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ftdt-quant-lab/backtests/results/as_mm_BTC_1m_100_20260807-081138.json
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ramseshk 31c1fe7fbe chore: sweep all strategies on HFT/intraday/intraweek intervals — 639 clean results 
Archived all old historical/ files (zero trade prices, broken).
Removed 67 zero-trade sweep files.

Fresh sweep: 360/360 succeeded across 9 strategies
  HFT (1m,5m), intraday (15m,1h,4h), intraweek (1d)
  6 bar limits (100-5000), BTC + ETH for pairs

Key results by timeframe:

HFT (1m/5m, 235 files):
  hurst_vpin 1m 200b     S=82.05  1t   +0.60%
  hurst_vpin 1m 100b     S=62.06  1t   +0.22%
  momentum    1m 100b     S=31.96  2t   +0.16%
  NOTE: 1m results are noisy, single-trade Sharpe unreliable

INTRADAY (15m/1h/4h, 303 files):
  hurst_vpin 15m 100b     S=19.38  1t   +0.58%
  grid_mm    1h  100b     S= 8.56  4t   +2.50%
  obi        15m 100b     S= 6.95  2t   +0.29%
  momentum   4h  100b     S= 2.91  3t   +2.70%

INTRAWEEK (1d, 101 files):
  hurst_vpin 1d  100b     S= 1.17  1t   +5.03%
  grid_mm    1d  5000b    S= 0.78  1t   +446%*
  momentum   1d  5000b    S= 0.51  66t  +56%
  mean_rev   1d  5000b    S= 0.69  111t +37%

* grid_mm 1d returns suspiciously high — likely signal artifact

VBT Dashboard: 639 results, paginated, searchable
2026-08-07 17:34:55 +08:00

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{"strategy": "as_mm", "interval": "1m", "n_bars": 101, "start_equity": 10000.0, "end_equity": 9787.23, "total_return_pct": -2.13, "pnl": -212.77, "sharpe": -308.818, "sortino": -294.749, "max_drawdown_pct": 2.13, "win_rate": 0.0, "profit_factor": 0.0, "expectancy": -21.277, "trades": [{"time": "2026-08-07 06:58:00", "side": "BUY", "asset": "BTC", "size": 0.155461, "entry_px": 64315.25, "exit_px": 64236.7, "pnl_gross": -15.2095, "pnl_net": -18.2072, "fee": 2.997722, "fee_rate_pct": 0.015, "return_pct": -0.152, "duration": ""}, {"time": "2026-08-07 07:06:00", "side": "BUY", "asset": "BTC", "size": 0.155273, "entry_px": 64295.23, "exit_px": 64215.72, "pnl_gross": -15.339, "pnl_net": -18.3322, "fee": 2.993142, "fee_rate_pct": 0.015, "return_pct": -0.154, "duration": ""}, {"time": "2026-08-07 07:14:00", "side": "BUY", "asset": "BTC", "size": 0.154803, "entry_px": 64391.33, "exit_px": 64246.69, "pnl_gross": -25.3774, "pnl_net": -28.3644, "fee": 2.987033, "fee_rate_pct": 0.015, "return_pct": -0.255, "duration": ""}, {"time": "2026-08-07 07:22:00", "side": "BUY", "asset": "BTC", "size": 0.154445, "entry_px": 64376.31, "exit_px": 64289.65, "pnl_gross": -16.3659, "pnl_net": -19.3466, "fee": 2.980772, "fee_rate_pct": 0.015, "return_pct": -0.165, "duration": ""}, {"time": "2026-08-07 07:30:00", "side": "BUY", "asset": "BTC", "size": 0.154006, "entry_px": 64453.39, "exit_px": 64310.62, "pnl_gross": -24.9611, "pnl_net": -27.9357, "fee": 2.974565, "fee_rate_pct": 0.015, "return_pct": -0.251, "duration": ""}, {"time": "2026-08-07 07:38:00", "side": "BUY", "asset": "BTC", "size": 0.153702, "entry_px": 64418.35, "exit_px": 64302.63, "pnl_gross": -20.7543, "pnl_net": -23.722, "fee": 2.967701, "fee_rate_pct": 0.015, "return_pct": -0.21, "duration": ""}, {"time": "2026-08-07 07:46:00", "side": "BUY", "asset": "BTC", "size": 0.153385, "entry_px": 64416.35, "exit_px": 64274.66, "pnl_gross": -24.6942, "pnl_net": -27.6551, "fee": 2.960891, "fee_rate_pct": 0.015, "return_pct": -0.25, "duration": ""}, {"time": "2026-08-07 07:54:00", "side": "BUY", "asset": "BTC", "size": 0.15303, "entry_px": 64404.34, "exit_px": 64274.66, "pnl_gross": -22.7986, "pnl_net": -25.7524, "fee": 2.953762, "fee_rate_pct": 0.015, "return_pct": -0.231, "duration": ""}, {"time": "2026-08-07 08:02:00", "side": "BUY", "asset": "BTC", "size": 0.152774, "entry_px": 64363.3, "exit_px": 64214.72, "pnl_gross": -25.6453, "pnl_net": -28.5918, "fee": 2.946507, "fee_rate_pct": 0.015, "return_pct": -0.261, "duration": ""}, {"time": "2026-08-07 08:10:00", "side": "BUY", "asset": "BTC", "size": 0.152352, "entry_px": 64373.31, "exit_px": 64250.68, "pnl_gross": -21.6214, "pnl_net": -24.5608, "fee": 2.939418, "fee_rate_pct": 0.015, "return_pct": -0.22, "duration": ""}], "params": {"gamma": 0.1, "sigma_dynamic": true, "inventory_skew": true, "type": "Market Making"}, "fee_info": {"entry_fee": 0.015, "exit_fee": 0.015, "total_fee": 0.03, "taker_rate_pct": 0.045, "maker_rate_pct": 0.015, "effective_rate_pct": 0.015, "vip_tier": 0, "staking_tier": "none", "fee_model": "maker", "tier_name": "Tier 0 (<$5M)", "staking_name": "No Stake"}, "equity_curve": [{"t": "2026-08-07T06:31:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:32:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:33:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:34:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:35:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:36:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:37:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:38:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:39:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:40:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:41:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:42:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:43:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:44:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:45:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:46:00+00:00", "v": 10000.0}, {"t": "2026-08-07T06:47:00+00:00", "v": 10000.0}, {"t": 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