{"strategy": "pairs", "interval": "15m", "n_bars": 201, "start_equity": 10000.0, "end_equity": 9856.02, "total_return_pct": -1.44, "pnl": -143.98, "sharpe": -17.709, "sortino": -24.752, "max_drawdown_pct": 1.75, "win_rate": 0.167, "profit_factor": 0.295, "expectancy": -23.997, "trades": [{"time": "2026-08-05 21:15:00", "side": "BUY", "asset": "BTC", "size": 0.154445, "entry_px": 64718.65, "exit_px": 64568.37, "pnl_gross": -32.1967, "pnl_net": -41.1821, "fee": 8.98548, "fee_rate_pct": 0.045, "return_pct": -0.322, "duration": ""}, {"time": "2026-08-06 12:15:00", "side": "BUY", "asset": "BTC", "size": 0.15402, "entry_px": 64688.62, "exit_px": 64456.48, "pnl_gross": -44.7058, "pnl_net": -53.6567, "fee": 8.950918, "fee_rate_pct": 0.045, "return_pct": -0.449, "duration": ""}, {"time": "2026-08-06 15:15:00", "side": "BUY", "asset": "BTC", "size": 0.154301, "entry_px": 64281.22, "exit_px": 64730.21, "pnl_gross": 60.3212, "pnl_net": 51.3632, "fee": 8.957967, "fee_rate_pct": 0.045, "return_pct": 0.608, "duration": ""}, {"time": "2026-08-06 18:45:00", "side": "BUY", "asset": "BTC", "size": 0.154354, "entry_px": 64649.58, "exit_px": 64325.61, "pnl_gross": -58.9654, "pnl_net": -67.9239, "fee": 8.958526, "fee_rate_pct": 0.045, "return_pct": -0.591, "duration": ""}, {"time": "2026-08-06 20:15:00", "side": "BUY", "asset": "BTC", "size": 0.153845, "entry_px": 64480.42, "exit_px": 64385.55, "pnl_gross": -23.5161, "pnl_net": -32.4375, "fee": 8.921423, "fee_rate_pct": 0.045, "return_pct": -0.237, "duration": ""}, {"time": "2026-08-07 07:45:00", "side": "BUY", "asset": "BTC", "size": 0.153533, "entry_px": 64458.39, "exit_px": 64223.71, "pnl_gross": -44.922, "pnl_net": -53.8127, "fee": 8.890627, "fee_rate_pct": 0.045, "return_pct": -0.454, "duration": ""}], "params": {"z_entry": 1.5, "z_exit": 0.5, "lookback": 20, "type": "Stat Arb"}, "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": "2026-08-05T06:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T06:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T06:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T06:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T07:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T07:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T07:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T07:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T08:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T08:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T08:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T08:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T09:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T09:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T09:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T09:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T10:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T10:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T10:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T10:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T11:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T11:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T11:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T11:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T12:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T12:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T12:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T12:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T13:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T13:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T13:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T13:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T14:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T14:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T14:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T14:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T15:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T15:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T15:30:00+00:00", "v": 10000.0}, {"t": "2026-08-05T15:45:00+00:00", "v": 