{"strategy": "mean_rev", "interval": "15m", "n_bars": 101, "start_equity": 10000.0, "end_equity": 9809.78, "total_return_pct": -1.9, "pnl": -190.22, "sharpe": -34.118, "sortino": -46.93, "max_drawdown_pct": 2.3, "win_rate": 0.0, "profit_factor": 0.0, "expectancy": -31.704, "trades": [{"time": "2026-08-06 17:30:00", "side": "BUY", "asset": "BTC", "size": 0.15492, "entry_px": 64520.46, "exit_px": 64499.44, "pnl_gross": -12.2509, "pnl_net": -21.2454, "fee": 8.994493, "fee_rate_pct": 0.045, "return_pct": -0.123, "duration": ""}, {"time": "2026-08-07 01:00:00", "side": "BUY", "asset": "BTC", "size": 0.154884, "entry_px": 64456.39, "exit_px": 64267.67, "pnl_gross": -38.2021, "pnl_net": -47.1739, "fee": 8.971784, "fee_rate_pct": 0.045, "return_pct": -0.383, "duration": ""}, {"time": "2026-08-07 03:00:00", "side": "BUY", "asset": "BTC", "size": 0.154306, "entry_px": 64450.39, "exit_px": 64247.69, "pnl_gross": -40.214, "pnl_net": -49.1505, "fee": 8.936499, "fee_rate_pct": 0.045, "return_pct": -0.404, "duration": ""}, {"time": "2026-08-07 05:45:00", "side": "BUY", "asset": "BTC", "size": 0.154046, "entry_px": 64298.23, "exit_px": 64241.69, "pnl_gross": -17.6202, "pnl_net": -26.5307, "fee": 8.910477, "fee_rate_pct": 0.045, "return_pct": -0.178, "duration": ""}, {"time": "2026-08-07 07:00:00", "side": "BUY", "asset": "BTC", "size": 0.153409, "entry_px": 64450.39, "exit_px": 64246.69, "pnl_gross": -40.1334, "pnl_net": -49.0179, "fee": 8.884481, "fee_rate_pct": 0.045, "return_pct": -0.406, "duration": ""}, {"time": "2026-08-07 07:45:00", "side": "BUY", "asset": "BTC", "size": 0.152813, "entry_px": 64439.37, "exit_px": 64223.71, "pnl_gross": -41.8036, "pnl_net": -50.6513, "fee": 8.847626, "fee_rate_pct": 0.045, "return_pct": -0.425, "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": "2026-08-06T07:00:00+00:00", "v": 10000.0}, {"t": "2026-08-06T07:15:00+00:00", "v": 10000.0}, {"t": "2026-08-06T07:30:00+00:00", "v": 10000.0}, {"t": "2026-08-06T07:45:00+00:00", "v": 10000.0}, {"t": "2026-08-06T08:00:00+00:00", "v": 10000.0}, {"t": "2026-08-06T08:15:00+00:00", "v": 10000.0}, {"t": "2026-08-06T08:30:00+00:00", "v": 10000.0}, {"t": "2026-08-06T08:45:00+00:00", "v": 10000.0}, {"t": "2026-08-06T09:00:00+00:00", "v": 10000.0}, {"t": "2026-08-06T09:15:00+00:00", "v": 10000.0}, {"t": "2026-08-06T09:30:00+00:00", "v": 10000.0}, {"t": "2026-08-06T09:45:00+00:00", "v": 10000.0}, {"t": "2026-08-06T10:00:00+00:00", "v": 10000.0}, {"t": "2026-08-06T10:15:00+00:00", "v": 10000.0}, {"t": "2026-08-06T10:30:00+00:00", "v": 10000.0}, {"t": "2026-08-06T10:45:00+00:00", "v": 10000.0}, {"t": "2026-08-06T11:00:00+00:00", "v": 10000.0}, {"t": "2026-08-06T11:15:00+00:00", "v": 10000.0}, {"t": "2026-08-06T11:30:00+00:00", "v": 10000.0}, {"t": "2026-08-06T11:45:00+00:00", "v": 10000.0}, {"t": "2026-08-06T12:00:00+00:00", "v": 9985.52}, {"t": "2026-08-06T12:15:00+00:00", "v": 9995.59}, {"t": "2026-08-06T12:30:00+00:00", "v": 9992.33}, {"t": "2026-08-06T12:45:00+00:00", "v": 9975.76}, {"t": "2026-08-06T13:00:00+00:00", "v": 9950.19}, {"t": "2026-08-06T13:15:00+00:00", "v": 9948.49}, {"t": "2026-08-06T13:30:00+00:00", "v": 9973.74}, {"t": "2026-08-06T13:45:00+00:00", "v": 9977.62}, {"t": "2026-08-06T14:00:00+00:00", "v": 9983.19}, {"t": "2026-08-06T14:15:00+00:00", "v": 9976.07}, {"t": "2026-08-06T14:30:00+00:00", "v": 10036.18}, {"t": "2026-08-06T14:45:00+00:00", "v": 10030.29}, {"t": "2026-08-06T15:00:00+00:00", "v": 10040.67}, {"t": "2026-08-06T15:15:00+00:00", "v": 