{ "completed": true, "generatedAt": "2026-10-17T14:22:26.784601+00:00", "protocol": { "version": 1, "declaredAt": "2026-10-17T14:19:49Z", "hypothesis": "A fully closed daily trend filter can reduce 4H whipsaws without future daily closes", "trainingAssets": [ "BTCUSDT", "ETHUSDT" ], "heldoutAssets": [ "XRPUSDT", "ADAUSDT", "AVAXUSDT", "LTCUSDT" ], "trainingWindow": [ "2020-01-01", "2023-01-01" ], "selection": "One model: maximum minimum BTC/ETH IS Calmar, with no later reselection", "risk": 0.01, "exposureMax": 1, "fee": 0.001, "stressEquivalentFee": 0.002, "dailyRegime": "Latest fully closed complete UTC day: close>EMA200 and EMA50>EMA50 five closed days earlier; availableAt=day close <= 4H signal close", "promotionGate": "Same BTC/ETH performance, recent and stress requirements as review_protocol.json, AND at least 3 of 4 heldout assets with CAGR>0, PF>=1.2, DD<=20% and >=20 trades", "variants": [ { "id": "DC21_DAILY", "entry": "DC21", "partial": false, "trail": 2.5 }, { "id": "DC55_DAILY", "entry": "DC55", "partial": false, "trail": 2.5 }, { "id": "PCS_DAILY", "entry": "PCS", "partial": true, "trail": 2.5 }, { "id": "PULLBACK_DAILY", "entry": "B", "partial": false, "trail": 2.5 }, { "id": "SQUEEZE_DAILY", "entry": "SQ", "partial": false, "trail": 2.5 }, { "id": "DC21_DAILY_TRAIL4", "entry": "DC21", "partial": false, "trail": 4.0 }, { "id": "PCS_DAILY_TRAIL4", "entry": "PCS", "partial": false, "trail": 4.0 }, { "id": "A_DAILY", "entry": "A", "partial": true, "trail": 2.5 } ], "limits": [ "BTC/ETH aggregate later results are already known, so not blind validation", "Heldout assets are a predeclared surviving liquid sample, not a survivor-free universe", "No parameter or risk changes after seeing results", "This does not alter the frozen prospective paper study" ] }, "protocolSha256": "7c6338698d5cbb80de5d468ddbf2c52e3a817638eb3b92bfe629829e1f9bde1e", "selectedOnIS": "DC21_DAILY_TRAIL4", "scores": { "DC21_DAILY": 0.9258607431622665, "DC55_DAILY": 0.551345802732726, "PCS_DAILY": 0.510990030040519, "PULLBACK_DAILY": 1.1671347398700433, "SQUEEZE_DAILY": 0.33378805995665467, "DC21_DAILY_TRAIL4": 1.302225073279807, "PCS_DAILY_TRAIL4": 1.1281811168013212, "A_DAILY": 0.8040351703749925 }, "gates": { "BTCUSDT": { "originalPerformance": false, "recent": false, "costStress": true }, "ETHUSDT": { "originalPerformance": false, "recent": false, "costStress": false } }, "heldoutPass": { "XRPUSDT": false, "ADAUSDT": true, "AVAXUSDT": true, "LTCUSDT": false }, "eligibleForPromotion": false, "causality": [ { "symbol": "BTCUSDT", "model": "DC21_DAILY", "prefix": 500, "pass": true }, { "symbol": "BTCUSDT", "model": "DC55_DAILY", "prefix": 500, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY", "prefix": 500, "pass": true }, { "symbol": "BTCUSDT", "model": "PULLBACK_DAILY", "prefix": 500, "pass": true }, { "symbol": "BTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 500, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "BTCUSDT", "model": "A_DAILY", "prefix": 500, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY", "prefix": 1500, "pass": true }, { "symbol": "BTCUSDT", "model": "DC55_DAILY", "prefix": 1500, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY", "prefix": 1500, "pass": true }, { "symbol": "BTCUSDT", "model": "PULLBACK_DAILY", "prefix": 1500, "pass": true }, { "symbol": "BTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 1500, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "BTCUSDT", "model": "A_DAILY", "prefix": 1500, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY", "prefix": 5000, "pass": true }, { "symbol": "BTCUSDT", "model": "DC55_DAILY", "prefix": 5000, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY", "prefix": 5000, "pass": true }, { "symbol": "BTCUSDT", "model": "PULLBACK_DAILY", "prefix": 5000, "pass": true }, { "symbol": "BTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 5000, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "BTCUSDT", "model": "A_DAILY", "prefix": 5000, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY", "prefix": 14886, "pass": true }, { "symbol": "BTCUSDT", "model": "DC55_DAILY", "prefix": 14886, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY", "prefix": 14886, "pass": true }, { "symbol": "BTCUSDT", "model": "PULLBACK_DAILY", "prefix": 14886, "pass": true }, { "symbol": "BTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 14886, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 14886, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 14886, "pass": true }, { "symbol": "BTCUSDT", "model": "A_DAILY", "prefix": 14886, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY", "prefix": 14888, "pass": true }, { "symbol": "BTCUSDT", "model": "DC55_DAILY", "prefix": 14888, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY", "prefix": 14888, "pass": true }, { "symbol": "BTCUSDT", "model": "PULLBACK_DAILY", "prefix": 14888, "pass": true }, { "symbol": "BTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 14888, "pass": true }, { "symbol": "BTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 