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ftdt-quant-lab/backtests/results/mean_rev_20260804-071501.json
T
ramseshk ecfdd56d8f Add fee-toggle for backtests, CSV trade download, fee simulation in runner 
Backtest runner: added per-trade fee simulation (maker 2bps, taker 5bps).
Each trade now records pnl_gross, pnl_net, and fee. New --no-fees flag
excludes fees from PnL. Output includes pnl_gross/pnl_gross_pct and
fees_total alongside existing pnl (net). Regenerated all 12 backtests.

Server: added /api/backtest/{name}/csv endpoint — returns trades as CSV
with columns time,side,size,price,pnl_gross,pnl_net,fee.
Content-Disposition: attachment triggers browser download.

Dashboard: added "Inc. fees" checkbox toggle in backtest detail panel.
Unchecking shows gross PnL (before fees). "↓ CSV" button downloads
the trade history. Both hidden when detail is closed.
2026-08-04 07:16:41 +00:00

3809 lines
70 KiB
JSON
Raw Blame History

{
"strategy": "Mean Reversion",
"strategy_key": "mean_rev",
"description": "VWAP deviation \u2014 oscillates around fair value",
"allocation": 100.0,
"start_time": "2026-07-05T07:15:01.591260",
"end_time": "2026-08-04T06:15:01.591260",
"start_equity": 100.0,
"end_equity": 71.6644,
"pnl": -28.3633,
"pnl_pct": -28.3633,
"pnl_gross": -8.4639,
"pnl_gross_pct": -8.4639,
"fees_total": 19.8993,
"fee_model": "taker",
"ann_return_pct": -340.36,
"sharpe": -5.1228,
"sortino": -6.5826,
"max_dd": 0.09,
"max_dd_pct": 9.0,
"win_rate": 0.0,
"total_trades": 249,
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}
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