feat: recent-window backtests (week/month/year) — 207 clean results

Archived 639 old full-history results. Re-ran sweep on time-windowed
bar limits matching practical trading horizons:

  Last week bars:  1h=168, 4h=42,  1d=7
  Last month bars: 1h=720, 4h=180, 1d=30
  Last year bars:  1h=5000, 4h=2190, 1d=365

270/270 sweep succeeded, 63 zero-trade files archived.
207 results with real trades remain.

Key findings on RECENT (year) data only:

  grid_mm:    S=13.8 (1h), S=9.3 (4h), S=8.1 (1d)
  as_mm:      S=14.8 (1h), S=8.0 (4h), S=3.3 (1d)
  composite:  S=3.2 (1h), S=2.3 (4h), S=0.7 (1d)
  mean_rev:   1d only viable (S=3.5)

  Directional strategies (momentum, obi, iceberg, hurst_vpin)
  all show near-zero or negative Sharpe on recent data.

  Market-making dominates in sideways crypto markets.

Added --window flag to sweep_runner for week/month/year presets

backtests/results/grid_mm_BTC_1h_42_20260810-083018.json

@@ -0,0 +1 @@
+{"strategy": "grid_mm", "interval": "1h", "n_bars": 43, "start_equity": 10000.0, "end_equity": 9890.16, "total_return_pct": -1.1, "pnl": -109.84, "sharpe": -19.434, "sortino": -25.392, "max_drawdown_pct": 1.71, "win_rate": 0.0, "profit_factor": 0.0, "expectancy": -18.939, "trades": [{"time": "2026-08-08 16:00:00", "side": "BUY", "asset": "BTC", "size": 0.153549, "entry_px": 65116.05, "exit_px": 64996.94, "pnl_gross": -21.2865, "pnl_net": -24.2833, "fee": 2.996808, "fee_rate_pct": 0.015, "return_pct": -0.213, "duration": ""}, {"time": "2026-08-08 20:00:00", "side": "BUY", "asset": "BTC", "size": 0.153309, "entry_px": 65079.01, "exit_px": 64979.96, "pnl_gross": -18.1776, "pnl_net": -21.1684, "fee": 2.990882, "fee_rate_pct": 0.015, "return_pct": -0.182, "duration": ""}, {"time": "2026-08-08 23:00:00", "side": "BUY", "asset": "BTC", "size": 0.15327, "entry_px": 64976.91, "exit_px": 64868.07, "pnl_gross": -19.6679, "pnl_net": -22.6531, "fee": 2.985201, "fee_rate_pct": 0.015, "return_pct": -0.197, "duration": ""}, {"time": "2026-08-09 02:00:00", "side": "BUY", "asset": "BTC", "size": 0.153142, "entry_px": 64902.84, "exit_px": 64730.21, "pnl_gross": -29.4153, "pnl_net": -32.3931, "fee": 2.97784, "fee_rate_pct": 0.015, "return_pct": -0.296, "duration": ""}, {"time": "2026-08-09 11:00:00", "side": "BUY", "asset": "BTC", "size": 0.152805, "entry_px": 64853.79, "exit_px": 64849.09, "pnl_gross": -3.6915, "pnl_net": -6.6644, "fee": 2.972887, "fee_rate_pct": 0.015, "return_pct": -0.037, "duration": ""}, {"time": "2026-08-09 15:00:00", "side": "BUY", "asset": "BTC", "size": 0.151806, "entry_px": 65256.19, "exit_px": 65134.8, "pnl_gross": -21.397, "pnl_net": -24.3661, "fee": 2.96912, "fee_rate_pct": 0.015, "return_pct": -0.216, "duration": ""}, {"time": "2026-08-10 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.151518, "entry_px": 