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).
Root cause: Kalman filter needs a cointegrated pair, but the
historical runner was feeding it synthetic noise (close vs SMA).
The Kalman filter found no mean-reverting spread, producing 0 signals.
Fix: Intercept kalman_pairs in main(), fetch real ETH candles,
run the full backtest_kalman_pairs() with BTC/ETH or X/ETH data.
Results (30-day, 720h candles, BTC/ETH pair):
BTC: 35 trades, -0.36% PnL
ETH: 34 trades, -0.01% PnL (ETH/BTC pair)
HYPE: 27 trades, -0.00% PnL (HYPE/BTC pair)
VVV: 33 trades, -0.01% PnL (VVV/BTC pair)
Total: 32 historical backtests (8 strategies x 4 coins)
ramseshk