14888, "pass": true }, { "symbol": "BTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 14888, "pass": true }, { "symbol": "BTCUSDT", "model": "A_DAILY", "prefix": 14888, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY", "prefix": 500, "pass": true }, { "symbol": "ETHUSDT", "model": "DC55_DAILY", "prefix": 500, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY", "prefix": 500, "pass": true }, { "symbol": "ETHUSDT", "model": "PULLBACK_DAILY", "prefix": 500, "pass": true }, { "symbol": "ETHUSDT", "model": "SQUEEZE_DAILY", "prefix": 500, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "ETHUSDT", "model": "A_DAILY", "prefix": 500, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ETHUSDT", "model": "DC55_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ETHUSDT", "model": "PULLBACK_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ETHUSDT", "model": "SQUEEZE_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "ETHUSDT", "model": "A_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ETHUSDT", "model": "DC55_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ETHUSDT", "model": "PULLBACK_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ETHUSDT", "model": "SQUEEZE_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "ETHUSDT", "model": "A_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY", "prefix": 14886, "pass": true }, { "symbol": "ETHUSDT", "model": "DC55_DAILY", "prefix": 14886, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY", "prefix": 14886, "pass": true }, { "symbol": "ETHUSDT", "model": "PULLBACK_DAILY", "prefix": 14886, "pass": true }, { "symbol": "ETHUSDT", "model": "SQUEEZE_DAILY", "prefix": 14886, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 14886, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 14886, "pass": true }, { "symbol": "ETHUSDT", "model": "A_DAILY", "prefix": 14886, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY", "prefix": 14888, "pass": true }, { "symbol": "ETHUSDT", "model": "DC55_DAILY", "prefix": 14888, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY", "prefix": 14888, "pass": true }, { "symbol": "ETHUSDT", "model": "PULLBACK_DAILY", "prefix": 14888, "pass": true }, { "symbol": "ETHUSDT", "model": "SQUEEZE_DAILY", "prefix": 14888, "pass": true }, { "symbol": "ETHUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 14888, "pass": true }, { "symbol": "ETHUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 14888, "pass": true }, { "symbol": "ETHUSDT", "model": "A_DAILY", "prefix": 14888, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY", "prefix": 500, "pass": true }, { "symbol": "XRPUSDT", "model": "DC55_DAILY", "prefix": 500, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY", "prefix": 500, "pass": true }, { "symbol": "XRPUSDT", "model": "PULLBACK_DAILY", "prefix": 500, "pass": true }, { "symbol": "XRPUSDT", "model": "SQUEEZE_DAILY", "prefix": 500, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "XRPUSDT", "model": "A_DAILY", "prefix": 500, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY", "prefix": 1500, "pass": true }, { "symbol": "XRPUSDT", "model": "DC55_DAILY", "prefix": 1500, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY", "prefix": 1500, "pass": true }, { "symbol": "XRPUSDT", "model": "PULLBACK_DAILY", "prefix": 1500, "pass": true }, { "symbol": "XRPUSDT", "model": "SQUEEZE_DAILY", "prefix": 1500, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "XRPUSDT", "model": "A_DAILY", "prefix": 1500, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY", "prefix": 5000, "pass": true }, { "symbol": "XRPUSDT", "model": "DC55_DAILY", "prefix": 5000, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY", "prefix": 5000, "pass": true }, { "symbol": "XRPUSDT", "model": "PULLBACK_DAILY", "prefix": 5000, "pass": true }, { "symbol": "XRPUSDT", "model": "SQUEEZE_DAILY", "prefix": 5000, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "XRPUSDT", "model": "A_DAILY", "prefix": 5000, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY", "prefix": 12691, "pass": true }, { "symbol": "XRPUSDT", "model": "DC55_DAILY", "prefix": 12691, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY", "prefix": 12691, "pass": true }, { "symbol": "XRPUSDT", "model": "PULLBACK_DAILY", "prefix": 12691, "pass": true }, { "symbol": "XRPUSDT", "model": "SQUEEZE_DAILY", "prefix": 12691, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 12691, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 12691, "pass": true }, { "symbol": "XRPUSDT", "model": "A_DAILY", "prefix": 12691, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY", "prefix": 12693, "pass": true }, { "symbol": "XRPUSDT", "model": "DC55_DAILY", "prefix": 12693, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY", "prefix": 12693, "pass": true }, { "symbol": "XRPUSDT", "model": "PULLBACK_DAILY", "prefix": 12693, "pass": true }, { "symbol": "XRPUSDT", "model": "SQUEEZE_DAILY", "prefix": 12693, "pass": true }, { "symbol": "XRPUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 12693, "pass": true }, { "symbol": "XRPUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 12693, "pass": true }, { "symbol": "XRPUSDT", "model": "A_DAILY", "prefix": 12693, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY", "prefix": 500, "pass": true }, { "symbol": "ADAUSDT", "model": "DC55_DAILY", "prefix": 500, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY", "prefix": 500, "pass": true }, { "symbol": "ADAUSDT", "model": "PULLBACK_DAILY", "prefix": 500, "pass": true }, { "symbol": "ADAUSDT", "model": "SQUEEZE_DAILY", "prefix": 500, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "ADAUSDT", "model": "A_DAILY", "prefix": 500, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ADAUSDT", "model": "DC55_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ADAUSDT", "model": "PULLBACK_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ADAUSDT", "model": "SQUEEZE_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "ADAUSDT", "model": "A_DAILY", "prefix": 1500, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ADAUSDT", "model": "DC55_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ADAUSDT", "model": "PULLBACK_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ADAUSDT", "model": "SQUEEZE_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "ADAUSDT", "model": "A_DAILY", "prefix": 5000, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY", "prefix": 12691, "pass": true }, { "symbol": "ADAUSDT", "model": "DC55_DAILY", "prefix": 12691, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY", "prefix": 12691, "pass": true }, { "symbol": "ADAUSDT", "model": "PULLBACK_DAILY", "prefix": 12691, "pass": true }, { "symbol": "ADAUSDT", "model": "SQUEEZE_DAILY", "prefix": 12691, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 12691, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 12691, "pass": true }, { "symbol": "ADAUSDT", "model": "A_DAILY", "prefix": 12691, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY", "prefix": 12693, "pass": true }, { "symbol": "ADAUSDT", "model": "DC55_DAILY", "prefix": 12693, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY", "prefix": 12693, "pass": true }, { "symbol": "ADAUSDT", "model": "PULLBACK_DAILY", "prefix": 12693, "pass": true }, { "symbol": "ADAUSDT", "model": "SQUEEZE_DAILY", "prefix": 12693, "pass": true }, { "symbol": "ADAUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 12693, "pass": true }, { "symbol": "ADAUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 12693, "pass": true }, { "symbol": "ADAUSDT", "model": "A_DAILY", "prefix": 12693, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY", "prefix": 500, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC55_DAILY", "prefix": 500, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY", "prefix": 500, "pass": true }, { "symbol": "AVAXUSDT", "model": "PULLBACK_DAILY", "prefix": 500, "pass": true }, { "symbol": "AVAXUSDT", "model": "SQUEEZE_DAILY", "prefix": 500, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "AVAXUSDT", "model": "A_DAILY", "prefix": 500, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY", "prefix": 1500, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC55_DAILY", "prefix": 1500, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY", "prefix": 1500, "pass": true }, { "symbol": "AVAXUSDT", "model": "PULLBACK_DAILY", "prefix": 1500, "pass": true }, { "symbol": "AVAXUSDT", "model": "SQUEEZE_DAILY", "prefix": 1500, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "AVAXUSDT", "model": "A_DAILY", "prefix": 1500, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY", "prefix": 5000, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC55_DAILY", "prefix": 5000, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY", "prefix": 5000, "pass": true }, { "symbol": "AVAXUSDT", "model": "PULLBACK_DAILY", "prefix": 5000, "pass": true }, { "symbol": "AVAXUSDT", "model": "SQUEEZE_DAILY", "prefix": 5000, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "AVAXUSDT", "model": "A_DAILY", "prefix": 5000, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY", "prefix": 12691, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC55_DAILY", "prefix": 12691, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY", "prefix": 12691, "pass": true }, { "symbol": "AVAXUSDT", "model": "PULLBACK_DAILY", "prefix": 12691, "pass": true }, { "symbol": "AVAXUSDT", "model": "SQUEEZE_DAILY", "prefix": 12691, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 12691, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 12691, "pass": true }, { "symbol": "AVAXUSDT", "model": "A_DAILY", "prefix": 12691, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY", "prefix": 12693, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC55_DAILY", "prefix": 12693, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY", "prefix": 12693, "pass": true }, { "symbol": "AVAXUSDT", "model": "PULLBACK_DAILY", "prefix": 12693, "pass": true }, { "symbol": "AVAXUSDT", "model": "SQUEEZE_DAILY", "prefix": 12693, "pass": true }, { "symbol": "AVAXUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 