10000.0}, {"t": "2026-08-05T16:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T16:15:00+00:00", "v": 10000.0}, {"t": "2026-08-05T16:30:00+00:00", "v": 9985.52}, {"t": "2026-08-05T16:45:00+00:00", "v": 9981.5}, {"t": "2026-08-05T17:00:00+00:00", "v": 9971.46}, {"t": "2026-08-05T17:15:00+00:00", "v": 9973.62}, {"t": "2026-08-05T17:30:00+00:00", "v": 9986.91}, {"t": "2026-08-05T17:45:00+00:00", "v": 9997.25}, {"t": "2026-08-05T18:00:00+00:00", "v": 10003.43}, {"t": "2026-08-05T18:15:00+00:00", "v": 9992.62}, {"t": "2026-08-05T18:30:00+00:00", "v": 10004.05}, {"t": "2026-08-05T18:45:00+00:00", "v": 10002.81}, {"t": "2026-08-05T19:00:00+00:00", "v": 10017.64}, {"t": "2026-08-05T19:15:00+00:00", "v": 10021.04}, {"t": "2026-08-05T19:30:00+00:00", "v": 10019.65}, {"t": "2026-08-05T19:45:00+00:00", "v": 10007.45}, {"t": "2026-08-05T20:00:00+00:00", "v": 10022.27}, {"t": "2026-08-05T20:15:00+00:00", "v": 10031.23}, {"t": "2026-08-05T20:30:00+00:00", "v": 10030.31}, {"t": "2026-08-05T20:45:00+00:00", "v": 10007.14}, {"t": "2026-08-05T21:00:00+00:00", "v": 9999.88}, {"t": "2026-08-05T21:15:00+00:00", "v": 9967.8}, {"t": "2026-08-05T21:30:00+00:00", "v": 9967.8}, {"t": "2026-08-05T21:45:00+00:00", "v": 9967.8}, {"t": "2026-08-05T22:00:00+00:00", "v": 9967.8}, {"t": "2026-08-05T22:15:00+00:00", "v": 9967.8}, {"t": "2026-08-05T22:30:00+00:00", "v": 9967.8}, {"t": "2026-08-05T22:45:00+00:00", "v": 9967.8}, {"t": "2026-08-05T23:00:00+00:00", "v": 9967.8}, {"t": "2026-08-05T23:15:00+00:00", "v": 9967.8}, {"t": "2026-08-05T23:30:00+00:00", "v": 9967.8}, {"t": "2026-08-05T23:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T00:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T00:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T00:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T00:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T01:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T01:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T01:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T01:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T02:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T02:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T02:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T02:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T03:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T03:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T03:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T03:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T04:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T04:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T04:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T04:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T05:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T05:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T05:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T05:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T06:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T06:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T06:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T06:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T07:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T07:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T07:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T07:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T08:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T08:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T08:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T08:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T09:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T09:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T09:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T09:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T10:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T10:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T10:30:00+00:00", "v": 9967.8}, {"t": "2026-08-06T10:45:00+00:00", "v": 9967.8}, {"t": "2026-08-06T11:00:00+00:00", "v": 9967.8}, {"t": "2026-08-06T11:15:00+00:00", "v": 9967.8}, {"t": "2026-08-06T11:30:00+00:00", "v": 