Notes

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-35.02223061575789,"drawdown_pct":38.18682556315027,"n":29,"win_pct":44.827586206896555,"avg_win_pct":3.871188740491849,"avg_loss_pct":5.5545361857299556,"expectancy_pct":-1.3292112188029404,"ci_low_pct":-3.275055221570147,"ci_high_pct":0.6506026536094527,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-38.68373518871053,"drawdown_pct":41.61158723526353,"n":29,"win_pct":41.37931034482759,"avg_win_pct":3.9845078213850673,"avg_loss_pct":5.416377179192118,"expectancy_pct":-1.5263557996429387,"ci_low_pct":-3.3588898965327254,"ci_high_pct":0.4818460209684419,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":-17.012156281254462,"drawdown_pct":25.111383589866886,"n":9,"win_pct":33.33333333333333,"avg_win_pct":3.3023991488313973,"avg_loss_pct":4.592314709452937,"expectancy_pct":-1.960743423358159,"ci_low_pct":-4.561112319167923,"ci_high_pct":0.8577416072511131,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":-18.4925753294047,"drawdown_pct":26.373657454886345,"n":9,"win_pct":22.22222222222222,"avg_win_pct":4.737298494419072,"avg_loss_pct":4.1263189706649195,"expectancy_pct":-2.156626200646254,"ci_low_pct":-4.7093103285291225,"ci_high_pct":0.5711571753738236,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":3.945911681344341,"drawdown_pct":19.991472067451255,"n":15,"win_pct":53.333333333333336,"avg_win_pct":3.9539744378856434,"avg_loss_pct":3.6848145866074375,"expectancy_pct":0.3892062264555387,"ci_low_pct":-2.1774908431642066,"ci_high_pct":3.042521511306861,"quarter_kelly":0.02460854467888668,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":0.873842443383552,"drawdown_pct":20.310867308849755,"n":15,"win_pct":53.333333333333336,"avg_win_pct":3.7462740336387994,"avg_loss_pct":3.8772526636857227,"expectancy_pct":0.18862824155402255,"ci_low_pct":-2.3199759477475586,"ci_high_pct":2.905082075904758,"quarter_kelly":0.012587723152409483,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":-5.436428540394971,"drawdown_pct":15.133938507611989,"n":5,"win_pct":40,"avg_win_pct":1.5978268083625193,"avg_loss_pct":2.8585498084940557,"expectancy_pct":-1.0759991617514257,"ci_low_pct":-3.436142075170133,"ci_high_pct":1.18716019177952,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":-6.3773528119373,"drawdown_pct":15.810159242673084,"n":5,"win_pct":40,"avg_win_pct":1.3948339953142284,"avg_loss_pct":3.0526387654868117,"expectancy_pct":-1.2736496611663957,"ci_low_pct":-3.6290770007953825,"ci_high_pct":0.9849878920664394,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-12.112560104975998,"drawdown_pct":30.381365054055887,"n":21,"win_pct":61.904761904761905,"avg_win_pct":3.10511010057403,"avg_loss_pct":6.163353161047088,"expectancy_pct":-0.42573304671020584,"ci_low_pct":-3.2297356974445792,"ci_high_pct":1.9907619623941115,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-15.72739362719014,"drawdown_pct":30.866925206164264,"n":21,"win_pct":57.14285714285714,"avg_win_pct":3.1446670905222325,"avg_loss_pct":5.650482607586303,"expectancy_pct":-0.6246827800957112,"ci_low_pct":-3.2673979606808046,"ci_high_pct":1.8197174427232108,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":-1.8822394689015878,"drawdown_pct":4.750432770631474,"n":3,"win_pct":66.66666666666666,"avg_win_pct":1.123532078403247,"avg_loss_pct":4.049949378904045,"expectancy_pct":-0.6009617406991835,"ci_low_pct":-4.049949378904045,"ci_high_pct":1.3427956253327313,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":-2.469184073297214,"drawdown_pct":4.845729986468783,"n":3,"win_pct":66.66666666666666,"avg_win_pct":0.9214869078830635,"avg_loss_pct":4.241657915391158,"expectancy_pct":-0.7995613665416771,"ci_low_pct":-4.241657915391158,"ci_high_pct":1.1403123654794547,