Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding)

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Backtest on 6000 synth trades: 46 trades, 44 wins, +1.10% PnL.
Entry: H>0.52 + VPIN>0.15 + direction bias
Exit: after 20 bars OR Hurst decay below exit threshold

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ramseshk

2026-08-06 07:13:17 +00:00

parent b0eaee47db

commit 3cc68cd46a

4 changed files with 12 additions and 5 deletions

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backtests/results/historical/hurst_vpin_BTC_20260806-071308.json

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