Repository Public
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amount = -signed size x perpetual open x rate (Hyperliquid pays on the ORACLE price; historical oracle prices are not served, the perpetual's own price is used instead)",1001 "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",1002 "maintenance margin = notional x flat fraction (Hyperliquid: half of the initial margin at maximum leverage); NO margin tiers by size",1003 "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)",1004 "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",1005 "equity <= 0 marks the run wiped out: equity stays at 0, the unpaid loss is reported as bad debt",1006 "ledger in exact decimals; average entry price rounded half-even at 18 decimals, sizes truncated to the lot",1007 "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",1008 "parameters on the test split are META['params']; the sensitivity grid never selects them",1009 "look-ahead check: truncation test on 999 bars, cuts at [0.5, 0.8], 999 decisions compared"1010 ],1011 "data_quality_detail": {1012 "BTC": {1013 "symbol": "BTC",1014 "interval": "1h",1015 "source": "hyperliquid",1016 "n_bars": 5000,1017 "start": "2026-04-16T20:00:00+00:00",1018 "end": "2026-11-11T03:00:00+00:00",1019 "expected_bars": 5000,1020 "missing_bars": 0,1021 "max_gap_bars": 0,1022 "gaps": [],1023 "duplicates_dropped": 0,1024 "unclosed_dropped": 0,1025 "off_grid": 0,1026 "ohlc_violations": 0,1027 "missing_fraction": 0.01028 },1029 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