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ftdt-quant-lab/backtests/results/iceberg_BTC_1h_100_20260807-082603.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": "1h", "n_bars": 101, "start_equity": 10000.0, "end_equity": 9972.8, "total_return_pct": -0.27, "pnl": -27.2, "sharpe": -2.524, "sortino": -3.734, "max_drawdown_pct": 0.71, "win_rate": 0.667, "profit_factor": 0.494, "expectancy": -9.068, "trades": [{"time": "2026-08-05 03:00:00", "side": "BUY", "asset": "BTC", "size": 0.156116, "entry_px": 64025.96, "exit_px": 64092.84, "pnl_gross": 1.4406, "pnl_net": -7.5601, "fee": 9.000628, "fee_rate_pct": 0.045, "return_pct": 0.014, "duration": ""}, {"time": "2026-08-05 17:00:00", "side": "BUY", "asset": "BTC", "size": 0.155123, "entry_px": 64445.38, "exit_px": 64665.27, "pnl_gross": 25.0972, "pnl_net": 16.0846, "fee": 9.012614, "fee_rate_pct": 0.045, "return_pct": 0.251, "duration": ""}, {"time": "2026-08-06 17:00:00", "side": "BUY", "asset": "BTC", "size": 0.154638, "entry_px": 64809.74, "exit_px": 64520.42, "pnl_gross": -53.741, "pnl_net": -62.7407, "fee": 8.999711, "fee_rate_pct": 0.045, "return_pct": -0.536, "duration": ""}], "params": {"vol_mult": 1.8, "min_consec": 3, "max_hold": 8, "type": "Momentum"}, "fee_info": {"entry_fee": 0.045, "exit_fee": 0.045, "total_fee": 0.09, "taker_rate_pct": 0.045, "maker_rate_pct": 0.015, "effective_rate_pct": 0.045, "vip_tier": 0, "staking_tier": "none", "fee_model": "taker", "tier_name": "Tier 0 (<$5M)", "staking_name": "No Stake"}, "equity_curve": [{"t": "2026-08-03T04:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T05:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T06:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T07:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T08:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T09:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T10:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T11:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T12:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T13:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T14:00:00+00:00", "v": 10000.0}, {"t": "2026-08-03T15:00:00+00:00", "v": 10000.0}, {"t": 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"2026-08-04T12:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T13:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T14:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T15:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T16:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T17:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T18:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T19:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T20:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T21:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T22:00:00+00:00", "v": 10000.0}, {"t": "2026-08-04T23:00:00+00:00", "v": 10000.0}, {"t": "2026-08-05T00:00:00+00:00", "v": 9985.52}, {"t": "2026-08-05T01:00:00+00:00", "v": 10038.91}, {"t": "2026-08-05T02:00:00+00:00", "v": 10044.37}, {"t": "2026-08-05T03:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T04:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T05:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T06:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T07:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T08:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T09:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T10:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T11:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T12:00:00+00:00", "v": 10001.44}, {"t": "2026-08-05T13:00:00+00:00", "v": 9986.95}, {"t": "2026-08-05T14:00:00+00:00", "v": 9996.11}, {"t": "2026-08-05T15:00:00+00:00", "v": 9982.3}, {"t": "2026-08-05T16:00:00+00:00", "v": 10025.27}, {"t": "2026-08-05T17:00:00+00:00", "v": 10026.54}, {"t": "2026-08-05T18:00:00+00:00", "v": 10026.54}, {"t": "2026-08-05T19:00:00+00:00", "v": 10026.54}, {"t": "2026-08-05T20:00:00+00:00", "v": 10026.54}, {"t": "2026-08-05T21:00:00+00:00", "v": 10026.54}, {"t": "2026-08-05T22:00:00+00:00", "v": 10026.54}, {"t": "2026-08-05T23:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T00:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T01:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T02:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T03:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T04:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T05:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T06:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T07:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T08:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T09:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T10:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T11:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T12:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T13:00:00+00:00", "v": 10026.54}, {"t": "2026-08-06T14:00:00+00:00", "v": 10012.02}, {"t": "2026-08-06T15:00:00+00:00", "v": 9989.28}, {"t": "2026-08-06T16:00:00+00:00", "v": 10008.77}, {"t": "2026-08-06T17:00:00+00:00", "v": 9972.8}, {"t": "2026-08-06T18:00:00+00:00", "v": 9972.8}, {"t": "2026-08-06T19:00:00+00:00", "v": 9972.8}, {"t": "2026-08-06T20:00:00+00:00", "v": 9972.8}, {"t": "2026-08-06T21:00:00+00:00", "v": 9972.8}, {"t": "2026-08-06T22:00:00+00:00", "v": 9972.8}, {"t": "2026-08-06T23:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T00:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T01:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T02:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T03:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T04:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T05:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T06:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T07:00:00+00:00", "v": 9972.8}, {"t": "2026-08-07T08:00:00+00:00", "v": 9972.8}], "total_trades": 3, "generated_at": "2026-08-07T08:26:03.230107+00:00", "asset": "BTC"}
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