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ftdt-quant-lab/backtests/results/momentum_BTC_1h_100_20260807-092611.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": "momentum", "interval": "1h", "n_bars": 101, "start_equity": 10000.0, "end_equity": 9933.75, "total_return_pct": -0.66, "pnl": -66.25, "sharpe": -4.134, "sortino": -6.131, "max_drawdown_pct": 0.92, "win_rate": 0.333, "profit_factor": 0.051, "expectancy": -17.279, "trades": [{"time": "2026-08-05 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.155788, "entry_px": 64161.1, "exit_px": 64027.91, "pnl_gross": -29.7358, "pnl_net": -38.7224, "fee": 8.986639, "fee_rate_pct": 0.045, "return_pct": -0.297, "duration": ""}, {"time": "2026-08-06 09:00:00", "side": "BUY", "asset": "BTC", "size": 0.154048, "entry_px": 64692.63, "exit_px": 64589.35, "pnl_gross": -24.8724, "pnl_net": -33.8345, "fee": 8.962034, "fee_rate_pct": 0.045, "return_pct": -0.25, "duration": ""}, {"time": "2026-08-06 15:00:00", "side": "BUY", "asset": "BTC", "size": 0.154225, "entry_px": 64457.39, "exit_px": 64533.4, "pnl_gross": 2.7704, "pnl_net": -6.1818, "fee": 8.952122, "fee_rate_pct": 0.045, "return_pct": 0.028, "duration": ""}, {"time": "2026-08-07 09:00:00", "side": "BUY", "asset": "BTC", "size": 0.15323, "entry_px": 64893.83, "exit_px": 64829.0, "pnl_gross": -14.4084, "pnl_net": -23.3533, "fee": 8.944843, "fee_rate_pct": 0.045, "return_pct": -0.145, "duration": ""}], "params": {"bollinger_window": 20, "bollinger_std": 2.0, "type": "Momentum"}, "fee_info": {"entry_fee": 0.045, "exit_fee": 0.045, "total_fee": 0.09, "taker_rate_pct": 0.045, "maker_rate_pct": 0.015, "effective_rate_pct": 0.045, "vip_tier": 0, "staking_tier": "none", "fee_model": "taker", "tier_name": "Tier 0 (<$5M)", "staking_name": "No Stake"}, "equity_curve": [{"t": "2026-08-03T05:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T06:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T07:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T08:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T09:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T10:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T11:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T12:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T13:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T14:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T15:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T16:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T17:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T18:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T19:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T20:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T21:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T22:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T23:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T00:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T01:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T02:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T03:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T04:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T05:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T06:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T07:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T08:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T09:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T10:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T11:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T12:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T13:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T14:00:00+00:00", "v": 9985.52}, {"t": "2026-08-04T15:00:00+00:00", "v": 9984.58}, {"t": "2026-08-04T16:00:00+00:00", "v": 9958.41}, {"t": "2026-08-04T17:00:00+00:00", "v": 9961.53}, {"t": "2026-08-04T18:00:00+00:00", "v": 10012.16}, {"t": "2026-08-04T19:00:00+00:00", "v": 10001.87}, {"t": "2026-08-04T20:00:00+00:00", "v": 10019.95}, {"t": "2026-08-04T21:00:00+00:00", "v": 9995.8}, {"t": "2026-08-04T22:00:00+00:00", "v": 10008.11}, {"t": "2026-08-04T23:00:00+00:00", "v": 9981.0}, {"t": "2026-08-05T00:00:00+00:00", "v": 9964.49}, {"t": "2026-08-05T01:00:00+00:00", "v": 10017.76}, {"t": "2026-08-05T02:00:00+00:00", "v": 10023.22}, {"t": "2026-08-05T03:00:00+00:00", "v": 9994.86}, {"t": "2026-08-05T04:00:00+00:00", "v": 9993.46}, {"t": "2026-08-05T05:00:00+00:00", "v": 10019.48}, {"t": "2026-08-05T06:00:00+00:00", "v": 10004.99}, {"t": "2026-08-05T07:00:00+00:00", "v": 9991.9}, {"t": "2026-08-05T08:00:00+00:00", "v": 9970.26}, {"t": "2026-08-05T09:00:00+00:00", "v": 9970.26}, {"t": "2026-08-05T10:00:00+00:00", "v": 9970.26}, {"t": "2026-08-05T11:00:00+00:00", "v": 9970.26}, {"t": "2026-08-05T12:00:00+00:00", "v": 9970.26}, {"t": "2026-08-05T13:00:00+00:00", "v": 9970.26}, {"t": "2026-08-05T14:00:00+00:00", "v": 9970.26}, {"t": "2026-08-05T15:00:00+00:00", "v": 9970.26}, {"t": "2026-08-05T16:00:00+00:00", "v": 9955.82}, {"t": "2026-08-05T17:00:00+00:00", "v": 9971.54}, {"t": "2026-08-05T18:00:00+00:00", "v": 9977.08}, {"t": "2026-08-05T19:00:00+00:00", "v": 9981.7}, {"t": "2026-08-05T20:00:00+00:00", "v": 9981.4}, {"t": "2026-08-05T21:00:00+00:00", "v": 9966.76}, {"t": "2026-08-05T22:00:00+00:00", "v": 9950.89}, {"t": "2026-08-05T23:00:00+00:00", "v": 9955.36}, {"t": "2026-08-06T00:00:00+00:00", "v": 9954.28}, {"t": "2026-08-06T01:00:00+00:00", "v": 9946.12}, {"t": "2026-08-06T02:00:00+00:00", "v": 9944.12}, {"t": "2026-08-06T03:00:00+00:00", "v": 9937.8}, {"t": "2026-08-06T04:00:00+00:00", "v": 9967.38}, {"t": "2026-08-06T05:00:00+00:00", "v": 9992.33}, {"t": "2026-08-06T06:00:00+00:00", "v": 9986.02}, {"t": "2026-08-06T07:00:00+00:00", "v": 9979.86}, {"t": "2026-08-06T08:00:00+00:00", "v": 9999.73}, {"t": "2026-08-06T09:00:00+00:00", "v": 9945.39}, {"t": "2026-08-06T10:00:00+00:00", "v": 9945.39}, {"t": "2026-08-06T11:00:00+00:00", "v": 9945.39}, {"t": "2026-08-06T12:00:00+00:00", "v": 9930.99}, {"t": "2026-08-06T13:00:00+00:00", "v": 9932.84}, {"t": "2026-08-06T14:00:00+00:00", "v": 9985.27}, {"t": "2026-08-06T15:00:00+00:00", "v": 9948.16}, {"t": "2026-08-06T16:00:00+00:00", "v": 9948.16}, {"t": "2026-08-06T17:00:00+00:00", "v": 9948.16}, {"t": "2026-08-06T18:00:00+00:00", "v": 9948.16}, {"t": "2026-08-06T19:00:00+00:00", "v": 9948.16}, {"t": "2026-08-06T20:00:00+00:00", "v": 9948.16}, {"t": "2026-08-06T21:00:00+00:00", "v": 9948.16}, {"t": "2026-08-06T22:00:00+00:00", "v": 9948.16}, {"t": "2026-08-06T23:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T00:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T01:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T02:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T03:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T04:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T05:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T06:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T07:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T08:00:00+00:00", "v": 9948.16}, {"t": "2026-08-07T09:00:00+00:00", "v": 9933.75}], "total_trades": 4, "generated_at": "2026-08-07T09:26:11.215886+00:00", "asset": "BTC"}
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