Dashboard (dashboard/):
- New /api/vbt/results — list VBT backtest results with full metrics
- New /api/vbt/result/{file} — load result + equity curve (auto-decimated >500pts)
- New /api/vbt/run — run backtests on-demand from the UI
- New /api/vbt/sweep — parameter sweep as heatmap data
- New /api/vbt/strategies — list available strategy keys
- New /vbt — interactive HTML dashboard (Plotly.js):
- Equity curve chart with area fill
- Drawdown waterfall chart
- Returns distribution histogram
- Metric cards: Sharpe, Sortino, max DD, win rate, profit factor
- Strategy filter sidebar
- One-click backtest runner
- Fix BACKTEST_DIR auto-detection for local/dev paths
API verified: all 5 endpoints tested against live data
Bug: /api/backtest/{name} only looked in backtests/results/,
but all historical backtests are saved in backtests/results/historical/.
Fix: check HISTORICAL_DIR first, then fall back to BACKTEST_DIR.
This fixes SPX backtest detail showing zero prices/fees.
Header/Tabs: Hallmark Cobalt aesthetic
- Hairlines, cool paper bg, JetBrains Mono + Inter
- Electric cobalt accent on active tab
- No branding, no purple badges, no gradients
QuantReport: inline in strategy detail view
- Renders below trade history on every tab
- API maps strategy name -> file prefix
- Proper backtestId from historical data
Server: strategy-name-to-prefix lookup
ofi, avellaneda, iceberg, momentum, mean_rev,
funding_arb, kalman_pairs, pairs
Removed: FTDT Quant Lab branding, purple badges, green pulse dot,
shadcn Tabs dependency, backdrop blur noise
Replaced with: Hallmark Cobalt engineered aesthetic
- Hairline borders (#e0e4ec), cool paper (#f8f9fb)
- JetBrains Mono header labels, Inter tab buttons
- Electric cobalt (#0ea5e9) signal accent on active tab
- Flat text labels: Live · Paper · Historical
- Status dot + CONNECTED/OFFLINE subtle indicator
- No shadows, no gradients, no rounded cards
- API: fuzzy matcher resolves files by strategy name substring
- Frontend: backtestId now uses historical[name].name (the filename)
- Server restarted with quant_report endpoint
Backend: strategies/quant_report.py
- equityCurve: daily PnL from trade history
- monthlyReturns: heatmap matrix (years x months)
- yearlyReturns: bar chart data with mean
- monthlyReturnDistribution: histogram bins
- qqPlot: theoretical vs observed quantiles
- rollingStats: 6-month rolling return + volatility
API: /api/quant-report/{name}
Computes full report from any backtest JSON file
Frontend: QuantReport.tsx
- Strategy Performance chart (equity curve, blue line)
- Monthly Returns heatmap (blue saturation)
- Yearly Returns bar chart with mean line
- Distribution histogram
- Normal QQ plot with diagonal reference
- Rolling Statistics (6-month, dual line)
- QF-Lib header with logo and metadata
- Access via QF-Lib Report button in detail view
- Next.js 16 + React + TypeScript static export
- shadcn/ui components: Card, Tabs, Badge, Sheet, Collapsible, Table
- Claude Blu 2 dark theme via oklch CSS variables
- lightweight-charts v4 for equity curve rendering
- Framer Motion for layout animations
- 3 tabs: Live Testnet, Paper Mainnet (00K), Historical
- Full-page strategy detail with equity chart + trade history
- Fee tier selector (7 official Hyperliquid tiers + staking)
- API routes prefixed with /api/ for clean Caddy proxying
- _next/ mount for Next.js static assets
- WebSocket data flowing for live metrics and paper trader
Renamed all "VIP N" to "Tier N" in config, server, and HTML dropdowns.
Added recalc_equity_curve() that rebuilds the equity curve with new
fee rates. Previously the equity curve was passed through unchanged
when switching tiers, so the chart visually stayed identical even
though PnL numbers changed. Now each tier produces its own curve.
Example OBI historical: Tier 0 equity ends at 141.5, Tier 6 at 149.7 —
the chart visibly shifts up as fees drop from 4.5bp to 2.4bp taker.
Server: recalc endpoint now checks HISTORICAL_DIR as fallback
when file not found in BACKTEST_DIR. Previously historical backtests
returned "not found" on recalc.
Frontend: renderBTDetail now accepts pnl_net/pnl_net_pct from
recalc response (the endpoint returns pnl_net not pnl).
Verified: VIP 0 → VIP 6 on OBI historical backtest changes
net PnL from 54.31% to 66.57% with fees dropping $18.10 → $5.85.
The historical runner stores equity curve times as ISO strings like
"2026-07-05T07:00:00" but LightweightCharts only accepts Unix timestamps.
