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ftdt-quant-lab/backtests/results/obi_BTC_4h_1000_20260807-081203.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": "obi", "interval": "4h", "n_bars": 1001, "start_equity": 10000.0, "end_equity": 8159.39, "total_return_pct": -18.41, "pnl": -1840.61, "sharpe": -1.811, "sortino": -2.485, "max_drawdown_pct": 25.65, "win_rate": 0.333, "profit_factor": 0.398, "expectancy": -88.119, "trades": [{"time": "2026-03-09 16:00:00", "side": "BUY", "asset": "BTC", "size": 0.14892, "entry_px": 67120.05, "exit_px": 68884.05, "pnl_gross": 253.5794, "pnl_net": 244.4652, "fee": 9.114179, "fee_rate_pct": 0.045, "return_pct": 2.537, "duration": ""}, {"time": "2026-03-13 20:00:00", "side": "BUY", "asset": "BTC", "size": 0.145117, "entry_px": 70625.55, "exit_px": 70830.1, "pnl_gross": 20.4454, "pnl_net": 11.208, "fee": 9.237429, "fee_rate_pct": 0.045, "return_pct": 0.199, "duration": ""}, {"time": "2026-03-22 12:00:00", "side": "BUY", "asset": "BTC", "size": 0.146244, "entry_px": 70221.15, "exit_px": 68736.2, "pnl_gross": -226.3103, "pnl_net": -235.455, "fee": 9.144755, "fee_rate_pct": 0.045, "return_pct": -2.204, "duration": ""}, {"time": "2026-03-26 16:00:00", "side": "BUY", "asset": "BTC", "size": 0.141591, "entry_px": 70930.86, "exit_px": 68455.48, "pnl_gross": -359.3741, "pnl_net": -368.2552, "fee": 8.881133, "fee_rate_pct": 0.045, "return_pct": -3.578, "duration": ""}, {"time": "2026-03-31 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.146365, "entry_px": 66163.1, "exit_px": 67603.33, "pnl_gross": 201.9896, "pnl_net": 193.1791, "fee": 8.810426, "fee_rate_pct": 0.045, "return_pct": 2.086, "duration": ""}, {"time": "2026-04-07 12:00:00", "side": "BUY", "asset": "BTC", "size": 0.141927, "entry_px": 69654.58, "exit_px": 68065.87, "pnl_gross": -234.2783, "pnl_net": -243.0741, "fee": 8.795813, "fee_rate_pct": 0.045, "return_pct": -2.37, "duration": ""}, {"time": "2026-04-19 20:00:00", "side": "BUY", "asset": "BTC", "size": 0.129158, "entry_px": 74727.65, "exit_px": 73667.26, "pnl_gross": -145.5838, "pnl_net": -154.2086, "fee": 8.624875, "fee_rate_pct": 0.045, "return_pct": -1.508, "duration": ""}, {"time": "2026-04-27 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.122408, "entry_px": 77659.58, "exit_px": 78981.94, "pnl_gross": 153.2393, "pnl_net": 144.6109, "fee": 8.628379, "fee_rate_pct": 0.045, "return_pct": 1.612, "duration": ""}, {"time": "2026-05-07 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.118307, "entry_px": 81646.56, "exit_px": 80717.2, "pnl_gross": -118.5941, "pnl_net": -127.238, "fee": 8.643946, "fee_rate_pct": 0.045, "return_pct": -1.228, "duration": ""}, {"time": "2026-05-13 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.116003, "entry_px": 82246.16, "exit_px": 80378.54, "pnl_gross": -225.1395, "pnl_net": -233.6288, "fee": 8.489229, "fee_rate_pct": 0.045, "return_pct": -2.36, "duration": ""}, {"time": "2026-05-20 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.119262, "entry_px": 78112.03, "exit_px": 77281.64, "pnl_gross": -107.3738, "pnl_net": -115.7135, "fee": 8.339652, "fee_rate_pct": 0.045, "return_pct": -1.153, "duration": ""}, {"time": "2026-05-30 16:00:00", "side": "BUY", "asset": "BTC", "size": 0.122613, "entry_px": 75102.03, "exit_px": 73906.02, "pnl_gross": -154.8672, "pnl_net": -163.0888, "fee": 8.221646, "fee_rate_pct": 0.045, "return_pct": -1.682, "duration": ""}, {"time": "2026-06-06 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.134416, "entry_px": 