ftdt-quant-lab/backtests/results/historical/kalman_pairs_ETH_20260805-073152.json

{"strategy": "Kalman Pairs", "strategy_key": "kalman_pairs", "coin": "ETH", "allocation": 100.0, "start_time": "0", "end_time": "720", "start_equity": 100.0, "end_equity": 9999.2478, "pnl": -0.7522, "pnl_pct": -0.01, "pnl_gross": 0.1225, "pnl_gross_pct": -0.01, "fees_total": 0.8747, "fee_tier": 0, "staking_tier": "none", "fee_model": "taker", "sharpe": -0.4348, "sortino": -0.224, "max_dd": 0.0002, "max_dd_pct": 0.02, "win_rate": 0.4706, "total_trades": 34, "equity_curve": [{"t": 0, "v": 10000.0}, {"t": 1, "v": 10000.0}, {"t": 2, "v": 10000.0}, {"t": 3, "v": 10000.0}, {"t": 4, "v": 10000.0}, {"t": 5, "v": 10000.0}, {"t": 6, "v": 10000.0}, {"t": 7, "v": 10000.0}, {"t": 8, "v": 10000.0}, {"t": 9, "v": 10000.0}, {"t": 10, "v": 10000.0}, {"t": 11, "v": 10000.0}, {"t": 12, "v": 10000.0}, {"t": 13, "v": 10000.0}, {"t": 14, "v": 10000.0}, {"t": 15, "v": 10000.0}, {"t": 16, "v": 10000.0}, {"t": 17, "v": 10000.0}, {"t": 18, "v": 10000.0}, {"t": 19, "v": 10000.0}, {"t": 20, "v": 10000.0}, {"t": 21, "v": 10000.0}, {"t": 22, "v": 10000.0}, {"t": 23, "v": 10000.0}, {"t": 24, "v": 10000.0}, {"t": 25, "v": 10000.0}, {"t": 26, "v": 10000.0}, {"t": 27, "v": 10000.0}, {"t": 28, "v": 10000.0}, {"t": 29, "v": 10000.0}, {"t": 30, "v": 10000.0}, {"t": 31, "v": 9999.9871}, {"t": 32, "v": 9999.7478}, {"t": 33, "v": 9999.7478}, {"t": 34, "v": 9999.7478}, {"t": 35, "v": 9999.735}, {"t": 36, "v": 9999.8225}, {"t": 37, "v": 9999.8225}, {"t": 38, "v": 9999.8225}, {"t": 39, "v": 9999.8225}, {"t": 40, "v": 9999.8225}, {"t": 41, "v": 9999.8225}, {"t": 42, "v": 9999.8096}, {"t": 43, "v": 9999.8233}, {"t": 44, "v": 9999.8233}, {"t": 45, "v": 9999.8233}, {"t": 46, "v": 9999.8233}, {"t": 47, "v": 9999.8233}, {"t": 48, "v": 9999.8233}, {"t": 49, "v": 9999.8233}, {"t": 50, "v": 9999.8233}, {"t": 51, "v": 9999.8233}, {"t": 52, "v": 9999.8233}, {"t": 53, "v": 9999.8233}, {"t": 54, "v": 9999.8233}, {"t": 55, "v": 9999.8105}, {"t": 56, "v": 9999.6167}, {"t": 57, "v": 9999.6167}, {"t": 58, "v": 9999.6167}, {"t": 59, "v": 9999.6167}, {"t": 60, "v": 9999.6167}, {"t": 61, "v": 9999.6167}, {"t": 62, "v": 9999.6167}, {"t": 63, "v": 9999.6167}, {"t": 64, "v": 9999.6167}, {"t": 65, "v": 9999.6167}, {"t": 66, "v": 9999.6167}, {"t": 67, "v": 9999.6167}, {"t": 68, "v": 9999.6167}, {"t": 69, "v": 9999.6167}, {"t": 70, "v": 9999.6167}, {"t": 71, "v": 9999.6167}, {"t": 72, "v": 9999.6167}, {"t": 73, "v": 9999.6167}, {"t": 74, "v": 9999.6167}, {"t": 75, "v": 9999.6167}, {"t": 76, "v": 9999.6167}, {"t": 77, "v": 9999.6167}, {"t": 78, "v": 9999.6167}, {"t": 79, "v": 9999.6167}, {"t": 80, "v": 9999.6167}, {"t": 81, "v": 9999.6167}, {"t": 82, "v": 9999.6167}, {"t": 83, "v": 9999.6167}, {"t": 84, "v": 9999.6167}, {"t": 85, "v": 9999.6167}, {"t": 86, "v": 9999.6167}, {"t": 87, "v": 9999.6167}, {"t": 88, "v": 9999.6167}, {"t": 89, "v": 9999.6167}, {"t": 90, "v": 9999.6038}, {"t": 91, "v": 9999.4398}, {"t": 92, "v": 9999.4398}, {"t": 93, "v": 9999.4398}, {"t": 94, "v": 9999.4398}, {"t": 95, "v": 9999.4398}, {"t": 96, "v": 9999.4398}, {"t": 97, "v": 9999.4398}, {"t": 98, "v": 9999.4398}, {"t": 99, "v": 9999.4398}, {"t": 100, "v": 9999.4398}, {"t": 101, "v": 9999.4398}, {"t": 102, "v": 9999.4398}, {"t": 103, "v": 9999.4398}, {"t": 104, "v": 9999.4398}, {"t": 105, "v": 9999.4398}, {"t": 106, "v": 9999.4398}, {"t": 107, "v": 9999.4398}, {"t": 108, "v": 9999.4398}, {"t": 109, "v": 9999.4398}, {"t": 110, "v": 9999.4398}, {"t": 111, "v": 9999.4398}, {"t": 112, "v": 9999.4398}, {"t": 113, "v": 9999.4398}, {"t": 