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ftdt-quant-lab/backtests/results/iceberg_BTC_1m_1000_20260807-092751.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": "1m", "n_bars": 1001, "start_equity": 10000.0, "end_equity": 8791.09, "total_return_pct": -12.09, "pnl": -1208.91, "sharpe": -212.243, "sortino": -207.092, "max_drawdown_pct": 12.09, "win_rate": 0.0, "profit_factor": 0.0, "expectancy": -27.0, "trades": [{"time": "2026-08-06 17:43:00", "side": "BUY", "asset": "BTC", "size": 0.154713, "entry_px": 64606.54, "exit_px": 64478.46, "pnl_gross": -28.8035, "pnl_net": -37.7905, "fee": 8.987007, "fee_rate_pct": 0.045, "return_pct": -0.288, "duration": ""}, {"time": "2026-08-06 17:45:00", "side": "BUY", "asset": "BTC", "size": 0.154215, "entry_px": 64628.56, "exit_px": 64500.43, "pnl_gross": -28.7206, "pnl_net": -37.6817, "fee": 8.961132, "fee_rate_pct": 0.045, "return_pct": -0.288, "duration": ""}, {"time": "2026-08-06 18:06:00", "side": "BUY", "asset": "BTC", "size": 0.153983, "entry_px": 64539.47, "exit_px": 64398.54, "pnl_gross": -30.6365, "pnl_net": -39.571, "fee": 8.934418, "fee_rate_pct": 0.045, "return_pct": -0.308, "duration": ""}, {"time": "2026-08-06 18:11:00", "side": "BUY", "asset": "BTC", "size": 0.153547, "entry_px": 64523.46, "exit_px": 64410.53, "pnl_gross": -26.2495, "pnl_net": -35.1584, "fee": 8.908842, "fee_rate_pct": 0.045, "return_pct": -0.265, "duration": ""}, {"time": "2026-08-06 18:24:00", "side": "BUY", "asset": "BTC", "size": 0.152889, "entry_px": 64629.57, "exit_px": 64444.49, "pnl_gross": -37.1761, "pnl_net": -46.0564, "fee": 8.880302, "fee_rate_pct": 0.045, "return_pct": -0.376, "duration": ""}, {"time": "2026-08-06 18:34:00", "side": "BUY", "asset": "BTC", "size": 0.152605, "entry_px": 64506.44, "exit_px": 64341.59, "pnl_gross": -34.0048, "pnl_net": -42.8531, "fee": 8.848284, "fee_rate_pct": 0.045, "return_pct": -0.345, "duration": ""}, {"time": "2026-08-06 18:39:00", "side": "BUY", "asset": "BTC", "size": 0.152108, "entry_px": 64493.43, "exit_px": 64345.59, "pnl_gross": -31.3064, "pnl_net": -40.1253, "fee": 8.818851, "fee_rate_pct": 0.045, "return_pct": -0.319, "duration": ""}, {"time": "2026-08-06 19:04:00", "side": "BUY", "asset": "BTC", "size": 0.151619, "entry_px": 64495.43, "exit_px": 64341.59, "pnl_gross": -32.1149, "pnl_net": -40.9052, "fee": 8.790363, "fee_rate_pct": 0.045, "return_pct": -0.328, "duration": ""}, {"time": "2026-08-06 19:28:00", "side": "BUY", "asset": "BTC", "size": 0.151118, "entry_px": 64496.43, "exit_px": 64321.61, "pnl_gross": -35.1783, "pnl_net": -43.9383, "fee": 8.760026, "fee_rate_pct": 0.045, "return_pct": -0.361, "duration": ""}, {"time": "2026-08-06 19:36:00", "side": "BUY", "asset": "BTC", "size": 0.150803, "entry_px": 64398.33, "exit_px": 64315.62, "pnl_gross": -21.2082, "pnl_net": -29.9429, "fee": 8.734702, "fee_rate_pct": 0.045, "return_pct": -0.218, "duration": ""}, {"time": "2026-08-06 20:03:00", "side": "BUY", "asset": "BTC", "size": 