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, with a holdout period starting at 00 UTC. The results show a return of -0.1947, a drawdown of 35.55, and a win rate of 33.33. The average win was 19.42 and the average loss was 8.21. There were 4 entries and 3 exits with zero volume. The wealth returns match the vectorbt system at a precision of 1e-10, with no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/hourly holdout trail1 slip20 = -28.09506955990557
Crypto majors2026-09-11 04:11
A trading system called C91104 uses a method called coverage attribution control, which means it keeps daily data even if hourly data is incomplete. It uses specific rules, including a 20 basis point slip and a 10 basis point target, with fees of 25 basis points. The system also has a 20-day timeout and checks for the next timestamp open. If enabled, it uses a 2RBE entry and a 2ATR trail. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, at 00:00 UTC for a holdout period. The results for the symbol SOL are as follows: the return was -28.09506955990557 percent, the drawdown was 33.19674129390442 percent, and the win rate was 14.285714285714285 percent, based on a sample of 7 trades, with a mean of -4.410229752400173. The average win was 7.862940130118989 and the average loss was 6.455758066153367. There were no zero-volume entries or exits. A news scan found the headline is not available, but the raw wealth returns match vectorbt at 1e-10, with no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/hourly holdout trail1 slip10 = -27.08131846860409
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/hourly holdout trail1 slip10'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data it uses. It keeps daily data even if hourly data is incomplete. The strategy uses specific rules, including a high and low price limit, a measure of price volatility called 2ATR14, and a fixed target for profits. It also credits fees of 25 basis points and has a 20-day timeout. The system checks for the next timestamp open and uses a trailing stop loss if enabled. The strategy was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of -27.08131846860409 percent, a drawdown of 32.39027116453072 percent, and a win rate of 14.285714285714285 percent. The average win was 8.078882384518149 percent and the average loss was 6.268481931598837 percent. The results match another system called vectorbt, with no fictional or missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/hourly holdout trail0 slip20 = -19.073088615771074
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/hourly holdout trail0 slip20'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data. It keeps daily data even if hourly data is incomplete. The strategy uses specific rules, including a high and low price limit, a measure of price volatility called 2ATR14, and a fixed target for profits. It also credits fees of 25 basis points and has a 20-day time limit. The system checks for the next open timestamp and uses a trail of 2ATR if enabled. The strategy was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of -19.073088615771074, a drawdown of 31.45700301478701, and a win rate of 14.285714285714285. The average win was 21.396607216314088 and the average loss was 6.455758066153367. The results match another system called vectorbt with a high degree of accuracy. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/hourly holdout trail0 slip10 = -17.932141197710894
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/hourly holdout trail0 slip10'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data it uses. The system retains daily data even if hourly data is incomplete. It uses specific rules to decide when to buy or sell, including a 20-day high and low, a 14-day average true range, which is a measure of how much prices move, and a fixed target of 10 basis points, which is a unit of measurement for interest rates and investment returns. The system also credits fees of 25 basis points and has a 20-day timeout. Additionally, it checks the next timestamp open and uses a 2RBE, or two times risk-based entry, and a 2ATR, or two times average true range, trail if enabled. The system was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of -17.93%, a drawdown of 30.77%, and a win rate of 14.29%. The average win was 21.64% and the average loss was 6.27%. The results match another system called vectorbt with a high degree of accuracy, and there are no missing hour fills, which refers to trades that are not actually executed. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/hourly train trail1 slip20 = 33.72541027639792
Crypto majors2026-09-11 04:11
A trading system for SOL/USD has a control that keeps daily data even if hourly data is incomplete. It uses a fixed target and checks for certain conditions. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 33.72541027639792 percent, a drawdown of 26.285362300914105 percent, and a win rate of 44.44444444444444 percent. The system had an average win of 21.602333212054063 percent and an average loss of 9.073187976290205 percent. A news scan found the headline is not available, but the system's raw wealth returns match another system's returns at a very small difference of 1e-10. There were no missing hour fills that were not real. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/hourly train trail1 slip10 = 36.154267464458044