114, "v": 9999.4398}, {"t": 115, "v": 9999.4398}, {"t": 116, "v": 9999.4398}, {"t": 117, "v": 9999.4398}, {"t": 118, "v": 9999.4398}, {"t": 119, "v": 9999.4398}, {"t": 120, "v": 9999.4398}, {"t": 121, "v": 9999.4398}, {"t": 122, "v": 9999.4398}, {"t": 123, "v": 9999.4398}, {"t": 124, "v": 9999.4398}, {"t": 125, "v": 9999.4398}, {"t": 126, "v": 9999.4398}, {"t": 127, "v": 9999.4398}, {"t": 128, "v": 9999.4269}, {"t": 129, "v": 9999.1899}, {"t": 130, "v": 9999.1416}, {"t": 131, "v": 9999.1416}, {"t": 132, "v": 9999.1416}, {"t": 133, "v": 9999.1416}, {"t": 134, "v": 9999.1416}, {"t": 135, "v": 9999.1416}, {"t": 136, "v": 9999.1287}, {"t": 137, "v": 9999.1493}, {"t": 138, "v": 9999.1365}, {"t": 139, "v": 9999.1584}, {"t": 140, "v": 9999.1584}, {"t": 141, "v": 9999.1584}, {"t": 142, "v": 9999.1584}, {"t": 143, "v": 9999.1584}, {"t": 144, "v": 9999.1584}, {"t": 145, "v": 9999.1584}, {"t": 146, "v": 9999.1584}, {"t": 147, "v": 9999.1584}, {"t": 148, "v": 9999.1584}, {"t": 149, "v": 9999.1584}, {"t": 150, "v": 9999.1584}, {"t": 151, "v": 9999.1456}, {"t": 152, "v": 9999.1091}, {"t": 153, "v": 9999.0799}, {"t": 154, "v": 9999.0799}, {"t": 155, "v": 9999.0799}, {"t": 156, "v": 9999.0799}, {"t": 157, "v": 9999.0799}, {"t": 158, "v": 9999.0799}, {"t": 159, "v": 9999.0799}, {"t": 160, "v": 9999.0799}, {"t": 161, "v": 9999.0671}, {"t": 162, "v": 9999.5873}, {"t": 163, "v": 9999.5873}, {"t": 164, "v": 9999.5744}, {"t": 165, "v": 9999.5083}, {"t": 166, "v": 9999.5083}, {"t": 167, "v": 9999.5083}, {"t": 168, "v": 9999.5083}, {"t": 169, "v": 9999.5083}, {"t": 170, "v": 9999.5083}, {"t": 171, "v": 9999.5083}, {"t": 172, "v": 9999.5083}, {"t": 173, "v": 9999.5083}, {"t": 174, "v": 9999.4954}, {"t": 175, "v": 9999.1945}, {"t": 176, "v": 9999.1945}, {"t": 177, "v": 9999.1945}, {"t": 178, "v": 9999.1816}, {"t": 179, "v": 9999.4911}, {"t": 180, "v": 9999.4911}, {"t": 181, "v": 9999.4911}, {"t": 182, "v": 9999.4911}, {"t": 183, "v": 9999.4911}, {"t": 184, "v": 9999.4911}, {"t": 185, "v": 9999.4911}, {"t": 186, "v": 9999.4911}, {"t": 187, "v": 9999.4911}, {"t": 188, "v": 9999.4911}, {"t": 189, "v": 9999.4911}, {"t": 190, "v": 9999.4911}, {"t": 191, "v": 9999.4911}, {"t": 192, "v": 9999.4911}, {"t": 193, "v": 9999.4911}, {"t": 194, "v": 9999.4911}, {"t": 195, "v": 9999.4782}, {"t": 196, "v": 9999.5223}, {"t": 197, "v": 9999.5094}, {"t": 198, "v": 9999.2275}, {"t": 199, "v": 9998.9513}, {"t": 200, "v": 9998.9385}, {"t": 201, "v": 9998.8863}, {"t": 202, "v": 9998.8863}, {"t": 203, "v": 9998.8863}, {"t": 204, "v": 9998.8863}, {"t": 205, "v": 9998.8863}, {"t": 206, "v": 9998.8863}, {"t": 207, "v": 9998.8863}, {"t": 208, "v": 9998.8863}, {"t": 209, "v": 9998.8863}, {"t": 210, "v": 9998.8863}, {"t": 211, "v": 9998.8863}, {"t": 212, "v": 9998.8863}, {"t": 213, "v": 9998.8863}, {"t": 214, "v": 9998.8863}, {"t": 215, "v": 9998.8863}, {"t": 216, "v": 9998.8863}, {"t": 217, "v": 9998.8863}, {"t": 218, "v": 9998.8863}, {"t": 219, "v": 9998.8863}, {"t": 220, "v": 9998.8863}, {"t": 221, "v": 9998.8735}, {"t": 222, "v": 9998.888}, {"t": 223, "v": 9998.888}, {"t": 224, "v": 9998.888}, {"t": 225, "v": 9998.888}, {"t": 226, "v": 9998.888}, {"t": 227, "v": 9998.888}, {"t": 228, "v": 9998.888}, {"t": 229, "v": 9998.888}, {"t": 230, "v": 9998.888}, {"t": 231, "v": 9998.888}, {"t": 232, "v": 9998.888}, {"t": 233, "v": 9998.888}, {"t": 234, "v": 9998.888}, {"t": 235, "v": 9998.888}, {"t": 236, "v": 9998.888}, {"t": 237, "v": 9998.888}, {"t": 238, "v": 9998.888}, {"t": 239, "v": 9998.888}, {"t": 240, "v": 9998.888}, {"t": 241, "v": 9998.8751}, {"t": 242, "v": 