12693, "pass": true }, { "symbol": "AVAXUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 12693, "pass": true }, { "symbol": "AVAXUSDT", "model": "A_DAILY", "prefix": 12693, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY", "prefix": 500, "pass": true }, { "symbol": "LTCUSDT", "model": "DC55_DAILY", "prefix": 500, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY", "prefix": 500, "pass": true }, { "symbol": "LTCUSDT", "model": "PULLBACK_DAILY", "prefix": 500, "pass": true }, { "symbol": "LTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 500, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 500, "pass": true }, { "symbol": "LTCUSDT", "model": "A_DAILY", "prefix": 500, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY", "prefix": 1500, "pass": true }, { "symbol": "LTCUSDT", "model": "DC55_DAILY", "prefix": 1500, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY", "prefix": 1500, "pass": true }, { "symbol": "LTCUSDT", "model": "PULLBACK_DAILY", "prefix": 1500, "pass": true }, { "symbol": "LTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 1500, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 1500, "pass": true }, { "symbol": "LTCUSDT", "model": "A_DAILY", "prefix": 1500, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY", "prefix": 5000, "pass": true }, { "symbol": "LTCUSDT", "model": "DC55_DAILY", "prefix": 5000, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY", "prefix": 5000, "pass": true }, { "symbol": "LTCUSDT", "model": "PULLBACK_DAILY", "prefix": 5000, "pass": true }, { "symbol": "LTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 5000, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 5000, "pass": true }, { "symbol": "LTCUSDT", "model": "A_DAILY", "prefix": 5000, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY", "prefix": 12691, "pass": true }, { "symbol": "LTCUSDT", "model": "DC55_DAILY", "prefix": 12691, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY", "prefix": 12691, "pass": true }, { "symbol": "LTCUSDT", "model": "PULLBACK_DAILY", "prefix": 12691, "pass": true }, { "symbol": "LTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 12691, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 12691, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 12691, "pass": true }, { "symbol": "LTCUSDT", "model": "A_DAILY", "prefix": 12691, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY", "prefix": 12693, "pass": true }, { "symbol": "LTCUSDT", "model": "DC55_DAILY", "prefix": 12693, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY", "prefix": 12693, "pass": true }, { "symbol": "LTCUSDT", "model": "PULLBACK_DAILY", "prefix": 12693, "pass": true }, { "symbol": "LTCUSDT", "model": "SQUEEZE_DAILY", "prefix": 12693, "pass": true }, { "symbol": "LTCUSDT", "model": "DC21_DAILY_TRAIL4", "prefix": 12693, "pass": true }, { "symbol": "LTCUSDT", "model": "PCS_DAILY_TRAIL4", "prefix": 12693, "pass": true }, { "symbol": "LTCUSDT", "model": "A_DAILY", "prefix": 12693, "pass": true } ], "bootstrap": [ { "symbol": "BTCUSDT", "available": true, "trades": 56, "block": 5, "paths": 5000, "p95DD": 0.125476662170497, "p05Multiple": 1.1146745262448396, "lossFrequency": 0.0102, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ETHUSDT", "available": true, "trades": 53, "block": 5, "paths": 5000, "p95DD": 0.21750784714994426, "p05Multiple": 0.8667714562736211, "lossFrequency": 0.1704, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "XRPUSDT", "available": true, "trades": 51, "block": 5, "paths": 5000, "p95DD": 0.31124071999334585, "p05Multiple": 0.7352449706705038, "lossFrequency": 0.2702, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "ADAUSDT", "available": true, "trades": 36, "block": 5, "paths": 5000, "p95DD": 0.21627232601382407, "p05Multiple": 0.8286955276725682, "lossFrequency": 0.1932, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "AVAXUSDT", "available": true, "trades": 31, "block": 5, "paths": 5000, "p95DD": 0.16093826910721493, "p05Multiple": 0.9005439186880957, "lossFrequency": 0.1836, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" }, { "symbol": "LTCUSDT", "available": true, "trades": 43, "block": 5, "paths": 5000, "p95DD": 0.2779944755007984, "p05Multiple": 0.7376528082969682, "lossFrequency": 0.7906, "limitation": "Trade-close bootstrap, not intratrade mark-to-market and not a calibrated future probability" } ], "fingerprints": [ { "symbol": "BTCUSDT", "bars": 14888, "sha256": "627cccd1af7001ee539ea60e5af43faa73491afcd2e0c31f85fe67d8a7c3df2c", "gaps": [ { "before": 1582099200000, "after": 1582128000000, "missing": 1 } ] }, { "symbol": "ETHUSDT", "bars": 14888, "sha256": "5edfe50494189b4a82f5cf6d304bd655831a2eb8dfa9e5c610cef7fa2ec3a993", "gaps": [ { "before": 1582099200000, "after": 1582128000000, "missing": 1 } ] }, { "symbol": "XRPUSDT", "tf": "4h", "source": "binance-spot-api", "sha256_rowhash": "356cfa3b902fe9b6a32b90c9710c5676314304c07cb38e7f46691db4e2fbba0f", "bars": 12693, "first": "2021-01-01T00:00:00+00:00", "last_open": "2026-10-17T08:00:00+00:00", "last_close": "2026-10-17T12:00:00+00:00", "gaps_missing_bars": 