{"strategy": "mean_rev", "interval": "5m", "n_bars": 101, "start_equity": 10000.0, "end_equity": 9794.62, "total_return_pct": -2.05, "pnl": -205.38, "sharpe": -85.945, "sortino": -91.08, "max_drawdown_pct": 2.14, "win_rate": 0.0, "profit_factor": 0.0, "expectancy": -28.551, "trades": [{"time": "2026-08-07 01:35:00", "side": "BUY", "asset": "BTC", "size": 0.155067, "entry_px": 64459.39, "exit_px": 64253.68, "pnl_gross": -40.8808, "pnl_net": -49.8624, "fee": 8.981617, "fee_rate_pct": 0.045, "return_pct": -0.409, "duration": ""}, {"time": "2026-08-07 02:20:00", "side": "BUY", "asset": "BTC", "size": 0.154421, "entry_px": 64464.4, "exit_px": 64276.66, "pnl_gross": -37.9372, "pnl_net": -46.8834, "fee": 8.946145, "fee_rate_pct": 0.045, "return_pct": -0.381, "duration": ""}, {"time": "2026-08-07 02:55:00", "side": "BUY", "asset": "BTC", "size": 0.154098, "entry_px": 64353.29, "exit_px": 64298.64, "pnl_gross": -17.343, "pnl_net": -26.2643, "fee": 8.921252, "fee_rate_pct": 0.045, "return_pct": -0.175, "duration": ""}, {"time": "2026-08-07 03:40:00", "side": "BUY", "asset": "BTC", "size": 0.153812, "entry_px": 64360.3, "exit_px": 64258.68, "pnl_gross": -24.5326, "pnl_net": -33.435, "fee": 8.902414, "fee_rate_pct": 0.045, "return_pct": -0.248, "duration": ""}, {"time": "2026-08-07 04:15:00", "side": "BUY", "asset": "BTC", "size": 0.153519, "entry_px": 64323.26, "exit_px": 64247.69, "pnl_gross": -20.4838, "pnl_net": -29.3659, "fee": 8.882138, "fee_rate_pct": 0.045, "return_pct": -0.207, "duration": ""}, {"time": "2026-08-07 06:45:00", "side": "BUY", "asset": "BTC", "size": 0.153222, "entry_px": 64314.25, "exit_px": 64220.71, "pnl_gross": -23.1942, "pnl_net": -32.0566, "fee": 8.862473, "fee_rate_pct": 0.045, "return_pct": -0.235, "duration": ""}, {"time": "2026-08-07 07:40:00", "side": "BUY", "asset": "BTC", "size": 0.152532, "entry_px": 64453.39, "exit_px": 64278.66, "pnl_gross": -35.4883, "pnl_net": -44.3244, "fee": 8.836091, "fee_rate_pct": 0.045, "return_pct": -0.361, "duration": ""}, {"time": "2026-08-07 08:10:00", "side": "BUY", "asset": "BTC", "size": 0.15222, "entry_px": 64352.29, "exit_px": 64345.0, "pnl_gross": -5.5175, "pnl_net": -14.3331, "fee": 8.815636, "fee_rate_pct": 0.045, "return_pct": -0.056, "duration": ""}], "params": {"vwap_window": 20, "deviation": 1.0, "type": "Reversal"}, "fee_info": {"entry_fee": 0.045, "exit_fee": 0.045, "total_fee": 0.09, "taker_rate_pct": 0.045, "maker_rate_pct": 0.015, "effective_rate_pct": 0.045, "vip_tier": 0, "staking_tier": "none", "fee_model": "taker", "tier_name": "Tier 0 (<$5M)", "staking_name": "No Stake"}, "equity_curve": [{"t": "2026-08-06T23:50:00+00:00", "v": 10000.0}, {"t": "2026-08-06T23:55:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:00:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:05:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:10:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:15:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:20:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:25:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:30:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:35:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:40:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:45:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:50:00+00:00", "v": 10000.0}, {"t": "2026-08-07T00:55:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:00:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:05:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:10:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:15:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:20:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:25:00+00:00", "v": 9985.52}, {"t": "2026-08-07T01:30:00+00:00", "v": 9990.01}, {"t": "2026-08-07T01:35:00+00:00", "v": 9959.12}, {"t": "2026-08-07T01:40:00+00:00", "v": 9959.12}, {"t": "2026-08-07T01:45:00+00:00", "v": 