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Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

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- Cleaned old timestamp-named files
- New files with proper ticker naming: {strategy}_{TICKER}_{timestamp}.json
- BTC, ETH, HYPE, VVV backtests for all 7 strategies
- Mean Reversion BTC: +76.42%, VVV: +0.04%, ETH: -0.12%, HYPE: -0.02%
This commit is contained in:
ramseshk
2026-08-05 05:11:32 +00:00
parent 6665d0cd2a
commit 156ea40e78
28 changed files with 55107 additions and 12712 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backtests/results/historical/avellaneda_BTC_20260804-072817.json → backtests/results/historical/avellaneda_BTC_20260805-050739.json
+2011 -2081
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backtests/results/historical/avellaneda_BTC_20260804-072903.json → backtests/results/historical/avellaneda_ETH_20260805-050740.json
+1312 -1522
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backtests/results/historical/avellaneda_HYPE_20260805-050741.json
+2914
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backtests/results/historical/avellaneda_VVV_20260805-050741.json
+2914
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backtests/results/historical/funding_arb_BTC_20260804-072817.json → backtests/results/historical/funding_arb_BTC_20260805-050739.json
+92 -92
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@@ -1,10 +1,10 @@
{ {
"strategy": "Funding Rate Arb", "strategy": "Funding Rate Arb",
"strategy_key": "funding_arb", "strategy_key": "funding_arb",
"coin": 1783234800000, "coin": "BTC",
"allocation": 100.0, "allocation": 100.0,
"start_time": "2026-07-05T07:00:00", "start_time": "2026-07-06T05:00:00",
"end_time": "2026-08-04T07:00:00", "end_time": "2026-08-05T05:00:00",
"start_equity": 100.0, "start_equity": 100.0,
"end_equity": 100.0, "end_equity": 100.0,
"pnl": 0.0, "pnl": 0.0,
@@ -22,94 +22,6 @@
"win_rate": 0.0, "win_rate": 0.0,
"total_trades": 0, "total_trades": 0,
"equity_curve": [ "equity_curve": [
{
"t": "2026-07-05T07:00:00",
"v": 100.0
},
{
"t": "2026-07-05T08:00:00",
"v": 100.0
},
{
"t": "2026-07-05T09:00:00",
"v": 100.0
},
{
"t": "2026-07-05T10:00:00",
"v": 100.0
},
{
"t": "2026-07-05T11:00:00",
"v": 100.0
},
{
"t": "2026-07-05T12:00:00",
"v": 100.0
},
{
"t": "2026-07-05T13:00:00",
"v": 100.0
},
{
"t": "2026-07-05T14:00:00",
"v": 100.0
},
{
"t": "2026-07-05T15:00:00",
"v": 100.0
},
{
"t": "2026-07-05T16:00:00",
"v": 100.0
},
{
"t": "2026-07-05T17:00:00",
"v": 100.0
},
{
"t": "2026-07-05T18:00:00",
"v": 100.0
},
{
"t": "2026-07-05T19:00:00",
"v": 100.0
},
{
"t": "2026-07-05T20:00:00",
"v": 100.0
},
{
"t": "2026-07-05T21:00:00",
"v": 100.0
},
{
"t": "2026-07-05T22:00:00",
"v": 100.0
},
{
"t": "2026-07-05T23:00:00",
"v": 100.0
},
{
"t": "2026-07-06T00:00:00",
"v": 100.0
},
{
"t": "2026-07-06T01:00:00",
"v": 100.0
},
{
"t": "2026-07-06T02:00:00",
"v": 100.0
},
{
"t": "2026-07-06T03:00:00",
"v": 100.0
},
{
"t": "2026-07-06T04:00:00",
"v": 100.0
},
{ {
"t": "2026-07-06T05:00:00", "t": "2026-07-06T05:00:00",
"v": 100.0 "v": 100.0
@@ -2905,10 +2817,98 @@
{ {
"t": "2026-08-04T07:00:00", "t": "2026-08-04T07:00:00",
"v": 100.0 "v": 100.0
},
{
"t": "2026-08-04T08:00:00",
"v": 100.0
},
{
"t": "2026-08-04T09:00:00",
"v": 100.0
},
{
"t": "2026-08-04T10:00:00",
"v": 100.0
},
{
"t": "2026-08-04T11:00:00",
"v": 100.0
},
{
"t": "2026-08-04T12:00:00",
"v": 100.0
},
{
"t": "2026-08-04T13:00:00",
"v": 100.0
},
{
"t": "2026-08-04T14:00:00",
"v": 100.0
},
{
"t": "2026-08-04T15:00:00",
"v": 100.0
},
{
"t": "2026-08-04T16:00:00",
"v": 100.0
},
{