10038.03}, {"t": "2026-08-06T15:30:00+00:00", "v": 10025.8}, {"t": "2026-08-06T15:45:00+00:00", "v": 10007.52}, {"t": "2026-08-06T16:00:00+00:00", "v": 10009.53}, {"t": "2026-08-06T16:15:00+00:00", "v": 10012.32}, {"t": "2026-08-06T16:30:00+00:00", "v": 10020.99}, {"t": "2026-08-06T16:45:00+00:00", "v": 10027.04}, {"t": "2026-08-06T17:00:00+00:00", "v": 10020.68}, {"t": "2026-08-06T17:15:00+00:00", "v": 10016.81}, {"t": "2026-08-06T17:30:00+00:00", "v": 9987.75}, {"t": "2026-08-06T17:45:00+00:00", "v": 9987.75}, {"t": "2026-08-06T18:00:00+00:00", "v": 9987.75}, {"t": "2026-08-06T18:15:00+00:00", "v": 9987.75}, {"t": "2026-08-06T18:30:00+00:00", "v": 9973.28}, {"t": "2026-08-06T18:45:00+00:00", "v": 9972.97}, {"t": "2026-08-06T19:00:00+00:00", "v": 9976.07}, {"t": "2026-08-06T19:15:00+00:00", "v": 9969.72}, {"t": "2026-08-06T19:30:00+00:00", "v": 9972.51}, {"t": "2026-08-06T19:45:00+00:00", "v": 9977.0}, {"t": "2026-08-06T20:00:00+00:00", "v": 9989.24}, {"t": "2026-08-06T20:15:00+00:00", "v": 9982.27}, {"t": "2026-08-06T20:30:00+00:00", "v": 9979.79}, {"t": "2026-08-06T20:45:00+00:00", "v": 9975.45}, {"t": "2026-08-06T21:00:00+00:00", "v": 9982.73}, {"t": "2026-08-06T21:15:00+00:00", "v": 9978.08}, {"t": "2026-08-06T21:30:00+00:00", "v": 9979.32}, {"t": "2026-08-06T21:45:00+00:00", "v": 9976.69}, {"t": "2026-08-06T22:00:00+00:00", "v": 9976.23}, {"t": "2026-08-06T22:15:00+00:00", "v": 9963.53}, {"t": "2026-08-06T22:30:00+00:00", "v": 9959.19}, {"t": "2026-08-06T22:45:00+00:00", "v": 9962.13}, {"t": "2026-08-06T23:00:00+00:00", "v": 9959.96}, {"t": "2026-08-06T23:15:00+00:00", "v": 9946.8}, {"t": "2026-08-06T23:30:00+00:00", "v": 9942.77}, {"t": "2026-08-06T23:45:00+00:00", "v": 9957.95}, {"t": "2026-08-07T00:00:00+00:00", "v": 9953.3}, {"t": "2026-08-07T00:15:00+00:00", "v": 9951.44}, {"t": "2026-08-07T00:30:00+00:00", "v": 9957.33}, {"t": "2026-08-07T00:45:00+00:00", "v": 9957.18}, {"t": "2026-08-07T01:00:00+00:00", "v": 9949.55}, {"t": "2026-08-07T01:15:00+00:00", "v": 9949.55}, {"t": "2026-08-07T01:30:00+00:00", "v": 9949.55}, {"t": "2026-08-07T01:45:00+00:00", "v": 9949.55}, {"t": "2026-08-07T02:00:00+00:00", "v": 9949.55}, {"t": "2026-08-07T02:15:00+00:00", "v": 9949.55}, {"t": "2026-08-07T02:30:00+00:00", "v": 9935.14}, {"t": "2026-08-07T02:45:00+00:00", "v": 9931.59}, {"t": "2026-08-07T03:00:00+00:00", "v": 9909.33}, {"t": "2026-08-07T03:15:00+00:00", "v": 9909.33}, {"t": "2026-08-07T03:30:00+00:00", "v": 9909.33}, {"t": "2026-08-07T03:45:00+00:00", "v": 9909.33}, {"t": "2026-08-07T04:00:00+00:00", "v": 9909.33}, {"t": "2026-08-07T04:15:00+00:00", "v": 9909.33}, {"t": "2026-08-07T04:30:00+00:00", "v": 9894.98}, {"t": "2026-08-07T04:45:00+00:00", "v": 9894.06}, {"t": "2026-08-07T05:00:00+00:00", "v": 9893.9}, {"t": "2026-08-07T05:15:00+00:00", "v": 9881.89}, {"t": "2026-08-07T05:30:00+00:00", "v": 9896.98}, {"t": "2026-08-07T05:45:00+00:00", "v": 9891.71}, {"t": "2026-08-07T06:00:00+00:00", "v": 9877.39}, {"t": "2026-08-07T06:15:00+00:00", "v": 9878.61}, {"t": "2026-08-07T06:30:00+00:00", "v": 9869.26}, {"t": "2026-08-07T06:45:00+00:00", "v": 9859.59}, {"t": "2026-08-07T07:00:00+00:00", "v": 9851.58}, {"t": "2026-08-07T07:15:00+00:00", "v": 9837.31}, {"t": "2026-08-07T07:30:00+00:00", "v": 9832.42}, {"t": "2026-08-07T07:45:00+00:00", "v": 9809.78}, {"t": "2026-08-07T08:00:00+00:00", "v": 9809.78}], "total_trades": 6, "generated_at": "2026-08-07T08:13:25.829686+00:00", "asset": "BTC"}