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ftdt-quant-lab/backtests/results/grid_mm_BTC_1h_200_20260807-081217.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": "1h", "n_bars": 201, "start_equity": 10000.0, "end_equity": 9779.37, "total_return_pct": -2.21, "pnl": -220.63, "sharpe": -3.991, "sortino": -6.075, "max_drawdown_pct": 4.67, "win_rate": 0.444, "profit_factor": 0.622, "expectancy": -18.852, "trades": [{"time": "2026-07-30 10:00:00", "side": "BUY", "asset": "BTC", "size": 0.15548, "entry_px": 64307.24, "exit_px": 64488.45, "pnl_gross": 25.1699, "pnl_net": 22.1661, "fee": 3.003773, "fee_rate_pct": 0.015, "return_pct": 0.252, "duration": ""}, {"time": "2026-08-01 01:00:00", "side": "BUY", "asset": "BTC", "size": 0.154658, "entry_px": 64811.75, "exit_px": 62877.06, "pnl_gross": -302.1774, "pnl_net": -305.1396, "fee": 2.962214, "fee_rate_pct": 0.015, "return_pct": -3.015, "duration": ""}, {"time": "2026-08-01 07:00:00", "side": "BUY", "asset": "BTC", "size": 0.154053, "entry_px": 63105.04, "exit_px": 62954.98, "pnl_gross": -26.0302, "pnl_net": -28.9432, "fee": 2.912989, "fee_rate_pct": 0.015, "return_pct": -0.268, "duration": ""}, {"time": "2026-08-01 11:00:00", "side": "BUY", "asset": "BTC", "size": 0.153492, "entry_px": 63166.1, "exit_px": 62982.95, "pnl_gross": -31.0164, "pnl_net": -33.9208, "fee": 2.90443, "fee_rate_pct": 0.015, "return_pct": -0.32, "duration": ""}, {"time": "2026-08-01 22:00:00", "side": "BUY", "asset": "BTC", "size": 0.153295, "entry_px": 63044.98, "exit_px": 62741.2, "pnl_gross": -49.4613, "pnl_net": -52.3537, "fee": 2.892359, "fee_rate_pct": 0.015, "return_pct": -0.512, "duration": ""}, {"time": "2026-08-02 07:00:00", "side": "BUY", "asset": "BTC", "size": 0.152926, "entry_px": 62873.81, "exit_px": 63403.53, "pnl_gross": 78.1116, "pnl_net": 75.215, "fee": 2.896663, "fee_rate_pct": 0.015, "return_pct": 0.812, "duration": ""}, {"time": "2026-08-05 09:00:00", "side": "BUY", "asset": "BTC", "size": 0.153304, "entry_px": 63228.17, "exit_px": 64062.87, "pnl_gross": 125.0371, "pnl_net": 122.11, "fee": 2.927134, "fee_rate_pct": 0.015, "return_pct": 1.29, "duration": ""}, {"time": "2026-08-06 03:00:00", "side": "BUY", "asset": "BTC", "size": 0.153179, "entry_px": 64096.03, "exit_px": 64446.49, "pnl_gross": 50.7291, "pnl_net": 47.7756, "fee": 2.953502, "fee_rate_pct": 0.015, "return_pct": 0.517, "duration": ""}, {"time": "2026-08-06 10:00:00", "side": "BUY", "asset": "BTC", "size": 0.152374, "entry_px": 64767.7, "exit_px": 64524.41, "pnl_gross": -40.0264, "pnl_net": -42.9815, "fee": 2.955113, "fee_rate_pct": 0.015, "return_pct": -0.406, "duration": ""}, {"time": "2026-08-07 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.152002, "entry_px": 64662.6, "exit_px": 64337.0, "pnl_gross": -50.966, "pnl_net": -53.9072, "fee": 2.94123, "fee_rate_pct": 0.015, "return_pct": -0.519, "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": "2026-07-30T00:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T01:00:00+00:00", "v": 9988.51}, {"t": "2026-07-30T02:00:00+00:00", "v": 