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ftdt-quant-lab/backtests/results/mean_rev_BTC_15m_2000_20260807-081327.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": "mean_rev", "interval": "15m", "n_bars": 2001, "start_equity": 10000.0, "end_equity": 6815.08, "total_return_pct": -31.85, "pnl": -3184.92, "sharpe": -25.276, "sortino": -32.422, "max_drawdown_pct": 32.44, "win_rate": 0.136, "profit_factor": 0.149, "expectancy": -26.991, "trades": [{"time": "2026-07-17 21:30:00", "side": "BUY", "asset": "BTC", "size": 0.156995, "entry_px": 63667.6, "exit_px": 64030.9, "pnl_gross": 48.0149, "pnl_net": 38.9932, "fee": 9.021612, "fee_rate_pct": 0.045, "return_pct": 0.48, "duration": ""}, {"time": "2026-07-18 01:15:00", "side": "BUY", "asset": "BTC", "size": 0.156886, "entry_px": 64017.95, "exit_px": 63929.01, "pnl_gross": -22.9874, "pnl_net": -32.0203, "fee": 9.032889, "fee_rate_pct": 0.045, "return_pct": -0.229, "duration": ""}, {"time": "2026-07-18 04:45:00", "side": "BUY", "asset": "BTC", "size": 0.156392, "entry_px": 64073.01, "exit_px": 63891.04, "pnl_gross": -37.4634, "pnl_net": -46.4691, "fee": 9.005649, "fee_rate_pct": 0.045, "return_pct": -0.374, "duration": ""}, {"time": "2026-07-18 05:30:00", "side": "BUY", "asset": "BTC", "size": 0.156037, "entry_px": 63978.91, "exit_px": 63885.05, "pnl_gross": -23.6244, "pnl_net": -32.6026, "fee": 8.978179, "fee_rate_pct": 0.045, "return_pct": -0.237, "duration": ""}, {"time": "2026-07-18 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.155488, "entry_px": 64052.99, "exit_px": 63901.04, "pnl_gross": -32.5799, "pnl_net": -41.5328, "fee": 8.952892, "fee_rate_pct": 0.045, "return_pct": -0.327, "duration": ""}, {"time": "2026-07-18 08:30:00", "side": "BUY", "asset": "BTC", "size": 0.154962, "entry_px": 64060.0, "exit_px": 63898.04, "pnl_gross": -34.0203, "pnl_net": -42.9432, "fee": 8.922885, "fee_rate_pct": 0.045, "return_pct": -0.343, "duration": ""}, {"time": "2026-07-18 09:45:00", "side": "BUY", "asset": "BTC", "size": 0.154606, "entry_px": 63987.92, "exit_px": 63909.03, "pnl_gross": -21.096, "pnl_net": -29.9942, "fee": 8.898136, "fee_rate_pct": 0.045, "return_pct": 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