Crypto majors2026-09-11 04:11
A trading system has rules to control its decisions. It keeps daily data even if hourly data is incomplete. The system uses specific numbers to make decisions: a high and low price that does not change for 20 days, a 14-day average price movement, a fixed target of 3 times the recent price movement, fees of 25 basis points, and a 20-day time limit. It also checks the next day's opening price and can use a trailing stop loss. The system was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. A news scan found the headline is not available, but a data line shows the following results for the symbol SOL: it uses native full data, daily signals, and hourly execution, and it is currently training with a 10 basis point slip. The results are a return of 36.15%, a drawdown of 25.99%, and a win rate of 44.44%. The system had 9 samples with a mean of 4.77, an average win of 21.85, and an average loss of 8.89. There were 2 entries and 2 exits with zero volume. The wealth returns match another system called vectorbt with a small difference of 1e-10, and there are no missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/hourly train trail0 slip20 = 25.568008276795574
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/hourly train trail0 slip20'. This is a report about a trading system for the cryptocurrency SOL, which is traded against the US dollar. Coverage attribution control means the system checks the quality of the data it uses. The system keeps daily data even if the hourly data for that day is incomplete. It uses a set of rules to decide when to buy or sell, including a high and low price that does not change, a measure of price volatility called 2ATR14, and a target profit of 10 basis points, which is 0.1 percent. The system also credits fees of 25 basis points, or 0.25 percent, and stops trading after 20 days. The system was trained using data from 2024 to 2025 and from January 1, 2026, to September 11, 2026. The results of the system are: symbol SOL, source native_full, signal daily, execution hourly, part train, trail false, slip_bp 20, return 25.568008276795574, drawdown 30.782038973833625, win rate 44.44444444444444, sample 9, mean 3.786572099285184, avg_win 19.86127219375442, avg_loss 9.073187976290205, zero_volume_entries 2, zero_volume_exits 2. The results match another system called vectorbt, with no fictional or missing hourly data. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/hourly train trail0 slip10 = 27.848702416100224
Crypto majors2026-09-11 04:11
A trading system for SOL/USD has a control that keeps daily data even if hourly data is incomplete. It uses a fixed set of rules, including a 20-day high and 10-day low, and a 14-day average true range, or ATR, which is a measure of price volatility. The system aims to make a 10 basis point, or 0.1%, profit, and charges a 25 basis point fee. It also has a 20-day timeout and checks the next timestamp open. If enabled, it uses a 2 ATR trail, which is a way to adjust the stop-loss price. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a 27.85% return, a 30.50% drawdown, and a 44.44% win rate, based on 9 samples. The average win was 20.10% and the average loss was 8.89%. There were 2 instances where the system entered or exited a trade with zero volume. The results match another system, called vectorbt, to a high degree of accuracy, with no fictional or missing hourly data fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/daily holdout trail1 slip20 = -9.311181002529544
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/daily holdout trail1 slip20'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data it uses. It keeps daily data even if some hourly data is missing. The strategy uses specific rules, including a high and low price threshold, a measure of price volatility called 2ATR14, and a fixed target profit of 10 basis points. It also credits fees of 25 basis points and has a 20-day time limit. Additionally, it checks the next timestamp open and uses a 2RBE entry and 2ATR trail if enabled. The strategy was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of -9.311181002529544, a drawdown of 32.40499103083096, and a win rate of 16.666666666666664. The average win was 26.811745604764138 and the average loss was 6.366803883101535. The results match another system called vectorbt with a high degree of accuracy, and there were no missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/daily holdout trail1 slip10 = -8.216356812719727
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/daily holdout trail1 slip10'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data it uses. It keeps daily data even if the hourly data for that day is incomplete. The strategy uses specific rules, including a high and low price limit, a volatility measure called 2ATR14, and a fixed profit target of 10 basis points. It also credits fees of 25 basis points and has a 20-day timeout. Additionally, it checks the next timestamp open and uses a 2RBE entry and 2ATR trail if enabled. The strategy was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, with a holdout period. The results show a return of -8.216356812719727, a drawdown of 31.793786379107793, and a win rate of 16.666666666666664. The average win was 27.06562348160628 and the average loss was 6.179349661737919. The wealth returns match another system called vectorbt at a precision of 1e-10, and there are no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/daily holdout trail0 slip20 = -9.311181002529544
