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ftdt-quant-lab/backtests/results/grid_mm_BTC_5m_100_20260807-092446.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": "5m", "n_bars": 101, "start_equity": 10000.0, "end_equity": 9758.24, "total_return_pct": -2.42, "pnl": -241.76, "sharpe": -131.509, "sortino": -130.464, "max_drawdown_pct": 2.42, "win_rate": 0.0, "profit_factor": 0.0, "expectancy": -20.958, "trades": [{"time": "2026-08-07 01:30:00", "side": "BUY", "asset": "BTC", "size": 0.155113, "entry_px": 64459.39, "exit_px": 64359.58, "pnl_gross": -18.4805, "pnl_net": -21.4777, "fee": 2.997225, "fee_rate_pct": 0.015, "return_pct": -0.185, "duration": ""}, {"time": "2026-08-07 01:45:00", "side": "BUY", "asset": "BTC", "size": 0.155012, "entry_px": 64382.32, "exit_px": 64335.6, "pnl_gross": -10.2348, "pnl_net": -13.2277, "fee": 2.992923, "fee_rate_pct": 0.015, "return_pct": -0.103, "duration": ""}, {"time": "2026-08-07 02:25:00", "side": "BUY", "asset": "BTC", "size": 0.154882, "entry_px": 64370.31, "exit_px": 64224.71, "pnl_gross": -25.5376, "pnl_net": -28.5251, "fee": 2.987558, "fee_rate_pct": 0.015, "return_pct": -0.256, "duration": ""}, {"time": "2026-08-07 02:45:00", "side": "BUY", "asset": "BTC", "size": 0.15455, "entry_px": 64343.28, "exit_px": 64328.61, "pnl_gross": -5.2505, "pnl_net": -8.2334, "fee": 2.982936, "fee_rate_pct": 0.015, "return_pct": -0.053, "duration": ""}, {"time": "2026-08-07 04:40:00", "side": "BUY", "asset": "BTC", "size": 0.154538, "entry_px": 64314.25, "exit_px": 64169.77, "pnl_gross": -25.3066, "pnl_net": -28.285, "fee": 2.97835, "fee_rate_pct": 0.015, "return_pct": -0.255, "duration": ""}, {"time": "2026-08-07 06:15:00", "side": "BUY", "asset": "BTC", "size": 0.153819, "entry_px": 64450.39, "exit_px": 64323.61, "pnl_gross": -22.4715, "pnl_net": -25.4426, "fee": 2.971183, "fee_rate_pct": 0.015, "return_pct": -0.227, "duration": ""}, {"time": "2026-08-07 06:35:00", "side": "BUY", "asset": "BTC", "size": 0.153652, "entry_px": 64374.31, "exit_px": 64270.67, "pnl_gross": -18.8902, "pnl_net": -21.8552, "fee": 2.964984, "fee_rate_pct": 0.015, "return_pct": -0.191, "duration": ""}, {"time": "2026-08-07 07:25:00", "side": "BUY", "asset": "BTC", "size": 0.15317, "entry_px": 64453.39, "exit_px": 64310.62, "pnl_gross": -24.8256, "pnl_net": -27.7841, "fee": 2.958418, "fee_rate_pct": 0.015, "return_pct": -0.251, "duration": ""}, {"time": "2026-08-07 08:35:00", "side": "BUY", "asset": "BTC", "size": 0.152525, "entry_px": 64563.5, "exit_px": 64391.54, "pnl_gross": -29.1777, "pnl_net": -32.128, "fee": 2.95033, "fee_rate_pct": 0.015, "return_pct": -0.296, "duration": ""}, {"time": "2026-08-07 08:45:00", "side": "BUY", "asset": "BTC", "size": 0.151816, "entry_px": 64672.61, "exit_px": 64509.43, "pnl_gross": -27.7155, "pnl_net": -30.6573, "fee": 2.941785, "fee_rate_pct": 0.015, "return_pct": -0.282, "duration": ""}, {"time": "2026-08-07 09:05:00", "side": "BUY", "asset": "BTC", "size": 0.151261, "entry_px": 64726.66, "exit_px": 64596.34, "pnl_gross": -22.6471, "pnl_net": -25.5813, "fee": 2.934229, "fee_rate_pct": 0.015, "return_pct": -0.231, "duration": ""}, {"time": "2026-08-07 09:20:00", "side": "BUY", "asset": "BTC", "size": 0.150662, "entry_px": 64833.77, "exit_px": 64769.0, "pnl_gross": -11.2234, "pnl_net": -14.1524, "fee": 2.928932, "fee_rate_pct": 0.015, "return_pct": -0.115, "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": "2026-08-07T01:00:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:05:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:10:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:15:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:20:00+00:00", "v": 10000.0}, {"t": "2026-08-07T01:25:00+00:00", "v": 9988.51}, {"t": "2026-08-07T01:30:00+00:00", "v": 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