The auto-generated tables behind the round-1 study: default-parameter results, a fixed 60/40 in-sample/out-of-sample split, walk-forward results, parameter heat-maps, a split by market regime, a split by year, and position-sizing conversions for three datasets.
- 4-hour dataset (HTX perpetual price as a spot proxy, long-only, no funding): over the evaluation window, holding ETH returned −10.4% with a −81.2% max drawdown.
- Donchian breakout + ATR trail (defaults): 34 trades, 44.1% win rate, +173.4% total, −46.4% max drawdown, still +122.8% with costs doubled.
- RSI mean reversion: −34.3%. MA crossover: +18.0% on only 12 trades, too few to judge.
- Strategies with fewer than 30 trades are explicitly marked "insufficient sample".