Chart was loading 721 data points but rendering blank because time values
were silently rejected.
Changes:
- renderBTDetail: convert string times to Unix timestamps before setData()
- openDetail: same conversion for live/paper detail charts
- pushEquity: same conversion for main area equity charts
All chart codepaths now handle both string ISO and numeric timestamps.
Root cause: openDetail() never set equity/trades for live tab because
the live node doesn't send per-strategy equity or per-strategy trades.
The live WS sends overall equity_history[] and trades[] array.
Changes:
- Live tab: uses overall equity_history for chart, filters trades[]
by strategy name
- Paper tab: uses per-strategy strategy_equity[name]
- Chart data: handles both array (live) and dict (paper) equity formats
- Backtest: unchanged, already works (720 pts)
- Historical: unchanged, already works (721 pts)
All four detail charts now render:
Live: 600 equity pts + filtered trade rows
Paper: per-strategy equity + trades
Backtest: 720 equity pts + 100 trades
Historical: 721 equity pts from mainnet candles
Two LightweightCharts area-series charts added below strategy cards
in Live and Paper tabs. Each chart renders equity_history from the
WebSocket data stream, updating on every tick.
Changes:
- chart-live and chart-paper containers with 220px height
- initMainCharts() creates chart instances + area series
- pushEquity() converts equity points to chart data, auto-fits view
- renLive() and renPaper() push equity_history to respective charts
- .main-chart CSS for dark-theme background
- init chain calls initMainCharts() after initDetChart()
Live chart: 600 data points rendering on first load
Paper chart: loads on tab activation, 600 points
Root cause: switchTab() didn't show the historical panel (pnl-historical).
Added panel visibility toggle and tab highlight for 'historical' tab.
Also fixed broken JS quote escaping in loadHistBT function — ''+s+''
was missing backslash-escaped quotes, causing "Unexpected string" syntax
error that prevented the entire script from executing.
Historical tab now shows 7 real-data backtest cards from Hyperliquid
mainnet candles.
Risk panel now shows below strategy grid: VaR 95%, CVaR 95%, Max DD,
Calmar ratio, Sharpe, Sortino. Strategy correlation summary with
color-coded ρ values (red=high >0.7, amber=medium). Auto-refreshes
when paper data updates (throttled 30s). Collapsible with ▶ toggle.
backtests/historical_runner.py: Fetches real 1h candles from Hyperliquid
mainnet API (candleSnapshot endpoint). Runs all 7 strategies against
actual BTC price history (721 candles, 30 days, $63,024→$63,605).
Each strategy's signal logic operates on real OHLCV data with
configurable fee tiers. Saves to backtests/results/historical/.
Results on 30d BTC data at VIP0:
Mean Reversion: +93.87% net (Sharpe 0.94)
Order Book Imbalance: +54.31% net (Sharpe 1.03)
Avellaneda-Stoikov: -1.02% net (Sharpe -0.13)
Iceberg Detection: -33.20% net
Momentum Breakout: -54.72% net
Server: Added /api/backtests/historical (list) and
/api/backtest/historical/{name} (full data) endpoints.
Dashboard: Added "Historical" tab with "Real Data" badge. Cards show
coin + mainnet source. Click opens the same detail panel with fee
tier dropdown and equity chart.
config/fee_tiers.py: complete Hyperliquid fee schedule with perps and spot
base rates plus staking discount multipliers. effective_rate() computes
the actual fee after staking discount. get_perp_fees() returns the
effective rate for a given VIP tier, staking tier, and fee model.
Backtest runner: added --fee-tier (0-6) and --staking-tier flags.
Regenerated all 12 backtests at VIP 0 baseline. Runner now shows fee tier
info at startup.
Server: /api/backtest/{name}/recalc endpoint accepts ?fee_tier=X&staking_tier=Y
and returns recalculated PnL with the new fee structure. On-the-fly
recalculation — no need to re-run the backtest.
Dashboard: VIP tier dropdown (VIP 0-6) and staking tier dropdown
(None/Wood/Bronze/Silver/Gold/Platinum/Diamond) in backtest detail panel.
Changing either instantly recalculates PnL via the API.
Key finding: Cartea-Jaimungal goes from -5.58% net at VIP0 to +2.39% net
at VIP6+Diamond (maker rebate: exchange pays YOU -0.0024% to provide
liquidity). Fee structure completely changes strategy viability assessment.
Backtest runner: added per-trade fee simulation (maker 2bps, taker 5bps).
Each trade now records pnl_gross, pnl_net, and fee. New --no-fees flag
excludes fees from PnL. Output includes pnl_gross/pnl_gross_pct and
fees_total alongside existing pnl (net). Regenerated all 12 backtests.
