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ftdt-quant-lab/backtests/results/funding_arb_20260804-065955.json
T
ramseshk e4de21192a Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard 
Backtest detail: openDetail() now fetches full backtest JSON from the API
instead of showing "Full trade data not in summary". Renders equity curve
chart + full trade history table with 100 rows.

Backtest reproducibility: replaced hash(key) with fixed per-strategy seeds.
Python's hash() is randomized per process (PYTHONHASHSEED), causing wildly
different results for same strategy across runs. Now deterministic.

Server: added total_trades and sortino to /api/backtests summary response.

Paper trader: fixed Avellaneda-Stoikov simulate using TAKER_FEE instead of
MAKER_FEE. Lowered OBI signal threshold from 5bps to 1.5bps for flat markets.

Live node: added None-guard in get_mark_prices — Hyperliquid testnet API
sometimes returns null, crashing the node. Wrapped in try/except.
2026-08-04 07:07:15 +00:00

3605 lines
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"strategy": "Funding Rate Arbitrage",
"strategy_key": "funding_arb",
"description": "Delta-neutral carry \u2014 collects funding",
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"pnl": 0.6511,
"pnl_pct": 0.6511,
"ann_return_pct": 7.81,
"sharpe": 1.3068,
"sortino": 2.0634,
"max_dd": 0.0278,
"max_dd_pct": 2.78,
"win_rate": 0.5324,
"total_trades": 216,
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