FTDT QUANT LAB — VBT
Hyperliquid · VectorBT
All Strategies
Pairs Trading
Hurst VPIN
Avellaneda-Stoikov
Order Book Imbalance
Grid Market Making
Composite MM
Iceberg Detection
Momentum Breakout
Mean Reversion
All Assets
BTC
ETH
BTC/ETH
All Intervals
1m
5m
15m
1h
4h
1d
Latest
Sharpe
Return %
Calmar
Min DD
Trades
T0 (Base 0.045%/0.015%)
T1 (>$5M 0.040/0.012)
T2 (>$25M 0.035/0.008)
T3 (>$100M 0.030/0.004)
T4 (>$500M 0.028/0.000)
T5 (>$2B 0.026/0.000)
T6 (>$7B 0.024/0.000)
No Stake
Wood (-5%)
Bronze (-10%)
Silver (-15%)
Gold (-20%)
Platinum (-30%)
Diamond (-40%)
Pairs Trading
Hurst VPIN
Avellaneda-Stoikov
Order Book Imbalance
Grid Market Making
Composite MM
Iceberg Detection
Momentum Breakout
Mean Reversion
1m
5m
15m
1h
4h
1d
100 bars
200 bars
500 bars
1K bars
2K bars
5K bars
auto
BTC
ETH
SOL
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