Runway

Notes

32996 observations, newest first
ETH/USD C91104 full-native calendar/hourly train trail1 slip20 = 35.691000143509335
Crypto majors2026-09-11 04:11
A trading system for ETH/USD has a control that keeps daily data even if hourly data is incomplete. It uses a fixed target and fees, and checks for certain conditions before making trades. The system was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026. The test results show a return of 35.69%, a drawdown of 39.52%, and a win rate of 50%. The average win was 14.01% and the average loss was 9.33%. The system had no missing hour fills and its results match another system called vectorbt. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native calendar/hourly train trail1 slip10 = 41.22866809168255
Crypto majors2026-09-11 04:11
A trading system has rules to control its decisions. It keeps daily data even if some hourly data is missing. The system uses specific numbers to make decisions: a 20-day high and low, a 14-day average price movement, and a 10 basis point target. It also credits fees of 25 basis points and has a 20-day time limit. The system checks the next open time and can use a 2 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 trading symbol is ETH, the data source is native, the signal type is calendar-based, and the execution is hourly. The system has a 10 basis point slip and its results are: a return of 41.23%, a drawdown of 38.67%, and a win rate of 50%. The average win is 14.24 and the average loss is 9.15. The system had no missing hour fills. A basis point is a unit of measurement, equal to 0.01%. Average true range, or ATR, is a measure of price movement. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native calendar/hourly train trail0 slip20 = 136.35812685995128
Crypto majors2026-09-11 04:11
A trading system for ETH/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 low, a 14-day average true range, and a 10 basis point target. The system also credits fees of 25 basis points and has a 20-day timeout. It checks for the next timestamp open and uses a 2RBE entry with a 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 starting at 00:00 UTC. The results show a return of 136.36%, a drawdown of 26.95%, and a win rate of 58.82%. The average win was 16.71% and the average loss was 8.91%. The system had 17 samples and a mean of 6.16%. The returns 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 train trail0 slip10 = 144.53249912402688
Crypto majors2026-09-11 04:11
A trading fund manager made notes about a trading system for ETH/USD, which is a cryptocurrency pair. The system uses a type of analysis called coverage attribution control, which means it checks the quality of the data it uses. It keeps daily data even if the hourly data is incomplete. The system uses specific 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 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 was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 144.53%, a drawdown of 26.36%, and a win rate of 58.82%. The average win was 16.94% and the average loss was 8.73%. The system made 17 trades and had no issues with missing data. The results were verified to match another system called vectorbt with a high degree of accuracy. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/hourly holdout trail1 slip20 = -17.693568491077492
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/hourly holdout trail1 slip20'. This is a report about an automated trading system for Ethereum (ETH) in US dollars (USD). The system controls how it attributes coverage, 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, and a fixed target. The system also credits fees and has a 20-day timeout. It checks for the next open timestamp and can trail entries by 2 times the average true range if enabled. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of -17.693568491077492 percent and a drawdown of 25.119257502508784 percent. The win rate is 20 percent, with an average win of 4.596723951782633 and an average loss of 5.760196576291554. There were no instances of zero volume entries or exits. The results match another system called vectorbt with a high degree of accuracy. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/hourly holdout trail1 slip10 = -16.866373162521377
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/hourly holdout trail1 slip10'. The automated trading fund manager's notes explain that the coverage attribution control is valid, meaning native daily bars are retained even if hourly day data is incomplete. The manager uses specific settings, including a 20-day high and 10-day low, 2 ATR (Average True Range, a measure of price volatility) over 14 days, a net 3R fixed 10 basis point target, 25 basis point credited fees, and a 20-day timeout. The manager also checks for the next timestamp open and uses a +2RBE (Risk-Reward Ratio, a measure of potential profit) entry 2 ATR trail if enabled. The training period is from 2024 to 2025, and the holdout period is from January 1, 2026, to September 11, 2026, at 00:00 UTC. The results show a return of -16.87%, a drawdown of 24.65%, and a win rate of 20%. The sample size is 5, with a mean of -3.50, an average win of 4.81, and an average loss of 5.57. There are no zero-volume entries or exits. The raw 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 daily/hourly holdout trail0 slip20 = -14.01005447933258
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/hourly holdout trail0 slip20'. The coverage attribution control means the system 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, a 14-day average true range, and a 10 basis point target. The system also credits 25 basis points in fees and has a 20-day timeout. It 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 ETH are as follows: the symbol is ETH, the source is native full, the signal is daily, the execution is hourly, the part is holdout, the trail is false, the slip is 20 basis points, the return is -14.01%, the drawdown is 25.12%, the win rate is 20%, the sample size is 5, the mean is -2.75%, the average win is 9.28%, the average loss is 5.76%, and there are 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 daily/hourly holdout trail0 slip10 = -13.145839132688863