9998.8074}, {"t": 243, "v": 9998.8074}, {"t": 244, "v": 9998.8074}, {"t": 245, "v": 9998.8074}, {"t": 246, "v": 9998.8074}, {"t": 247, "v": 9998.8074}, {"t": 248, "v": 9998.8074}, {"t": 249, "v": 9998.8074}, {"t": 250, "v": 9998.8074}, {"t": 251, "v": 9998.8074}, {"t": 252, "v": 9998.8074}, {"t": 253, "v": 9998.8074}, {"t": 254, "v": 9998.8074}, {"t": 255, "v": 9998.8074}, {"t": 256, "v": 9998.8074}, {"t": 257, "v": 9998.8074}, {"t": 258, "v": 9998.8074}, {"t": 259, "v": 9998.8074}, {"t": 260, "v": 9998.8074}, {"t": 261, "v": 9998.8074}, {"t": 262, "v": 9998.8074}, {"t": 263, "v": 9998.8074}, {"t": 264, "v": 9998.8074}, {"t": 265, "v": 9998.8074}, {"t": 266, "v": 9998.8074}, {"t": 267, "v": 9998.8074}, {"t": 268, "v": 9998.8074}, {"t": 269, "v": 9998.8074}, {"t": 270, "v": 9998.8074}, {"t": 271, "v": 9998.8074}, {"t": 272, "v": 9998.8074}, {"t": 273, "v": 9998.8074}, {"t": 274, "v": 9998.8074}, {"t": 275, "v": 9998.8074}, {"t": 276, "v": 9998.8074}, {"t": 277, "v": 9998.8074}, {"t": 278, "v": 9998.8074}, {"t": 279, "v": 9998.8074}, {"t": 280, "v": 9998.8074}, {"t": 281, "v": 9998.8074}, {"t": 282, "v": 9998.8074}, {"t": 283, "v": 9998.8074}, {"t": 284, "v": 9998.8074}, {"t": 285, "v": 9998.8074}, {"t": 286, "v": 9998.8074}, {"t": 287, "v": 9998.8074}, {"t": 288, "v": 9998.8074}, {"t": 289, "v": 9998.8074}, {"t": 290, "v": 9998.8074}, {"t": 291, "v": 9998.8074}, {"t": 292, "v": 9998.8074}, {"t": 293, "v": 9998.8074}, {"t": 294, "v": 9998.8074}, {"t": 295, "v": 9998.8074}, {"t": 296, "v": 9998.8074}, {"t": 297, "v": 9998.8074}, {"t": 298, "v": 9998.8074}, {"t": 299, "v": 9998.8074}, {"t": 300, "v": 9998.8074}, {"t": 301, "v": 9998.8074}, {"t": 302, "v": 9998.8074}, {"t": 303, "v": 9998.8074}, {"t": 304, "v": 9998.8074}, {"t": 305, "v": 9998.8074}, {"t": 306, "v": 9998.8074}, {"t": 307, "v": 9998.7945}, {"t": 308, "v": 9998.8885}, {"t": 309, "v": 9998.8885}, {"t": 310, "v": 9998.8885}, {"t": 311, "v": 9998.8885}, {"t": 312, "v": 9998.8885}, {"t": 313, "v": 9998.8885}, {"t": 314, "v": 9998.8885}, {"t": 315, "v": 9998.8885}, {"t": 316, "v": 9998.8885}, {"t": 317, "v": 9998.8885}, {"t": 318, "v": 9998.8885}, {"t": 319, "v": 9998.8885}, {"t": 320, "v": 9998.8885}, {"t": 321, "v": 9998.8885}, {"t": 322, "v": 9998.8885}, {"t": 323, "v": 9998.8885}, {"t": 324, "v": 9998.8885}, {"t": 325, "v": 9998.8885}, {"t": 326, "v": 9998.8885}, {"t": 327, "v": 9998.8885}, {"t": 328, "v": 9998.8885}, {"t": 329, "v": 9998.8885}, {"t": 330, "v": 9998.8885}, {"t": 331, "v": 9998.8885}, {"t": 332, "v": 9998.8885}, {"t": 333, "v": 9998.8885}, {"t": 334, "v": 9998.8885}, {"t": 335, "v": 9998.8885}, {"t": 336, "v": 9998.8885}, {"t": 337, "v": 9998.8885}, {"t": 338, "v": 9998.8885}, {"t": 339, "v": 9998.8885}, {"t": 340, "v": 9998.8885}, {"t": 341, "v": 9998.8757}, {"t": 342, "v": 9998.5756}, {"t": 343, "v": 9998.7054}, {"t": 344, "v": 9998.7054}, {"t": 345, "v": 9998.7054}, {"t": 346, "v": 9998.7054}, {"t": 347, "v": 9998.7054}, {"t": 348, "v": 9998.7054}, {"t": 349, "v": 9998.7054}, {"t": 350, "v": 9998.7054}, {"t": 351, "v": 9998.7054}, {"t": 352, "v": 9998.7054}, {"t": 353, "v": 9998.7054}, {"t": 354, "v": 9998.7054}, {"t": 355, "v": 9998.7054}, {"t": 356, "v": 9998.7054}, {"t": 357, "v": 9998.7054}, {"t": 358, "v": 9998.7054}, {"t": 359, "v": 9998.7054}, {"t": 360, "v": 9998.6925}, {"t": 361, "v": 9998.8213}, {"t": 362, "v": 9998.8213}, {"t": 363, "v": 9998.8213}, {"t": 364, "v": 9998.8213}, {"t": 365, "v": 9998.8213}, {"t": 366, "v": 9998.8084}, {"t": 367, "v": 9998.5752}, {"t": 368, "v": 9998.5865}, {"t": 369, "v": 9998.5865}, {"t": 370, "v": 