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ftdt-quant-lab/backtests/results/pairs_BTC_1h_500_20260807-092333.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": "pairs", "interval": "1h", "n_bars": 501, "start_equity": 10000.0, "end_equity": 9731.29, "total_return_pct": -2.69, "pnl": -268.71, "sharpe": -3.482, "sortino": -4.987, "max_drawdown_pct": 4.79, "win_rate": 0.385, "profit_factor": 0.389, "expectancy": -20.67, "trades": [{"time": "2026-07-19 17:00:00", "side": "BUY", "asset": "BTC", "size": 0.15435, "entry_px": 64758.69, "exit_px": 64471.46, "pnl_gross": -53.3099, "pnl_net": -62.2859, "fee": 8.976003, "fee_rate_pct": 0.045, "return_pct": -0.533, "duration": ""}, {"time": "2026-07-20 13:00:00", "side": "BUY", "asset": "BTC", "size": 0.155131, "entry_px": 64089.02, "exit_px": 64262.67, "pnl_gross": 17.9781, "pnl_net": 9.018, "fee": 8.960097, "fee_rate_pct": 0.045, "return_pct": 0.181, "duration": ""}, {"time": "2026-07-21 08:00:00", "side": "BUY", "asset": "BTC", "size": 0.152611, "entry_px": 65265.2, "exit_px": 66127.81, "pnl_gross": 122.6197, "pnl_net": 113.5963, "fee": 9.023408, "fee_rate_pct": 0.045, "return_pct": 1.231, "duration": ""}, {"time": "2026-07-22 20:00:00", "side": "BUY", "asset": "BTC", "size": 0.152843, "entry_px": 65967.9, "exit_px": 65824.11, "pnl_gross": -31.0422, "pnl_net": -40.1068, "fee": 9.064569, "fee_rate_pct": 0.045, "return_pct": -0.308, "duration": ""}, {"time": "2026-07-24 22:00:00", "side": "BUY", "asset": "BTC", "size": 0.156774, "entry_px": 64116.05, "exit_px": 64079.86, "pnl_gross": -14.7186, "pnl_net": -23.7626, "fee": 9.044004, "fee_rate_pct": 0.045, "return_pct": -0.146, "duration": ""}, {"time": "2026-07-27 15:00:00", "side": "BUY", "asset": "BTC", "size": 0.156191, "entry_px": 64261.2, "exit_px": 64449.49, "pnl_gross": 20.3625, "pnl_net": 11.3159, "fee": 9.046553, "fee_rate_pct": 0.045, "return_pct": 0.203, "duration": ""}, {"time": "2026-07-29 02:00:00", "side": "BUY", "asset": "BTC", "size": 0.157208, "entry_px": 63974.91, "exit_px": 63884.05, "pnl_gross": -23.329, "pnl_net": -32.3742, "fee": 9.045203, "fee_rate_pct": 0.045, "return_pct": -0.232, "duration": ""}, {"time": "2026-07-31 21:00:00", "side": "BUY", "asset": "BTC", "size": 0.15986, "entry_px": 62767.71, "exit_px": 62857.08, "pnl_gross": 5.2504, "pnl_net": -3.7867, "fee": 9.037071, "fee_rate_pct": 0.045, "return_pct": 0.052, "duration": ""}, {"time": "2026-08-01 19:00:00", "side": "BUY", "asset": "BTC", "size": 0.15924, "entry_px": 63044.98, "exit_px": 62440.5, "pnl_gross": -105.2503, "pnl_net": -114.2424, "fee": 8.992039, "fee_rate_pct": 0.045, "return_pct": -1.048, "duration": ""}, {"time": "2026-08-03 01:00:00", "side": "BUY", "asset": "BTC", "size": 0.156426, "entry_px": 63506.44, "exit_px": 63132.8, "pnl_gross": -67.3614, "pnl_net": -76.2758, "fee": 8.914351, "fee_rate_pct": 0.045, "return_pct": -0.678, "duration": ""}, {"time": "2026-08-04 14:00:00", "side": "BUY", "asset": "BTC", "size": 0.154306, "entry_px": 63942.88, "exit_px": 64032.9, "pnl_gross": 5.0049, "pnl_net": -3.8815, "fee": 8.886344, "fee_rate_pct": 0.045, "return_pct": 0.051, "duration": ""}, {"time": "2026-08-06 03:00:00", "side": "BUY", "asset": "BTC", "size": 0.152354, "entry_px": 64794.73, "exit_px": 64446.49, "pnl_gross": -61.9168, "pnl_net": -70.7774, "fee": 8.860688, "fee_rate_pct": 0.045, "return_pct": -0.627, "duration": ""}, {"time": "2026-08-07 02:00:00", "side": "BUY", "asset": "BTC", "size": 0.151413, "entry_px": 64788.72, "exit_px": 64298.64, "pnl_gross": -83.0012, "pnl_net": -91.7966, "fee": 8.795477, "fee_rate_pct": 0.045, "return_pct": -0.846, "duration": ""}], "params": {"z_entry": 1.5, "z_exit": 0.5, "lookback": 20, "type": "Stat Arb"}, "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": "2026-07-17T13:00:00+00:00", "v": 10000.0}, {"t": "2026-07-17T14:00:00+00:00", "v": 10000.0}, {"t": "2026-07-17T15:00:00+00:00", "v": 10000.0}, {"t": 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