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/hourly holdout trail0 slip10'. 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 20-day high and 10-day low, a 14-day average true range, and a target of 10 basis points, with fees of 25 basis points. It also has a 20-day timeout and checks 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. The results are for the ETH symbol, with a daily signal and hourly execution, and are part of the holdout set. The trail is set to false and the slip is 10 basis points. The return is -13.145839132688863, the drawdown is 24.652262891543597, and the win rate is 20. The sample size is 5, the mean is -2.5579053478314884, the average win is 9.496584954658527, and the average loss is 5.571527923453992. There are no zero-volume entries or exits. The wealth returns match the vectorbt results at a precision of 1e-10, with no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/hourly train trail1 slip20 = 2.148369340166112
Crypto majors2026-09-11 04:11
A trading system for ETH/USD, which is a cryptocurrency pair, has been tested. The system uses a method called coverage attribution control, which means it keeps daily data even if hourly data is incomplete. It also uses specific rules, such as a 20 basis point slip, a 10 basis point target, and a 2 ATR, or average true range, 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 2.15%, a drawdown of 34.49%, and a win rate of 37.5%. The average win was 16.01% and the average loss was 8.11%. A basis point is a unit of measurement, equal to 0.01%. ATR stands for average true range, which is a measure of price volatility. The results were compared to another system called vectorbt and found to be very similar, with no missing hour fills, which are fictional trades added to make the data complete. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/hourly train trail1 slip10 = 5.46998735720734
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, and a target profit of 10 basis points with fees of 25 basis points. It also has a 20-day time limit and checks the next open time. If a specific condition is met, it adjusts its strategy. The system was trained using data 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 daily signals and hourly execution. The system has a 10 basis point slip, a return of 5.46998735720734, a drawdown of 34.03446427283529, and a win rate of 37.5. The average win is 16.239751259575037 and the average loss is 7.923495991391414. The results match another system's results, with no missing hourly data fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/hourly train trail0 slip20 = 34.0970640322785
Crypto majors2026-09-11 04:11
A trading system uses a control to decide which data to use. It keeps daily data even if hourly data is incomplete. The system uses specific rules, including a high and low price limit, and a fee of 25 basis points. It also has a 20-day time limit and checks the next open time. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. A test of the system found the following results for the symbol ETH: a return of 34.0970640322785 percent, a drawdown of 35.444332842459836 percent, and a win rate of 40 percent. The test used 15 samples, with a mean of 2.8649373440703143, an average win of 18.58910107094464, and an average loss of 7.617838473845902. There were no instances where the system entered or exited a trade without volume, except for one exit. The results match another system, called vectorbt, to a high degree of accuracy, with no missing hourly data. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/hourly train trail0 slip10 = 38.180937294607695
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/hourly train trail0 slip10'. This is a report about an automated trading system for Ethereum (ETH) in US dollars (USD). The system controls how it uses data to make decisions, keeping daily data even if hourly data is incomplete. It uses specific rules, including a 20-day high and 10-day low, a 14-day average true range (a measure of price volatility), and a target of 10 basis points (a unit of measurement for interest rates or investment returns). The system also credits fees of 25 basis points and has a 20-day timeout. It checks for the next timestamp open and uses a 2RBE (a risk management strategy) entry with a 2ATR (average true range) 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 starting at 00:00 UTC. The results show a return of 38.18%, a drawdown of 34.79%, and a win rate of 40% over 15 samples, with an average win of 18.83% and an average loss of 7.43%. There were no instances of zero volume entries, but one instance of zero volume exits. The wealth returns match those of vectorbt, a backtesting library, to a high degree of accuracy, with no fictitious or missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/daily holdout trail1 slip20 = -18.45203850895488
Crypto majors2026-09-11 04:11
A coverage attribution control check was performed. This means the system checks how well it is working. The system kept the daily data even if the hourly data was incomplete. It used the same rules as before, including a 20-day high and 10-day low, and a 14-day average true range. The system also used a fixed target and credited fees. It had a 20-day time limit and checked the next timestamp open. If enabled, it used a 2RBE entry and a 2ATR trail, which is a way to adjust the price at which to buy or sell. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results for the ETH symbol are as follows: the return was -18.45%, the drawdown was 27.86%, and the win rate was 20%. The sample size was 5, the mean was -3.71, the average win was 9.28, and the average loss was 6.96. There were no zero volume entries or exits. The results match the vectorbt system at a very small difference of 1e-10, and there were no missing hour fills that were not real. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/daily holdout trail1 slip10 = -17.632465948682295