67355.29, "exit_px": 60713.23, "pnl_gross": -900.5489, "pnl_net": -908.2954, "fee": 7.746506, "fee_rate_pct": 0.045, "return_pct": -9.947, "duration": ""}, {"time": "2026-06-23 04:00:00", "side": "BUY", "asset": "BTC", "size": 0.125696, "entry_px": 64866.8, "exit_px": 62789.15, "pnl_gross": -268.374, "pnl_net": -275.5946, "fee": 7.220629, "fee_rate_pct": 0.045, "return_pct": -3.292, "duration": ""}, {"time": "2026-06-28 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.131415, "entry_px": 60002.94, "exit_px": 60111.83, "pnl_gross": 7.2059, "pnl_net": 0.1027, "fee": 7.103197, "fee_rate_pct": 0.045, "return_pct": 0.091, "duration": ""}, {"time": "2026-06-29 12:00:00", "side": "BUY", "asset": "BTC", "size": 0.131377, "entry_px": 60075.01, "exit_px": 59732.21, "pnl_gross": -52.1198, "pnl_net": -59.2028, "fee": 7.082961, "fee_rate_pct": 0.045, "return_pct": -0.66, "duration": ""}, {"time": "2026-07-02 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.13422, "entry_px": 58414.36, "exit_px": 61005.93, "pnl_gross": 340.6283, "pnl_net": 333.4154, "fee": 7.212866, "fee_rate_pct": 0.045, "return_pct": 4.345, "duration": ""}, {"time": "2026-07-09 00:00:00", "side": "BUY", "asset": "BTC", "size": 0.130604, "entry_px": 62638.58, "exit_px": 61901.04, "pnl_gross": -103.6449, "pnl_net": -110.9643, "fee": 7.319418, "fee_rate_pct": 0.045, "return_pct": -1.267, "duration": ""}, {"time": "2026-07-14 12:00:00", "side": "BUY", "asset": "BTC", "size": 0.128829, "entry_px": 62697.63, "exit_px": 64662.27, "pnl_gross": 245.718, "pnl_net": 238.3346, "fee": 7.383442, "fee_rate_pct": 0.045, "return_pct": 3.042, "duration": ""}, {"time": "2026-07-23 16:00:00", "side": "BUY", "asset": "BTC", "size": 0.127938, "entry_px": 65053.99, "exit_px": 64769.17, "pnl_gross": -43.9137, "pnl_net": -51.3879, "fee": 7.474192, "fee_rate_pct": 0.045, "return_pct": -0.528, "duration": ""}, {"time": "2026-08-03 12:00:00", "side": "BUY", "asset": "BTC", "size": 0.1282, "entry_px": 64578.51, "exit_px": 63597.34, "pnl_gross": -133.181, "pnl_net": -140.5754, "fee": 7.394465, "fee_rate_pct": 0.045, "return_pct": -1.609, "duration": ""}, {"time": "2026-08-07 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.12684, "entry_px": 64221.16, "exit_px": 64328.0, "pnl_gross": 9.8864, "pnl_net": 2.5491, "fee": 7.337329, "fee_rate_pct": 0.045, "return_pct": 0.121, "duration": ""}], "params": {"obi_lookback": 20, "obi_entry": 0.35, "obi_exit": 0.1, "type": "Reversal"}, "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": "2026-02-21T16:00:00+00:00", "v": 10000.0}, {"t": "2026-02-21T20:00:00+00:00", "v": 10000.0}, {"t": "2026-02-22T00:00:00+00:00", "v": 10000.0}, {"t": "2026-02-22T04:00:00+00:00", "v": 10000.0}, {"t": "2026-02-22T08:00:00+00:00", "v": 10000.0}, {"t": "2026-02-22T12:00:00+00:00", "v": 10000.0}, {"t": "2026-02-22T16:00:00+00:00", "v": 10000.0}, {"t": "2026-02-22T20:00:00+00:00", "v": 10000.0}, {"t": "2026-02-23T00:00:00+00:00", "v": 10000.0}, {"t": "2026-02-23T04:00:00+00:00", "v": 10000.0}, {"t": "2026-02-23T08:00:00+00:00", "v": 10000.0}, {"t": "2026-02-23T12:00:00+00:00", "v": 10000.0}, {"t": "2026-02-23T16:00:00+00:00", "v": 10000.0}, {"t": "2026-02-23T20:00:00+00:00", "v": 10000.0}, {"t": "2026-02-24T00:00:00+00:00", "v": 10000.0}, {"t": "2026-02-24T04:00:00+00:00", "v": 10000.0}, {"t": "2026-02-24T08:00:00+00:00", "v": 10000.0}, {"t": "2026-02-24T12:00:00+00:00", "v": 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