BTCCNH M5 Data Quality Report

Generated 2026-11-01 · 100,792 rows · 2025.10.19 → 2026.10.19

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Summary

Rows

100,792

Critical issues

Warnings

Largest gap

6.6h

Zero volume

0.00%

Zero spread

0.00%

Checks

Check	Count	Status
Duplicate timestamps	0	Pass
Out-of-order timestamps	0	Pass
OHLC integrity violations	0	Pass
Zero or negative prices	0	Pass
Gaps > 2× timeframe (<24h)	10	Warning
Extreme log returns	0	Pass
Zero/missing volume	0	Pass
Zero/missing spread	0	Pass
Negative spread	0	Pass
Flat bars (O=H=L=C)	1	Warning
Invalid weekend bars	0	Pass

Issues

Severity	Check	Count	Message
Warning	gaps	10	Gap greater than 2x timeframe and under 24h
Info	flat_bars	1	Open=High=Low=Close

How to Use This Report

A high score does not guarantee profitable backtests. It means the file is structurally clean enough to inspect. A low score is not automatically a rejection: legacy forex exports often have zero volume and spread, which is acceptable for price-only research but not for spread-sensitive strategies.

Always check the largest gap, duplicate count, OHLC violations and weekend bars before training a model. For ML, use the ML-ready datasets; for a custom date range, use the Custom Data Builder.

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