ramseshk 74113ab624 A-S MM backtest: 4 assets with FIFO round-trip PnL ...

Results on real 5m candle data (7 days):
  BTC: +0.65% PnL | 506 matched | 72% win | 1044 fills
  ETH: 0.00% PnL | 505 matched | 57% win
  HYPE: 0.00% PnL | 510 matched | 61% win
  VVV: 0.00% PnL | 512 matched | 42% win

Side-selection via reservation price reduces adverse fills.
BTC shows clear edge: spreads are wider in absolute terms.

2026-08-06 08:11:46 +00:00

..

results

A-S MM backtest: 4 assets with FIFO round-trip PnL

2026-08-06 08:11:46 +00:00

historical_runner.py

Fix Kalman Pairs historical backtest: real BTC/ETH pair data

2026-08-05 07:32:41 +00:00

run_backtest.py

Wire up real Hyperliquid integration and funding rate API

2026-08-03 11:37:47 +00:00

run.py

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00