{
  "input_events": "DEX_DATA/aerodrome_slipstream/base_CHECK_USDC_2PCT_2026_02_05_v2/events_all.parquet",
  "out_dir": "DEX_REPORTS/aerodrome_check_2pct_quarter_fee_replay_v1",
  "rows_swaps": 133474,
  "initial_capital_usd": 1000.0,
  "fee_scenarios": [
    {
      "name": "metadata_0_2515",
      "rate": 0.002515,
      "pct": 0.2515
    },
    {
      "name": "label_2pct",
      "rate": 0.02,
      "pct": 2.0
    }
  ],
  "strategies": [
    {
      "name": "wide_80_5",
      "lower_pct": 80.0,
      "upper_pct": 5.0,
      "rebalance_hours": 0.0,
      "gas_per_rebalance_usd": 0.0,
      "swap_cost_bps": 0.0
    },
    {
      "name": "wide_60_5",
      "lower_pct": 60.0,
      "upper_pct": 5.0,
      "rebalance_hours": 0.0,
      "gas_per_rebalance_usd": 0.0,
      "swap_cost_bps": 0.0
    },
    {
      "name": "wide_50_10",
      "lower_pct": 50.0,
      "upper_pct": 10.0,
      "rebalance_hours": 0.0,
      "gas_per_rebalance_usd": 0.0,
      "swap_cost_bps": 0.0
    },
    {
      "name": "oleg_25_18",
      "lower_pct": 25.0,
      "upper_pct": 18.0,
      "rebalance_hours": 0.0,
      "gas_per_rebalance_usd": 0.0,
      "swap_cost_bps": 0.0
    },
    {
      "name": "adaptive_60_5_6h",
      "lower_pct": 60.0,
      "upper_pct": 5.0,
      "rebalance_hours": 6.0,
      "gas_per_rebalance_usd": 0.05,
      "swap_cost_bps": 5.0
    },
    {
      "name": "adaptive_80_5_12h",
      "lower_pct": 80.0,
      "upper_pct": 5.0,
      "rebalance_hours": 12.0,
      "gas_per_rebalance_usd": 0.05,
      "swap_cost_bps": 5.0
    }
  ],
  "plots": [
    "DEX_REPORTS/aerodrome_check_2pct_quarter_fee_replay_v1/plots/equity.png",
    "DEX_REPORTS/aerodrome_check_2pct_quarter_fee_replay_v1/plots/fees.png",
    "DEX_REPORTS/aerodrome_check_2pct_quarter_fee_replay_v1/plots/price.png",
    "DEX_REPORTS/aerodrome_check_2pct_quarter_fee_replay_v1/plots/return_by_run.png"
  ],
  "best_by_return": [
    {
      "strategy": "adaptive_60_5_6h",
      "fee_rate": 0.02,
      "fee_rate_pct": 2.0,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 38192.80824827903,
      "return_pct": 3719.280824827903,
      "mdd_pct": -34.91093352127368,
      "fees_usd": 289.87014007483833,
      "costs_usd": 1238.378550764314,
      "position_value_end_usd": 37902.93810820419,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 37528.79981381849,
      "time_in_range_pct": 82.40706055111858,
      "avg_liquidity_share_pct_when_in_range": 46.70094886051704,
      "rebalances": 337,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "label_2pct",
      "run_name": "label_2pct__adaptive_60_5_6h",
      "lower_pct": 60.0,
      "upper_pct": 5.0,
      "rebalance_hours": 6.0
    },
    {
      "strategy": "adaptive_80_5_12h",
      "fee_rate": 0.02,
      "fee_rate_pct": 2.0,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 17728.628941544026,
      "return_pct": 1672.8628941544027,
      "mdd_pct": -22.725736379885554,
      "fees_usd": 53.187500570456265,
      "costs_usd": 350.02675552793556,
      "position_value_end_usd": 17675.44144097357,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 17064.62050708349,
      "time_in_range_pct": 79.08506525615475,
      "avg_liquidity_share_pct_when_in_range": 24.559348753937428,
      "rebalances": 172,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "label_2pct",
      "run_name": "label_2pct__adaptive_80_5_12h",
      "lower_pct": 80.0,
      "upper_pct": 5.0,
      "rebalance_hours": 12.0
    },
    {
      "strategy": "wide_60_5",
      "fee_rate": 0.02,
      "fee_rate_pct": 2.0,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 5218.097705296798,
      "return_pct": 421.8097705296798,
      "mdd_pct": -24.948874352785346,
      "fees_usd": 4711.187547534167,
      "costs_usd": 0.0,
      "position_value_end_usd": 506.91015776263157,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 4554.089270836263,
      "time_in_range_pct": 75.07304793442918,
      "avg_liquidity_share_pct_when_in_range": 8.042443490912182,
      "rebalances": 0,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "label_2pct",
      "run_name": "label_2pct__wide_60_5",
      "lower_pct": 60.0,
      "upper_pct": 5.0,
      "rebalance_hours": 0.0
    },
    {
      "strategy": "wide_80_5",
      "fee_rate": 0.02,
      "fee_rate_pct": 2.0,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 5098.258735614697,
      "return_pct": 409.8258735614697,
      "mdd_pct": -21.040820666170845,
      "fees_usd": 4442.791901668571,
      "costs_usd": 0.0,
      "position_value_end_usd": 655.466833946126,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 4434.250301154161,
