Repository Public
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and slippage in bps",1028 "funding: every hourly settlement is charged at the open of the bar that starts at its hour, on the position held coming into that bar: 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)",1029 "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",1030 "maintenance margin = notional x flat fraction (Hyperliquid: half of the initial margin at maximum leverage); NO margin tiers by size",1031 "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)",1032 "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",1033 "equity <= 0 marks the run wiped out: equity stays at 0, the unpaid loss is reported as bad debt",1034 "ledger in exact decimals; average entry price rounded half-even at 18 decimals, sizes truncated to the lot",1035 "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",1036 "parameters on the test split are META['params']; the sensitivity grid never selects them",1037 "look-ahead check: truncation test on 999 bars, cuts at [0.5, 0.8], 999 decisions compared"1038 ],1039 "data_quality_detail": {1040 "BTC": {1041 "symbol": "BTC",1042 "interval": "1h",1043 "source": "hyperliquid",1044 "n_bars": 5000,1045 "start": "2026-04-16T20:00:00+00:00",1046 "end": "2026-11-11T03:00:00+00:00",1047 "expected_bars": 5000,1048 "missing_bars": 0,1049 "max_gap_bars": 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