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ftdt-quant-lab/backtests/results/grid_mm_BTC_15m_100_20260807-092457.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": "grid_mm", "interval": "15m", "n_bars": 101, "start_equity": 10000.0, "end_equity": 9539.37, "total_return_pct": -4.61, "pnl": -460.63, "sharpe": -73.745, "sortino": -88.061, "max_drawdown_pct": 4.84, "win_rate": 0.143, "profit_factor": 0.089, "expectancy": -21.988, "trades": [{"time": "2026-08-06 09:30:00", "side": "BUY", "asset": "BTC", "size": 0.153875, "entry_px": 64977.91, "exit_px": 64562.37, "pnl_gross": -66.9313, "pnl_net": -69.9213, "fee": 2.989952, "fee_rate_pct": 0.015, "return_pct": -0.669, "duration": ""}, {"time": "2026-08-06 10:30:00", "side": "BUY", "asset": "BTC", "size": 0.153681, "entry_px": 64624.56, "exit_px": 64523.41, "pnl_gross": -18.5217, "pnl_net": -21.4988, "fee": 2.977138, "fee_rate_pct": 0.015, "return_pct": -0.186, "duration": ""}, {"time": "2026-08-06 11:15:00", "side": "BUY", "asset": "BTC", "size": 0.153452, "entry_px": 64600.54, "exit_px": 64488.45, "pnl_gross": -20.1716, "pnl_net": -23.1429, "fee": 2.971345, "fee_rate_pct": 0.015, "return_pct": -0.203, "duration": ""}, {"time": "2026-08-06 11:45:00", "side": "BUY", "asset": "BTC", "size": 0.152931, "entry_px": 64688.62, "exit_px": 64533.4, "pnl_gross": -26.7026, "pnl_net": -29.6669, "fee": 2.964308, "fee_rate_pct": 0.015, "return_pct": -0.27, "duration": ""}, {"time": "2026-08-06 13:15:00", "side": "BUY", "asset": "BTC", "size": 0.152916, "entry_px": 64520.46, "exit_px": 64152.78, "pnl_gross": -59.1744, "pnl_net": -62.1258, "fee": 2.95143, "fee_rate_pct": 0.015, "return_pct": -0.6, "duration": ""}, {"time": "2026-08-06 17:15:00", "side": "BUY", "asset": "BTC", "size": 0.152178, "entry_px": 64444.38, "exit_px": 64593.34, "pnl_gross": 19.7233, "pnl_net": 16.7778, "fee": 2.945505, "fee_rate_pct": 0.015, "return_pct": 0.201, "duration": ""}, {"time": "2026-08-06 17:45:00", "side": "BUY", "asset": "BTC", "size": 0.15205, "entry_px": 64628.56, "exit_px": 64520.42, "pnl_gross": -19.3896, "pnl_net": -22.3351, "fee": 2.945565, "fee_rate_pct": 0.015, "return_pct": -0.197, "duration": ""}, {"time": "2026-08-06 18:45:00", "side": "BUY", "asset": "BTC", "size": 0.151874, "entry_px": 64575.51, "exit_px": 64325.61, "pnl_gross": -40.8901, "pnl_net": -43.8266, "fee": 2.936509, "fee_rate_pct": 0.015, "return_pct": -0.417, "duration": ""}, {"time": "2026-08-06 19:45:00", "side": "BUY", "asset": "BTC", "size": 0.151575, "entry_px": 64433.37, "exit_px": 64351.58, "pnl_gross": -15.3246, "pnl_net": -18.2527, "fee": 2.928087, "fee_rate_pct": 0.015, "return_pct": -0.157, "duration": ""}, {"time": "2026-08-06 20:15:00", "side": "BUY", "asset": "BTC", "size": 0.151041, "entry_px": 64559.49, "exit_px": 64385.55, "pnl_gross": -29.1943, "pnl_net": -32.1157, "fee": 2.921398, "fee_rate_pct": 0.015, "return_pct": -0.299, "duration": ""}, {"time": "2026-08-06 22:30:00", "side": "BUY", "asset": "BTC", "size": 0.150978, "entry_px": 64393.33, "exit_px": 64236.7, "pnl_gross": -26.5607, "pnl_net": -29.4737, "fee": 2.913046, "fee_rate_pct": 0.015, "return_pct": -0.273, "duration": ""}, {"time": "2026-08-06 23:30:00", "side": "BUY", "asset": "BTC", "size": 0.150819, "entry_px": 64285.22, "exit_px": 64130.81, "pnl_gross": -26.1939, "pnl_net": -29.0991, "fee": 2.905137, "fee_rate_pct": 0.015, "return_pct": -0.27, "duration": ""}, {"time": "2026-08-07 00:15:00", "side": "BUY", "asset": "BTC", "size": 0.150243, "entry_px": 64357.29, "exit_px": 64186.75, "pnl_gross": -28.5199, "pnl_net": -31.4169, "fee": 2.896926, "fee_rate_pct": 0.015, "return_pct": -0.295, "duration": ""}, {"time": "2026-08-07 00:45:00", "side": "BUY", "asset": "BTC", "size": 0.149809, "entry_px": 64353.29, "exit_px": 64223.71, "pnl_gross": -22.3011, "pnl_net": -25.1904, "fee": 2.889299, "fee_rate_pct": 0.015, "return_pct": -0.231, "duration": ""}, {"time": "2026-08-07 01:45:00", "side": "BUY", "asset": "BTC", "size": 0.149363, "entry_px": 64396.33, "exit_px": 64328.61, "pnl_gross": -12.9996, "pnl_net": -15.8836, "fee": 2.884011, "fee_rate_pct": 0.015, "return_pct": -0.135, "duration": ""}, {"time": "2026-08-07 03:15:00", "side": "BUY", "asset": "BTC", "size": 0.149087, "entry_px": 64428.36, "exit_px": 64227.71, "pnl_gross": -32.7923, "pnl_net": -35.6694, "fee": 2.877142, "fee_rate_pct": 0.015, "return_pct": -0.341, "duration": ""}, {"time": "2026-08-07 04:00:00", "side": "BUY", "asset": "BTC", "size": 0.148821, "entry_px": 64323.26, "exit_px": 64221.71, "pnl_gross": -17.9815, "pnl_net": -20.851, "fee": 2.869529, "fee_rate_pct": 0.015, "return_pct": -0.188, "duration": ""}, {"time": "2026-08-07 05:00:00", "side": "BUY", "asset": "BTC", "size": 0.148599, "entry_px": 64298.23, "exit_px": 64162.77, "pnl_gross": -22.9927, "pnl_net": -25.8561, "fee": 2.863376, "fee_rate_pct": 0.015, "return_pct": -0.241, "duration": ""}, {"time": "2026-08-07 06:15:00", "side": "BUY", "asset": "BTC", "size": 0.148438, "entry_px": 64213.15, "exit_px": 64329.61, "pnl_gross": 14.4245, "pnl_net": 11.5624, "fee": 2.862095, "fee_rate_pct": 0.015, "return_pct": 0.151, "duration": ""}, {"time": "2026-08-07 07:30:00", "side": "BUY", "asset": "BTC", "size": 0.148237, "entry_px": 64397.33, "exit_px": 64278.66, "pnl_gross": -20.4534, "pnl_net": -23.3146, "fee": 2.861181, "fee_rate_pct": 0.015, "return_pct": -0.214, "duration": ""}, {"time": "2026-08-07 08:45:00", "side": "BUY", "asset": "BTC", "size": 0.14789, "entry_px": 64410.35, "exit_px": 64505.43, "pnl_gross": 11.2021, "pnl_net": 8.3423, "fee": 2.859803, "fee_rate_pct": 0.015, "return_pct": 0.118, "duration": ""}, {"time": "2026-08-07 09:15:00", "side": "BUY", "asset": "BTC", "size": 0.147258, "entry_px": 64762.7, "exit_px": 64780.0, "pnl_gross": 1.1173, "pnl_net": -1.7441, "fee": 2.86143, "fee_rate_pct": 0.015, "return_pct": 0.012, "duration": ""}], "params": {"grid_levels": 10, "grid_spacing_pct": 0.1, "rebalance_every": 20, "type": "Market Making"}, "fee_info": {"entry_fee": 0.015, "exit_fee": 0.015, "total_fee": 0.03, "taker_rate_pct": 0.045, "maker_rate_pct": 0.015, "effective_rate_pct": 0.015, "vip_tier": 0, "staking_tier": "none", "fee_model": "maker", "tier_name": "Tier 0 (<$5M)", "staking_name": "No Stake"}, "equity_curve": [{"t": "2026-08-06T08:15:00+00:00", "v": 10000.0}, {"t": "2026-08-06T08:30:00+00:00", "v": 10000.0}, {"t": "2026-08-06T08:45:00+00:00", "v": 9988.51}, {"t": "2026-08-06T09:00:00+00:00", "v": 9962.35}, {"t": "2026-08-06T09:15:00+00:00", "v": 9954.2}, {"t": "2026-08-06T09:30:00+00:00", "v": 9933.07}, {"t": "2026-08-06T09:45:00+00:00", "v": 9933.07}, {"t": "2026-08-06T10:00:00+00:00", "v": 9921.66}, {"t": "2026-08-06T10:15:00+00:00", "v": 9934.57}, {"t": "2026-08-06T10:30:00+00:00", "v": 9914.55}, {"t": "2026-08-06T10:45:00+00:00", "v": 9914.55}, {"t": "2026-08-06T11:00:00+00:00", "v": 9903.16}, {"t": "2026-08-06T11:15:00+00:00", "v": 9894.38}, {"t": "2026-08-06T11:30:00+00:00", "v": 9883.01}, {"t": "2026-08-06T11:45:00+00:00", "v": 