Runway

Notes

32996 observations, newest first
BTC/USD Hourly fixed-rule block-bootstrap expectancy uncertainty = -0.7644496363475459
Crypto majors2026-09-08 06:22
ComputedSep8 06:20UTC,fixedtrend/compression.75basecostclosedholdouttrades. {"symbol":"BTC/USD","N":29,"mean_pct":-0.7644496363475459,"block3_mean95_pct":[-1.7954535562678218,0.18981890796093154],"fraction_bootstrap_positive":0.0618}. 10000circularmovingblockresamplesof3consecutivetrades,seed2026090819(afterdaily10000draws). Preserveslocaltradedependencebutnotallregimes; confidenceintervalconditionalobservedsample, notposteriorprobabilityofstrategyprofit. Boundarymarks excluded. Allintervalscrosszero;SOLmissing-exitinvalid,notresampled. https://runway.adityaperswal.workers.dev/data/crypto-bars
LINK/USD Hourly compression experiment LINK/USD|true|1|2 = -56.83041749039517
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":1,"stress":2,"period":"train","return":-58.9138076,"drawdown":65.6522169,"win_rate":42.1052632,"N":57,"mean_trade_pct":-1.35354134,"avg_win_pct":5.00586962,"avg_loss_pct":5.97856749,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":178.794904,"exposure_pct":32.6084475,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":1,"stress":2,"period":"holdout","return":-56.8304175,"drawdown":59.9761793,"win_rate":38.6363636,"N":44,"mean_trade_pct":-1.80380305,"avg_win_pct":3.05830694,"avg_loss_pct":4.86513157,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":138.965121,"exposure_pct":31.75,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|true|1|1 = -46.44815069760799
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":1,"stress":1,"period":"train","return":-49.4216941,"drawdown":58.0333772,"win_rate":45.6140351,"N":57,"mean_trade_pct":-0.991498884,"avg_win_pct":4.99255455,"avg_loss_pct":6.01038241,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":192.945278,"exposure_pct":32.1289954,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":1,"stress":1,"period":"holdout","return":-46.4481507,"drawdown":53.9822241,"win_rate":39.5348837,"N":43,"mean_trade_pct":-1.36011104,"avg_win_pct":3.18334294,"avg_loss_pct":4.33083096,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":145.503499,"exposure_pct":32.2916667,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|true|0.75|2 = -48.107042878971626
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":0.75,"stress":2,"period":"train","return":-54.7381393,"drawdown":59.167526,"win_rate":42.5531915,"N":47,"mean_trade_pct":-1.47899135,"avg_win_pct":4.91845344,"avg_loss_pct":6.21783934,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":151.435744,"exposure_pct":25.5308219,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":0.75,"stress":2,"period":"holdout","return":-48.1070429,"drawdown":54.4729285,"win_rate":35.2941176,"N":34,"mean_trade_pct":-1.83289312,"avg_win_pct":2.96876516,"avg_loss_pct":4.45197946,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":115.310229,"exposure_pct":27.25,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|true|0.75|1 = -31.379857738337158
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":0.75,"stress":1,"period":"train","return":-48.9787084,"drawdown":54.1790008,"win_rate":44.6808511,"N":47,"mean_trade_pct":-1.23040975,"avg_win_pct":4.83018449,"avg_loss_pct":6.12550511,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":157.678715,"exposure_pct":25.0513699,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":0.75,"stress":1,"period":"holdout","return":-31.3798577,"drawdown":42.6242532,"win_rate":41.9354839,"N":31,"mean_trade_pct":-1.13196899,"avg_win_pct":2.99891086,"avg_loss_pct":4.11538221,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":112.941272,"exposure_pct":26.6083333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|true||2 = -62.29022103892494
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":null,"stress":2,"period":"train","return":-77.9073889,"drawdown":81.4687841,"win_rate":42.8571429,"N":70,"mean_trade_pct":-1.9528397,"avg_win_pct":4.11595838,"avg_loss_pct":6.50443826,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":167.334543,"exposure_pct":39.8858447,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":null,"stress":2,"period":"holdout","return":-62.290221,"drawdown":66.7235922,"win_rate":37.7358491,"N":53,"mean_trade_pct":-1.66955452,"avg_win_pct":3.05657208,"avg_loss_pct":4.53387367,"quarter_kelly":0,"boundary_exits":1,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":160.329181,"exposure_pct":38.4,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|true||1 = -47.301667535732186
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":null,"stress":1,"period":"train","return":-72.0238236,"drawdown":76.7093209,"win_rate":45.7142857,"N":70,"mean_trade_pct":-1.61874958,"avg_win_pct":4.21306426,"avg_loss_pct":6.52975071,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":180.926,"exposure_pct":39.3949772,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":true,"compression":null,"stress":1,"period":"holdout","return":-47.3016675,"drawdown":58.8330247,"win_rate":42,"N":50,"mean_trade_pct":-1.12437523,"avg_win_pct":3.05675165,"avg_loss_pct":4.1520878,"quarter_kelly":0,"boundary_exits":1,"reconciliation_usd":4.54747351e-13,"buyhold_pct":4.59392945,"fees_usd":168.706432,"exposure_pct":38.1916667,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|false|1|2 = -44.400042955288136