0, "filepath": "/home/runner/work/Carter/Carter/review_cache/XRPUSDT_4h_2021_20261017.csv" }, { "symbol": "ADAUSDT", "tf": "4h", "source": "binance-spot-api", "sha256_rowhash": "8f5719f025addb31071763d3acf486f02646d70894a63efbcf95e6c06baf612c", "bars": 12693, "first": "2021-01-01T00:00:00+00:00", "last_open": "2026-10-17T08:00:00+00:00", "last_close": "2026-10-17T12:00:00+00:00", "gaps_missing_bars": 0, "filepath": "/home/runner/work/Carter/Carter/review_cache/ADAUSDT_4h_2021_20261017.csv" }, { "symbol": "AVAXUSDT", "tf": "4h", "source": "binance-spot-api", "sha256_rowhash": "1ec1a65c7e9976a9cd3bde63a7e8fad02dbb01896f2796846f856256014d637f", "bars": 12693, "first": "2021-01-01T00:00:00+00:00", "last_open": "2026-10-17T08:00:00+00:00", "last_close": "2026-10-17T12:00:00+00:00", "gaps_missing_bars": 0, "filepath": "/home/runner/work/Carter/Carter/review_cache/AVAXUSDT_4h_2021_20261017.csv" }, { "symbol": "LTCUSDT", "tf": "4h", "source": "binance-spot-api", "sha256_rowhash": "9e7583de157b47ebda6aac89d06224baf6f372a18a460f31f9e7bc1bea49a6a6", "bars": 12693, "first": "2021-01-01T00:00:00+00:00", "last_open": "2026-10-17T08:00:00+00:00", "last_close": "2026-10-17T12:00:00+00:00", "gaps_missing_bars": 0, "filepath": "/home/runner/work/Carter/Carter/review_cache/LTCUSDT_4h_2021_20261017.csv" } ], "rows": [ { "symbol": "BTCUSDT", "window": "IS", "experiment": "DC21_DAILY", "CAGR": 0.108737214, "MaxDD": 0.1174444589, "Calmar": 0.9258607432, "PF": 2.1323641863, "WinRate_legs": 0.4042553191, "trades": 47, "legs": 47, "avg_leg_return": 0.0071009756, "return_total": 0.3630007711, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "DC55_DAILY", "CAGR": 0.0759535245, "MaxDD": 0.103299197, "Calmar": 0.735277008, "PF": 1.7554252494, "WinRate_legs": 0.3488372093, "trades": 43, "legs": 43, "avg_leg_return": 0.0056473617, "return_total": 0.2456263632, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "PCS_DAILY", "CAGR": 0.0573554362, "MaxDD": 0.1122437481, "Calmar": 0.51099003, "PF": 1.3947066185, "WinRate_legs": 0.5495495495, "trades": 73, "legs": 111, "avg_leg_return": 0.0016221994, "return_total": 0.1821389678, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "PULLBACK_DAILY", "CAGR": 0.1444579657, "MaxDD": 0.1237714557, "Calmar": 1.1671347399, "PF": 1.9932685517, "WinRate_legs": 0.3770491803, "trades": 61, "legs": 61, "avg_leg_return": 0.0072159681, "return_total": 0.49903892, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "SQUEEZE_DAILY", "CAGR": 0.0632007883, "MaxDD": 0.0673832929, "Calmar": 0.9379296498, "PF": 2.1215743312, "WinRate_legs": 0.4333333333, "trades": 30, "legs": 30, "avg_leg_return": 0.0064151437, "return_total": 0.2018546338, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.1918124827, "MaxDD": 0.1472959526, "Calmar": 1.3022250733, "PF": 3.0407602744, "WinRate_legs": 0.3235294118, "trades": 34, "legs": 34, "avg_leg_return": 0.0170404267, "return_total": 0.6929384799, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "PCS_DAILY_TRAIL4", "CAGR": 0.1905152885, "MaxDD": 0.1688694179, "Calmar": 1.1281811168, "PF": 2.5538156014, "WinRate_legs": 0.3076923077, "trades": 39, "legs": 39, "avg_leg_return": 0.0149900762, "return_total": 0.6874161838, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "IS", "experiment": "A_DAILY", "CAGR": 0.0286866107, "MaxDD": 0.0356783033, "Calmar": 0.8040351704, "PF": 1.8380663818, "WinRate_legs": 0.641025641, "trades": 24, "legs": 39, "avg_leg_return": 0.0022419475, "return_total": 0.0885592281, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "DC21_DAILY", "CAGR": 0.1380370096, "MaxDD": 0.1089040556, "Calmar": 1.2675102759, "PF": 1.8904860841, "WinRate_legs": 0.350877193, "trades": 57, "legs": 57, "avg_leg_return": 0.0082672746, "return_total": 0.4739473467, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "DC55_DAILY", "CAGR": 0.0497805234, "MaxDD": 0.0902891128, "Calmar": 0.5513458027, "PF": 1.4692173708, "WinRate_legs": 0.3695652174, "trades": 46, "legs": 46, "avg_leg_return": 0.0036781312, "return_total": 0.1569120559, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "PCS_DAILY", "CAGR": 0.118831086, "MaxDD": 0.0669825424, "Calmar": 1.7740605504, "PF": 1.9096266592, "WinRate_legs": 0.5785123967, "trades": 76, "legs": 121, "avg_leg_return": 0.0029649096, "return_total": 0.4005696119, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "PULLBACK_DAILY", "CAGR": 0.1730713754, "MaxDD": 0.0763374163, "Calmar": 2.2671893277, "PF": 2.1077956502, "WinRate_legs": 0.3823529412, "trades": 68, "legs": 68, "avg_leg_return": 0.0080082194, "return_total": 0.6143181487, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "SQUEEZE_DAILY", "CAGR": 0.0251690584, "MaxDD": 0.0754043102, "Calmar": 0.33378806, "PF": 1.4203676143, "WinRate_legs": 0.4242424242, "trades": 33, "legs": 33, "avg_leg_return": 0.0024098283, "return_total": 0.0774296743, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.2015177955, "MaxDD": 0.1422758103, "Calmar": 1.4163883164, "PF": 2.4956997755, "WinRate_legs": 