9998.5865}, {"t": 371, "v": 9998.5865}, {"t": 372, "v": 9998.5865}, {"t": 373, "v": 9998.5865}, {"t": 374, "v": 9998.5865}, {"t": 375, "v": 9998.5865}, {"t": 376, "v": 9998.5865}, {"t": 377, "v": 9998.5865}, {"t": 378, "v": 9998.5865}, {"t": 379, "v": 9998.5865}, {"t": 380, "v": 9998.5865}, {"t": 381, "v": 9998.5865}, {"t": 382, "v": 9998.5865}, {"t": 383, "v": 9998.5865}, {"t": 384, "v": 9998.5865}, {"t": 385, "v": 9998.5865}, {"t": 386, "v": 9998.5865}, {"t": 387, "v": 9998.5865}, {"t": 388, "v": 9998.5865}, {"t": 389, "v": 9998.5865}, {"t": 390, "v": 9998.5737}, {"t": 391, "v": 9998.73}, {"t": 392, "v": 9998.73}, {"t": 393, "v": 9998.73}, {"t": 394, "v": 9998.73}, {"t": 395, "v": 9998.73}, {"t": 396, "v": 9998.73}, {"t": 397, "v": 9998.73}, {"t": 398, "v": 9998.73}, {"t": 399, "v": 9998.73}, {"t": 400, "v": 9998.73}, {"t": 401, "v": 9998.73}, {"t": 402, "v": 9998.73}, {"t": 403, "v": 9998.73}, {"t": 404, "v": 9998.73}, {"t": 405, "v": 9998.73}, {"t": 406, "v": 9998.73}, {"t": 407, "v": 9998.73}, {"t": 408, "v": 9998.73}, {"t": 409, "v": 9998.73}, {"t": 410, "v": 9998.73}, {"t": 411, "v": 9998.73}, {"t": 412, "v": 9998.73}, {"t": 413, "v": 9998.7171}, {"t": 414, "v": 9998.5716}, {"t": 415, "v": 9998.5716}, {"t": 416, "v": 9998.5716}, {"t": 417, "v": 9998.5716}, {"t": 418, "v": 9998.5716}, {"t": 419, "v": 9998.5716}, {"t": 420, "v": 9998.5716}, {"t": 421, "v": 9998.5716}, {"t": 422, "v": 9998.5716}, {"t": 423, "v": 9998.5716}, {"t": 424, "v": 9998.5716}, {"t": 425, "v": 9998.5716}, {"t": 426, "v": 9998.5716}, {"t": 427, "v": 9998.5716}, {"t": 428, "v": 9998.5716}, {"t": 429, "v": 9998.5716}, {"t": 430, "v": 9998.5716}, {"t": 431, "v": 9998.5716}, {"t": 432, "v": 9998.5716}, {"t": 433, "v": 9998.5716}, {"t": 434, "v": 9998.5716}, {"t": 435, "v": 9998.5716}, {"t": 436, "v": 9998.5716}, {"t": 437, "v": 9998.5716}, {"t": 438, "v": 9998.5716}, {"t": 439, "v": 9998.5716}, {"t": 440, "v": 9998.5716}, {"t": 441, "v": 9998.5716}, {"t": 442, "v": 9998.5716}, {"t": 443, "v": 9998.5716}, {"t": 444, "v": 9998.5716}, {"t": 445, "v": 9998.5716}, {"t": 446, "v": 9998.5716}, {"t": 447, "v": 9998.5716}, {"t": 448, "v": 9998.5716}, {"t": 449, "v": 9998.5716}, {"t": 450, "v": 9998.5716}, {"t": 451, "v": 9998.5716}, {"t": 452, "v": 9998.5716}, {"t": 453, "v": 9998.5716}, {"t": 454, "v": 9998.5716}, {"t": 455, "v": 9998.5716}, {"t": 456, "v": 9998.5716}, {"t": 457, "v": 9998.5716}, {"t": 458, "v": 9998.5716}, {"t": 459, "v": 9998.5716}, {"t": 460, "v": 9998.5716}, {"t": 461, "v": 9998.5716}, {"t": 462, "v": 9998.5716}, {"t": 463, "v": 9998.5716}, {"t": 464, "v": 9998.5716}, {"t": 465, "v": 9998.5716}, {"t": 466, "v": 9998.5716}, {"t": 467, "v": 9998.5716}, {"t": 468, "v": 9998.5716}, {"t": 469, "v": 9998.5716}, {"t": 470, "v": 9998.5716}, {"t": 471, "v": 9998.5716}, {"t": 472, "v": 9998.5716}, {"t": 473, "v": 9998.5716}, {"t": 474, "v": 9998.5716}, {"t": 475, "v": 9998.5716}, {"t": 476, "v": 9998.5716}, {"t": 477, "v": 9998.5716}, {"t": 478, "v": 9998.5716}, {"t": 479, "v": 9998.5716}, {"t": 480, "v": 9998.5716}, {"t": 481, "v": 9998.5716}, {"t": 482, "v": 9998.5716}, {"t": 483, "v": 9998.5716}, {"t": 484, "v": 9998.5716}, {"t": 485, "v": 9998.5716}, {"t": 486, "v": 9998.5716}, {"t": 487, "v": 9998.5716}, {"t": 488, "v": 9998.5588}, {"t": 489, "v": 9998.5031}, {"t": 490, "v": 9998.6305}, {"t": 491, "v": 9998.6305}, {"t": 492, "v": 9998.6305}, {"t": 493, "v": 9998.6305}, {"t": 494, "v": 9998.6305}, {"t": 495, "v": 9998.6305}, {"t": 496, "v": 9998.6305}, {"t": 497, "v": 9998.6305}, {"t": 498, "v": 9998.6305}, {"t": 499, "v": 