9953.37}, {"t": "2026-08-06T11:45:00+00:00", "v": 9949.36}, {"t": "2026-08-06T12:00:00+00:00", "v": 9927.49}, {"t": "2026-08-06T12:15:00+00:00", "v": 9923.1}, {"t": "2026-08-06T12:30:00+00:00", "v": 9923.1}, {"t": "2026-08-06T12:45:00+00:00", "v": 9923.1}, {"t": "2026-08-06T13:00:00+00:00", "v": 9923.1}, {"t": "2026-08-06T13:15:00+00:00", "v": 9908.73}, {"t": "2026-08-06T13:30:00+00:00", "v": 9933.88}, {"t": "2026-08-06T13:45:00+00:00", "v": 9937.73}, {"t": "2026-08-06T14:00:00+00:00", "v": 9943.29}, {"t": "2026-08-06T14:15:00+00:00", "v": 9936.19}, {"t": "2026-08-06T14:30:00+00:00", "v": 9996.06}, {"t": "2026-08-06T14:45:00+00:00", "v": 9990.2}, {"t": "2026-08-06T15:00:00+00:00", "v": 10000.53}, {"t": "2026-08-06T15:15:00+00:00", "v": 9983.42}, {"t": "2026-08-06T15:30:00+00:00", "v": 9983.42}, {"t": "2026-08-06T15:45:00+00:00", "v": 9983.42}, {"t": "2026-08-06T16:00:00+00:00", "v": 9983.42}, {"t": "2026-08-06T16:15:00+00:00", "v": 9983.42}, {"t": "2026-08-06T16:30:00+00:00", "v": 9983.42}, {"t": "2026-08-06T16:45:00+00:00", "v": 9983.42}, {"t": "2026-08-06T17:00:00+00:00", "v": 9983.42}, {"t": "2026-08-06T17:15:00+00:00", "v": 9983.42}, {"t": "2026-08-06T17:30:00+00:00", "v": 9983.42}, {"t": "2026-08-06T17:45:00+00:00", "v": 9968.96}, {"t": "2026-08-06T18:00:00+00:00", "v": 9957.54}, {"t": "2026-08-06T18:15:00+00:00", "v": 9953.68}, {"t": "2026-08-06T18:30:00+00:00", "v": 9939.17}, {"t": "2026-08-06T18:45:00+00:00", "v": 9924.45}, {"t": "2026-08-06T19:00:00+00:00", "v": 9924.45}, {"t": "2026-08-06T19:15:00+00:00", "v": 9924.45}, {"t": "2026-08-06T19:30:00+00:00", "v": 9924.45}, {"t": "2026-08-06T19:45:00+00:00", "v": 9910.08}, {"t": "2026-08-06T20:00:00+00:00", "v": 9922.23}, {"t": "2026-08-06T20:15:00+00:00", "v": 9900.94}, {"t": "2026-08-06T20:30:00+00:00", "v": 9900.94}, {"t": "2026-08-06T20:45:00+00:00", "v": 9900.94}, {"t": "2026-08-06T21:00:00+00:00", "v": 9900.94}, {"t": "2026-08-06T21:15:00+00:00", "v": 9900.94}, {"t": "2026-08-06T21:30:00+00:00", "v": 9900.94}, {"t": "2026-08-06T21:45:00+00:00", "v": 9900.94}, {"t": "2026-08-06T22:00:00+00:00", "v": 9900.94}, {"t": "2026-08-06T22:15:00+00:00", "v": 9900.94}, {"t": "2026-08-06T22:30:00+00:00", "v": 9900.94}, {"t": "2026-08-06T22:45:00+00:00", "v": 9900.94}, {"t": "2026-08-06T23:00:00+00:00", "v": 9900.94}, {"t": "2026-08-06T23:15:00+00:00", "v": 9900.94}, {"t": "2026-08-06T23:30:00+00:00", "v": 9900.94}, {"t": "2026-08-06T23:45:00+00:00", "v": 9900.94}, {"t": "2026-08-07T00:00:00+00:00", "v": 9900.94}, {"t": "2026-08-07T00:15:00+00:00", "v": 9900.94}, {"t": "2026-08-07T00:30:00+00:00", "v": 9900.94}, {"t": "2026-08-07T00:45:00+00:00", "v": 9900.94}, {"t": "2026-08-07T01:00:00+00:00", "v": 9900.94}, {"t": "2026-08-07T01:15:00+00:00", "v": 9900.94}, {"t": "2026-08-07T01:30:00+00:00", "v": 9900.94}, {"t": "2026-08-07T01:45:00+00:00", "v": 9900.94}, {"t": "2026-08-07T02:00:00+00:00", "v": 9900.94}, {"t": "2026-08-07T02:15:00+00:00", "v": 9900.94}, {"t": "2026-08-07T02:30:00+00:00", "v": 9900.94}, {"t": "2026-08-07T02:45:00+00:00", "v": 9900.94}, {"t": "2026-08-07T03:00:00+00:00", "v": 9900.94}, {"t": "2026-08-07T03:15:00+00:00", "v": 9900.94}, {"t": "2026-08-07T03:30:00+00:00", "v": 9900.94}, {"t": "2026-08-07T03:45:00+00:00", "v": 9900.94}, {"t": "2026-08-07T04:00:00+00:00", "v": 9900.94}, {"t": "2026-08-07T04:15:00+00:00", "v": 9900.94}, {"t": "2026-08-07T04:30:00+00:00", "v": 9900.94}, {"t": "2026-08-07T04:45:00+00:00", "v": 9900.94}, {"t": "2026-08-07T05:00:00+00:00", "v": 9900.94}, {"t": "2026-08-07T05:15:00+00:00", "v": 9900.94}, {"t": "2026-08-07T05:30:00+00:00", "v": 9900.94}, {"t": "2026-08-07T05:45:00+00:00", "v": 9900.94}, {"t": "2026-08-07T06:00:00+00:00", "v": 9900.94}, {"t": "2026-08-07T06:15:00+00:00", "v": 9886.6}, {"t": "2026-08-07T06:30:00+00:00", "v": 9877.23}, {"t": "2026-08-07T06:45:00+00:00", "v": 9867.56}, {"t": "2026-08-07T07:00:00+00:00", "v": 9873.85}, {"t": "2026-08-07T07:15:00+00:00", "v": 9883.68}, {"t": "2026-08-07T07:30:00+00:00", "v": 9878.77}, {"t": "2026-08-07T07:45:00+00:00", "v": 9856.02}, {"t": "2026-08-07T08:00:00+00:00", "v": 9856.02}], "total_trades": 6, "generated_at": "2026-08-07T08:10:51.398906+00:00"}