"t": "2026-08-04T17:00:00",
"v": 100.0
},
{
"t": "2026-08-04T18:00:00",
"v": 100.0
},
{
"t": "2026-08-04T19:00:00",
"v": 100.0
},
{
"t": "2026-08-04T20:00:00",
"v": 100.0
},
{
"t": "2026-08-04T21:00:00",
"v": 100.0
},
{
"t": "2026-08-04T22:00:00",
"v": 100.0
},
{
"t": "2026-08-04T23:00:00",
"v": 100.0
},
{
"t": "2026-08-05T00:00:00",
"v": 100.0
},
{
"t": "2026-08-05T01:00:00",
"v": 100.0
},
{
"t": "2026-08-05T02:00:00",
"v": 100.0
},
{
"t": "2026-08-05T03:00:00",
"v": 100.0
},
{
"t": "2026-08-05T04:00:00",
"v": 100.0
},
{
"t": "2026-08-05T05:00:00",
"v": 100.0
} }
], ],
"trades": [], "trades": [],
"num_periods": 721, "num_periods": 721,
"data_source": "Hyperliquid Mainnet", "data_source": "Hyperliquid Mainnet",
"generated_at": "2026-08-04T07:28:17.886718" "generated_at": "2026-08-05T05:07:39.878052"
} }
backtests/results/historical/funding_arb_BTC_20260804-072903.json → backtests/results/historical/funding_arb_ETH_20260805-050740.json
+92 -92
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@@ -1,10 +1,10 @@
{ {
"strategy": "Funding Rate Arb", "strategy": "Funding Rate Arb",
"strategy_key": "funding_arb", "strategy_key": "funding_arb",
"coin": 1783234800000, "coin": "ETH",
"allocation": 100.0, "allocation": 100.0,
"start_time": "2026-07-05T07:00:00", "start_time": "2026-07-06T05:00:00",
"end_time": "2026-08-04T07:00:00", "end_time": "2026-08-05T05:00:00",
"start_equity": 100.0, "start_equity": 100.0,
"end_equity": 100.0, "end_equity": 100.0,
"pnl": 0.0, "pnl": 0.0,
@@ -22,94 +22,6 @@
"win_rate": 0.0, "win_rate": 0.0,
"total_trades": 0, "total_trades": 0,
"equity_curve": [ "equity_curve": [
{
"t": "2026-07-05T07:00:00",
"v": 100.0
},
{
"t": "2026-07-05T08:00:00",
"v": 100.0
},
{
"t": "2026-07-05T09:00:00",
"v": 100.0
},
{
"t": "2026-07-05T10:00:00",
"v": 100.0
},
{
"t": "2026-07-05T11:00:00",
"v": 100.0
},
{
"t": "2026-07-05T12:00:00",
"v": 100.0
},
{
"t": "2026-07-05T13:00:00",
"v": 100.0
},
{
"t": "2026-07-05T14:00:00",
"v": 100.0
},
{
"t": "2026-07-05T15:00:00",
"v": 100.0
},
{
"t": "2026-07-05T16:00:00",
"v": 100.0
},
{
"t": "2026-07-05T17:00:00",
"v": 100.0
},
{
"t": "2026-07-05T18:00:00",
"v": 100.0
},
{
"t": "2026-07-05T19:00:00",
"v": 100.0
},
{
"t": "2026-07-05T20:00:00",
"v": 100.0
},
{
"t": "2026-07-05T21:00:00",
"v": 100.0
},
{
"t": "2026-07-05T22:00:00",
"v": 100.0
},
{
"t": "2026-07-05T23:00:00",
"v": 100.0
},
{
"t": "2026-07-06T00:00:00",
"v": 100.0
},
{
"t": "2026-07-06T01:00:00",
"v": 100.0
},
{
"t": "2026-07-06T02:00:00",
"v": 100.0
},
{
"t": "2026-07-06T03:00:00",
"v": 100.0
},
{
"t": "2026-07-06T04:00:00",
"v": 100.0
},
{ {
"t": "2026-07-06T05:00:00", "t": "2026-07-06T05:00:00",
"v": 100.0 "v": 100.0
@@ -2905,10 +2817,98 @@
{ {
"t": "2026-08-04T07:00:00", "t": "2026-08-04T07:00:00",
"v": 100.0 "v": 100.0
},
{
"t": "2026-08-04T08:00:00",
"v": 100.0
},
{
"t": "2026-08-04T09:00:00",
"v": 100.0
},
{
"t": "2026-08-04T10:00:00",
"v": 100.0
},
{
"t": "2026-08-04T11:00:00",
"v": 100.0
},
{
"t": "2026-08-04T12:00:00",
"v": 100.0
},
{
"t": "2026-08-04T13:00:00",
"v": 100.0
},
{
"t": "2026-08-04T14:00:00",
"v": 100.0
},
{
"t": "2026-08-04T15:00:00",
"v": 100.0
},
{
"t": "2026-08-04T16:00:00",
"v": 100.0
},
{
"t": "2026-08-04T17:00:00",
"v": 100.0
},
{
"t": "2026-08-04T18:00:00",
"v": 100.0
},
{
"t": "2026-08-04T19:00:00",
"v": 100.0
},
{
"t": "2026-08-04T20:00:00",
"v": 100.0
},
{
"t": "2026-08-04T21:00:00",
"v": 100.0
},
{
"t": "2026-08-04T22:00:00",
"v": 100.0
},
{
"t": "2026-08-04T23:00:00",
"v": 100.0
},
{
"t": "2026-08-05T00:00:00",
"v": 100.0
},
{
"t": "2026-08-05T01:00:00",
"v": 100.0
},
{
"t": "2026-08-05T02:00:00",
"v": 100.0
},
{
