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ftdt-quant-lab/backtests/results/deep_lob_20260804-065956.json
T
ramseshk e4de21192a Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard 
Backtest detail: openDetail() now fetches full backtest JSON from the API
instead of showing "Full trade data not in summary". Renders equity curve
chart + full trade history table with 100 rows.

Backtest reproducibility: replaced hash(key) with fixed per-strategy seeds.
Python's hash() is randomized per process (PYTHONHASHSEED), causing wildly
different results for same strategy across runs. Now deterministic.

Server: added total_trades and sortino to /api/backtests summary response.

Paper trader: fixed Avellaneda-Stoikov simulate using TAKER_FEE instead of
MAKER_FEE. Lowered OBI signal threshold from 5bps to 1.5bps for flat markets.

Live node: added None-guard in get_mark_prices — Hyperliquid testnet API
sometimes returns null, crashing the node. Wrapped in try/except.
2026-08-04 07:07:15 +00:00

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{
"strategy": "Deep LOB",
"strategy_key": "deep_lob",
"description": "Orderbook depth analysis \u2014 wall detection, thin-side prediction",
"allocation": 100.0,
"start_time": "2026-07-05T06:59:56.041838",
"end_time": "2026-08-04T05:59:56.041838",
"start_equity": 100.0,
"end_equity": 94.6048,
"pnl": -5.3952,
"pnl_pct": -5.3952,
"ann_return_pct": -64.74,
"sharpe": -4.2282,
"sortino": -6.3932,
"max_dd": 0.082,
"max_dd_pct": 8.2,
"win_rate": 0.4796,
"total_trades": 221,
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