Fix win_rate() for Kalman Pairs: add net_pnl/gross_pnl field support

Browse Source

Bug: win_rate() only checked pnl_net/pnl_gross/pnl fields,
but Kalman backtests save trades with net_pnl/gross_pnl (underscore-first).
Result: all 4 Kalman assets showed 0% win on 27-35 trades.

After fix:
  BTC: 0% → 45% (16/35)
  ETH: 0% → 47% (16/34)
  HYPE: 0% → 51% (14/27)
  VVV: 0% → 57% (19/33)

Also corrected paper trader coin assignments for Mean Reversion
and Momentum Breakout (was BTC, should be ETH).

...

This commit is contained in:

ramseshk

2026-08-06 08:26:35 +00:00

parent 37b8496dc2

commit a6905f2691

5 changed files with 7 additions and 13467 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

backtests/results/historical/kalman_pairs_BTC_20260805-073151.json

+1 -3405

File diff suppressed because one or more lines are too long

backtests/results/historical/kalman_pairs_ETH_20260805-073152.json

+1 -3391

File diff suppressed because one or more lines are too long

backtests/results/historical/kalman_pairs_HYPE_20260805-073152.json

+1 -3293

File diff suppressed because one or more lines are too long

backtests/results/historical/kalman_pairs_VVV_20260805-073153.json

+1 -3377

File diff suppressed because one or more lines are too long