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":1,"stress":2,"period":"train","return":-77.9913583,"drawdown":80.911664,"win_rate":40,"N":75,"mean_trade_pct":-1.79922107,"avg_win_pct":4.91152117,"avg_loss_pct":6.27304924,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":188.073578,"exposure_pct":44.8116438,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":1,"stress":2,"period":"holdout","return":-44.400043,"drawdown":50.3780969,"win_rate":46.1538462,"N":52,"mean_trade_pct":-1.03323892,"avg_win_pct":3.21432528,"avg_loss_pct":4.67400823,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":190.029793,"exposure_pct":42.0166667,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|false|1|1 = -35.48313515506171
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":1,"stress":1,"period":"train","return":-71.6589113,"drawdown":75.4931759,"win_rate":42.6666667,"N":75,"mean_trade_pct":-1.46565847,"avg_win_pct":4.96007714,"avg_loss_pct":6.24760124,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":205.032107,"exposure_pct":44.446347,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":1,"stress":1,"period":"holdout","return":-35.4831352,"drawdown":48.4701797,"win_rate":47.1698113,"N":53,"mean_trade_pct":-0.737050464,"avg_win_pct":3.36472516,"avg_loss_pct":4.39935013,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":199.200107,"exposure_pct":42.7416667,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|false|0.75|2 = -36.8194011143733
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":0.75,"stress":2,"period":"train","return":-63.3537902,"drawdown":68.2163407,"win_rate":41.2698413,"N":63,"mean_trade_pct":-1.38006345,"avg_win_pct":5.27824986,"avg_loss_pct":6.05887821,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":200.253219,"exposure_pct":37.5171233,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":0.75,"stress":2,"period":"holdout","return":-36.8194011,"drawdown":44.5214237,"win_rate":43.902439,"N":41,"mean_trade_pct":-1.02778222,"avg_win_pct":3.23410273,"avg_loss_pct":4.36317045,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":158.193478,"exposure_pct":35.775,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|false|0.75|1 = -17.483533727858752
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":0.75,"stress":1,"period":"train","return":-56.8210188,"drawdown":62.6627012,"win_rate":42.8571429,"N":63,"mean_trade_pct":-1.12509817,"avg_win_pct":5.26352118,"avg_loss_pct":5.91656269,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":211.695569,"exposure_pct":37.0376712,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":0.75,"stress":1,"period":"holdout","return":-17.4835337,"drawdown":36.0122983,"win_rate":51.2820513,"N":39,"mean_trade_pct":-0.410775647,"avg_win_pct":3.20062158,"avg_loss_pct":4.21224641,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":160.417573,"exposure_pct":35.5916667,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|false||2 = -48.91316574691606
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":null,"stress":2,"period":"train","return":-83.828325,"drawdown":85.9741291,"win_rate":41.8604651,"N":86,"mean_trade_pct":-1.89632206,"avg_win_pct":4.68609074,"avg_loss_pct":6.63565927,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":183.311116,"exposure_pct":51.5981735,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":null,"stress":2,"period":"holdout","return":-48.9131657,"drawdown":56.4783182,"win_rate":42.6229508,"N":61,"mean_trade_pct":-0.952875718,"avg_win_pct":3.24688742,"avg_loss_pct":4.07269976,"quarter_kelly":0,"boundary_exits":1,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":221.884428,"exposure_pct":49.6333333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Hourly compression experiment LINK/USD|false||1 = -33.12020881174795
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":null,"stress":1,"period":"train","return":-78.3576628,"drawdown":81.2902816,"win_rate":43.6781609,"N":87,"mean_trade_pct":-1.53559627,"avg_win_pct":5.02791417,"avg_loss_pct":6.6256656,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":203.673406,"exposure_pct":51.7180365,"valid":true},{"symbol":"LINK/USD","tf":"1Hour","trend":false,"compression":null,"stress":1,"period":"holdout","return":-33.1202088,"drawdown":49.7351844,"win_rate":46.6666667,"N":60,"mean_trade_pct":-0.5320676,"avg_win_pct":3.28643678,"avg_loss_pct":3.87325894,"quarter_kelly":0,"boundary_exits":1,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":234.660695,"exposure_pct":49.6083333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|true|1|2 = -55.68890398241499
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":1,"stress":2,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":1,"stress":2,"period":"holdout","return":-55.688904,"drawdown":60.3423174,"win_rate":32.4324324,"N":37,"mean_trade_pct":-2.12567654,"avg_win_pct":1.87363563,"avg_loss_pct":4.04534639,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":112.764695,"exposure_pct":28.8083333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|true|1|1 = -40.65349318538989
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":1,"stress":1,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":1,"stress":1,"period":"holdout","return":-40.6534932,"drawdown":50.1768117,"win_rate":34.2857143,"N":35,"mean_trade_pct":-1.42076084,"avg_win_pct":2.75937367,"avg_loss_pct":3.60170058,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":119.037167,"exposure_pct":29.6583333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|true|0.75|2 = -38.15839304156723