9975.3}, {"t": "2026-07-30T03:00:00+00:00", "v": 9972.19}, {"t": "2026-07-30T04:00:00+00:00", "v": 9949.8}, {"t": "2026-07-30T05:00:00+00:00", "v": 9952.13}, {"t": "2026-07-30T06:00:00+00:00", "v": 9945.75}, {"t": "2026-07-30T07:00:00+00:00", "v": 9947.15}, {"t": "2026-07-30T08:00:00+00:00", "v": 9993.8}, {"t": "2026-07-30T09:00:00+00:00", "v": 10034.69}, {"t": "2026-07-30T10:00:00+00:00", "v": 10025.17}, {"t": "2026-07-30T11:00:00+00:00", "v": 10013.65}, {"t": "2026-07-30T12:00:00+00:00", "v": 10036.08}, {"t": "2026-07-30T13:00:00+00:00", "v": 10050.62}, {"t": "2026-07-30T14:00:00+00:00", "v": 9997.88}, {"t": "2026-07-30T15:00:00+00:00", "v": 10005.15}, {"t": "2026-07-30T16:00:00+00:00", "v": 10020.15}, {"t": "2026-07-30T17:00:00+00:00", "v": 10027.42}, {"t": "2026-07-30T18:00:00+00:00", "v": 10001.59}, {"t": "2026-07-30T19:00:00+00:00", "v": 10017.06}, {"t": "2026-07-30T20:00:00+00:00", "v": 10013.19}, {"t": "2026-07-30T21:00:00+00:00", "v": 10006.54}, {"t": "2026-07-30T22:00:00+00:00", "v": 10026.18}, {"t": "2026-07-30T23:00:00+00:00", "v": 10014.74}, {"t": "2026-07-31T00:00:00+00:00", "v": 10006.69}, {"t": "2026-07-31T01:00:00+00:00", "v": 9980.09}, {"t": "2026-07-31T02:00:00+00:00", "v": 9939.42}, {"t": "2026-07-31T03:00:00+00:00", "v": 9951.79}, {"t": "2026-07-31T04:00:00+00:00", "v": 9942.05}, {"t": "2026-07-31T05:00:00+00:00", "v": 9949.16}, {"t": "2026-07-31T06:00:00+00:00", "v": 9929.52}, {"t": "2026-07-31T07:00:00+00:00", "v": 9885.44}, {"t": "2026-07-31T08:00:00+00:00", "v": 9868.12}, {"t": "2026-07-31T09:00:00+00:00", "v": 9851.11}, {"t": "2026-07-31T10:00:00+00:00", "v": 9881.73}, {"t": "2026-07-31T11:00:00+00:00", "v": 9862.71}, {"t": "2026-07-31T12:00:00+00:00", "v": 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9774.83}, {"t": "2026-08-03T21:00:00+00:00", "v": 9744.01}, {"t": "2026-08-03T22:00:00+00:00", "v": 9746.93}, {"t": "2026-08-03T23:00:00+00:00", "v": 9733.59}, {"t": "2026-08-04T00:00:00+00:00", "v": 9710.13}, {"t": "2026-08-04T01:00:00+00:00", "v": 9784.33}, {"t": "2026-08-04T02:00:00+00:00", "v": 9780.65}, {"t": "2026-08-04T03:00:00+00:00", "v": 9777.28}, {"t": "2026-08-04T04:00:00+00:00", "v": 9812.54}, {"t": "2026-08-04T05:00:00+00:00", "v": 9777.28}, {"t": "2026-08-04T06:00:00+00:00", "v": 9757.35}, {"t": "2026-08-04T07:00:00+00:00", "v": 9759.19}, {"t": "2026-08-04T08:00:00+00:00", "v": 9743.55}, {"t": "2026-08-04T09:00:00+00:00", "v": 9745.39}, {"t": "2026-08-04T10:00:00+00:00", "v": 9771.46}, {"t": "2026-08-04T11:00:00+00:00", "v": 9795.98}, {"t": "2026-08-04T12:00:00+00:00", "v": 9792.92}, {"t": "2026-08-04T13:00:00+00:00", "v": 9758.58}, {"t": "2026-08-04T14:00:00+00:00", "v": 9826.34}, {"t": "2026-08-04T15:00:00+00:00", "v": 9825.42}, {"t": "2026-08-04T16:00:00+00:00", "v": 9799.66}, {"t": "2026-08-04T17:00:00+00:00", "v": 9802.73}, {"t": "2026-08-04T18:00:00+00:00", "v": 9852.55}, {"t": "2026-08-04T19:00:00+00:00", "v": 9842.44}, {"t": "2026-08-04T20:00:00+00:00", "v": 9860.22}, {"t": "2026-08-04T21:00:00+00:00", "v": 9836.46}, {"t": "2026-08-04T22:00:00+00:00", "v": 