9998.6305}, {"t": 500, "v": 9998.6305}, {"t": 501, "v": 9998.6305}, {"t": 502, "v": 9998.6305}, {"t": 503, "v": 9998.6305}, {"t": 504, "v": 9998.6305}, {"t": 505, "v": 9998.6305}, {"t": 506, "v": 9998.6305}, {"t": 507, "v": 9998.6305}, {"t": 508, "v": 9998.6305}, {"t": 509, "v": 9998.6305}, {"t": 510, "v": 9998.6305}, {"t": 511, "v": 9998.6176}, {"t": 512, "v": 9998.497}, {"t": 513, "v": 9998.497}, {"t": 514, "v": 9998.497}, {"t": 515, "v": 9998.497}, {"t": 516, "v": 9998.497}, {"t": 517, "v": 9998.497}, {"t": 518, "v": 9998.497}, {"t": 519, "v": 9998.4841}, {"t": 520, "v": 9998.4509}, {"t": 521, "v": 9998.4509}, {"t": 522, "v": 9998.4509}, {"t": 523, "v": 9998.4509}, {"t": 524, "v": 9998.4509}, {"t": 525, "v": 9998.4509}, {"t": 526, "v": 9998.4509}, {"t": 527, "v": 9998.4509}, {"t": 528, "v": 9998.4509}, {"t": 529, "v": 9998.4509}, {"t": 530, "v": 9998.4509}, {"t": 531, "v": 9998.4509}, {"t": 532, "v": 9998.4509}, {"t": 533, "v": 9998.438}, {"t": 534, "v": 9998.901}, {"t": 535, "v": 9998.901}, {"t": 536, "v": 9998.8881}, {"t": 537, "v": 9998.7268}, {"t": 538, "v": 9998.7139}, {"t": 539, "v": 9998.9448}, {"t": 540, "v": 9998.9448}, {"t": 541, "v": 9998.9448}, {"t": 542, "v": 9998.9448}, {"t": 543, "v": 9998.9448}, {"t": 544, "v": 9998.9448}, {"t": 545, "v": 9998.9448}, {"t": 546, "v": 9998.9448}, {"t": 547, "v": 9998.9448}, {"t": 548, "v": 9998.9319}, {"t": 549, "v": 9999.2653}, {"t": 550, "v": 9999.2653}, {"t": 551, "v": 9999.2653}, {"t": 552, "v": 9999.2653}, {"t": 553, "v": 9999.2653}, {"t": 554, "v": 9999.2653}, {"t": 555, "v": 9999.2653}, {"t": 556, "v": 9999.2653}, {"t": 557, "v": 9999.2653}, {"t": 558, "v": 9999.2653}, {"t": 559, "v": 9999.2653}, {"t": 560, "v": 9999.2653}, {"t": 561, "v": 9999.2653}, {"t": 562, "v": 9999.2653}, {"t": 563, "v": 9999.2653}, {"t": 564, "v": 9999.2653}, {"t": 565, "v": 9999.2653}, {"t": 566, "v": 9999.2653}, {"t": 567, "v": 9999.2653}, {"t": 568, "v": 9999.2653}, {"t": 569, "v": 9999.2653}, {"t": 570, "v": 9999.2653}, {"t": 571, "v": 9999.2653}, {"t": 572, "v": 9999.2653}, {"t": 573, "v": 9999.2653}, {"t": 574, "v": 9999.2653}, {"t": 575, "v": 9999.2653}, {"t": 576, "v": 9999.2653}, {"t": 577, "v": 9999.2653}, {"t": 578, "v": 9999.2653}, {"t": 579, "v": 9999.2653}, {"t": 580, "v": 9999.2653}, {"t": 581, "v": 9999.2653}, {"t": 582, "v": 9999.2653}, {"t": 583, "v": 9999.2653}, {"t": 584, "v": 9999.2653}, {"t": 585, "v": 9999.2653}, {"t": 586, "v": 9999.2653}, {"t": 587, "v": 9999.2653}, {"t": 588, "v": 9999.2653}, {"t": 589, "v": 9999.2653}, {"t": 590, "v": 9999.2653}, {"t": 591, "v": 9999.2653}, {"t": 592, "v": 9999.2653}, {"t": 593, "v": 9999.2653}, {"t": 594, "v": 9999.2653}, {"t": 595, "v": 9999.2653}, {"t": 596, "v": 9999.2653}, {"t": 597, "v": 9999.2653}, {"t": 598, "v": 9999.2653}, {"t": 599, "v": 9999.2653}, {"t": 600, "v": 9999.2653}, {"t": 601, "v": 9999.2653}, {"t": 602, "v": 9999.2653}, {"t": 603, "v": 9999.2653}, {"t": 604, "v": 9999.2653}, {"t": 605, "v": 9999.2653}, {"t": 606, "v": 9999.2653}, {"t": 607, "v": 9999.2525}, {"t": 608, "v": 9999.1651}, {"t": 609, "v": 9999.1651}, {"t": 610, "v": 9999.1651}, {"t": 611, "v": 9999.1651}, {"t": 612, "v": 9999.1651}, {"t": 613, "v": 9999.1651}, {"t": 614, "v": 9999.1651}, {"t": 615, "v": 9999.1651}, {"t": 616, "v": 9999.1651}, {"t": 617, "v": 9999.1651}, {"t": 618, "v": 9999.1651}, {"t": 619, "v": 9999.1651}, {"t": 620, "v": 9999.1651}, {"t": 621, "v": 9999.1651}, {"t": 622, "v": 9999.1651}, {"t": 623, "v": 9999.1651}, {"t": 624, "v": 9999.1651}, {"t": 625, "v": 9999.1651}, {"t": 626, "v": 9999.1651}, {"t": 627, "v": 9999.1651}, {"t": 