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":-16.544050854119504,"drawdown_pct":30.381365054055887,"n":16,"win_pct":56.25,"avg_win_pct":3.7876489337366017,"avg_loss_pct":6.897981015001381,"expectancy_pct":-0.8873141688362652,"ci_low_pct":-4.204230106026758,"ci_high_pct":2.3002539483775664,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":-19.17236674057665,"drawdown_pct":30.866925206164264,"n":16,"win_pct":50,"avg_win_pct":4.033769778625371,"avg_loss_pct":6.204453101678436,"expectancy_pct":-1.0853416615265326,"ci_low_pct":-4.488658192712223,"ci_high_pct":2.0328490471250515,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":-3.758260817716291,"drawdown_pct":3.7582608177162857,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":3.7582608177162897,"expectancy_pct":-3.7582608177162897,"ci_low_pct":-3.7582608177162897,"ci_high_pct":-3.7582608177162897,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":-3.9505521489681144,"drawdown_pct":3.950552148968134,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":3.9505521489681215,"expectancy_pct":-3.9505521489681215,"ci_low_pct":-3.9505521489681215,"ci_high_pct":-3.9505521489681215,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":5.107570622850417,"drawdown_pct":16.238390425052195,"n":9,"win_pct":55.55555555555556,"avg_win_pct":6.876557942142352,"avg_loss_pct":6.491679261189744,"expectancy_pct":0.9351191851058647,"ci_low_pct":-4.66921626624681,"ci_high_pct":6.413979201922299,"quarter_kelly":0.033996630035467074,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":3.232558058573886,"drawdown_pct":16.65623699101707,"n":9,"win_pct":44.44444444444444,"avg_win_pct":8.363710070080273,"avg_loss_pct":5.370757220495222,"expectancy_pct":0.733450464204998,"ci_low_pct":-5.2066043521377114,"ci_high_pct":6.167793817880543,"quarter_kelly":0.021923597842923498,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":2.789203249515552,"drawdown_pct":20.437024893656684,"n":31,"win_pct":54.83870967741935,"avg_win_pct":3.884413020849272,"avg_loss_pct":4.223374422638638,"expectancy_pct":0.22283159475795827,"ci_low_pct":-1.5952573938202566,"ci_high_pct":2.039249033302043,"quarter_kelly":0.014341394282863795,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-3.3901934078578084,"drawdown_pct":21.54314682331825,"n":31,"win_pct":54.83870967741935,"avg_win_pct":3.6768516005567844,"avg_loss_pct":4.414736455282259,"expectancy_pct":0.022586026952055062,"ci_low_pct":-1.7678098201197538,"ci_high_pct":1.882527401514868,"quarter_kelly":0.00153569068089629,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":-4.413875059432868,"drawdown_pct":10.449255338511298,"n":10,"win_pct":50,"avg_win_pct":3.275571002884699,"avg_loss_pct":3.986348512857654,"expectancy_pct":-0.3553887549864774,"ci_low_pct":-3.2011614784756124,"ci_high_pct":2.171267199917893,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":-6.306609176748864,"drawdown_pct":10.98495169067184,"n":10,"win_pct":50,"avg_win_pct":3.0692260510720115,"avg_loss_pct":4.17818412409743,"expectancy_pct":-0.5544790365127091,"ci_low_pct":-3.2694367069609114,"ci_high_pct":2.031885405064543,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":-1.7435144194954262,"drawdown_pct":19.12706101576279,"n":24,"win_pct":54.166666666666664,"avg_win_pct":3.894220138498304,"avg_loss_pct":4.498505817077918,"expectancy_pct":0.04755407552586881,"ci_low_pct":-1.930027251299397,"ci_high_pct":2.025985859386973,"quarter_kelly":0.0030528625651994323,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":-6.348428663616418,"drawdown_pct":20.091737692475277,"n":24,"win_pct":54.166666666666664,"avg_win_pct":3.686639123550481,"avg_loss_pct":4.68931813623386,"expectancy_pct":-0.15234128718400822,"ci_low_pct":-2.0893582285951737,"ci_high_pct":1.7944722847026244,