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ftdt-quant-lab/backtests/results/momentum_BTC_1h_5000_20260807-092620.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": "momentum", "interval": "1h", "n_bars": 5001, "start_equity": 10000.0, "end_equity": 4406.72, "total_return_pct": -55.93, "pnl": -5593.28, "sharpe": -3.509, "sortino": -4.737, "max_drawdown_pct": 59.75, "win_rate": 0.331, "profit_factor": 0.408, "expectancy": -39.344, "trades": [{"time": "2026-01-12 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.110326, "entry_px": 90599.51, "exit_px": 90640.27, "pnl_gross": -4.5011, "pnl_net": -13.499, "fee": 8.997957, "fee_rate_pct": 0.045, "return_pct": -0.045, "duration": ""}, {"time": "2026-01-15 03:00:00", "side": "BUY", "asset": "BTC", "size": 0.106824, "entry_px": 93527.43, "exit_px": 95874.03, "pnl_gross": 241.5688, "pnl_net": 232.4641, "fee": 9.10468, "fee_rate_pct": 0.045, "return_pct": 2.418, "duration": ""}, {"time": "2026-01-17 04:00:00", "side": "BUY", "asset": "BTC", "size": 0.107055, "entry_px": 95581.49, "exit_px": 95227.68, "pnl_gross": -47.0691, "pnl_net": -56.2613, "fee": 9.192184, "fee_rate_pct": 0.045, 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