628, "v": 9999.1651}, {"t": 629, "v": 9999.1651}, {"t": 630, "v": 9999.1651}, {"t": 631, "v": 9999.1651}, {"t": 632, "v": 9999.1651}, {"t": 633, "v": 9999.1651}, {"t": 634, "v": 9999.1651}, {"t": 635, "v": 9999.1523}, {"t": 636, "v": 9999.1514}, {"t": 637, "v": 9999.1514}, {"t": 638, "v": 9999.1514}, {"t": 639, "v": 9999.1514}, {"t": 640, "v": 9999.1514}, {"t": 641, "v": 9999.1514}, {"t": 642, "v": 9999.1514}, {"t": 643, "v": 9999.1514}, {"t": 644, "v": 9999.1514}, {"t": 645, "v": 9999.1514}, {"t": 646, "v": 9999.1514}, {"t": 647, "v": 9999.1514}, {"t": 648, "v": 9999.1514}, {"t": 649, "v": 9999.1514}, {"t": 650, "v": 9999.1514}, {"t": 651, "v": 9999.1514}, {"t": 652, "v": 9999.1385}, {"t": 653, "v": 9999.2478}, {"t": 654, "v": 9999.2478}, {"t": 655, "v": 9999.2478}, {"t": 656, "v": 9999.2478}, {"t": 657, "v": 9999.2478}, {"t": 658, "v": 9999.2478}, {"t": 659, "v": 9999.2478}, {"t": 660, "v": 9999.2478}, {"t": 661, "v": 9999.2478}, {"t": 662, "v": 9999.2478}, {"t": 663, "v": 9999.2478}, {"t": 664, "v": 9999.2478}, {"t": 665, "v": 9999.2478}, {"t": 666, "v": 9999.2478}, {"t": 667, "v": 9999.2478}, {"t": 668, "v": 9999.2478}, {"t": 669, "v": 9999.2478}, {"t": 670, "v": 9999.2478}, {"t": 671, "v": 9999.2478}, {"t": 672, "v": 9999.2478}, {"t": 673, "v": 9999.2478}, {"t": 674, "v": 9999.2478}, {"t": 675, "v": 9999.2478}, {"t": 676, "v": 9999.2478}, {"t": 677, "v": 9999.2478}, {"t": 678, "v": 9999.2478}, {"t": 679, "v": 9999.2478}, {"t": 680, "v": 9999.2478}, {"t": 681, "v": 9999.2478}, {"t": 682, "v": 9999.2478}, {"t": 683, "v": 9999.2478}, {"t": 684, "v": 9999.2478}, {"t": 685, "v": 9999.2478}, {"t": 686, "v": 9999.2478}, {"t": 687, "v": 9999.2478}, {"t": 688, "v": 9999.2478}, {"t": 689, "v": 9999.2478}, {"t": 690, "v": 9999.2478}, {"t": 691, "v": 9999.2478}, {"t": 692, "v": 9999.2478}, {"t": 693, "v": 9999.2478}, {"t": 694, "v": 9999.2478}, {"t": 695, "v": 9999.2478}, {"t": 696, "v": 9999.2478}, {"t": 697, "v": 9999.2478}, {"t": 698, "v": 9999.2478}, {"t": 699, "v": 9999.2478}, {"t": 700, "v": 9999.2478}, {"t": 701, "v": 9999.2478}, {"t": 702, "v": 9999.2478}, {"t": 703, "v": 9999.2478}, {"t": 704, "v": 9999.2478}, {"t": 705, "v": 9999.2478}, {"t": 706, "v": 9999.2478}, {"t": 707, "v": 9999.2478}, {"t": 708, "v": 9999.2478}, {"t": 709, "v": 9999.2478}, {"t": 710, "v": 9999.2478}, {"t": 711, "v": 9999.2478}, {"t": 712, "v": 9999.2478}, {"t": 713, "v": 9999.2478}, {"t": 714, "v": 9999.2478}, {"t": 715, "v": 9999.2478}, {"t": 716, "v": 9999.2478}, {"t": 717, "v": 9999.2478}, {"t": 718, "v": 9999.2478}, {"t": 719, "v": 9999.2478}, {"t": 720, "v": 9999.2478}], "trades": [{"entry_time": 31, "exit_time": 32, "signal": -1, "entry_x": 63569.0, "exit_x": 63942.0, "entry_y": 1789.6, "exit_y": 1798.0, "beta": 0.028152086949455767, "gross_pnl": -0.2264, "net_pnl": -0.2393, "fee": 0.025765, "duration_bars": 1}, {"entry_time": 35, "exit_time": 36, "signal": 1, "entry_x": 63683.0, "exit_x": 63825.0, "entry_y": 1786.8, "exit_y": 1790.5, "beta": 0.02805772366052387, "gross_pnl": 0.1004, "net_pnl": 0.0875, "fee": 0.025728, "duration_bars": 1}, {"entry_time": 42, "exit_time": 43, "signal": 1, "entry_x": 63015.0, "exit_x": 62974.0, "entry_y": 1756.2, "exit_y": 1757.1, "beta": 0.02786955512254003, "gross_pnl": 0.0265, "net_pnl": 0.0137, "fee": 0.025703, "duration_bars": 1}, {"entry_time": 55, "exit_time": 56, "signal": 1, "entry_x": 61885.0, "exit_x": 61705.0, "entry_y": 1729.3, "exit_y": 1722.9, "beta": 0.02794376692098846, "gross_pnl": -0.181, "net_pnl": -0.1938, "fee": 0.025651, "duration_bars": 1}, {"entry_time": 90, "exit_time": 