9848.57}, {"t": "2026-08-04T23:00:00+00:00", "v": 9821.89}, {"t": "2026-08-05T00:00:00+00:00", "v": 9805.64}, {"t": "2026-08-05T01:00:00+00:00", "v": 9858.07}, {"t": "2026-08-05T02:00:00+00:00", "v": 9863.44}, {"t": "2026-08-05T03:00:00+00:00", "v": 9835.54}, {"t": "2026-08-05T04:00:00+00:00", "v": 9834.16}, {"t": "2026-08-05T05:00:00+00:00", "v": 9859.76}, {"t": "2026-08-05T06:00:00+00:00", "v": 9845.5}, {"t": "2026-08-05T07:00:00+00:00", "v": 9832.62}, {"t": "2026-08-05T08:00:00+00:00", "v": 9825.57}, {"t": "2026-08-05T09:00:00+00:00", "v": 9819.63}, {"t": "2026-08-05T10:00:00+00:00", "v": 9808.35}, {"t": "2026-08-05T11:00:00+00:00", "v": 9809.73}, {"t": "2026-08-05T12:00:00+00:00", "v": 9848.03}, {"t": "2026-08-05T13:00:00+00:00", "v": 9861.81}, {"t": "2026-08-05T14:00:00+00:00", "v": 9870.85}, {"t": "2026-08-05T15:00:00+00:00", "v": 9857.22}, {"t": "2026-08-05T16:00:00+00:00", "v": 9899.65}, {"t": "2026-08-05T17:00:00+00:00", "v": 9915.27}, {"t": "2026-08-05T18:00:00+00:00", "v": 9920.79}, {"t": "2026-08-05T19:00:00+00:00", "v": 9925.38}, {"t": "2026-08-05T20:00:00+00:00", "v": 9925.07}, {"t": "2026-08-05T21:00:00+00:00", "v": 9910.52}, {"t": "2026-08-05T22:00:00+00:00", "v": 9894.75}, {"t": "2026-08-05T23:00:00+00:00", "v": 9899.19}, {"t": "2026-08-06T00:00:00+00:00", "v": 9898.12}, {"t": "2026-08-06T01:00:00+00:00", "v": 9890.0}, {"t": "2026-08-06T02:00:00+00:00", "v": 9888.01}, {"t": "2026-08-06T03:00:00+00:00", "v": 9870.36}, {"t": "2026-08-06T04:00:00+00:00", "v": 9859.02}, {"t": "2026-08-06T05:00:00+00:00", "v": 9883.71}, {"t": "2026-08-06T06:00:00+00:00", "v": 9877.46}, {"t": "2026-08-06T07:00:00+00:00", "v": 9871.37}, {"t": "2026-08-06T08:00:00+00:00", "v": 9891.02}, {"t": "2026-08-06T09:00:00+00:00", "v": 9851.56}, {"t": "2026-08-06T10:00:00+00:00", "v": 9830.34}, {"t": "2026-08-06T11:00:00+00:00", "v": 9819.04}, {"t": "2026-08-06T12:00:00+00:00", "v": 9787.88}, {"t": "2026-08-06T13:00:00+00:00", "v": 9789.71}, {"t": "2026-08-06T14:00:00+00:00", "v": 9841.39}, {"t": "2026-08-06T15:00:00+00:00", "v": 9819.04}, {"t": "2026-08-06T16:00:00+00:00", "v": 9838.19}, {"t": "2026-08-06T17:00:00+00:00", "v": 9817.07}, {"t": "2026-08-06T18:00:00+00:00", "v": 9787.43}, {"t": "2026-08-06T19:00:00+00:00", "v": 9791.38}, {"t": "2026-08-06T20:00:00+00:00", "v": 9789.86}, {"t": "2026-08-06T21:00:00+00:00", "v": 9791.07}, {"t": "2026-08-06T22:00:00+00:00", "v": 9776.79}, {"t": "2026-08-06T23:00:00+00:00", "v": 9772.68}, {"t": "2026-08-07T00:00:00+00:00", "v": 9771.92}, {"t": "2026-08-07T01:00:00+00:00", "v": 9787.88}, {"t": "2026-08-07T02:00:00+00:00", "v": 9783.32}, {"t": "2026-08-07T03:00:00+00:00", "v": 9767.51}, {"t": "2026-08-07T04:00:00+00:00", "v": 9762.8}, {"t": "2026-08-07T05:00:00+00:00", "v": 9774.66}, {"t": "2026-08-07T06:00:00+00:00", "v": 9769.19}, {"t": "2026-08-07T07:00:00+00:00", "v": 9771.92}, {"t": "2026-08-07T08:00:00+00:00", "v": 9779.37}], "total_trades": 10, "generated_at": "2026-08-07T08:12:17.326875+00:00", "asset": "BTC"}
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