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ftdt-quant-lab/backtests/results/pairs_ETH_1m_500_20260807-080912.json
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ramseshk 31c1fe7fbe chore: sweep all strategies on HFT/intraday/intraweek intervals — 639 clean results 
Archived all old historical/ files (zero trade prices, broken).
Removed 67 zero-trade sweep files.

Fresh sweep: 360/360 succeeded across 9 strategies
  HFT (1m,5m), intraday (15m,1h,4h), intraweek (1d)
  6 bar limits (100-5000), BTC + ETH for pairs

Key results by timeframe:

HFT (1m/5m, 235 files):
  hurst_vpin 1m 200b     S=82.05  1t   +0.60%
  hurst_vpin 1m 100b     S=62.06  1t   +0.22%
  momentum    1m 100b     S=31.96  2t   +0.16%
  NOTE: 1m results are noisy, single-trade Sharpe unreliable

INTRADAY (15m/1h/4h, 303 files):
  hurst_vpin 15m 100b     S=19.38  1t   +0.58%
  grid_mm    1h  100b     S= 8.56  4t   +2.50%
  obi        15m 100b     S= 6.95  2t   +0.29%
  momentum   4h  100b     S= 2.91  3t   +2.70%

INTRAWEEK (1d, 101 files):
  hurst_vpin 1d  100b     S= 1.17  1t   +5.03%
  grid_mm    1d  5000b    S= 0.78  1t   +446%*
  momentum   1d  5000b    S= 0.51  66t  +56%
  mean_rev   1d  5000b    S= 0.69  111t +37%

* grid_mm 1d returns suspiciously high — likely signal artifact

VBT Dashboard: 639 results, paginated, searchable
2026-08-07 17:34:55 +08:00

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{"strategy": "pairs", "interval": "1m", "n_bars": 501, "start_equity": 10000.0, "end_equity": 9554.56, "total_return_pct": -4.45, "pnl": -445.44, "sharpe": -181.936, "sortino": -181.435, "max_drawdown_pct": 4.45, "win_rate": 0.0, "profit_factor": 0.0, "expectancy": -29.696, "trades": [{"time": "2026-08-07 00:34:00", "side": "BUY", "asset": "BTC", "size": 0.155419, "entry_px": 64313.25, "exit_px": 64242.69, "pnl_gross": -19.9568, "pnl_net": -28.9478, "fee": 8.991016, "fee_rate_pct": 0.045, "return_pct": -0.2, "duration": ""}, {"time": "2026-08-07 00:54:00", "side": "BUY", "asset": "BTC", "size": 0.155012, "entry_px": 64353.29, "exit_px": 64205.73, "pnl_gross": -31.8412, "pnl_net": -40.8089, "fee": 8.967686, "fee_rate_pct": 0.045, "return_pct": -0.319, "duration": ""}, {"time": "2026-08-07 01:03:00", "side": "BUY", "asset": "BTC", "size": 0.154343, "entry_px": 64426.36, "exit_px": 64348.59, "pnl_gross": -20.9479, "pnl_net": -29.8919, "fee": 8.94398, "fee_rate_pct": 0.045, "return_pct": 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"duration": ""}, {"time": "2026-08-07 04:47:00", "side": "BUY", "asset": "BTC", "size": 0.152389, "entry_px": 64297.23, "exit_px": 64149.79, "pnl_gross": -31.2775, "pnl_net": -40.0857, "fee": 8.808261, "fee_rate_pct": 0.045, "return_pct": -0.319, "duration": ""}, {"time": "2026-08-07 05:33:00", "side": "BUY", "asset": "BTC", "size": 0.15204, "entry_px": 64239.17, "exit_px": 64091.84, "pnl_gross": -31.1803, "pnl_net": -39.9604, "fee": 8.780151, "fee_rate_pct": 0.045, "return_pct": -0.319, "duration": ""}, {"time": "2026-08-07 06:09:00", "side": "BUY", "asset": "BTC", "size": 0.151163, "entry_px": 64405.34, "exit_px": 64253.68, "pnl_gross": -31.6771, "pnl_net": -40.429, "fee": 8.751818, "fee_rate_pct": 0.045, "return_pct": -0.325, "duration": ""}, {"time": "2026-08-07 06:43:00", "side": "BUY", "asset": "BTC", "size": 0.150634, "entry_px": 64421.36, "exit_px": 64271.66, "pnl_gross": -31.2724, "pnl_net": -39.9959, "fee": 8.723495, "fee_rate_pct": 0.045, "return_pct": -0.322, "duration": ""}, {"time": "2026-08-07 06:56:00", "side": "BUY", "asset": "BTC", "size": 0.150315, "entry_px": 64350.29, "exit_px": 64224.71, "pnl_gross": -27.5728, "pnl_net": -36.2699, "fee": 8.697038, "fee_rate_pct": 0.045, "return_pct": -0.285, "duration": ""}, {"time": "2026-08-07 07:01:00", "side": "BUY", "asset": "BTC", "size": 0.149924, "entry_px": 64334.27, "exit_px": 64166.77, "pnl_gross": -33.7819, "pnl_net": -42.4513, "fee": 8.669425, "fee_rate_pct": 0.045, "return_pct": -0.35, "duration": ""}, {"time": "2026-08-07 07:18:00", "side": "BUY", "asset": "BTC", "size": 0.149267, "entry_px": 64391.33, "exit_px": 64257.68, "pnl_gross": -28.5907, "pnl_net": -37.2321, "fee": 8.641373, "fee_rate_pct": 0.045, "return_pct": -0.297, "duration": ""}, {"time": "2026-08-07 08:06:00", "side": "BUY", "asset": "BTC", "size": 0.148795, "entry_px": 64403.34, "exit_px": 64241.69, "pnl_gross": -32.6658, "pnl_net": -41.2796, "fee": 8.613782, "fee_rate_pct": 0.045, "return_pct": -0.341, "duration": ""}], 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