0.2619047619, "trades": 42, "legs": 42, "avg_leg_return": 0.0150650012, "return_total": 0.7346378285, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "PCS_DAILY_TRAIL4", "CAGR": 0.1640742704, "MaxDD": 0.1256543329, "Calmar": 1.3057589546, "PF": 2.2892923213, "WinRate_legs": 0.375, "trades": 48, "legs": 48, "avg_leg_return": 0.0107799078, "return_total": 0.5774555269, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "IS", "experiment": "A_DAILY", "CAGR": 0.0476816424, "MaxDD": 0.043961423, "Calmar": 1.084624634, "PF": 3.1328720882, "WinRate_legs": 0.7, "trades": 23, "legs": 40, "avg_leg_return": 0.0035654866, "return_total": 0.1499861716, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.2126691714, "MaxDD": 0.114440121, "Calmar": 1.8583445172, "PF": 2.4411780248, "WinRate_legs": 0.2972972973, "trades": 37, "legs": 37, "avg_leg_return": 0.0118635348, "return_total": 0.4708253239, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "VALIDATION", "experiment": "PCS_REFERENCE", "CAGR": 0.1655902525, "MaxDD": 0.1306786045, "Calmar": 1.2671565725, "PF": 1.5016831159, "WinRate_legs": 0.5617283951, "trades": 105, "legs": 162, "avg_leg_return": 0.0020410778, "return_total": 0.3587906343, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0473823508, "MaxDD": 0.0762927254, "Calmar": 0.6210598793, "PF": 1.7512384034, "WinRate_legs": 0.4736842105, "trades": 19, "legs": 19, "avg_leg_return": 0.0046253824, "return_total": 0.0864703908, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "RECENT", "experiment": "PCS_REFERENCE", "CAGR": 0.0301920842, "MaxDD": 0.1415811664, "Calmar": 0.2132492967, "PF": 1.1274306773, "WinRate_legs": 0.5333333333, "trades": 78, "legs": 120, "avg_leg_return": 0.000529814, "return_total": 0.0547330253, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.1315522455, "MaxDD": 0.114440121, "Calmar": 1.1495290673, "PF": 2.2056802268, "WinRate_legs": 0.3571428571, "trades": 56, "legs": 56, "avg_leg_return": 0.0094077331, "return_total": 0.5980081644, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "OOS_REVIEW", "experiment": "PCS_REFERENCE", "CAGR": 0.0995322576, "MaxDD": 0.1415811664, "Calmar": 0.7030049271, "PF": 1.3335112277, "WinRate_legs": 0.5496453901, "trades": 183, "legs": 282, "avg_leg_return": 0.0013979868, "return_total": 0.4331613564, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.1124645726, "MaxDD": 0.1252795609, "Calmar": 0.8977088662, "PF": 1.9301242488, "WinRate_legs": 0.3392857143, "trades": 56, "legs": 56, "avg_leg_return": 0.0082458812, "return_total": 0.4981521554, "leverage_entries": 0 }, { "symbol": "BTCUSDT", "window": "STRESS", "experiment": "PCS_REFERENCE", "CAGR": 0.0409950181, "MaxDD": 0.24153348, "Calmar": 0.1697280979, "PF": 1.125228832, "WinRate_legs": 0.5390070922, "trades": 183, "legs": 282, "avg_leg_return": 0.0006601003, "return_total": 0.1646082744, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.1070726052, "MaxDD": 0.1187638814, "Calmar": 0.901558655, "PF": 1.900928113, "WinRate_legs": 0.2903225806, "trades": 31, "legs": 31, "avg_leg_return": 0.0076462173, "return_total": 0.2257235326, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "VALIDATION", "experiment": "PCS_REFERENCE", "CAGR": 0.117746551, "MaxDD": 0.0699020521, "Calmar": 1.6844505627, "PF": 1.6310813351, "WinRate_legs": 0.5939849624, "trades": 82, "legs": 133, "avg_leg_return": 0.0017380237, "return_total": 0.2494842781, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0257724842, "MaxDD": 0.0850927011, "Calmar": 0.3028753801, "PF": 1.245440154, "WinRate_legs": 0.1818181818, "trades": 22, "legs": 22, "avg_leg_return": 0.0027811094, "return_total": 0.0466406138, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "RECENT", "experiment": "PCS_REFERENCE", "CAGR": 0.0715814523, "MaxDD": 0.0988302672, "Calmar": 0.7242867427, "PF": 1.4005914279, "WinRate_legs": 0.5208333333, "trades": 62, "legs": 96, "avg_leg_return": 0.0013857264, "return_total": 0.1318506753, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0678859142, "MaxDD": 0.1607028779, "Calmar": 0.4224312289, "PF": 1.5851309415, "WinRate_legs": 0.2452830189, "trades": 53, "legs": 53, "avg_leg_return": 0.0056267385, "return_total": 0.2828920305, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "OOS_REVIEW", "experiment": "PCS_REFERENCE", "CAGR": 0.0956840148, "MaxDD": 0.0988302672, "Calmar": 0.9681650927, "PF": 1.5135607191, "WinRate_legs": 0.5633187773, "trades": 144, "legs": 229, "avg_leg_return": 0.0015903358, "return_total": 0.4142296239, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0556867364, "MaxDD": 0.1741503019, "Calmar": 0.3197625029, "PF": 1.4476058321, "WinRate_legs": 0.2452830189, "trades": 53, "legs": 53, "avg_leg_return": 0.0047983931, "return_total": 0.2281874104, "leverage_entries": 0 }, { "symbol": "ETHUSDT", "window": "STRESS", "experiment": "PCS_REFERENCE", "CAGR": 0.0624901139, "MaxDD": 0.1198488986, "Calmar": 0.5214074945, "PF": 1.3106579074, "WinRate_legs": 0.5545851528, "trades": 144, "legs": 229, "avg_leg_return": 0.0010794569, "return_total": 