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{
"run_id": "20260324T081608Z",
"started_at": "2026-03-24T08:16:08.581195+00:00",
"symbol": "BTCUSD_PERP",
"interval": "1h",
"limit": 5
}
# abc1 backtest research summary ## assumptions - fee_bps: 4.0 - slippage_bps: 1.0 - signal execution: next-bar return - factor used: factor_v2 if available, else factor_v1 - split: first 70% in-sample, last 30% out-of-sample ## best parameter set (selected on in-sample)
run_id=20260324T081608Z started_at=2026-03-24T08:16:08.581195+00:00 symbol=BTCUSD_PERP interval=1h limit=5 exchange=Binance price_csv=data/processed/price_BTCUSD_PERP_1h.csv funding_csv=data/processed/funding_BTCUSD_PERP_1h.csv oi_csv=data/processed/oi_BTCUSD_PERP_1h.csv glass_active_csv=data/processed/glassnode_active_count_BTC_24h.csv glass_mvrv_csv=data/processed/glassnode_mvrv_z_score_BTC_24h.csv glass_sopr_csv=data/processed/glassnode_sopr_adjusted_BTC_24h.csv