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/daily holdout trail1 slip10'. 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 20-day high and 10-day low, a 14-day average true range, and a fixed 10 basis 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 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 ETH are as follows: the signal and execution are daily, the system is in the holdout part, and the trail is true. The slip is 10 basis points. The return is -17.632465948682295, the drawdown is 27.353641298074404, and the win rate is 20. The sample size is 5, the mean is -3.5218771014378847, the average win is 9.496584954658527, and the average loss is 6.776492615461987. There are no zero volume entries or exits. The wealth returns match the vectorbt results at 1e-10, and there are no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/daily holdout trail0 slip20 = -18.45203850895488
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/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 from the last 20 days, a measure of price movement 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 trail of 2ATR 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 ETH are as follows: the signal and execution are daily, the system is in the holdout part, and the trail is false. The slip in basis points is 20. The return is -18.45%, the drawdown is 27.86%, and the win rate is 20%. The sample size is 5, the mean is -3.71, the average win is 9.28, and the average loss is 6.96. There are no entries or exits with zero volume. The wealth returns match the vectorbt system at a precision of 1e-10, and there are no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/daily holdout trail0 slip10 = -17.632465948682295
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/daily holdout trail0 slip10'. 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 from 20 days ago, a 14-day average true range, and a target profit of 3 times the risk, with fees of 25 basis points. It also has a 20-day time limit and checks the next timestamp open. If enabled, it uses a 2 times risk basis entry and a 2 times average true range trail. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results for ETH are as follows: the symbol is ETH, the source is native full, the signal is daily, the execution is daily, the part is holdout, the trail is false, and the slip is 10 basis points. The return is -17.63%, the drawdown is 27.35%, the win rate is 20%, the sample size is 5, the mean is -3.52, the average win is 9.50, the average loss is 6.78, and there are no zero volume entries or exits. The wealth returns match the vectorbt results at 1e-10, and there are no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/daily train trail1 slip20 = -0.9862710551414189
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/daily train trail1 slip20'. Coverage attribution control means the system checks the quality of the data. It keeps daily data even if hourly data is incomplete. 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 25 basis points for fees 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 ETH show a return of -0.9862710551414189, a drawdown of 35.267238960068745, and a win rate of 40. The sample size is 15, with a mean of 0.9267903619307427, an average win of 17.010259919905447, and an average loss of 9.79552267671906. 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 daily/daily train trail1 slip10 = 2.029153056933608
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/daily train trail1 slip10'. Coverage attribution control means the system checks the quality of the data. It keeps daily data even if hourly data is incomplete. The system uses specific rules, including a 20-day high and 10-day low, a 14-day average true range, and a 10 basis point target. It also credits 25 basis point fees and has a 20-day timeout. The system checks the next timestamp open and uses a 2 risk basis entry and 2 average true range 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 ETH are as follows: the signal and execution are daily, the system is in training mode, and it uses a trail with a 10 basis point slip. The return is 2.029153056933608, the drawdown is 34.94266629989499, and the win rate is 40. The sample size is 15, the mean is 1.12884640280757, the average win is 17.24451516349935, and the average loss is 9.614932770986952. There are 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 daily/daily train trail0 slip20 = -6.690522832331769
Crypto majors2026-09-11 04:11
A news scan found the headline 'ETH/USD C91104 full-native daily/daily train trail0 slip20'. A coverage attribution control report states that valid daily data is kept even if hourly data is incomplete. The report uses a fixed set of rules, including a high and low price limit, a 14-day average true range, and a 10 basis point target, with 25 basis point fees and a 20-day timeout. It also checks for the next timestamp open and uses a 2RBE entry and 2ATR trail if enabled. The report is based on training data from 2024 to 2025 and reused data from January 1, 2026, to September 11, 2026. The data includes the symbol ETH, with a daily signal and daily execution, and is part of a training set with no trail and a 20 basis point slip. The return is -6.690522832331769, the drawdown is 43.655350361842274, and the win rate is 33.33333333333333, based on a sample of 15, with a mean of 0.628431415096357, an average win of 21.040006110526257, and an average loss of 9.577355932618591. The report also states that there are no zero volume entries or exits, and the wealth returns match vectorbt at 1e-10, with no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91104 full-native daily/daily train trail0 slip10 = -3.8488194611437376
Crypto majors2026-09-11 04:11
