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ftdt-quant-lab/backtests/results/historical/avellaneda_ETH_20260805-050740.json
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ramseshk 156ea40e78 Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins) 
- Cleaned old timestamp-named files
- New files with proper ticker naming: {strategy}_{TICKER}_{timestamp}.json
- BTC, ETH, HYPE, VVV backtests for all 7 strategies
- Mean Reversion BTC: +76.42%, VVV: +0.04%, ETH: -0.12%, HYPE: -0.02%
2026-08-05 05:11:32 +00:00

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{
"strategy": "Avellaneda-Stoikov",
"strategy_key": "avellaneda",
"coin": "ETH",
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"end_time": "2026-08-05T05:00:00",
"start_equity": 100.0,
"end_equity": 99.9644,
"pnl": -0.0356,
"pnl_pct": -0.04,
"pnl_gross": -0.03,
"pnl_gross_pct": -0.03,
"fees_total": 0.0056,
"fee_tier": 0,
"staking_tier": "none",
"fee_model": "maker",
"sharpe": -0.1523,
"sortino": -0.1463,
"max_dd": 0.0012,
"max_dd_pct": 0.12,
"win_rate": 0.2222,
"total_trades": 9,
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],
"num_periods": 721,
"data_source": "Hyperliquid Mainnet",
"generated_at": "2026-08-05T05:07:40.432874"
}
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