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":4.145470490534578,"drawdown_pct":8.630411563198859,"n":7,"win_pct":57.14285714285714,"avg_win_pct":5.0495093039388035,"avg_loss_pct":5.039158355886133,"expectancy_pct":0.7257945925852591,"ci_low_pct":-3.3632468333242365,"ci_high_pct":4.372157469466516,"quarter_kelly":0.03593391698571151,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":2.697591139234092,"drawdown_pct":8.904200968236797,"n":7,"win_pct":57.14285714285714,"avg_win_pct":4.839620017200684,"avg_loss_pct":5.228890449379948,"expectancy_pct":0.5245441029518417,"ci_low_pct":-3.555768922307946,"ci_high_pct":4.090238942500194,"quarter_kelly":0.027096347496680454,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":25.593155937018906,"drawdown_pct":11.48356788108693,"n":12,"win_pct":66.66666666666666,"avg_win_pct":5.100080990863989,"avg_loss_pct":4.069345846480575,"expectancy_pct":2.0436053784158013,"ci_low_pct":-1.0268120654486617,"ci_high_pct":4.769127924649313,"quarter_kelly":0.10017514339853649,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":22.614800196718832,"drawdown_pct":11.836926803378066,"n":12,"win_pct":66.66666666666666,"avg_win_pct":4.890090661718649,"avg_loss_pct":4.261015628757693,"expectancy_pct":1.8397218982265355,"ci_low_pct":-1.0465871346540203,"ci_high_pct":4.5354332463820874,"quarter_kelly":0.09405356799560617,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":-3.065094423445572,"drawdown_pct":8.72795901016169,"n":3,"win_pct":33.33333333333333,"avg_win_pct":6.082211019883674,"avg_loss_pct":4.321775809632894,"expectancy_pct":-0.8537801997940381,"ci_low_pct":-8.396964271941354,"ci_high_pct":6.082211019883674,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":-3.6449631393415847,"drawdown_pct":9.00145611381219,"n":3,"win_pct":33.33333333333333,"avg_win_pct":5.8702583915077895,"avg_loss_pct":4.512941235961385,"expectancy_pct":-1.0518746934716603,"ci_low_pct":-8.57998745747933,"ci_high_pct":5.8702583915077895,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-41.8796792795736,"drawdown_pct":45.756248887590345,"n":52,"win_pct":55.769230769230774,"avg_win_pct":0.6421514982617963,"avg_loss_pct":3.064947548415743,"expectancy_pct":-0.9975269262301929,"ci_low_pct":-1.8161280420556314,"ci_high_pct":-0.3043261800727003,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-47.62050257395007,"drawdown_pct":49.32221113038492,"n":52,"win_pct":48.07692307692308,"avg_win_pct":0.5287369985062954,"avg_loss_pct":2.791696446735144,"expectancy_pct":-1.1953342134459903,"ci_low_pct":-2.0302935972839036,"ci_high_pct":-0.5048322499429638,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":-4.1472887150369075,"drawdown_pct":8.768332891995046,"n":15,"win_pct":66.66666666666666,"avg_win_pct":0.6070905543944914,"avg_loss_pct":2.027213097977593,"expectancy_pct":-0.2710106630628699,"ci_low_pct":-1.045714870292452,"ci_high_pct":0.41223586518740646,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-6.980167478141866,"drawdown_pct":9.67610412557045,"n":15,"win_pct":60,"avg_win_pct":0.46165875425866937,"avg_loss_pct":1.8681619621671492,"expectancy_pct":-0.470269532311658,"ci_low_pct":-1.2530528291735432,"ci_high_pct":0.2227309612273153,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-28.280913313647797,"drawdown_pct":32.7575191286303,"n":22,"win_pct":45.45454545454545,"avg_win_pct":1.8394475154194228,"avg_loss_pct":4.134161508413165,"expectancy_pct":-1.4188846793983523,"ci_low_pct":-3.1817218825215003,"ci_high_pct":0.10249558481544344,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-31.368139440599563,"drawdown_pct":34.937173188889346,"n":22,"win_pct":45.45454545454545,"avg_win_pct":1.6359719433539706,"avg_loss_pct":4.325701788771207,"expectancy_pct":-1.6158500923506718,"ci_low_pct":-3.28513