Repository Public
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rate (Hyperliquid pays on the ORACLE price; historical oracle prices are not served, the perpetual's own price is used instead)",1076 "initial margin = notional / leverage, checked at order time: reducing orders always execute, orders adding exposure are cut pro rata to the free collateral or refused below the minimum order",1077 "maintenance margin = notional x flat fraction (Hyperliquid: half of the initial margin at maximum leverage); NO margin tiers by size",1078 "liquidation is intrabar: with every long at the bar's low and every short at its high together, the account is liquidated where margin equity = maintenance margin, at that price, plus taker fee and a penalty; the WHOLE account is closed (no partial liquidation, no backstop, no auto-deleveraging)",1079 "highs and lows are trade prices of the perpetual, not the venue's mark price (which is smoother): wicks liquidate here that might not on the venue",1080 "equity <= 0 marks the run wiped out: equity stays at 0, the unpaid loss is reported as bad debt",1081 "ledger in exact decimals; average entry price rounded half-even at 18 decimals, sizes truncated to the lot",1082 "max_drawdown and worst_intrabar_drawdown are positive fractions; sharpe/sortino/volatility are annualised with 8760 bars per year (24/7 market), risk-free rate 0",1083 "parameters on the test split are META['params']; the sensitivity grid never selects them",1084 "look-ahead check: truncation test on 999 bars, cuts at [0.5, 0.8], 999 decisions compared"1085 ],1086 "data_quality_detail": {1087 "BTC": {1088 "symbol": "BTC",1089 "interval": "1h",1090 "source": "hyperliquid",1091 "n_bars": 5000,1092 "start": "2026-04-16T20:00:00+00:00",1093 "end": "2026-11-11T03:00:00+00:00",1094 "expected_bars": 5000,1095 "missing_bars": 0,1096 "max_gap_bars": 0,1097 "gaps": [],1098 "duplicates_dropped": 0,1099 "unclosed_dropped": 0,1100 "off_grid": 0,1101 "ohlc_violations": 0,1102 "missing_fraction": 0.01103 },1104 "ETH": {1105 "symbol": "ETH",1106 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