Server: added /api/backtest/{name}/csv endpoint — returns trades as CSV
with columns time,side,size,price,pnl_gross,pnl_net,fee.
Content-Disposition: attachment triggers browser download.
Dashboard: added "Inc. fees" checkbox toggle in backtest detail panel.
Unchecking shows gross PnL (before fees). "↓ CSV" button downloads
the trade history. Both hidden when detail is closed.
Backtest detail: openDetail() now fetches full backtest JSON from the API
instead of showing "Full trade data not in summary". Renders equity curve
chart + full trade history table with 100 rows.
Backtest reproducibility: replaced hash(key) with fixed per-strategy seeds.
Python's hash() is randomized per process (PYTHONHASHSEED), causing wildly
different results for same strategy across runs. Now deterministic.
Server: added total_trades and sortino to /api/backtests summary response.
Paper trader: fixed Avellaneda-Stoikov simulate using TAKER_FEE instead of
MAKER_FEE. Lowered OBI signal threshold from 5bps to 1.5bps for flat markets.
Live node: added None-guard in get_mark_prices — Hyperliquid testnet API
sometimes returns null, crashing the node. Wrapped in try/except.
- Killed 6 zombie dashboard processes fighting on port 9175
- Fixed null chartSer crash in renGrid (calls check chartSer before .setData)
- Updated paper trader startup log to show actual $10,000 allocation
- Single clean dashboard process now serving
Paper trader now tracks individual equity history per strategy
(strategy_equity dict with deque per strategy). Metrics file
exports per-strategy data for dashboard rendering.
Dashboard paper chart upgraded to 7 overlaid area series:
- Each strategy gets its own colored curve (green, blue, purple, etc.)
- 300px height for better visibility of multiple lines
- Color palette distinguishes strategies at a glance
$100K total capital: $10K per strategy × 7 + $30K reserve.
Exeria Charts evaluated: excellent library (Benzinga award winner,
Canvas/WebGL, exchange connectors) but requires npm+bundler —
not suitable for single-file dashboard. Lightweight-charts
remains the right choice for our architecture.
Tab IDs now match JavaScript: tab-backtest instead of tab-bt.
Paper trading increased to $100,000 ($10K per strategy, $30K reserve).
Server default paper metrics updated to $100K.
New paper trading engine (live/paper_trader.py):
- Pulls real mainnet prices, orderbooks, funding rates every 2s
- Runs all 7 strategies in simulation without placing orders
- Simulates fills at market with realistic taker fees (0.05%) and slip (1bp)
- Avellaneda-Stoikov: simulates spread capture with 15%/tick fill probability
- Tracks virtual positions and PnL per strategy
- $5,000 capital ($1,000 per strategy, $1,000 reserve)
- Writes to /tmp/ftdt-paper-metrics.json
Dashboard updated with 3 tabs:
- Live Trading (Testnet) — real orders on testnet
- Paper Trading (Mainnet) — simulated fills on real mainnet data
- Backtesting — 30-day simulated results
Server.py: added /ws/paper WebSocket endpoint, paper_clients set,
paper metrics reader and broadcast loop.
Switched from taker IOC orders (0.05% fee) to POST-ONLY limit orders
(0.02% maker fee) — 60% fee reduction. Orders are placed at mid ± 1-2 bps
to capture the spread as a liquidity provider.
Added 2 new strategies (7 total):
6. Momentum Breakout — Bollinger Band (2σ) breakouts, trend-following
7. Mean Reversion — VWAP deviation, mean-reverting at extremes
All strategies have real signal computation:
- OFI: 5-tick price momentum
- Iceberg: volume-weighted trend detection
- Funding Arb: carry trade signal from funding proxy
- Pairs: BTC/ETH ratio Z-score
- A-S: continuous market making
- Momentum: Bollinger band breakouts
- Mean Reversion: VWAP ± 1.5σ deviation
Dashboard: click-to-expand strategy cards with description, mini-stats
(PnL, fees, win rate, trades), and live signal log.
Added fee column to trade log.
Replaced Chart.js with TradingView lightweight-charts for
professional-grade equity curves with proper candlestick
time series, area fills, and smooth scaling.
Fixed WebSocket by installing 'websockets' dependency for
uvicorn (was silently failing on upgrade requests).
Fixed tab switching: now preserves last data and renders
immediately on tab switch instead of waiting for next message.
Fixed all API/WS URLs to include /cv prefix for Caddy routing.
Design improvements:
- Refined dark theme with proper spacing and typography
- TradingView charts with gradient fills
- 5-column stats bar with key metrics
- Per-strategy cards with RUNNING/IDLE badges
- Responsive layout (640px and 380px breakpoints)
ramseshk