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ftdt-quant-lab/backtests/results/iceberg_BTC_1d_2000_20260807-082639.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": "iceberg", "interval": "1d", "n_bars": 2001, "start_equity": 10000.0, "end_equity": 10938.19, "total_return_pct": 9.38, "pnl": 938.19, "sharpe": 0.182, "sortino": 0.272, "max_drawdown_pct": 40.6, "win_rate": 0.435, "profit_factor": 1.049, "expectancy": 11.038, "trades": [{"time": "2023-03-21 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.431918, "entry_px": 23142.12, "exit_px": 28064.91, "pnl_gross": 2116.2889, "pnl_net": 2106.3361, "fee": 9.952757, "fee_rate_pct": 0.045, "return_pct": 21.172, "duration": ""}, {"time": "2023-04-16 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.398522, "entry_px": 30389.36, "exit_px": 30257.71, "pnl_gross": -63.3404, "pnl_net": -74.2166, "fee": 10.876136, "fee_rate_pct": 0.045, "return_pct": -0.523, "duration": ""}, {"time": "2023-04-23 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.426352, "entry_px": 28257.23, "exit_px": 27546.43, "pnl_gross": -313.7587, "pnl_net": -324.4651, "fee": 10.706401, "fee_rate_pct": 0.045, "return_pct": -2.604, "duration": ""}, {"time": "2023-04-29 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.412811, "entry_px": 28424.4, "exit_px": 29184.79, "pnl_gross": 303.1957, "pnl_net": 292.494, "fee": 10.701768, "fee_rate_pct": 0.045, "return_pct": 2.584, "duration": ""}, {"time": "2023-05-21 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.448541, "entry_px": 26835.81, "exit_px": 26711.26, "pnl_gross": -66.6726, "pnl_net": -77.4807, "fee": 10.808125, "fee_rate_pct": 0.045, "return_pct": -0.554, "duration": ""}, {"time": "2023-05-29 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.451907, "entry_px": 26488.46, "exit_px": 27696.28, "pnl_gross": 534.8009, "pnl_net": 523.782, "fee": 11.018908, "fee_rate_pct": 0.045, "return_pct": 4.468, "duration": ""}, {"time": "2023-06-12 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.474437, "entry_px": 26357.33, "exit_px": 25846.13, "pnl_gross": -253.6788, "pnl_net": -264.824, "fee": 11.145264, "fee_rate_pct": 0.045, "return_pct": -2.029, "duration": ""}, {"time": "2023-07-20 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.406304, "entry_px": 30153.12, "exit_px": 29768.2, "pnl_gross": -167.3506, "pnl_net": -178.3064, "fee": 10.955822, "fee_rate_pct": 0.045, "return_pct": -1.366, "duration": ""}, {"time": "2023-08-06 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.413679, "entry_px": 29211.18, "exit_px": 29051.92, "pnl_gross": -76.7297, "pnl_net": -87.5757, "fee": 10.845999, "fee_rate_pct": 0.045, "return_pct": -0.635, "duration": ""}, {"time": "2023-08-20 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.450598, "entry_px": 26647.62, "exit_px": 26153.82, "pnl_gross": -233.212, "pnl_net": -243.9185, "fee": 10.7065, "fee_rate_pct": 0.045, "return_pct": -1.942, "duration": ""}, {"time": "2023-09-24 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.443466, "entry_px": 26550.52, "exit_px": 26227.75, "pnl_gross": -153.6733, "pnl_net": -164.2058, "fee": 10.532416, "fee_rate_pct": 0.045, 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