9944.69}, {"t": "2026-08-07T01:50:00+00:00", "v": 9943.77}, {"t": "2026-08-07T01:55:00+00:00", "v": 9943.61}, {"t": "2026-08-07T02:00:00+00:00", "v": 9943.31}, {"t": "2026-08-07T02:05:00+00:00", "v": 9930.18}, {"t": "2026-08-07T02:10:00+00:00", "v": 9939.14}, {"t": "2026-08-07T02:15:00+00:00", "v": 9949.95}, {"t": "2026-08-07T02:20:00+00:00", "v": 9921.18}, {"t": "2026-08-07T02:25:00+00:00", "v": 9906.81}, {"t": "2026-08-07T02:30:00+00:00", "v": 9906.66}, {"t": "2026-08-07T02:35:00+00:00", "v": 9905.27}, {"t": "2026-08-07T02:40:00+00:00", "v": 9921.76}, {"t": "2026-08-07T02:45:00+00:00", "v": 9922.84}, {"t": "2026-08-07T02:50:00+00:00", "v": 9923.61}, {"t": "2026-08-07T02:55:00+00:00", "v": 9903.84}, {"t": "2026-08-07T03:00:00+00:00", "v": 9903.84}, {"t": "2026-08-07T03:05:00+00:00", "v": 9903.84}, {"t": "2026-08-07T03:10:00+00:00", "v": 9903.84}, {"t": "2026-08-07T03:15:00+00:00", "v": 9889.49}, {"t": "2026-08-07T03:20:00+00:00", "v": 9885.5}, {"t": "2026-08-07T03:25:00+00:00", "v": 9888.88}, {"t": "2026-08-07T03:30:00+00:00", "v": 9891.96}, {"t": "2026-08-07T03:35:00+00:00", "v": 9888.57}, {"t": "2026-08-07T03:40:00+00:00", "v": 9879.31}, {"t": "2026-08-07T03:45:00+00:00", "v": 9879.31}, {"t": "2026-08-07T03:50:00+00:00", "v": 9879.31}, {"t": "2026-08-07T03:55:00+00:00", "v": 9865.0}, {"t": "2026-08-07T04:00:00+00:00", "v": 9867.3}, {"t": "2026-08-07T04:05:00+00:00", "v": 9869.14}, {"t": "2026-08-07T04:10:00+00:00", "v": 9869.14}, {"t": "2026-08-07T04:15:00+00:00", "v": 9858.82}, {"t": "2026-08-07T04:20:00+00:00", "v": 9858.82}, {"t": "2026-08-07T04:25:00+00:00", "v": 9858.82}, {"t": "2026-08-07T04:30:00+00:00", "v": 9858.82}, {"t": "2026-08-07T04:35:00+00:00", "v": 9844.54}, {"t": "2026-08-07T04:40:00+00:00", "v": 9842.09}, {"t": "2026-08-07T04:45:00+00:00", "v": 9837.95}, {"t": "2026-08-07T04:50:00+00:00", "v": 9833.36}, {"t": "2026-08-07T04:55:00+00:00", "v": 9841.17}, {"t": "2026-08-07T05:00:00+00:00", "v": 9839.79}, {"t": "2026-08-07T05:05:00+00:00", "v": 9840.41}, {"t": "2026-08-07T05:10:00+00:00", "v": 9841.02}, {"t": "2026-08-07T05:15:00+00:00", "v": 9834.28}, {"t": "2026-08-07T05:20:00+00:00", "v": 9828.15}, {"t": "2026-08-07T05:25:00+00:00", "v": 9829.07}, {"t": "2026-08-07T05:30:00+00:00", "v": 9830.14}, {"t": "2026-08-07T05:35:00+00:00", "v": 9835.96}, {"t": "2026-08-07T05:40:00+00:00", "v": 9844.08}, {"t": "2026-08-07T05:45:00+00:00", "v": 9849.91}, {"t": "2026-08-07T05:50:00+00:00", "v": 9858.49}, {"t": "2026-08-07T05:55:00+00:00", "v": 9853.12}, {"t": "2026-08-07T06:00:00+00:00", "v": 9850.52}, {"t": "2026-08-07T06:05:00+00:00", "v": 9854.96}, {"t": "2026-08-07T06:10:00+00:00", "v": 9865.38}, {"t": "2026-08-07T06:15:00+00:00", "v": 9865.69}, {"t": "2026-08-07T06:20:00+00:00", "v": 9868.45}, {"t": "2026-08-07T06:25:00+00:00", "v": 9866.61}, {"t": "2026-08-07T06:30:00+00:00", "v": 9853.74}, {"t": "2026-08-07T06:35:00+00:00", "v": 9857.57}, {"t": "2026-08-07T06:40:00+00:00", "v": 9857.26}, {"t": "2026-08-07T06:45:00+00:00", "v": 9835.63}, {"t": "2026-08-07T06:50:00+00:00", "v": 9835.63}, {"t": "2026-08-07T06:55:00+00:00", "v": 9835.63}, {"t": "2026-08-07T07:00:00+00:00", "v": 9835.63}, {"t": "2026-08-07T07:05:00+00:00", "v": 9835.63}, {"t": "2026-08-07T07:10:00+00:00", "v": 9835.63}, {"t": "2026-08-07T07:15:00+00:00", "v": 9835.63}, {"t": "2026-08-07T07:20:00+00:00", "v": 9821.38}, {"t": "2026-08-07T07:25:00+00:00", "v": 9819.25}, {"t": "2026-08-07T07:30:00+00:00", "v": 9818.03}, {"t": "2026-08-07T07:35:00+00:00", "v": 9816.65}, {"t": "2026-08-07T07:40:00+00:00", "v": 9800.14}, {"t": "2026-08-07T07:45:00+00:00", "v": 9800.14}, {"t": "2026-08-07T07:50:00+00:00", "v": 9800.14}, {"t": "2026-08-07T07:55:00+00:00", "v": 9785.95}, {"t": "2026-08-07T08:00:00+00:00", "v": 9786.71}, {"t": "2026-08-07T08:05:00+00:00", "v": 9786.86}, {"t": "2026-08-07T08:10:00+00:00", "v": 9794.62}], "total_trades": 8, "generated_at": "2026-08-07T08:13:22.852047+00:00", "asset": "BTC"}