a6905f2691
Bug: win_rate() only checked pnl_net/pnl_gross/pnl fields, but Kalman backtests save trades with net_pnl/gross_pnl (underscore-first). Result: all 4 Kalman assets showed 0% win on 27-35 trades. After fix: BTC: 0% → 45% (16/35) ETH: 0% → 47% (16/34) HYPE: 0% → 51% (14/27) VVV: 0% → 57% (19/33) Also corrected paper trader coin assignments for Mean Reversion and Momentum Breakout (was BTC, should be ETH).
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28 KiB
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{"strategy": "Kalman Pairs", "strategy_key": "kalman_pairs", "coin": "VVV", "allocation": 100.0, "start_time": "0", "end_time": "720", "start_equity": 100.0, "end_equity": 9999.0224, "pnl": -0.9776, "pnl_pct": -0.01, "pnl_gross": -0.1449, "pnl_gross_pct": -0.01, "fees_total": 0.8327, "fee_tier": 0, "staking_tier": "none", "fee_model": "taker", "sharpe": -0.1277, "sortino": -0.0543, "max_dd": 0.0007, "max_dd_pct": 0.07, "win_rate": 0.5758, "total_trades": 33, "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": 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