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ftdt-quant-lab/backtests/results/grid_mm_BTC_1d_200_20260807-081223.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": "grid_mm", "interval": "1d", "n_bars": 201, "start_equity": 10000.0, "end_equity": 7269.25, "total_return_pct": -27.31, "pnl": -2730.75, "sharpe": -1.003, "sortino": -1.356, "max_drawdown_pct": 34.56, "win_rate": NaN, "profit_factor": NaN, "expectancy": NaN, "trades": [{"time": "2026-08-07 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.112987, "entry_px": 88492.4, "exit_px": 64337.0, "pnl_gross": -2730.7489, "pnl_net": -2733.339, "fee": 2.59016, "fee_rate_pct": 0.015, "return_pct": -27.312, "duration": ""}], "params": {"grid_levels": 10, "grid_spacing_pct": 0.1, "rebalance_every": 20, "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": "2026-01-19T00:00:00+00:00", "v": 10000.0}, {"t": "2026-01-20T00:00:00+00:00", "v": 9988.51}, {"t": "2026-01-21T00:00:00+00:00", "v": 10101.16}, {"t": "2026-01-22T00:00:00+00:00", "v": 10112.35}, {"t": "2026-01-23T00:00:00+00:00", "v": 10118.22}, {"t": "2026-01-24T00:00:00+00:00", "v": 10075.17}, {"t": "2026-01-25T00:00:00+00:00", "v": 9788.86}, {"t": "2026-01-26T00:00:00+00:00", "v": 9976.65}, {"t": "2026-01-27T00:00:00+00:00", "v": 10080.14}, {"t": "2026-01-28T00:00:00+00:00", "v": 10087.04}, {"t": "2026-01-29T00:00:00+00:00", "v": 9563.34}, {"t": "2026-01-30T00:00:00+00:00", "v": 9518.15}, {"t": "2026-01-31T00:00:00+00:00", "v": 8895.25}, {"t": "2026-02-01T00:00:00+00:00", "v": 8691.87}, {"t": "2026-02-02T00:00:00+00:00", "v": 8890.28}, {"t": "2026-02-03T00:00:00+00:00", "v": 8556.63}, {"t": "2026-02-04T00:00:00+00:00", "v": 8264.67}, {"t": "2026-02-05T00:00:00+00:00", "v": 7106.21}, {"t": "2026-02-06T00:00:00+00:00", "v": 7967.4}, {"t": "2026-02-07T00:00:00+00:00", "v": 7822.77}, {"t": "2026-02-08T00:00:00+00:00", "v": 7942.65}, {"t": "2026-02-09T00:00:00+00:00", "v": 7919.6}, {"t": "2026-02-10T00:00:00+00:00", "v": 7773.63}, {"t": "2026-02-11T00:00:00+00:00", "v": 7576.8}, {"t": "2026-02-12T00:00:00+00:00", "v": 7484.72}, {"t": "2026-02-13T00:00:00+00:00", "v": 7776.0}, {"t": "2026-02-14T00:00:00+00:00", "v": 7885.6}, {"t": "2026-02-15T00:00:00+00:00", "v": 7773.29}, {"t": "2026-02-16T00:00:00+00:00", "v": 7781.42}, {"t": "2026-02-17T00:00:00+00:00", "v": 7624.37}, {"t": "2026-02-18T00:00:00+00:00", "v": 7506.41}, {"t": "2026-02-19T00:00:00+00:00", "v": 7567.99}, {"t": "2026-02-20T00:00:00+00:00", "v": 7680.86}, {"t": "2026-02-21T00:00:00+00:00", "v": 7675.78}, {"t": "2026-02-22T00:00:00+00:00", "v": 7638.15}, {"t": "2026-02-23T00:00:00+00:00", "v": 7302.47}, {"t": "2026-02-24T00:00:00+00:00", "v": 7232.87}, {"t": "2026-02-25T00:00:00+00:00", "v": 7676.8}, {"t": "2026-02-26T00:00:00+00:00", "v": 7621.32}, {"t": "2026-02-27T00:00:00+00:00", "v": 7438.73}, {"t": "2026-02-28T00:00:00+00:00", "v": 7562.34}, {"t": 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"total_trades": 1, "generated_at": "2026-08-07T08:12:23.306907+00:00", "asset": "BTC"}
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