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ftdt-quant-lab/backtests/results/avellaneda_20260804-071501.json
T
ramseshk ecfdd56d8f Add fee-toggle for backtests, CSV trade download, fee simulation in runner 
Backtest runner: added per-trade fee simulation (maker 2bps, taker 5bps).
Each trade now records pnl_gross, pnl_net, and fee. New --no-fees flag
excludes fees from PnL. Output includes pnl_gross/pnl_gross_pct and
fees_total alongside existing pnl (net). Regenerated all 12 backtests.

Server: added /api/backtest/{name}/csv endpoint — returns trades as CSV
with columns time,side,size,price,pnl_gross,pnl_net,fee.
Content-Disposition: attachment triggers browser download.

Dashboard: added "Inc. fees" checkbox toggle in backtest detail panel.
Unchecking shows gross PnL (before fees). "↓ CSV" button downloads
the trade history. Both hidden when detail is closed.
2026-08-04 07:16:41 +00:00

3809 lines
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{
"strategy": "Avellaneda-Stoikov",
"strategy_key": "avellaneda",
"description": "Dual-sided quoting at best bid/ask \u00b7 regime-adaptive",
"allocation": 100.0,
"start_time": "2026-07-05T07:15:01.555764",
"end_time": "2026-08-04T06:15:01.555764",
"start_equity": 100.0,
"end_equity": 93.6926,
"pnl": -6.3167,
"pnl_pct": -6.3167,
"pnl_gross": 0.3209,
"pnl_gross_pct": 0.3209,
"fees_total": 6.6375,
"fee_model": "maker",
"ann_return_pct": -75.8,
"sharpe": 0.3706,
"sortino": 0.5052,
"max_dd": 0.0434,
"max_dd_pct": 4.34,
"win_rate": 0.0,
"total_trades": 215,
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}
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