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

..

as_mm_BTC_20260806-081121.json

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

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

as_mm_ETH_20260806-081122.json

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

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

as_mm_HYPE_20260806-081123.json

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

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

as_mm_VVV_20260806-081123.json

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

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

avellaneda_BTC_20260805-050739.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

avellaneda_ETH_20260805-050740.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

avellaneda_HYPE_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

avellaneda_VVV_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

funding_arb_BTC_20260805-071016.json

Funding Rate Arb: historical backtests running (was pass/skip)

2026-08-05 07:10:39 +00:00

funding_arb_ETH_20260805-071016.json

Funding Rate Arb: historical backtests running (was pass/skip)

2026-08-05 07:10:39 +00:00

funding_arb_HYPE_20260805-071017.json

Funding Rate Arb: historical backtests running (was pass/skip)

2026-08-05 07:10:39 +00:00

funding_arb_VVV_20260805-071017.json

Funding Rate Arb: historical backtests running (was pass/skip)

2026-08-05 07:10:39 +00:00

hurst_vpin_BTC_20260806-071308.json

Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding)

2026-08-06 07:13:17 +00:00

hurst_vpin_ETH_20260806-070906.json

Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding)

2026-08-06 07:13:17 +00:00

hurst_vpin_HYPE_20260806-071402.json

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

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

hurst_vpin_VVV_20260806-071411.json

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

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

iceberg_BTC_20260805-050739.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

iceberg_ETH_20260805-050740.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

iceberg_HYPE_20260805-050740.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

iceberg_VVV_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

kalman_pairs_BTC_20260805-073151.json

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

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

kalman_pairs_ETH_20260805-073152.json

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

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

kalman_pairs_HYPE_20260805-073152.json

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

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

kalman_pairs_VVV_20260805-073153.json

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

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

mean_rev_BTC_20260805-050739.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

mean_rev_ETH_20260805-050740.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

mean_rev_HYPE_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

mean_rev_VVV_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

momentum_BTC_20260805-050739.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

momentum_ETH_20260805-050740.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

momentum_HYPE_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

momentum_VVV_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

ofi_BTC_20260805-050739.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

ofi_ETH_20260805-050740.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

ofi_HYPE_20260805-050740.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

ofi_VVV_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

pairs_BTC_20260805-050739.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

pairs_ETH_20260805-050740.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

pairs_HYPE_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

pairs_VVV_20260805-050741.json

Add multi-ticker historical backtests: 28 results (7 strategies × 4 coins)

2026-08-05 05:11:32 +00:00

spx_reversion_1h_20260806-073445.json

TradeXYZ SPX S&P 500 Mean Reversion backtest

2026-08-06 07:34:55 +00:00

spx_reversion_30m_20260806-073445.json

TradeXYZ SPX S&P 500 Mean Reversion backtest

2026-08-06 07:34:55 +00:00