0.150161, "entry_px": 64532.47, "exit_px": 64418.52, "pnl_gross": -25.8245, "pnl_net": -34.538, "fee": 8.713534, "fee_rate_pct": 0.045, "return_pct": -0.266, "duration": ""}, {"time": "2026-08-06 20:58:00", "side": "BUY", "asset": "BTC", "size": 0.149903, "entry_px": 64471.41, "exit_px": 64341.59, "pnl_gross": -28.1485, "pnl_net": -36.8378, "fee": 8.689255, "fee_rate_pct": 0.045, "return_pct": -0.291, "duration": ""}, {"time": "2026-08-06 21:21:00", "side": "BUY", "asset": "BTC", "size": 0.149438, "entry_px": 64483.42, "exit_px": 64371.56, "pnl_gross": -25.3806, "pnl_net": -34.0457, "fee": 8.665124, "fee_rate_pct": 0.045, "return_pct": -0.263, "duration": ""}, {"time": "2026-08-06 22:25:00", "side": "BUY", "asset": "BTC", "size": 0.149263, "entry_px": 64389.32, "exit_px": 64260.68, "pnl_gross": -27.8438, "pnl_net": -36.485, "fee": 8.641208, "fee_rate_pct": 0.045, "return_pct": -0.29, "duration": ""}, {"time": "2026-08-06 23:07:00", "side": "BUY", "asset": "BTC", "size": 0.148837, "entry_px": 64386.32, "exit_px": 64260.68, "pnl_gross": -27.3173, "pnl_net": -35.9337, "fee": 8.616345, "fee_rate_pct": 0.045, "return_pct": -0.285, 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02:24:00", "side": "BUY", "asset": "BTC", "size": 0.143706, "entry_px": 64396.33, "exit_px": 64276.66, "pnl_gross": -25.5187, "pnl_net": -33.8397, "fee": 8.320986, "fee_rate_pct": 0.045, "return_pct": -0.276, "duration": ""}, {"time": "2026-08-07 02:54:00", "side": "BUY", "asset": "BTC", "size": 0.143174, "entry_px": 64457.39, "exit_px": 64333.6, "pnl_gross": -26.0214, "pnl_net": -34.3192, "fee": 8.297785, "fee_rate_pct": 0.045, "return_pct": -0.282, "duration": ""}, {"time": "2026-08-07 03:22:00", "side": "BUY", "asset": "BTC", "size": 0.142986, "entry_px": 64360.3, "exit_px": 64184.75, "pnl_gross": -33.3715, "pnl_net": -41.6426, "fee": 8.271064, "fee_rate_pct": 0.045, "return_pct": -0.363, "duration": ""}, {"time": "2026-08-07 04:07:00", "side": "BUY", "asset": "BTC", "size": 0.142516, "entry_px": 64338.27, "exit_px": 64230.71, "pnl_gross": -23.5758, "pnl_net": -31.8212, "fee": 8.245412, "fee_rate_pct": 0.045, "return_pct": -0.257, "duration": ""}, {"time": "2026-08-07 04:49:00", 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0.136469, "entry_px": 64726.66, "exit_px": 64600.33, "pnl_gross": -25.1819, "pnl_net": -33.124, "fee": 7.942106, "fee_rate_pct": 0.045, "return_pct": -0.285, "duration": ""}, {"time": "2026-08-07 09:27:00", "side": "BUY", "asset": "BTC", "size": 0.135721, "entry_px": 64897.83, "exit_px": 64773.0, "pnl_gross": -20.9061, "pnl_net": -28.8257, "fee": 7.919575, "fee_rate_pct": 0.045, "return_pct": -0.237, "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": "2026-08-06T16:47:00+00:00", "v": 10000.0}, {"t": "2026-08-06T16:48:00+00:00", "v": 10000.0}, {"t": "2026-08-06T16:49:00+00:00", "v": 10000.0}, {"t": "2026-08-06T16:50:00+00:00", "v": 10000.0}, {"t": 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