91, "signal": -1, "entry_x": 63754.0, "exit_x": 63958.0, "entry_y": 1767.2, "exit_y": 1772.7, "beta": 0.027719045322255696, "gross_pnl": -0.1512, "net_pnl": -0.1641, "fee": 0.025733, "duration_bars": 1}, {"entry_time": 128, "exit_time": 130, "signal": -1, "entry_x": 64175.0, "exit_x": 64319.0, "entry_y": 1814.3, "exit_y": 1824.3, "beta": 0.028271133862594184, "gross_pnl": -0.2724, "net_pnl": -0.2853, "fee": 0.025776, "duration_bars": 2}, {"entry_time": 136, "exit_time": 137, "signal": 1, "entry_x": 63823.0, "exit_x": 63829.0, "entry_y": 1787.2, "exit_y": 1788.4, "beta": 0.028002444518194215, "gross_pnl": 0.0334, "net_pnl": 0.0206, "fee": 0.025708, "duration_bars": 1}, {"entry_time": 138, "exit_time": 139, "signal": -1, "entry_x": 64135.0, "exit_x": 64081.0, "entry_y": 1806.4, "exit_y": 1805.1, "beta": 0.02816558846159141, "gross_pnl": 0.0348, "net_pnl": 0.022, "fee": 0.025695, "duration_bars": 1}, {"entry_time": 151, "exit_time": 153, "signal": -1, "entry_x": 64202.0, "exit_x": 64176.0, "entry_y": 1819.8, "exit_y": 1821.7, "beta": 0.02834491162419102, "gross_pnl": -0.0528, "net_pnl": -0.0656, "fee": 0.025722, "duration_bars": 2}, {"entry_time": 161, "exit_time": 162, "signal": -1, "entry_x": 64058.0, "exit_x": 63404.0, "entry_y": 1826.5, "exit_y": 1806.5, "beta": 0.02851322264412587, "gross_pnl": 0.5329, "net_pnl": 0.5202, "fee": 0.025572, "duration_bars": 1}, {"entry_time": 164, "exit_time": 165, "signal": 1, "entry_x": 62811.0, "exit_x": 62685.0, "entry_y": 1780.3, "exit_y": 1778.3, "beta": 0.02834376171326746, "gross_pnl": -0.0533, "net_pnl": -0.0662, "fee": 0.025694, "duration_bars": 1}, {"entry_time": 174, "exit_time": 175, "signal": -1, "entry_x": 62326.0, "exit_x": 62814.0, "entry_y": 1771.8, "exit_y": 1782.4, "beta": 0.02842794365726904, "gross_pnl": -0.288, "net_pnl": -0.3009, "fee": 0.025788, "duration_bars": 1}, {"entry_time": 178, "exit_time": 179, "signal": 1, "entry_x": 61908.0, "exit_x": 62027.0, "entry_y": 1753.3, "exit_y": 1764.7, "beta": 0.028321057323850755, "gross_pnl": 0.3224, "net_pnl": 0.3094, "fee": 0.02579, "duration_bars": 1}, {"entry_time": 195, "exit_time": 196, "signal": -1, "entry_x": 62773.0, "exit_x": 62833.0, "entry_y": 1800.4, "exit_y": 1798.4, "beta": 0.028681121129028337, "gross_pnl": 0.0569, "net_pnl": 0.0441, "fee": 0.025703, "duration_bars": 1}, {"entry_time": 197, "exit_time": 199, "signal": -1, "entry_x": 63927.0, "exit_x": 64294.0, "entry_y": 1861.2, "exit_y": 1881.8, "beta": 0.02911445895252681, "gross_pnl": -0.545, "net_pnl": -0.5581, "fee": 0.025868, "duration_bars": 2}, {"entry_time": 200, "exit_time": 201, "signal": 1, "entry_x": 64727.0, "exit_x": 64696.0, "entry_y": 1875.2, "exit_y": 1873.7, "beta": 0.028970908867144606, "gross_pnl": -0.0393, "net_pnl": -0.0522, "fee": 0.025714, "duration_bars": 1}, {"entry_time": 221, "exit_time": 222, "signal": -1, "entry_x": 65157.0, "exit_x": 65106.0, "entry_y": 1927.4, "exit_y": 1926.3, "beta": 0.029580858813292327, "gross_pnl": 0.0274, "net_pnl": 0.0145, "fee": 0.025732, "duration_bars": 1}, {"entry_time": 241, "exit_time": 242, "signal": 1, "entry_x": 64104.0, "exit_x": 64070.0, "entry_y": 1886.6, "exit_y": 1884.5, "beta": 0.029430301055691575, "gross_pnl": -0.0549, "net_pnl": -0.0677, "fee": 0.025722, "duration_bars": 1}, {"entry_time": 307, "exit_time": 308, "signal": -1, "entry_x": 64814.0, "exit_x": 64694.0, "entry_y": 1871.8, "exit_y": 1867.7, "beta": 0.028879563338271966, "gross_pnl": 0.1068, "net_pnl": 0.094, "fee": 0.025694, "duration_bars": 1}, {"entry_time": 341, "exit_time": 343, "signal": 1, "entry_x": 64629.0, "exit_x": 