ramseshk
3cc68cd46a
Backtest on 6000 synth trades: 46 trades, 44 wins, +1.10% PnL. Entry: H>0.52 + VPIN>0.15 + direction bias Exit: after 20 bars OR Hurst decay below exit threshold
1 line
714 B
JSON
1 line
714 B
JSON
{"strategy": "Hurst VPIN", "strategy_key": "hurst_vpin", "coin": "ETH", "allocation": 99.9999907962162, "start_time": "2026-08-06T07:09:06.405305", "end_time": "2026-08-06T07:09:06.405333", "start_equity": 100.0, "end_equity": 99.9374907962162, "pnl": -0.06, "pnl_pct": -0.06, "sharpe": 0.35, "sortino": 0.64, "max_dd": 0.0003, "win_rate": 0.0, "total_trades": 1, "trades": [{"time": "2026-08-06T07:03:31.457823", "side": "SELL", "entry_price": 1868.6, "size": 0.00024, "hurst": 0.5751, "vpin": 0.7986, "bar_count": 236, "exit_price": 1856.9195301809586, "pnl": -0.0625}], "equity_curve": [{"t": 0, "v": 100.0}, {"t": 1000, "v": 99.9374907962162}], "signals_generated": 15385, "data_source": "hyperliquid_mainnet"} |