{
  "schemaVersion": 1,
  "protocolId": "public-presets-oos-20260825-20260930",
  "headlineMetric": "exit_net_return_pct",
  "metricDefinition": "open position valued at the 2026-09-30 23:59 UTC mark-price close, net of exit costs",
  "provenance": {
    "repository": "blitz-backtest",
    "repositoryVisibility": "private",
    "runnerCommit": "7bf1c54363802e065b6ac6cd2de03cfb44776a82",
    "freezeCommit": "79bc6ea7b7dccfba1893454824e4e8a4dd8ba448",
    "freezeCommittedAt": "2026-10-05T11:58:18Z",
    "resultsCommit": "4cd305dbadd7b6c103b202d05b90a52fed957dcd",
    "enginesModified": false,
    "engines": {
      "btc": "_s14_u75_instrumented.py",
      "eth": "eth_perp_v2.py",
      "ethRunner": "run_btc_tick_eval.py"
    }
  },
  "window": {
    "start": "2026-08-25",
    "end": "2026-09-30",
    "days": 37,
    "evaluatedAt": "2026-09-30T23:59:00Z"
  },
  "partialWindow": {
    "start": "2026-09-02",
    "end": "2026-09-30",
    "days": 29
  },
  "valuation": {
    "evaluatedAt": "2026-09-30T23:59:00Z",
    "btc": {
      "markCloseUsd": 83583.2930942
    },
    "eth": {
      "markCloseUsd": 2684.73687597,
      "priceTickUsd": 0.01,
      "evaluationPriceUsd": 2684.73
    }
  },
  "initialWalletUsd": 133333,
  "rounds": {
    "btc": 18,
    "eth": 12
  },
  "hashPublicationDates": {
    "btc": "2026-08-26",
    "eth": "2026-09-08"
  },
  "hashes": {
    "results": "767d62c507d63fb59062774016e8b68761a967c112ec75df46d52bfbcf4de2b9",
    "freeze": "eb22322279c59c7d34457419c9b1cc520210bd7773ab8ea49183573ddd90dc3f",
    "startedReceipt": "7026412ed6b1acd0f2afccf00ae24bcfc2d11a8e5df73bce7cdbf294099a7885",
    "completedReceipt": "ba63db6641f862621abe5b41c53795ae1ee727f596a37db35d78db4168aebcbb"
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  "btc": {
    "baseline": {
      "exitNetReturnPct": 1.5311711678608564,
      "closedCycleReturnPct": 2.23973999999989,
      "openPositionEffectPp": -0.7085688321390338,
      "maxDrawdownPct": -2.267,
      "tpCycles": 141,
      "liquidations": 0,
      "maxStepIncludingOpen": 10,
      "fundingUsd": 0,
      "slippageUsd": 0,
      "feesUsd": 908.877727799999,
      "terminal": {
        "inPosition": true,
        "step": 8,
        "priceVsAveragePct": -2.3903084449272582,
        "openedAt": "2026-09-23T04:23:21.279000+00:00",
        "holdDays": 7.817110092592593
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    },
    "funding": {
      "exitNetReturnPct": 1.3694390630550446,
      "maxDrawdownPct": -2.3166,
      "tpCycles": 141,
      "liquidations": 0,
      "maxStepIncludingOpen": 10,
      "fundingUsd": 215.6422673008834,
      "slippageUsd": 0,
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      "terminal": {
        "inPosition": true,
        "step": 8,
        "priceVsAveragePct": -2.3903084449272582,
        "openedAt": "2026-09-23T04:23:21.279000+00:00",
        "holdDays": 7.817110092592593
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    },
    "slip1": {
      "exitNetReturnPct": 1.2689557639387727,
      "maxDrawdownPct": -2.318,
      "tpCycles": 141,
      "liquidations": 0,
      "maxStepIncludingOpen": 10,
      "fundingUsd": 215.6422673008834,
      "slippageUsd": 130.22919442619985,
      "feesUsd": 908.877727799999,
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        "step": 8,
        "priceVsAveragePct": -2.3903084449272582,
        "openedAt": "2026-09-23T04:23:21.279000+00:00",
        "holdDays": 7.817110092592593
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    },
    "slip2": {
      "exitNetReturnPct": 1.168472464821213,
      "maxDrawdownPct": -2.3193,
      "tpCycles": 141,
      "liquidations": 0,
      "maxStepIncludingOpen": 10,
      "fundingUsd": 215.6422673008834,
      "slippageUsd": 260.4583888523997,
      "feesUsd": 908.877727799999,
      "terminal": {
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        "step": 8,
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        "openedAt": "2026-09-23T04:23:21.279000+00:00",
        "holdDays": 7.817110092592593
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    }
  },
  "eth": {
    "baseline": {
      "exitNetReturnPct": 1.3660785888268023,
      "maxDrawdownPct": -1.0507959712248605,
      "tpCycles": 259,
      "liquidations": 0,
      "maxStepIncludingOpen": 6,
      "fundingUsd": 0,
      "slippageUsd": 31.22379999999633,
      "feesUsd": 397.80345396000007,
      "terminal": {
        "inPosition": true,
        "step": 3,
        "priceVsAveragePct": -1.1970773828333003,
        "openedAt": "2026-09-30T12:56:03.355000+00:00",
        "holdDays": 0.46106861111111114
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    },
    "funding": {
      "exitNetReturnPct": 1.3405237079867849,
      "maxDrawdownPct": -1.048873685252949,
      "tpCycles": 259,
      "liquidations": 0,
      "maxStepIncludingOpen": 6,
      "fundingUsd": 34.07308927040514,
      "slippageUsd": 31.22379999999633,
      "feesUsd": 397.80345396000007,
      "terminal": {
        "inPosition": true,
        "step": 3,
        "priceVsAveragePct": -1.1970773828333003,
        "openedAt": "2026-09-30T12:56:03.355000+00:00",
        "holdDays": 0.46106861111111114
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    },
    "slip1": {
      "exitNetReturnPct": 1.281648338198349,