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/daily holdout trail0 slip20'. Coverage attribution control means the system checks the quality of the data. It keeps the daily data even if the hourly data is incomplete. The system uses specific rules, including a high and low price limit, a measure of price volatility called 2ATR14, and a fixed target of 10 basis points. It also credits fees of 25 basis points and has a 20-day timeout. The system checks the next timestamp open and uses a 2RBE entry and 2ATR trail if enabled. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results for the symbol SOL are as follows: the signal and execution are daily, the system is in holdout mode, and the trail is false. The slip in basis points is 20. The return is -9.311181002529544, the drawdown is 32.40499103083096, and the win rate is 16.666666666666664. The sample size is 6, the mean is -0.837045635123923, the average win is 26.811745604764138, and the average loss is 6.366803883101535. There are no zero volume entries or exits. The wealth returns match the vectorbt results at a precision of 1e-10, and there are no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/daily holdout trail0 slip10 = -8.216356812719727
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/daily holdout trail0 slip10'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data it uses. It keeps daily data even if the hourly data for that day is incomplete. The strategy uses specific rules, including a high and low price threshold, a measure of price volatility called 2ATR14, and a fixed target for profits and losses. It also credits fees of 25 basis points and has a 20-day timeout. The system checks the next timestamp open and uses a trail of 2ATR if enabled. The strategy was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of -8.216356812719727, a drawdown of 31.793786379107793, and a win rate of 16.666666666666664. The average win was 27.06562348160628 and the average loss was 6.179349661737919. The results match another system called vectorbt, with no missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/daily train trail1 slip20 = 26.927946807370184
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/daily train trail1 slip20'. This is a report about a trading system for the cryptocurrency SOL/USD. The system controls how it uses data, keeping daily data even if hourly data is incomplete. It uses specific rules, including a high and low price freeze, a 14-day average true range, a fixed return target, and fees. The system also has a 20-day time limit and checks the next open timestamp. If enabled, it uses a 2RBE entry and a 2ATR trail. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 26.93%, a drawdown of 27.31%, and a win rate of 44.44%. The average win was 21.54% and the average loss was 9.96%. The results match another system, vectorbt, with a high degree of accuracy, and there are no missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/daily train trail1 slip10 = 29.233341536252123
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/daily train trail1 slip10'. This refers to a trading strategy for the SOL/USD currency pair. The strategy has a coverage attribution control, which means it keeps daily data even if hourly data is incomplete. It uses specific rules, including a high and low price freeze, a 14-day average true range, and a fixed 10 basis point target. The strategy also credits fees of 25 basis points and has a 20-day timeout. Additionally, it checks for the next timestamp open and uses a 2RBE entry with a 2ATR trail if enabled. The strategy was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, with a holdout period at 00 UTC. The results show a return of 29.23%, a drawdown of 27.02%, and a win rate of 44.44%. The average win was 21.79% and the average loss was 9.78%. There were no zero-volume entries or exits. The raw wealth returns match the vectorbt returns at 1e-10, with no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/daily train trail0 slip20 = 18.974523251487273
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/daily train trail0 slip20'. This is a report about a trading system for the cryptocurrency SOL/USD. The system controls how it attributes coverage, which means it decides how to use the available data. It keeps the daily data even if the hourly data is incomplete. The system uses specific rules, including a high and low price limit, a volatility measure called 2ATR14, and a fixed target for profits and losses. It also charges fees of 25 basis points, which is a way to measure a small percentage, and has a 20-day time limit. Additionally, it checks the next timestamp open and uses a trail system if enabled. The system was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 18.9745%, a drawdown of 31.8616%, and a win rate of 44.4444%. The system made an average profit of 19.7532% and an average loss of 9.9647%. The results match another system called vectorbt, and there are no missing or fictional hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91104 full-native daily/daily train trail0 slip10 = 21.135459795993782
