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ftdt-quant-lab/backtests/results/iceberg_20260804-071501.json
T
ramseshk ecfdd56d8f Add fee-toggle for backtests, CSV trade download, fee simulation in runner 
Backtest runner: added per-trade fee simulation (maker 2bps, taker 5bps).
Each trade now records pnl_gross, pnl_net, and fee. New --no-fees flag
excludes fees from PnL. Output includes pnl_gross/pnl_gross_pct and
fees_total alongside existing pnl (net). Regenerated all 12 backtests.

Server: added /api/backtest/{name}/csv endpoint — returns trades as CSV
with columns time,side,size,price,pnl_gross,pnl_net,fee.
Content-Disposition: attachment triggers browser download.

Dashboard: added "Inc. fees" checkbox toggle in backtest detail panel.
Unchecking shows gross PnL (before fees). "↓ CSV" button downloads
the trade history. Both hidden when detail is closed.
2026-08-04 07:16:41 +00:00

3809 lines
71 KiB
JSON
Raw Blame History

{
"strategy": "Iceberg Detection",
"strategy_key": "iceberg",
"description": "Whale TWAP accumulation detection",
"allocation": 100.0,
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"end_time": "2026-08-04T06:15:01.504975",
"start_equity": 100.0,
"end_equity": 103.1842,
"pnl": 3.1617,
"pnl_pct": 3.1617,
"pnl_gross": 19.3769,
"pnl_gross_pct": 19.3769,
"fees_total": 16.2152,
"fee_model": "taker",
"ann_return_pct": 37.94,
"sharpe": 9.1701,
"sortino": 16.767,
"max_dd": 0.0433,
"max_dd_pct": 4.33,
"win_rate": 0.0,
"total_trades": 210,
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}
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