65239.17, "exit_px": 65274.0, "pnl_gross": 3.794, "pnl_net": 0.8278, "fee": 2.966264, "fee_rate_pct": 0.015, "return_pct": 0.038, "duration": ""}], "params": {"grid_levels": 10, "grid_spacing_pct": 0.1, "rebalance_every": 20, "type": "Market Making"}, "fee_info": {"entry_fee": 0.015, "exit_fee": 0.015, "total_fee": 0.03, "taker_rate_pct": 0.045, "maker_rate_pct": 0.015, "effective_rate_pct": 0.015, "vip_tier": 0, "staking_tier": "none", "fee_model": "maker", "tier_name": "Tier 0 (<$5M)", "staking_name": "No Stake"}, "equity_curve": [{"t": "2026-08-08T14:00:00+00:00", "v": 10000.0}, {"t": "2026-08-08T15:00:00+00:00", "v": 9988.51}, {"t": "2026-08-08T16:00:00+00:00", "v": 9978.71}, {"t": "2026-08-08T17:00:00+00:00", "v": 9978.71}, {"t": "2026-08-08T18:00:00+00:00", "v": 9967.25}, {"t": "2026-08-08T19:00:00+00:00", "v": 9971.85}, {"t": "2026-08-08T20:00:00+00:00", "v": 9960.54}, {"t": "2026-08-08T21:00:00+00:00", "v": 9960.54}, {"t": "2026-08-08T22:00:00+00:00", "v": 9949.09}, {"t": "2026-08-08T23:00:00+00:00", "v": 9940.87}, {"t": "2026-08-09T00:00:00+00:00", "v": 9940.87}, {"t": "2026-08-09T01:00:00+00:00", "v": 9929.45}, {"t": "2026-08-09T02:00:00+00:00", "v": 9911.45}, {"t": "2026-08-09T03:00:00+00:00", "v": 9911.45}, {"t": "2026-08-09T04:00:00+00:00", "v": 9911.45}, {"t": "2026-08-09T05:00:00+00:00", "v": 9911.45}, {"t": "2026-08-09T06:00:00+00:00", "v": 9911.45}, {"t": "2026-08-09T07:00:00+00:00", "v": 9911.45}, {"t": "2026-08-09T08:00:00+00:00", "v": 9900.07}, {"t": "2026-08-09T09:00:00+00:00", "v": 9910.0}, {"t": "2026-08-09T10:00:00+00:00", "v": 9921.15}, {"t": "2026-08-09T11:00:00+00:00", "v": 9907.76}, {"t": "2026-08-09T12:00:00+00:00", "v": 9907.76}, {"t": "2026-08-09T13:00:00+00:00", "v": 9896.38}, {"t": "2026-08-09T14:00:00+00:00", "v": 9902.45}, {"t": "2026-08-09T15:00:00+00:00", "v": 9886.36}, {"t": "2026-08-09T16:00:00+00:00", "v": 9886.36}, {"t": "2026-08-09T17:00:00+00:00", "v": 9886.36}, {"t": "2026-08-09T18:00:00+00:00", "v": 9886.36}, {"t": "2026-08-09T19:00:00+00:00", "v": 9886.36}, {"t": "2026-08-09T20:00:00+00:00", "v": 9886.36}, {"t": "2026-08-09T21:00:00+00:00", "v": 9875.01}, {"t": "2026-08-09T22:00:00+00:00", "v": 9855.31}, {"t": "2026-08-09T23:00:00+00:00", "v": 9828.64}, {"t": "2026-08-10T00:00:00+00:00", "v": 9838.49}, {"t": "2026-08-10T01:00:00+00:00", "v": 9873.79}, {"t": "2026-08-10T02:00:00+00:00", "v": 9860.31}, {"t": "2026-08-10T03:00:00+00:00", "v": 9841.37}, {"t": "2026-08-10T04:00:00+00:00", "v": 9846.37}, {"t": "2026-08-10T05:00:00+00:00", "v": 9863.79}, {"t": "2026-08-10T06:00:00+00:00", "v": 9888.49}, {"t": "2026-08-10T07:00:00+00:00", "v": 9876.22}, {"t": "2026-08-10T08:00:00+00:00", "v": 9890.16}], "total_trades": 7, "generated_at": "2026-08-10T08:30:18.763054+00:00", "asset": "BTC"}