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ftdt-quant-lab/backtests/results/obi_BTC_1h_200_20260807-092146.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": "1h", "n_bars": 201, "start_equity": 10000.0, "end_equity": 9716.21, "total_return_pct": -2.84, "pnl": -283.79, "sharpe": -9.045, "sortino": -10.962, "max_drawdown_pct": 3.47, "win_rate": 0.2, "profit_factor": 0.101, "expectancy": -56.758, "trades": [{"time": "2026-07-31 06:00:00", "side": "BUY", "asset": "BTC", "size": 0.154231, "entry_px": 64808.74, "exit_px": 64138.8, "pnl_gross": -112.2759, "pnl_net": -121.2254, "fee": 8.949469, "fee_rate_pct": 0.045, "return_pct": -1.123, "duration": ""}, {"time": "2026-08-01 10:00:00", "side": "BUY", "asset": "BTC", "size": 0.15493, "entry_px": 63791.73, "exit_px": 62957.98, "pnl_gross": -138.0099, "pnl_net": -146.8467, "fee": 8.8368, "fee_rate_pct": 0.045, "return_pct": -1.396, "duration": ""}, {"time": "2026-08-02 02:00:00", "side": "BUY", "asset": "BTC", "size": 0.154433, "entry_px": 63104.04, "exit_px": 63367.57, "pnl_gross": 31.9082, "pnl_net": 23.1191, "fee": 8.789126, "fee_rate_pct": 0.045, "return_pct": 0.327, "duration": ""}, {"time": "2026-08-03 02:00:00", "side": "BUY", "asset": "BTC", "size": 0.154923, "entry_px": 63110.05, "exit_px": 63064.87, "pnl_gross": -15.795, "pnl_net": -24.5913, "fee": 8.796329, "fee_rate_pct": 0.045, "return_pct": -0.162, "duration": ""}, {"time": "2026-08-06 09:00:00", "side": "BUY", "asset": "BTC", "size": 0.150498, "entry_px": 64860.8, "exit_px": 64589.35, "pnl_gross": -49.6197, "pnl_net": -58.3865, "fee": 8.766895, "fee_rate_pct": 0.045, "return_pct": -0.508, "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": "2026-07-30T01:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T02:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T03:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T04:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T05:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T06:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T07:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T08:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T09:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T10:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T11:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T12:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T13:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T14:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T15:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T16:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T17:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T18:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T19:00:00+00:00", "v": 10000.0}, {"t": "2026-07-30T20:00:00+00:00", "v": 9985.52}, {"t": "2026-07-30T21:00:00+00:00", "v": 9978.88}, {"t": "2026-07-30T22:00:00+00:00", "v": 9998.47}, {"t": "2026-07-30T23:00:00+00:00", "v": 9987.06}, {"t": "2026-07-31T00:00:00+00:00", "v": 9979.04}, {"t": "2026-07-31T01:00:00+00:00", "v": 9952.51}, {"t": "2026-07-31T02:00:00+00:00", "v": 9911.95}, {"t": "2026-07-31T03:00:00+00:00", "v": 9924.29}, {"t": "2026-07-31T04:00:00+00:00", "v": 9914.57}, {"t": "2026-07-31T05:00:00+00:00", "v": 9921.66}, {"t": "2026-07-31T06:00:00+00:00", "v": 9887.72}, {"t": "2026-07-31T07:00:00+00:00", "v": 9887.72}, {"t": "2026-07-31T08:00:00+00:00", "v": 9887.72}, {"t": "2026-07-31T09:00:00+00:00", "v": 9887.72}, {"t": "2026-07-31T10:00:00+00:00", "v": 9887.72}, {"t": "2026-07-31T11:00:00+00:00", "v": 9887.72}, {"t": "2026-07-31T12:00:00+00:00", "v": 9873.4}, {"t": "2026-07-31T13:00:00+00:00", "v": 9800.59}, {"t": "2026-07-31T14:00:00+00:00", "v": 9709.33}, {"t": "2026-07-31T15:00:00+00:00", "v": 9714.91}, {"t": "2026-07-31T16:00:00+00:00", "v": 9736.91}, {"t": "2026-07-31T17:00:00+00:00", "v": 9792.99}, {"t": "2026-07-31T18:00:00+00:00", "v": 9771.61}, {"t": 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"2026-08-06T15:00:00+00:00", "v": 9716.21}, {"t": "2026-08-06T16:00:00+00:00", "v": 9716.21}, {"t": "2026-08-06T17:00:00+00:00", "v": 9716.21}, {"t": "2026-08-06T18:00:00+00:00", "v": 9716.21}, {"t": "2026-08-06T19:00:00+00:00", "v": 9716.21}, {"t": "2026-08-06T20:00:00+00:00", "v": 9716.21}, {"t": "2026-08-06T21:00:00+00:00", "v": 9716.21}, {"t": "2026-08-06T22:00:00+00:00", "v": 9716.21}, {"t": "2026-08-06T23:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T00:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T01:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T02:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T03:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T04:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T05:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T06:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T07:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T08:00:00+00:00", "v": 9716.21}, {"t": "2026-08-07T09:00:00+00:00", "v": 9716.21}], "total_trades": 5, "generated_at": "2026-08-07T09:21:46.408464+00:00", "asset": "BTC"}
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