"t": "2026-08-05T03:00:00",
"v": 100.0
},
{
"t": "2026-08-05T04:00:00",
"v": 100.0
},
{
"t": "2026-08-05T05:00:00",
"v": 100.0
} }
], ],
"trades": [], "trades": [],
"num_periods": 721, "num_periods": 721,
"data_source": "Hyperliquid Mainnet", "data_source": "Hyperliquid Mainnet",
"generated_at": "2026-08-04T07:29:03.636645" "generated_at": "2026-08-05T05:07:40.408407"
} }
backtests/results/historical/funding_arb_HYPE_20260805-050740.json
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backtests/results/historical/funding_arb_VVV_20260805-050741.json
+2914
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backtests/results/historical/iceberg_BTC_20260804-072903.json → backtests/results/historical/iceberg_BTC_20260805-050739.json
+806 -816
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backtests/results/historical/iceberg_ETH_20260805-050740.json
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backtests/results/historical/iceberg_BTC_20260804-072817.json → backtests/results/historical/iceberg_HYPE_20260805-050740.json
+955 -1035
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backtests/results/historical/iceberg_VVV_20260805-050741.json
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backtests/results/historical/mean_rev_BTC_20260804-072903.json → backtests/results/historical/mean_rev_BTC_20260805-050739.json
+799 -809
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backtests/results/historical/mean_rev_BTC_20260804-072817.json → backtests/results/historical/mean_rev_ETH_20260805-050740.json
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backtests/results/historical/mean_rev_HYPE_20260805-050741.json
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backtests/results/historical/mean_rev_VVV_20260805-050741.json
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backtests/results/historical/momentum_BTC_20260804-072817.json → backtests/results/historical/momentum_BTC_20260805-050739.json
+798 -798
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backtests/results/historical/momentum_BTC_20260804-072903.json → backtests/results/historical/momentum_ETH_20260805-050740.json
+867 -897
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backtests/results/historical/pairs_BTC_20260804-072817.json → backtests/results/historical/momentum_HYPE_20260805-050741.json
+932 -882
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backtests/results/historical/momentum_VVV_20260805-050741.json
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backtests/results/historical/ofi_BTC_20260804-072817.json → backtests/results/historical/ofi_BTC_20260805-050739.json
+816 -816
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backtests/results/historical/ofi_BTC_20260804-072903.json → backtests/results/historical/ofi_ETH_20260805-050740.json
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backtests/results/historical/ofi_HYPE_20260805-050740.json
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backtests/results/historical/ofi_VVV_20260805-050741.json
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backtests/results/historical/pairs_BTC_20260804-072903.json → backtests/results/historical/pairs_BTC_20260805-050739.json
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backtests/results/historical/pairs_ETH_20260805-050740.json
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backtests/results/historical/pairs_HYPE_20260805-050741.json
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backtests/results/historical/pairs_VVV_20260805-050741.json
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