Crypto majors2026-09-11 04:11
A news scan found the headline 'SOL/USD C91104 full-native daily/daily train trail0 slip10'. This is a report about a trading system for the cryptocurrency SOL/USD. The system controls how it uses data, keeping daily data even if hourly data is incomplete. It uses specific rules, including a high and low price limit, a volatility measure called 2ATR14, and a fixed target for profits and losses. The system also has a 20-day time limit and checks the next open time. If enabled, it uses a trailing stop loss. The system was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 21.14%, a drawdown of 31.59%, and a win rate of 44.44%. The average win was 19.99% and the average loss was 9.78%. The results match another system called vectorbt, with no missing or fake data. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native calendar/hourly holdout trail1 slip20 = 5.83210523239055
Crypto majors2026-09-11 04:11
A news scan found the headline about an automated trading fund manager's notes for ETH/USD. The notes are about a trading strategy. Coverage attribution control means the system checks the quality of the data it uses. It keeps daily data even if some hourly data is missing. The strategy uses specific rules, including a 20-point high and 10-point low, a 14-day average true range, and a 10-point target. It also credits fees of 25 basis points and has a 20-day timeout. The system checks the next timestamp open and uses a 2-times risk entry and 2-times average true range trail if enabled. The strategy was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results are for the ETH symbol, using native full data, with a calendar signal and hourly execution, and are part of a holdout trail with a 20-basis-point slip. The return was 5.83210523239055, the drawdown was 19.99037636096377, and the win rate was 42.857142857142854, based on a sample of 7. The mean was 1.004172697799864, the average win was 6.542782406826649, and the average loss was 3.149784583970225. There were no zero-volume entries or exits. The wealth returns match vectorbt at 1e-10, and there are no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native calendar/hourly holdout trail1 slip10 = 7.324178328316044
Crypto majors2026-09-11 04:11
A trading strategy for ETH/USD, which is a cryptocurrency pair, used a control system to ensure that daily data was accurate even if hourly data was incomplete. The strategy used specific rules, including a 20-day high and 10-day low, a 14-day average true range, a fixed 10 basis point target, and a 25 basis point fee. It also had a 20-day timeout and checked for the next timestamp open. If enabled, it used a 2RBE entry and a 2ATR trail. The strategy was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, with a holdout period. The results showed a return of 7.324178328316044, a drawdown of 19.830196613578764, and a win rate of 42.857142857142854. The average win was 6.756081697529592 and the average loss was 2.9558898706354. There were no instances of zero volume entries or exits. The results matched another system, vectorbt, to a high degree of accuracy, with no fictional or missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native calendar/hourly holdout trail0 slip20 = 10.971475880480085
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native calendar/hourly holdout trail0 slip20'. Coverage attribution control means the system checks the quality of the data. It keeps the daily data even if the hourly data is incomplete. The system uses certain rules: it looks at the highest and lowest prices over 20 days, and it uses a measure called ATR, or average true range, over 14 days. It also has a fixed target for profit and credits fees of 25 basis points. The system times out after 20 days and checks the next open time. If a certain condition is met, it uses a 2 ATR trail. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results for the symbol ETH are as follows: the system made a return of 10.971475880480085 percent, had a drawdown of 19.99037636096377 percent, and won 33.33333333333333 percent of the time. The sample size was 6, the mean was 2.019162406864133, the average win was 12.35705638853285, and the average loss was 3.149784583970225. There were no instances of zero volume entries or exits. The results match another system called vectorbt with a high degree of accuracy, and there are no missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native calendar/hourly holdout trail0 slip10 = 12.311158737924988
Crypto majors2026-09-11 04:11
A news scan found the headline about an automated trading fund manager's notes for ETH/USD. The notes are about a trading strategy with specific rules. The strategy checks for valid daily data even if hourly data is incomplete. It uses a fixed target and fees, and it has a 20-day timeout. The strategy also checks for the next timestamp open and uses a trail if enabled. The strategy was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 12.311158737924988, a drawdown of 19.830196613578764, and a win rate of 33.33333333333333. The average win is 12.58199589069109 and the average loss is 2.9558898706354. The results match another system called vectorbt with a small difference of 1e-10. There are no missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
NewerPage 342 of 1320Older