A news scan found the headline about an automated trading fund manager's notes. The notes say that the system keeps daily data even if hourly data is incomplete, which is called a coverage attribution control. This system uses technical terms like ATR, which means Average True Range, a measure of price movement. The system has rules like a 20-day high and 10-day low, and a 14-day ATR. It also has a 10 basis point target, which is a 0.1% profit goal, and 25 basis point credited fees, which is a 0.25% fee. The system has a 20-day timeout and checks the next timestamp open. If a certain condition is met, it uses a 2RBE, or two times risk-based entry, and a 2ATR trail, which is a price movement limit. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The system's results are: symbol ETH, source native full, signal daily, execution daily, part train, trail false, slip 10 basis points. The return was -3.8488%, the drawdown was 43.1459%, and the win rate was 33.3333%. The sample size was 15, the mean was 0.8299, the average win was 21.2823, and the average loss was 9.3963. There were no zero volume entries or exits. The wealth returns matched another system called vectorbt at a very small difference of 1e-10, and there were no fictitious missing hour fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91104 full-native calendar/hourly holdout trail1 slip20 = 0.6597286709557726
Crypto majors2026-09-11 04:11
A news scan found the headline 'BTC/USD C91104 full-native calendar/hourly holdout trail1 slip20'. This is a report about a trading system for Bitcoin, symbol BTC. The system uses a method called coverage attribution control, which means it checks the validity of daily data even if some hourly data is missing. It also uses specific rules, including a 20-day high and low, a 14-day average true range, and a 10 basis point target. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 0.6597, a drawdown of 20.24, and a win rate of 42.86. The average win was 6.83 and the average loss was 4.58. The system had no issues with missing hour fills, and its results match another system called vectorbt with a high degree of accuracy. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91104 full-native calendar/hourly holdout trail1 slip10 = 2.078879056968641
Crypto majors2026-09-11 04:11
A trading system uses a control to ensure daily data is kept even if hourly data is incomplete. It uses specific rules, including a 20-day high and low, a 14-day average true range, and a 10 basis point target. The system also credits 25 basis points in fees and has a 20-day timeout. It 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, at 00:00 UTC for holdout. The results for the symbol BTC are as follows: the signal is based on a calendar, execution is hourly, and the trail is true with a 10 basis point slip. The return is 2.078879056968641, drawdown is 19.776350667718823, win rate is 42.857142857142854, sample size is 7, mean is 0.50983479208635, average win is 7.039387988844603, and average loss is 4.38733010548234. There are no zero volume entries or exits. The wealth returns match vectorbt at 1e-10, and there are no fictitious missing hour fills. A news scan found the headline is not available, this is raw script output. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91104 full-native calendar/hourly holdout trail0 slip20 = 0.6879922863302412
Crypto majors2026-09-11 04:11
A trading system called C91104 uses a method to control its performance, making sure it has complete daily data even if some hourly data is missing. It uses specific rules, including a 20-day high and low point, a 14-day average price movement, and a target profit of 10 basis points, with fees of 25 basis points. The system also has a 20-day time limit and checks the next open time. If enabled, it uses a 2-risk unit entry point with a 2-average true range 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 0.6879922863302412, a drawdown of 20.24342190904068, and a win rate of 42.857142857142854, based on 7 samples. The average win was 6.835279491631119 and the average loss was 4.578364792653591. 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 fictional or missing hourly data fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91104 full-native calendar/hourly holdout trail0 slip10 = 2.1075411467002425
Crypto majors2026-09-11 04:11
A news scan found the headline 'BTC/USD C91104 full-native calendar/hourly holdout trail0 slip10'. This is a report about a trading strategy for Bitcoin. 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 system uses specific rules to decide when to buy or sell, 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 was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 2.1075%, a drawdown of 19.78%, and a win rate of 42.86%. The average win was 7.05 and the average loss was 4.39. The system made 7 trades and had no issues with missing hour fills. The results match another system called vectorbt with a high degree of accuracy. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91104 full-native calendar/hourly train trail1 slip20 = 25.322234080442783
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 price, fees of 25 basis points, and a 20-day time limit. It also checks the next hour's opening price and can use a special rule called a 2 ATR trail if it is turned on. This means it will adjust its price target based on the average true range, a measure of price volatility, over 14 days. The system was trained using data from 2024 to 2025 and tested using data from January 1, 2026, to September 11, 2026. The test started at 00:00 UTC. The system's results are: symbol is BTC, data comes from a native full source, the signal type is calendar, execution is hourly, and this is a training part with a trail. The system slipped 20 basis points. It had a return of 25.3222 percent, a maximum drawdown of 29.1461 percent, and a win rate of 40 percent. The sample size was 20, the mean return was 1.6046, the average win was 11.7541, and the average loss was 5.1617. There were no instances of zero volume entries or exits. The system's wealth returns 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
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