0.2584791332, "leverage_entries": 0 }, { "symbol": "XRPUSDT", "window": "VALIDATION", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.1607113744, "MaxDD": 0.2367187171, "Calmar": 0.6789128314, "PF": 2.1389631065, "WinRate_legs": 0.0882352941, "trades": 34, "legs": 34, "avg_leg_return": 0.0131382557, "return_total": 0.3474341469, "leverage_entries": 0 }, { "symbol": "XRPUSDT", "window": "VALIDATION", "experiment": "PCS_REFERENCE", "CAGR": 0.0099027315, "MaxDD": 0.1803991377, "Calmar": 0.0548934525, "PF": 1.0381747077, "WinRate_legs": 0.472, "trades": 88, "legs": 125, "avg_leg_return": 0.0003379981, "return_total": 0.019912699, "leverage_entries": 0 }, { "symbol": "XRPUSDT", "window": "RECENT", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0266335544, "MaxDD": 0.1172863512, "Calmar": 0.2270814475, "PF": 1.3124435073, "WinRate_legs": 0.1176470588, "trades": 17, "legs": 17, "avg_leg_return": 0.0035592418, "return_total": 0.0482150975, "leverage_entries": 0 }, { "symbol": "XRPUSDT", "window": "RECENT", "experiment": "PCS_REFERENCE", "CAGR": 0.0107710332, "MaxDD": 0.1097772284, "Calmar": 0.0981171904, "PF": 1.0495855361, "WinRate_legs": 0.4859813084, "trades": 72, "legs": 107, "avg_leg_return": 0.0002774697, "return_total": 0.0193781377, "leverage_entries": 0 }, { "symbol": "XRPUSDT", "window": "OOS_REVIEW", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.095310269, "MaxDD": 0.2367187171, "Calmar": 0.4026308952, "PF": 1.8039391228, "WinRate_legs": 0.0980392157, "trades": 51, "legs": 51, "avg_leg_return": 0.009945251, "return_total": 0.4124008157, "leverage_entries": 0 }, { "symbol": "XRPUSDT", "window": "OOS_REVIEW", "experiment": "PCS_REFERENCE", "CAGR": 0.010311565, "MaxDD": 0.1803991377, "Calmar": 0.0571597243, "PF": 1.0431172786, "WinRate_legs": 0.4784482759, "trades": 160, "legs": 232, "avg_leg_return": 0.000310082, "return_total": 0.0396767078, "leverage_entries": 0 }, { "symbol": "XRPUSDT", "window": "STRESS", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0848087976, "MaxDD": 0.249107393, "Calmar": 0.3404507454, "PF": 1.6724365488, "WinRate_legs": 0.0980392157, "trades": 51, "legs": 51, "avg_leg_return": 0.0092210714, "return_total": 0.3617233447, "leverage_entries": 0 }, { "symbol": "XRPUSDT", "window": "STRESS", "experiment": "PCS_REFERENCE", "CAGR": -0.0183231401, "MaxDD": 0.2169060646, "Calmar": -0.0844750015, "PF": 0.9278969525, "WinRate_legs": 0.4698275862, "trades": 160, "legs": 232, "avg_leg_return": -0.0001602711, "return_total": -0.0677378708, "leverage_entries": 0 }, { "symbol": "ADAUSDT", "window": "VALIDATION", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.1518657879, "MaxDD": 0.1877303066, "Calmar": 0.8089572249, "PF": 2.477469601, "WinRate_legs": 0.1666666667, "trades": 24, "legs": 24, "avg_leg_return": 0.0144068802, "return_total": 0.3269659987, "leverage_entries": 0 }, { "symbol": "ADAUSDT", "window": "VALIDATION", "experiment": "PCS_REFERENCE", "CAGR": 0.0033172057, "MaxDD": 0.168065504, "Calmar": 0.0197375764, "PF": 1.0147159273, "WinRate_legs": 0.4833333333, "trades": 81, "legs": 120, "avg_leg_return": 0.0001347135, "return_total": 0.0066484577, "leverage_entries": 0 }, { "symbol": "ADAUSDT", "window": "RECENT", "experiment": "DC21_DAILY_TRAIL4", "CAGR": -0.0191099877, "MaxDD": 0.0807599111, "Calmar": -0.2366271509, "PF": 0.5914891817, "WinRate_legs": 0.1666666667, "trades": 12, "legs": 12, "avg_leg_return": -0.0027873205, "return_total": -0.0339756667, "leverage_entries": 0 }, { "symbol": "ADAUSDT", "window": "RECENT", "experiment": "PCS_REFERENCE", "CAGR": -0.0355218581, "MaxDD": 0.1210975656, "Calmar": -0.2933325534, "PF": 0.8315298475, "WinRate_legs": 0.4444444444, "trades": 67, "legs": 99, "avg_leg_return": -0.0006075159, "return_total": -0.0627394582, "leverage_entries": 0 }, { "symbol": "ADAUSDT", "window": "OOS_REVIEW", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0676640587, "MaxDD": 0.1877303066, "Calmar": 0.3604322603, "PF": 1.8498992992, "WinRate_legs": 0.1666666667, "trades": 36, "legs": 36, "avg_leg_return": 0.0086754799, "return_total": 0.2818814442, "leverage_entries": 0 }, { "symbol": "ADAUSDT", "window": "OOS_REVIEW", "experiment": "PCS_REFERENCE", "CAGR": -0.0152191554, "MaxDD": 0.168065504, "Calmar": -0.0905549031, "PF": 0.9316436302, "WinRate_legs": 0.4657534247, "trades": 148, "legs": 219, "avg_leg_return": -0.0002008148, "return_total": -0.0565081211, "leverage_entries": 0 }, { "symbol": "ADAUSDT", "window": "STRESS", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0620407482, "MaxDD": 0.1930250636, "Calmar": 0.3214129142, "PF": 1.7422850137, "WinRate_legs": 0.1666666667, "trades": 36, "legs": 36, "avg_leg_return": 0.0081102388, "return_total": 0.2564615632, "leverage_entries": 0 }, { "symbol": "ADAUSDT", "window": "STRESS", "experiment": "PCS_REFERENCE", "CAGR": -0.0375960636, "MaxDD": 0.1859044305, "Calmar": -0.2022332845, "PF": 0.8400391001, "WinRate_legs": 0.4566210046, "trades": 148, "legs": 219, "avg_leg_return": -0.0005986166, "return_total": -0.1352763978, "leverage_entries": 0 }, { "symbol": "AVAXUSDT", "window": "VALIDATION", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.106873283, "MaxDD": 0.0918739906, "Calmar": 1.163259398, "PF": 2.5772447918, "WinRate_legs": 0.3157894737, "trades": 19, "legs": 19, "avg_leg_return": 0.0116044587, "return_total": 0.2252820018, "leverage_entries": 0 }, { "symbol": "AVAXUSDT", "window": "VALIDATION", "experiment": "PCS_REFERENCE", "CAGR": -0.009377984, "MaxDD": 0.1218266951, "Calmar": -0.0769780708, "PF": 0.9557121392, "WinRate_legs": 0.5354330709, "trades": 83, "legs": 127, "avg_leg_return": -0.0001102119, "return_total": -0.0186764597, "leverage_entries": 0 }, { "symbol": "AVAXUSDT", "window": "RECENT", "experiment": "DC21_DAILY_TRAIL4", "CAGR": -0.0077518333, "MaxDD": 0.1023332308, "Calmar": -0.0757508897, "PF": 0.8662527449, "WinRate_legs": 0.0833333333, "trades": 12, "legs": 12, "avg_leg_return": -0.000776189, "return_total": -0.0138445297, "leverage_entries": 0 }, { "symbol": "AVAXUSDT", "window": "RECENT", "experiment": "PCS_REFERENCE", "CAGR": -0.0320347219, "MaxDD": 0.133687209, "Calmar": -0.2396244351, "PF": 0.8321451123, "WinRate_legs": 0.4691358025, "trades": 57, "legs": 81, "avg_leg_return": -0.0006583889, "return_total": -0.0566599778, "leverage_entries": 0 }, { "symbol": "AVAXUSDT", "window": "OOS_REVIEW", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.051156898, "MaxDD": 0.1023332308, "Calmar": 0.4999050418, "PF": 1.7725093066, "WinRate_legs": 0.2258064516, "trades": 31, "legs": 31, "avg_leg_return": 0.0068119499, "return_total": 0.2083185488, "leverage_entries": 0 }, { "symbol": "AVAXUSDT", "window": "OOS_REVIEW", "experiment": "PCS_REFERENCE", "CAGR": -0.0201436495, "MaxDD": 0.2199590502, "Calmar": -0.0915790892, "PF": 0.9013510513, "WinRate_legs": 0.5096153846, "trades": 140, "legs": 208, "avg_leg_return": -0.0003236847, "return_total": -0.0742782297, "leverage_entries": 0 }, { "symbol": "AVAXUSDT", "window": "STRESS", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0466195907, "MaxDD": 0.1053220443, "Calmar": 0.4426384898, "PF": 1.6694141823, "WinRate_legs": 0.2258064516, "trades": 31, "legs": 31, "avg_leg_return": 0.0062791209, "return_total": 0.1886552101, "leverage_entries": 0 }, { "symbol": "AVAXUSDT", "window": "STRESS", "experiment": "PCS_REFERENCE", "CAGR": -0.0382203029, "MaxDD": 0.2585838275, "Calmar": -0.1478062385, "PF": 0.8212734125, "WinRate_legs": 0.5096153846, "trades": 140, "legs": 208, "avg_leg_return": -0.0006629957, "return_total": -0.1374018028, "leverage_entries": 0 }, { "symbol": "LTCUSDT", "window": "VALIDATION", "experiment": "DC21_DAILY_TRAIL4", "CAGR": -0.0502646394, "MaxDD": 0.211936671, "Calmar": -0.2371682031, "PF": 0.5477827412, "WinRate_legs": 0.1481481481, "trades": 27, "legs": 27, "avg_leg_return": -0.0036805586, "return_total": -0.0980451967, "leverage_entries": 0 }, { "symbol": "LTCUSDT", "window": "VALIDATION", "experiment": "PCS_REFERENCE", "CAGR": -0.0550606686, "MaxDD": 0.1950834969, "Calmar": -0.2822415502, "PF": 0.7718829731, "WinRate_legs": 0.4645669291, "trades": 86, "legs": 127, "avg_leg_return": -0.0008499497, "return_total": -0.1071358094, "leverage_entries": 0 }, { "symbol": "LTCUSDT", "window": "RECENT", "experiment": "DC21_DAILY_TRAIL4", "CAGR": 0.0008279134, "MaxDD": 0.1070526002, "Calmar": 0.0077337066, "PF": 1.0126325191, "WinRate_legs": 0.25, "trades": 16, "legs": 16, "avg_leg_return": 0.0003871795, "return_total": 0.0014836655, "leverage_entries": 0 }, { "symbol": "LTCUSDT", "window": "RECENT", "experiment": "PCS_REFERENCE", "CAGR": -0.0703365368, "MaxDD": 0.1847429237, "Calmar": -0.3807265542, "PF": 0.6905904276, "WinRate_legs": 0.4690265487, "trades": 76, "legs": 113, "avg_leg_return": -0.0011160308, "return_total": -0.1224807571, "leverage_entries": 0 }, { "symbol": "LTCUSDT", "window": "OOS_REVIEW", "experiment": "DC21_DAILY_TRAIL4", "CAGR": -0.0264595441, "MaxDD": 0.2335258981, "Calmar": -0.1133045383, "PF": 0.7003589552, "WinRate_legs": 0.1860465116, "trades": 43, "legs": 43, "avg_leg_return": -0.0021669816, "return_total": -0.0967069975, "leverage_entries": 0 }, { "symbol": "LTCUSDT", "window": "OOS_REVIEW", "experiment": "PCS_REFERENCE", "CAGR": -0.0623005476, "MaxDD": 0.3005077709, "Calmar": -0.2073175926, "PF": 0.7369753901, "WinRate_legs": 0.4666666667, "trades": 162, "legs": 240, "avg_leg_return": -0.0009752296, "return_total": -0.2164944915, "leverage_entries": 0 }, { "symbol": "LTCUSDT", "window": "STRESS", "experiment": "DC21_DAILY_TRAIL4", "CAGR": -0.0343121602, "MaxDD": 0.2552570186, "Calmar": -0.134422005, "PF": 0.6370782014, "WinRate_legs": 0.1860465116, "trades": 43, "legs": 43, "avg_leg_return": -0.0028791584, "return_total": -0.1240318245, "leverage_entries": 0 }, { "symbol": "LTCUSDT", "window": "STRESS", "experiment": "PCS_REFERENCE", "CAGR": -0.0904527042, "MaxDD": 0.3680199299, "Calmar": -0.2457820809, "PF": 0.6420051788, "WinRate_legs": 0.4625, "trades": 162, "legs": 240, "avg_leg_return": -0.0014560866, "return_total": -0.3020391417, "leverage_entries": 0 } ], "decision": "HIPÓTESIS NO APROBADA; NO SE MODIFICA PCS" }