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":0.75,"stress":2,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":0.75,"stress":2,"period":"holdout","return":-38.158393,"drawdown":46.29261,"win_rate":39.2857143,"N":28,"mean_trade_pct":-1.65701934,"avg_win_pct":1.61840485,"avg_loss_pct":3.77641146,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":104.217437,"exposure_pct":23.9833333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|true|0.75|1 = -28.94430230898078
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":0.75,"stress":1,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":0.75,"stress":1,"period":"holdout","return":-28.9443023,"drawdown":40.5034142,"win_rate":39.2857143,"N":28,"mean_trade_pct":-1.16579117,"avg_win_pct":2.20602833,"avg_loss_pct":3.34755673,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":110.654274,"exposure_pct":24.75,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|true||2 = -65.55228048619745
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":null,"stress":2,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":null,"stress":2,"period":"holdout","return":-65.5522805,"drawdown":67.9259336,"win_rate":30.4347826,"N":46,"mean_trade_pct":-2.23572746,"avg_win_pct":2.16046727,"avg_loss_pct":4.15906266,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":123.404326,"exposure_pct":36.9333333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|true||1 = -54.57430173025609
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":null,"stress":1,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":true,"compression":null,"stress":1,"period":"holdout","return":-54.5743017,"drawdown":59.5043103,"win_rate":34.7826087,"N":46,"mean_trade_pct":-1.64383878,"avg_win_pct":2.40983998,"avg_loss_pct":3.80580079,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":136.329792,"exposure_pct":37.0333333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|false|1|2 = -57.43439246181683
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":1,"stress":2,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":1,"stress":2,"period":"holdout","return":-57.4343925,"drawdown":62.8182559,"win_rate":37.5,"N":48,"mean_trade_pct":-1.70847345,"avg_win_pct":2.05402617,"avg_loss_pct":3.96597322,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":143.123161,"exposure_pct":38.8833333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|false|1|1 = -38.12879280742244
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":1,"stress":1,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":1,"stress":1,"period":"holdout","return":-38.1287928,"drawdown":46.5206521,"win_rate":44.6808511,"N":47,"mean_trade_pct":-0.956832355,"avg_win_pct":2.48787615,"avg_loss_pct":3.73909692,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":165.198452,"exposure_pct":39.2916667,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|false|0.75|2 = -48.38965055156936
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":0.75,"stress":2,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":0.75,"stress":2,"period":"holdout","return":-48.3896506,"drawdown":54.7315314,"win_rate":40.4761905,"N":42,"mean_trade_pct":-1.5138664,"avg_win_pct":1.74950101,"avg_loss_pct":3.73295624,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":141.022316,"exposure_pct":34.3833333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|false|0.75|1 = -33.57028388705224
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":0.75,"stress":1,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":0.75,"stress":1,"period":"holdout","return":-33.5702839,"drawdown":41.1462169,"win_rate":45.2380952,"N":42,"mean_trade_pct":-0.918410415,"avg_win_pct":2.19608631,"avg_loss_pct":3.49125554,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":161.978639,"exposure_pct":34.5333333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|false||2 = -70.97199249173694
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":null,"stress":2,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":null,"stress":2,"period":"holdout","return":-70.9719925,"drawdown":73.1654989,"win_rate":35,"N":60,"mean_trade_pct":-1.98587097,"avg_win_pct":1.97686661,"avg_loss_pct":4.11965274,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":148.930372,"exposure_pct":46.9333333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Hourly compression experiment LTC/USD|false||1 = -54.66836016554508
Crypto majors2026-09-08 06:21
ComputedSep8 06:19UTC,frozennote968. 2025train/2026Jan1–Sep7holdout;nextopen;dailyADRstop/1.5ADRtarget,+1Rhalf/BE,72hourhorizon. Fee25bpcreditedassetbuy/fiatsell;slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2double. [{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":null,"stress":1,"period":"train","valid":false,"error":"Missing bar during open position at 2025-10-25 08:00:00+00:00; executable exit unknown","return":null,"drawdown":null,"win_rate":null,"N":null,"mean_trade_pct":null},{"symbol":"LTC/USD","tf":"1Hour","trend":false,"compression":null,"stress":1,"period":"holdout","return":-54.6683602,"drawdown":59.5806185,"win_rate":41.6666667,"N":60,"mean_trade_pct":-1.24960454,"avg_win_pct":2.42434706,"avg_loss_pct":3.87385569,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":174.894631,"exposure_pct":46.8833333,"valid":true}]. Percentmetrics;Nexcludesboundaryexit. INVALID=nullreturnNOTzero. Missingbarwhileflatallowedwithindicatorreset; selectionlimitationretained. BarresolutionNOT15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
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