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E-01. Data collection and sealing (2026-07-07)

4 years of BTCUSDT futures at 4 resolutions with 0 gaps, 0 duplicates and a sha256-sealed train/val/test split.

Original record: 2026-07-07 · Migrated: 2026-10-27 · Translated from Korean: 2026-10-27
A historical record, not rerun in this migration.

The figures, hypotheses and verdicts of the time are preserved. A past positive result or candidate mention does not mean validated profitability today or a live-trading recommendation. Validation periods that were already used are not treated as new independent validation.

This is an English translation of a preserved Korean original. It describes conditions at the time of writing, not current provider specifications, costs or regulations. Phrases in the original about blocking or avoiding losses interpret simulated experiments and are not realized account results. Statistical trial counts differ from the number of independent strategies or CSV rows.

E-01. Data collection and sealing (2026-07-07)

  • BTCUSDT futures, 4 years (2022-07-01~): 1m 2.11M / 5m 423K / 1h 35.2K / 1d 1,467 candles. Gap 0, duplicates 0 and OHLC violations 0 at every resolution. 4,409 funding records.
  • Sealed 3-way split: train 21,128 (22-07~24-11) / val 7,043 (24-11~25-09) / test 7,043 (25-09~26-07), sha256 recorded.
  • Analysis: a gap count of 0 is unusual, but the gap-detection logic itself was verified with synthetic data. Train covers 3 regimes: bear → recovery → bull.

Source and migration evidence

Source: backtest/docs/experiment-log.md#E-01

Original SHA-256: 069c4aaaf53a20930ca8d94ba6365b4ce2b6bc560171d662a4c179ea55a6857c

Raw data and account information are not part of the public package. The original results do not replace statistical or scientific revalidation. The English text is a translation; numbers, tables and charts are carried over unchanged.

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E-01 through E-25 and the surrounding research record, including execution-cost, funding, maker replay and liquidation-data diagnostics.

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Stockback and Coinback research records in English, translated from the Korean originals and preserved with source hashes and explicit historical context.

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coinback — crypto futures automated trading validation project

Overview of the coinback research system: 35 decisions, 25 experiments, 10,342 trials, 117 tests and 0 live strategies.

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E-02. Strategy 1 (RSI mean reversion) defaults, train (2026-07-08)

RSI + Bollinger + trend filter defaults on BTC 1h train: -8.88%, Sharpe -0.333 and only 29 trades in 2.4 years.

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