      "maxDrawdownPct": -1.0492052237033533,
      "tpCycles": 259,
      "liquidations": 0,
      "maxStepIncludingOpen": 6,
      "fundingUsd": 34.07308927040514,
      "slippageUsd": 109.14580000000738,
      "feesUsd": 397.78786956000016,
      "terminal": {
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        "step": 3,
        "priceVsAveragePct": -1.1970773828333003,
        "openedAt": "2026-09-30T12:56:03.355000+00:00",
        "holdDays": 0.46106861111111114
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    },
    "slip2": {
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      "tpCycles": 259,
      "liquidations": 0,
      "maxStepIncludingOpen": 6,
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      "slippageUsd": 185.864900000003,
      "feesUsd": 397.7725257400002,
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        "step": 3,
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        "openedAt": "2026-09-30T12:56:03.355000+00:00",
        "holdDays": 0.46106861111111114
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  },
  "ethPartial": {
    "baseline": {
      "exitNetReturnPct": 1.2257409937823427,
      "maxDrawdownPct": -1.041413645680478,
      "tpCycles": 239,
      "liquidations": 0,
      "maxStepIncludingOpen": 6,
      "fundingUsd": 0,
      "slippageUsd": 28.821799999994173,
      "feesUsd": 360.6820795599999,
      "terminal": {
        "inPosition": true,
        "step": 3,
        "priceVsAveragePct": -1.1762777211395403,
        "openedAt": "2026-09-30T12:56:03.337000+00:00",
        "holdDays": 0.46106881944444444
      }
    },
    "funding": {
      "exitNetReturnPct": 1.2087289641446342,
      "maxDrawdownPct": -1.0394047551661179,
      "tpCycles": 239,
      "liquidations": 0,
      "maxStepIncludingOpen": 6,
      "fundingUsd": 22.68264947683357,
      "slippageUsd": 28.821799999994173,
      "feesUsd": 360.6820795599999,
      "terminal": {
        "inPosition": true,
        "step": 3,
        "priceVsAveragePct": -1.1762777211395403,
        "openedAt": "2026-09-30T12:56:03.337000+00:00",
        "holdDays": 0.46106881944444444
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    },
    "slip1": {
      "exitNetReturnPct": 1.155620330198115,
      "maxDrawdownPct": -1.0396419166453286,
      "tpCycles": 239,
      "liquidations": 0,
      "maxStepIncludingOpen": 6,
      "fundingUsd": 22.68264947683357,
      "slippageUsd": 99.05329999999832,
      "feesUsd": 360.66803325999973,
      "terminal": {
        "inPosition": true,
        "step": 3,
        "priceVsAveragePct": -1.1762777211395403,
        "openedAt": "2026-09-30T12:56:03.337000+00:00",
        "holdDays": 0.46106881944444444
      }
    },
    "slip2": {
      "exitNetReturnPct": 1.1033553545956698,
      "maxDrawdownPct": -1.0404329074928942,
      "tpCycles": 239,
      "liquidations": 0,
      "maxStepIncludingOpen": 6,
      "fundingUsd": 22.68264947683357,
      "slippageUsd": 168.15969999999672,
      "feesUsd": 360.65421197999956,
      "terminal": {
        "inPosition": true,
        "step": 3,
        "priceVsAveragePct": -1.1762777211395403,
        "openedAt": "2026-09-30T12:56:03.337000+00:00",
        "holdDays": 0.46106881944444444
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    }
  },
  "disclosureNote": "Disclosure wording follows the public wording standard; the frozen results file (sha256 767d62c507d63fb59062774016e8b68761a967c112ec75df46d52bfbcf4de2b9) keeps the original wording.",
  "disclosures": {
    "btcPriorUse": "None. No BTC strategy evaluation has opened data on or after 2026-08-25 (checked 2026-10-01).",
    "ethPriorUse": "ETH 2026-08-25~2026-09-01 was already used by the rejected ETH V2 research (strict OOS receipt eth-perp-v2.6-20260903, hard_oos_end 2026-09-01). The public ETH preset's ladder was selected on 2026-09-07 and its wallet usage (U82) was fixed on 2026-09-08, both using data through 2026-08-24; market data from 2026-09-02 onward already existed at selection time but was not used. One exception: earlier historical ETH evaluations valued a position open at the end with the 2026-08-25 00:00 UTC mark-price minute and, on the indirect evidence of a reviewer we commissioned, also charged the funding payment settled at that minute in the funding scenarios (both corrected and disclosed on 2026-09-30); the runs used to choose the preset may also have read that minute. Both the full window 2026-08-25~2026-09-30 (not used in preset selection, apart from that minute) and the partial window 2026-09-02~2026-09-30 (not used in any prior research) are reported.",
    "engineDifferences": "Each engine is internally consistent but the two differ: BTC legacy engine charges entry fees at TP and an exit fee of 0.05% of entry notional; the ETH engine charges entry fees on fill (plus 1bp entry slippage in every variant) and values the exit with a 0.02% limit fee on exit notional rounded down to the price tick. BTC max_step/MAE/utilization summary fields count closed cycles only; see terminal for the open position.",
    "hashPublicationDatesNote": "hashPublicationDates are calendar dates in Korea Standard Time (UTC+9). The BTC report hash went live on 2026-08-25 18:24 UTC (2026-08-26 KST); the ETH report hash on 2026-09-08 10:36 UTC."
  }
}