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ftdt-quant-lab/backtests/results/historical/iceberg_BTC_20260805-050739.json
T
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": "Iceberg Detection",
"strategy_key": "iceberg",
"coin": "BTC",
"allocation": 100.0,
"start_time": "2026-07-06T05:00:00",
"end_time": "2026-08-05T05:00:00",
"start_equity": 100.0,
"end_equity": 66.3237,
"pnl": -33.6763,
"pnl_pct": -33.68,
"pnl_gross": -23.466,
"pnl_gross_pct": -23.47,
"fees_total": 10.2103,
"fee_tier": 0,
"staking_tier": "none",
"fee_model": "taker",
"sharpe": -0.2041,
"sortino": -0.2583,
"max_dd": 0.517,
"max_dd_pct": 51.7,
"win_rate": 0.32,
"total_trades": 25,
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}
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