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ftdt-quant-lab/backtests/results/gueant_20260804-071501.json
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ramseshk ecfdd56d8f Add fee-toggle for backtests, CSV trade download, fee simulation in runner 
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.
2026-08-04 07:16:41 +00:00

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{
"strategy": "Gu\u00e9ant Market Making",
"strategy_key": "gueant",
"description": "Closed-form asymptotic MM \u2014 adverse selection handling",
"allocation": 100.0,
"start_time": "2026-07-05T07:15:01.690710",
"end_time": "2026-08-04T06:15:01.690710",
"start_equity": 100.0,
"end_equity": 95.7714,
"pnl": -4.2393,
"pnl_pct": -4.2393,
"pnl_gross": 3.4767,
"pnl_gross_pct": 3.4767,
"fees_total": 7.716,
"fee_model": "maker",
"ann_return_pct": -50.87,
"sharpe": 3.8236,
"sortino": 6.4174,
"max_dd": 0.0151,
"max_dd_pct": 1.51,
"win_rate": 0.0,
"total_trades": 242,
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}
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