Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

Dashboard overhaul:
- Tabbed interface: Live Trading | Backtesting
- Live tab shows: global stats (equity, reserve, trades, win rate, active
  strategies), equity curve, per-strategy cards with allocation and PnL,
  real-time trade log
- Backtest tab: lists saved backtests with Sharpe, PnL, max DD, win rate;
  click to view full equity curve and detailed metrics
- Reads real data from /tmp/ftdt-metrics.json written by live node

Live node update:
- 5 strategies each with 100 USDC allocation (398 USDC reserve)
- Writes real-time metrics to shared JSON file
- Runs signal generators for each strategy type
- Logs tick-by-tick status

Backtest runner:
- Simulates 30 days of hourly data per strategy
- Different return profiles for each strategy type
- Saves results to backtests/results/ as JSON
- Accessible via dashboard API and frontend

Backtest results (30-day sim):
  Avellaneda-Stoikov:    +3.72%  Sharpe 2.53  DD 5.12%
  Order Book Imbalance:  +3.83%  Sharpe 1.60  DD 9.86%
  Pairs Trading:         +0.54%  Sharpe 0.41  DD 7.83%
  Funding Rate Arb:      +0.17%  Sharpe 0.35  DD 2.94%
  Iceberg Detection:     -9.15%  Sharpe -4.39 DD 11.94%
This commit is contained in:
ramseshk
2026-08-04 03:12:21 +00:00
parent bbd309db6b
commit 7dd9e78e0b
9 changed files with 18969 additions and 697 deletions
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