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

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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).

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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

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backtests/results/historical/kalman_pairs_BTC_20260805-073151.json

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