ramseshk 803a38b237 Funding Rate Arb: historical backtests running (was pass/skip) ...

Historical runner:
  - funding_arb was just "pass" — replaced with hourly trend proxy
  - Annualizes 1h return as funding rate: rate = ret_1h * 365 * 24
  - Entry when |annual_rate| > 3%, scales strength with rate

Backtest results (30-day, 720h candles):
  BTC: +146.94% net, 75% win, 72 trades
  ETH: -13.76% net, 69% win, 87 trades
  HYPE: -0.95% net, 73% win, 63 trades
  VVV: +0.10% net, 78% win, 86 trades

Total: 32 historical backtests (8 strategies x 4 coins)
Cleaned 4 duplicate files from old names

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

..

historical

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

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

avellaneda_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

avellaneda_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

avellaneda_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

avellaneda_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

avellaneda_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

avellaneda_20260804-072448.json

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

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

cartea_20260804-061758.json

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

cartea_20260804-064247.json

Fix backtest tab: match API field names pnl_pct, max_dd

2026-08-04 06:42:47 +00:00

cartea_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

cartea_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

cartea_20260804-072448.json

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

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

deep_lob_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

deep_lob_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

deep_lob_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

deep_lob_20260804-072448.json

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

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

funding_arb_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

funding_arb_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

funding_arb_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

funding_arb_20260804-065955.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

funding_arb_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

funding_arb_20260804-072448.json

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

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

gueant_20260804-061758.json

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

gueant_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

gueant_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

gueant_20260804-072448.json

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

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

hawkes_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

hawkes_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

hawkes_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

hawkes_20260804-072448.json

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

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

iceberg_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

iceberg_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

iceberg_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

iceberg_20260804-065955.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

iceberg_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

iceberg_20260804-072448.json

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

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

mean_rev_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

mean_rev_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

mean_rev_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

mean_rev_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

mean_rev_20260804-072448.json

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

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

momentum_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

momentum_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

momentum_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

momentum_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

momentum_20260804-072448.json

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

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

ofi_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

ofi_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

ofi_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

ofi_20260804-065955.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

ofi_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

ofi_20260804-072448.json

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

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

pairs_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

pairs_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

pairs_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

pairs_20260804-065955.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

pairs_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

pairs_20260804-072448.json

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

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

queue_imb_20260804-061758.json

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

queue_imb_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

queue_imb_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

queue_imb_20260804-072448.json

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

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