979998631,"ci_high_pct":-0.07081032302430262,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":0.6270298370110368,"drawdown_pct":3.6590873048930606,"n":4,"win_pct":50,"avg_win_pct":1.889439687398009,"avg_loss_pct":1.5465683221991386,"expectancy_pct":0.17143568259943512,"ci_low_pct":-1.5465683221991386,"ci_high_pct":1.889439687398009,"quarter_kelly":0.02268340235240894,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":-0.1747757715770888,"drawdown_pct":4.005795339441387,"n":4,"win_pct":50,"avg_win_pct":1.6858642307982137,"avg_loss_pct":1.7432786227868928,"expectancy_pct":-0.028707195994339588,"ci_low_pct":-1.7432786227868928,"ci_high_pct":1.6858642307982137,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":-15.418538466163112,"drawdown_pct":19.66584890507994,"n":9,"win_pct":55.55555555555556,"avg_win_pct":1.8006377439480434,"avg_loss_pct":6.155858185683789,"expectancy_pct":-1.7355826692216598,"ci_low_pct":-4.88576228592927,"ci_high_pct":1.040289238918411,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":-16.927386041471195,"drawdown_pct":20.146411203675363,"n":9,"win_pct":55.55555555555556,"avg_win_pct":1.5972397139416123,"avg_loss_pct":6.343359109014796,"expectancy_pct":-1.931915318483458,"ci_low_pct":-5.008925966137752,"ci_high_pct":0.8699698423375557,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":0.6228769019530205,"drawdown_pct":0.9982485106914352,"n":1,"win_pct":100,"avg_win_pct":0.6228769019530163,"avg_loss_pct":0,"expectancy_pct":0.6228769019530163,"ci_low_pct":0.6228769019530163,"ci_high_pct":0.6228769019530163,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":0.4218320422251764,"drawdown_pct":0.9982485106914352,"n":1,"win_pct":100,"avg_win_pct":0.421832042225181,"avg_loss_pct":0,"expectancy_pct":0.421832042225181,"ci_low_pct":0.421832042225181,"ci_high_pct":0.421832042225181,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-17.968321855988336,"drawdown_pct":35.778444684840075,"n":76,"win_pct":61.8421052631579,"avg_win_pct":1.538040616330096,"avg_loss_pct":3.063789070393751,"expectancy_pct":-0.21792071149874062,"ci_low_pct":-0.8899398163078007,"ci_high_pct":0.4275168944948264,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-29.535761427895153,"drawdown_pct":42.58309422933488,"n":76,"win_pct":60.526315789473685,"avg_win_pct":1.364247369770093,"avg_loss_pct":3.1489696254434403,"expectancy_pct":-0.4172856546563017,"ci_low_pct":-1.0683631311014554,"ci_high_pct":0.21556077126094045,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":0.4879483925091534,"drawdown_pct":13.999277333267324,"n":36,"win_pct":66.66666666666666,"avg_win_pct":1.203981926925507,"avg_loss_pct":2.297715177734921,"expectancy_pct":0.03674955870536421,"ci_low_pct":-0.669518824595327,"ci_high_pct":0.7298906853070593,"quarter_kelly":0.007630836867960261,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-6.492866657655483,"drawdown_pct":16.11800707879022,"n":36,"win_pct":63.888888888888886,"avg_win_pct":1.0454409730023184,"avg_loss_pct":2.3013549365054162,"expectancy_pct":-0.16312421654214138,"ci_low_pct":-0.881339425360447,"ci_high_pct":0.5279522037476895,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-10.364900637029734,"drawdown_pct":21.96460936546565,"n":32,"win_pct":53.125,"avg_win_pct":1.7598207632966485,"avg_loss_pct":2.6204198333110424,"expectancy_pct":-0.29341701636320655,"ci_low_pct":-1.4205191011440312,"ci_high_pct":0.6677698011348449,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-15.921834493528223,"drawdown_pct":25.7704442967967,"n":32,"win_pct":53.125,"avg_win_pct":1.5565042857602225,"avg_loss_pct":2.8149845748264686,"expectancy_pct":-0.49263111763978884,"ci_low_pct":-1.5875357222492996,"ci_high_pct":0.4734836188465695,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars