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ftdt-quant-lab/backtests/results/grid_mm_BTC_4h_100_20260807-092518.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": "4h", "n_bars": 101, "start_equity": 10000.0, "end_equity": 9733.87, "total_return_pct": -2.66, "pnl": -266.13, "sharpe": -2.09, "sortino": -2.811, "max_drawdown_pct": 6.16, "win_rate": NaN, "profit_factor": NaN, "expectancy": NaN, "trades": [{"time": "2026-08-07 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.150142, "entry_px": 66593.53, "exit_px": 64831.0, "pnl_gross": -266.1295, "pnl_net": -269.0893, "fee": 2.959851, "fee_rate_pct": 0.015, "return_pct": -2.662, "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": "2026-07-21T16:00:00+00:00", "v": 10000.0}, {"t": "2026-07-21T20:00:00+00:00", "v": 9988.51}, {"t": "2026-07-22T00:00:00+00:00", "v": 9936.41}, {"t": "2026-07-22T04:00:00+00:00", "v": 9880.56}, {"t": "2026-07-22T08:00:00+00:00", "v": 9907.89}, {"t": "2026-07-22T12:00:00+00:00", "v": 9912.69}, {"t": "2026-07-22T16:00:00+00:00", "v": 9895.27}, {"t": "2026-07-22T20:00:00+00:00", "v": 9922.3}, {"t": "2026-07-23T00:00:00+00:00", "v": 9853.23}, {"t": "2026-07-23T04:00:00+00:00", "v": 9821.7}, {"t": "2026-07-23T08:00:00+00:00", "v": 9837.77}, {"t": "2026-07-23T12:00:00+00:00", "v": 9750.54}, {"t": "2026-07-23T16:00:00+00:00", "v": 9734.32}, {"t": "2026-07-23T20:00:00+00:00", "v": 9769.6}, {"t": "2026-07-24T00:00:00+00:00", "v": 9823.21}, {"t": "2026-07-24T04:00:00+00:00", "v": 9831.76}, {"t": "2026-07-24T08:00:00+00:00", "v": 9769.0}, {"t": "2026-07-24T12:00:00+00:00", "v": 9621.86}, {"t": "2026-07-24T16:00:00+00:00", "v": 9638.98}, {"t": "2026-07-24T20:00:00+00:00", "v": 9627.57}, {"t": "2026-07-25T00:00:00+00:00", "v": 9618.41}, {"t": "2026-07-25T04:00:00+00:00", "v": 9606.7}, {"t": "2026-07-25T08:00:00+00:00", "v": 9613.91}, {"t": "2026-07-25T12:00:00+00:00", "v": 9632.67}, {"t": "2026-07-25T16:00:00+00:00", "v": 9664.35}, {"t": "2026-07-25T20:00:00+00:00", "v": 9663.3}, {"t": "2026-07-26T00:00:00+00:00", "v": 9687.18}, {"t": "2026-07-26T04:00:00+00:00", "v": 9661.05}, {"t": "2026-07-26T08:00:00+00:00", "v": 9680.57}, {"t": "2026-07-26T12:00:00+00:00", "v": 9719.76}, {"t": "2026-07-26T16:00:00+00:00", "v": 9709.55}, {"t": "2026-07-26T20:00:00+00:00", "v": 9814.2}, {"t": "2026-07-27T00:00:00+00:00", "v": 9798.43}, {"t": "2026-07-27T04:00:00+00:00", "v": 9787.92}, {"t": "2026-07-27T08:00:00+00:00", "v": 9770.36}, {"t": "2026-07-27T12:00:00+00:00", "v": 9686.28}, {"t": "2026-07-27T16:00:00+00:00", "v": 9751.59}, {"t": "2026-07-27T20:00:00+00:00", "v": 9569.46}, {"t": "2026-07-28T00:00:00+00:00", "v": 9507.01}, {"t": "2026-07-28T04:00:00+00:00", "v": 9531.03}, {"t": "2026-07-28T08:00:00+00:00", "v": 9525.17}, {"t": "2026-07-28T12:00:00+00:00", "v": 9595.74}, {"t": "2026-07-28T16:00:00+00:00", "v": 9589.58}, {"t": "2026-07-28T20:00:00+00:00", "v": 9594.99}, {"t": "2026-07-29T00:00:00+00:00", "v": 