64392.0, "entry_y": 1873.6, "exit_y": 1867.5, "beta": 0.02899008214637941, "gross_pnl": -0.1575, "net_pnl": -0.1703, "fee": 0.025683, "duration_bars": 2}, {"entry_time": 360, "exit_time": 361, "signal": 1, "entry_x": 66170.0, "exit_x": 66194.0, "entry_y": 1933.9, "exit_y": 1939.4, "beta": 0.029226235742228355, "gross_pnl": 0.1417, "net_pnl": 0.1288, "fee": 0.025766, "duration_bars": 1}, {"entry_time": 366, "exit_time": 368, "signal": 1, "entry_x": 66748.0, "exit_x": 66644.0, "entry_y": 1939.9, "exit_y": 1931.7, "beta": 0.02906304337232235, "gross_pnl": -0.2091, "net_pnl": -0.2219, "fee": 0.025673, "duration_bars": 2}, {"entry_time": 390, "exit_time": 391, "signal": -1, "entry_x": 65939.0, "exit_x": 65780.0, "entry_y": 1939.7, "exit_y": 1933.0, "beta": 0.029416582276404795, "gross_pnl": 0.1692, "net_pnl": 0.1563, "fee": 0.025691, "duration_bars": 1}, {"entry_time": 413, "exit_time": 414, "signal": 1, "entry_x": 65153.0, "exit_x": 64860.0, "entry_y": 1903.4, "exit_y": 1898.1, "beta": 0.029214311229864176, "gross_pnl": -0.1327, "net_pnl": -0.1455, "fee": 0.025694, "duration_bars": 1}, {"entry_time": 488, "exit_time": 490, "signal": -1, "entry_x": 64737.0, "exit_x": 64666.0, "entry_y": 1914.0, "exit_y": 1910.7, "beta": 0.029565781839550373, "gross_pnl": 0.0846, "net_pnl": 0.0717, "fee": 0.025717, "duration_bars": 2}, {"entry_time": 511, "exit_time": 512, "signal": 1, "entry_x": 64667.0, "exit_x": 64514.0, "entry_y": 1931.5, "exit_y": 1927.2, "beta": 0.029868403052012705, "gross_pnl": -0.1078, "net_pnl": -0.1206, "fee": 0.025718, "duration_bars": 1}, {"entry_time": 519, "exit_time": 520, "signal": 1, "entry_x": 63769.0, "exit_x": 63736.0, "entry_y": 1892.4, "exit_y": 1891.6, "beta": 0.029675861642589195, "gross_pnl": -0.0204, "net_pnl": -0.0332, "fee": 0.025736, "duration_bars": 1}, {"entry_time": 533, "exit_time": 534, "signal": -1, "entry_x": 63543.0, "exit_x": 63089.0, "entry_y": 1891.6, "exit_y": 1873.2, "beta": 0.02976881828669214, "gross_pnl": 0.4757, "net_pnl": 0.463, "fee": 0.02562, "duration_bars": 1}, {"entry_time": 536, "exit_time": 537, "signal": -1, "entry_x": 63911.0, "exit_x": 64025.0, "entry_y": 1919.2, "exit_y": 1925.0, "beta": 0.030029259764541016, "gross_pnl": -0.1484, "net_pnl": -0.1613, "fee": 0.025789, "duration_bars": 1}, {"entry_time": 538, "exit_time": 539, "signal": 1, "entry_x": 63664.0, "exit_x": 63701.0, "entry_y": 1900.6, "exit_y": 1909.9, "beta": 0.02985360677540415, "gross_pnl": 0.2438, "net_pnl": 0.2309, "fee": 0.025808, "duration_bars": 1}, {"entry_time": 548, "exit_time": 549, "signal": 1, "entry_x": 63721.0, "exit_x": 63944.0, "entry_y": 1891.4, "exit_y": 1904.7, "beta": 0.029682522590172723, "gross_pnl": 0.3464, "net_pnl": 0.3334, "fee": 0.025831, "duration_bars": 1}, {"entry_time": 607, "exit_time": 608, "signal": -1, "entry_x": 62669.0, "exit_x": 62705.0, "entry_y": 1859.1, "exit_y": 1861.9, "beta": 0.029665385144647994, "gross_pnl": -0.0745, "net_pnl": -0.0873, "fee": 0.025761, "duration_bars": 1}, {"entry_time": 635, "exit_time": 636, "signal": 1, "entry_x": 62550.0, "exit_x": 62503.0, "entry_y": 1836.0, "exit_y": 1836.4, "beta": 0.029352518345594898, "gross_pnl": 0.012, "net_pnl": -0.0009, "fee": 0.025736, "duration_bars": 1}, {"entry_time": 652, "exit_time": 653, "signal": 1, "entry_x": 63011.0, "exit_x": 63097.0, "entry_y": 1851.7, "exit_y": 1856.3, "beta": 0.029386932797484337, "gross_pnl": 0.1222, "net_pnl": 0.1093, "fee": 0.025766, "duration_bars": 1}], "num_periods": 721, "data_source": "Hyperliquid Mainnet (BTC/ETH pair)", "generated_at": "2026-08-05T07:31:52.206097"}