ramseshk f7f47b5484 Fix Kalman Pairs historical backtest: real BTC/ETH pair data ...

Root cause: Kalman filter needs a cointegrated pair, but the
historical runner was feeding it synthetic noise (close vs SMA).
The Kalman filter found no mean-reverting spread, producing 0 signals.

Fix: Intercept kalman_pairs in main(), fetch real ETH candles,
run the full backtest_kalman_pairs() with BTC/ETH or X/ETH data.

Results (30-day, 720h candles, BTC/ETH pair):
  BTC: 35 trades, -0.36% PnL
  ETH: 34 trades, -0.01% PnL  (ETH/BTC pair)
  HYPE: 27 trades, -0.00% PnL (HYPE/BTC pair)
  VVV: 33 trades, -0.01% PnL  (VVV/BTC pair)

Total: 32 historical backtests (8 strategies x 4 coins)

2026-08-05 07:32:41 +00:00

..

historical

Fix Kalman Pairs historical backtest: real BTC/ETH pair data

2026-08-05 07:32:41 +00:00

avellaneda_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

avellaneda_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

avellaneda_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

avellaneda_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

avellaneda_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

avellaneda_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

cartea_20260804-061758.json

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

cartea_20260804-064247.json

Fix backtest tab: match API field names pnl_pct, max_dd

2026-08-04 06:42:47 +00:00

cartea_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

cartea_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

cartea_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

deep_lob_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

deep_lob_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

deep_lob_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

deep_lob_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

funding_arb_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

funding_arb_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

funding_arb_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

funding_arb_20260804-065955.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

funding_arb_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

funding_arb_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

gueant_20260804-061758.json

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

gueant_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

gueant_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

gueant_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

hawkes_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

hawkes_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

hawkes_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

hawkes_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

iceberg_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

iceberg_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

iceberg_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

iceberg_20260804-065955.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

iceberg_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

iceberg_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

mean_rev_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

mean_rev_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

mean_rev_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

mean_rev_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

mean_rev_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

momentum_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

momentum_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

momentum_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

momentum_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

momentum_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

ofi_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

ofi_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

ofi_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

ofi_20260804-065955.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

ofi_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

ofi_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

pairs_20260804-031042.json

Verbose dashboard with backtesting tab and per-strategy 100 USDC allocation

2026-08-04 03:12:21 +00:00

pairs_20260804-041035.json

Tight quoting at best bid/ask + post-only fallback + 7-strategy backtests

2026-08-04 04:13:04 +00:00

pairs_20260804-060833.json

Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

2026-08-04 06:12:35 +00:00

pairs_20260804-065955.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

pairs_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

pairs_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00

queue_imb_20260804-061758.json

Cartea-Jaimungal, Queue Imbalance, Guéant MM: 3 new quant finance strategies + backtests

2026-08-04 06:19:19 +00:00

queue_imb_20260804-065956.json

Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

2026-08-04 07:07:15 +00:00

queue_imb_20260804-071501.json

Add fee-toggle for backtests, CSV trade download, fee simulation in runner

2026-08-04 07:16:41 +00:00

queue_imb_20260804-072448.json

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00