9567.21}, {"t": "2026-07-29T04:00:00+00:00", "v": 9688.68}, {"t": "2026-07-29T08:00:00+00:00", "v": 9681.47}, {"t": "2026-07-29T12:00:00+00:00", "v": 9600.54}, {"t": "2026-07-29T16:00:00+00:00", "v": 9543.49}, {"t": "2026-07-29T20:00:00+00:00", "v": 9603.4}, {"t": "2026-07-30T00:00:00+00:00", "v": 9629.82}, {"t": "2026-07-30T04:00:00+00:00", "v": 9605.65}, {"t": "2026-07-30T08:00:00+00:00", "v": 9721.26}, {"t": "2026-07-30T12:00:00+00:00", "v": 9713.0}, {"t": "2026-07-30T16:00:00+00:00", "v": 9724.56}, {"t": "2026-07-30T20:00:00+00:00", "v": 9722.31}, {"t": "2026-07-31T00:00:00+00:00", "v": 9661.2}, {"t": "2026-07-31T04:00:00+00:00", "v": 9596.79}, {"t": "2026-07-31T08:00:00+00:00", "v": 9574.72}, {"t": "2026-07-31T12:00:00+00:00", "v": 9414.67}, {"t": "2026-07-31T16:00:00+00:00", "v": 9449.2}, {"t": "2026-07-31T20:00:00+00:00", "v": 9437.34}, {"t": "2026-08-01T00:00:00+00:00", "v": 9455.21}, {"t": "2026-08-01T04:00:00+00:00", "v": 9461.66}, {"t": "2026-08-01T08:00:00+00:00", "v": 9465.87}, {"t": "2026-08-01T12:00:00+00:00", "v": 9456.26}, {"t": "2026-08-01T16:00:00+00:00", "v": 9384.34}, {"t": "2026-08-01T20:00:00+00:00", "v": 9427.43}, {"t": "2026-08-02T00:00:00+00:00", "v": 9524.42}, {"t": "2026-08-02T04:00:00+00:00", "v": 9529.08}, {"t": "2026-08-02T08:00:00+00:00", "v": 9460.61}, {"t": "2026-08-02T12:00:00+00:00", "v": 9474.27}, {"t": "2026-08-02T16:00:00+00:00", "v": 9525.47}, {"t": "2026-08-02T20:00:00+00:00", "v": 9542.44}, {"t": "2026-08-03T00:00:00+00:00", "v": 9435.84}, {"t": "2026-08-03T04:00:00+00:00", "v": 9398.45}, {"t": "2026-08-03T08:00:00+00:00", "v": 9388.99}, {"t": "2026-08-03T12:00:00+00:00", "v": 9558.2}, {"t": "2026-08-03T16:00:00+00:00", "v": 9583.88}, {"t": "2026-08-03T20:00:00+00:00", "v": 9532.83}, {"t": "2026-08-04T00:00:00+00:00", "v": 9575.62}, {"t": "2026-08-04T04:00:00+00:00", "v": 9557.9}, {"t": "2026-08-04T08:00:00+00:00", "v": 9593.94}, {"t": "2026-08-04T12:00:00+00:00", "v": 9622.77}, {"t": "2026-08-04T16:00:00+00:00", "v": 9639.43}, {"t": "2026-08-04T20:00:00+00:00", "v": 9619.31}, {"t": "2026-08-05T00:00:00+00:00", "v": 9632.67}, {"t": "2026-08-05T04:00:00+00:00", "v": 9629.82}, {"t": "2026-08-05T08:00:00+00:00", "v": 9615.26}, {"t": "2026-08-05T12:00:00+00:00", "v": 9661.8}, {"t": "2026-08-05T16:00:00+00:00", "v": 9728.62}, {"t": "2026-08-05T20:00:00+00:00", "v": 9702.94}, {"t": "2026-08-06T00:00:00+00:00", "v": 9685.82}, {"t": "2026-08-06T04:00:00+00:00", "v": 9726.81}, {"t": "2026-08-06T08:00:00+00:00", "v": 9698.89}, {"t": "2026-08-06T12:00:00+00:00", "v": 9698.89}, {"t": "2026-08-06T16:00:00+00:00", "v": 9671.56}, {"t": "2026-08-06T20:00:00+00:00", "v": 9653.09}, {"t": "2026-08-07T00:00:00+00:00", "v": 9647.99}, {"t": "2026-08-07T04:00:00+00:00", "v": 9652.34}, {"t": "2026-08-07T08:00:00+00:00", "v": 9733.87}], "total_trades": 1, "generated_at": "2026-08-07T09:25:18.518886+00:00", "asset": "BTC"}
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