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)
The dashboard lives at ftdt.io/cv but WebSocket and API calls
used root-relative paths (/ws, /api/backtests) which Caddy
routed to the wrong backend. Fixed to /cv/ws and /cv/api/*
so Caddy's handle_path properly strips the prefix.
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%
Rewrote the dashboard CSS with proper responsive design:
- 480px: 2-column grid, stacked header, compact cards
- 360px: 1-column grid, hidden secondary columns in trade log
- 769px+: full desktop layout with 220px min cards
Added viewport meta for proper mobile rendering, touch-friendly
spacing (minimum 8px tap targets), horizontal scroll for trade
table on small screens, and auto-hiding less critical columns.
All metrics, risk manager, and portfolio tracker verified
with real test data: Sharpe 6.49, Sortino 14.07, max DD 0.25%,
win rate 60% — all modules compute correctly.
Built a tasteful dark-themed dashboard showing real-time strategy
performance. Components:
- dashboard/server.py: FastAPI + WebSocket backend that collects
strategy metrics and streams them to connected clients
- dashboard/static/index.html: Clean single-page dashboard with
equity curve (Chart.js), per-strategy PnL cards with Sharpe,
win rate, drawdown, and a live trade log
- Deployed as a background process on port 9175, proxied by Caddy
at ftdt.io/cv via handle_path
Also added docs/WALLET_SETUP.md with step-by-step instructions
for setting up a Hyperliquid testnet wallet and claiming faucet USDC.
Design: dark theme, JetBrains Mono for numbers, Inter for labels,
status dots with pulse animation. No bloat — one HTML file + vanilla JS.
ramseshk