9867.67}, {"t": "2026-08-06T12:00:00+00:00", "v": 9856.34}, {"t": "2026-08-06T12:15:00+00:00", "v": 9866.28}, {"t": "2026-08-06T12:30:00+00:00", "v": 9863.06}, {"t": "2026-08-06T12:45:00+00:00", "v": 9846.7}, {"t": "2026-08-06T13:00:00+00:00", "v": 9821.47}, {"t": "2026-08-06T13:15:00+00:00", "v": 9808.5}, {"t": "2026-08-06T13:30:00+00:00", "v": 9797.23}, {"t": "2026-08-06T13:45:00+00:00", "v": 9801.03}, {"t": "2026-08-06T14:00:00+00:00", "v": 9806.51}, {"t": "2026-08-06T14:15:00+00:00", "v": 9799.51}, {"t": "2026-08-06T14:30:00+00:00", "v": 9858.56}, {"t": "2026-08-06T14:45:00+00:00", "v": 9852.78}, {"t": "2026-08-06T15:00:00+00:00", "v": 9862.97}, {"t": "2026-08-06T15:15:00+00:00", "v": 9860.38}, {"t": "2026-08-06T15:30:00+00:00", "v": 9848.36}, {"t": "2026-08-06T15:45:00+00:00", "v": 9830.4}, {"t": "2026-08-06T16:00:00+00:00", "v": 9832.38}, {"t": "2026-08-06T16:15:00+00:00", "v": 9835.12}, {"t": "2026-08-06T16:30:00+00:00", "v": 9843.64}, {"t": "2026-08-06T16:45:00+00:00", "v": 9849.58}, {"t": "2026-08-06T17:00:00+00:00", "v": 9843.34}, {"t": "2026-08-06T17:15:00+00:00", "v": 9828.22}, {"t": "2026-08-06T17:30:00+00:00", "v": 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9696.86}, {"t": "2026-08-06T22:45:00+00:00", "v": 9696.86}, {"t": "2026-08-06T23:00:00+00:00", "v": 9696.86}, {"t": "2026-08-06T23:15:00+00:00", "v": 9685.72}, {"t": "2026-08-06T23:30:00+00:00", "v": 9670.67}, {"t": "2026-08-06T23:45:00+00:00", "v": 9659.56}, {"t": "2026-08-07T00:00:00+00:00", "v": 9655.05}, {"t": "2026-08-07T00:15:00+00:00", "v": 9642.15}, {"t": "2026-08-07T00:30:00+00:00", "v": 9631.07}, {"t": "2026-08-07T00:45:00+00:00", "v": 9619.85}, {"t": "2026-08-07T01:00:00+00:00", "v": 9608.8}, {"t": "2026-08-07T01:15:00+00:00", "v": 9618.21}, {"t": "2026-08-07T01:30:00+00:00", "v": 9611.19}, {"t": "2026-08-07T01:45:00+00:00", "v": 9606.85}, {"t": "2026-08-07T02:00:00+00:00", "v": 9595.81}, {"t": "2026-08-07T02:15:00+00:00", "v": 9584.63}, {"t": "2026-08-07T02:30:00+00:00", "v": 9599.09}, {"t": "2026-08-07T02:45:00+00:00", "v": 9595.66}, {"t": "2026-08-07T03:00:00+00:00", "v": 9588.06}, {"t": "2026-08-07T03:15:00+00:00", "v": 9574.06}, {"t": "2026-08-07T03:30:00+00:00", "v": 9574.06}, {"t": "2026-08-07T03:45:00+00:00", "v": 9563.06}, {"t": "2026-08-07T04:00:00+00:00", "v": 9556.07}, {"t": "2026-08-07T04:15:00+00:00", "v": 9556.07}, {"t": "2026-08-07T04:30:00+00:00", "v": 9545.1}, {"t": "2026-08-07T04:45:00+00:00", "v": 9544.2}, {"t": "2026-08-07T05:00:00+00:00", "v": 9533.08}, {"t": "2026-08-07T05:15:00+00:00", "v": 9522.13}, {"t": "2026-08-07T05:30:00+00:00", "v": 9536.68}, {"t": "2026-08-07T05:45:00+00:00", "v": 9545.43}, {"t": "2026-08-07T06:00:00+00:00", "v": 9557.31}, {"t": "2026-08-07T06:15:00+00:00", "v": 9547.51}, {"t": "2026-08-07T06:30:00+00:00", "v": 9536.54}, {"t": "2026-08-07T06:45:00+00:00", "v": 9527.2}, {"t": "2026-08-07T07:00:00+00:00", "v": 9533.28}, {"t": "2026-08-07T07:15:00+00:00", "v": 9542.76}, {"t": "2026-08-07T07:30:00+00:00", "v": 9527.05}, {"t": "2026-08-07T07:45:00+00:00", "v": 9527.05}, {"t": "2026-08-07T08:00:00+00:00", "v": 9516.11}, {"t": "2026-08-07T08:15:00+00:00", "v": 9526.76}, {"t": "2026-08-07T08:30:00+00:00", "v": 9554.85}, {"t": "2026-08-07T08:45:00+00:00", "v": 9538.25}, {"t": "2026-08-07T09:00:00+00:00", "v": 9527.3}, {"t": "2026-08-07T09:15:00+00:00", "v": 9539.37}], "total_trades": 22, "generated_at": "2026-08-07T09:24:57.273726+00:00", "asset": "BTC"}
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