      "time_in_range_pct": 96.93723122106178,
      "avg_liquidity_share_pct_when_in_range": 6.294292979690258,
      "rebalances": 0,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "label_2pct",
      "run_name": "label_2pct__wide_80_5",
      "lower_pct": 80.0,
      "upper_pct": 5.0,
      "rebalance_hours": 0.0
    },
    {
      "strategy": "wide_50_10",
      "fee_rate": 0.02,
      "fee_rate_pct": 2.0,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 3990.5003551450864,
      "return_pct": 299.05003551450864,
      "mdd_pct": -25.68836797963424,
      "fees_usd": 3545.242684232966,
      "costs_usd": 0.0,
      "position_value_end_usd": 445.25767091212055,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 3326.4919206845507,
      "time_in_range_pct": 47.24365794087238,
      "avg_liquidity_share_pct_when_in_range": 8.221117349428672,
      "rebalances": 0,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "label_2pct",
      "run_name": "label_2pct__wide_50_10",
      "lower_pct": 50.0,
      "upper_pct": 10.0,
      "rebalance_hours": 0.0
    },
    {
      "strategy": "oleg_25_18",
      "fee_rate": 0.02,
      "fee_rate_pct": 2.0,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 1528.565127572328,
      "return_pct": 52.8565127572328,
      "mdd_pct": -43.941612034052845,
      "fees_usd": 1168.6904360423605,
      "costs_usd": 0.0,
      "position_value_end_usd": 359.87469152996766,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 864.5566931117924,
      "time_in_range_pct": 18.626099465064357,
      "avg_liquidity_share_pct_when_in_range": 3.199498734484538,
      "rebalances": 0,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "label_2pct",
      "run_name": "label_2pct__oleg_25_18",
      "lower_pct": 25.0,
      "upper_pct": 18.0,
      "rebalance_hours": 0.0
    },
    {
      "strategy": "wide_80_5",
      "fee_rate": 0.002515,
      "fee_rate_pct": 0.2515,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 1214.1479155809632,
      "return_pct": 21.41479155809631,
      "mdd_pct": -41.774024511951524,
      "fees_usd": 558.6810816348371,
      "costs_usd": 0.0,
      "position_value_end_usd": 655.466833946126,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 550.1394811204275,
      "time_in_range_pct": 96.93723122106178,
      "avg_liquidity_share_pct_when_in_range": 6.294292979690258,
      "rebalances": 0,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "metadata_0_2515",
      "run_name": "metadata_0_2515__wide_80_5",
      "lower_pct": 80.0,
      "upper_pct": 5.0,
      "rebalance_hours": 0.0
    },
    {
      "strategy": "wide_60_5",
      "fee_rate": 0.002515,
      "fee_rate_pct": 0.2515,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 1099.3419918650316,
      "return_pct": 9.934199186503157,
      "mdd_pct": -52.60755563302419,
      "fees_usd": 592.4318341023999,
      "costs_usd": 0.0,
      "position_value_end_usd": 506.91015776263157,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 435.3335574044959,
      "time_in_range_pct": 75.07304793442918,
      "avg_liquidity_share_pct_when_in_range": 8.042443490912182,
      "rebalances": 0,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "metadata_0_2515",
      "run_name": "metadata_0_2515__wide_60_5",
      "lower_pct": 60.0,
      "upper_pct": 5.0,
      "rebalance_hours": 0.0
    },
    {
      "strategy": "adaptive_60_5_6h",
      "fee_rate": 0.002515,
      "fee_rate_pct": 0.2515,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 1053.3836483556017,
      "return_pct": 5.338364835560183,
      "mdd_pct": -48.89003787349265,
      "fees_usd": 1.0444374607451632,
      "costs_usd": 168.30915886937407,
      "position_value_end_usd": 1052.3392108948565,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 389.37521389506605,
      "time_in_range_pct": 82.40706055111858,
      "avg_liquidity_share_pct_when_in_range": 9.545391357644247,
      "rebalances": 337,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "metadata_0_2515",
      "run_name": "metadata_0_2515__adaptive_60_5_6h",
      "lower_pct": 60.0,
      "upper_pct": 5.0,
      "rebalance_hours": 6.0
    },
    {
      "strategy": "adaptive_80_5_12h",
      "fee_rate": 0.002515,
      "fee_rate_pct": 0.2515,
      "initial_capital_usd": 1000.0,
      "equity_end_usd": 1031.0851453876996,
      "return_pct": 3.1085145387699686,
      "mdd_pct": -35.53259362133298,
      "fees_usd": 0.39001160726435585,
      "costs_usd": 87.9991384047947,
      "position_value_end_usd": 1030.6951337804353,
      "hodl50_end_usd": 664.0084344605357,
      "hodl50_return_pct": -33.59915655394643,
      "vs_hodl50_usd": 367.07671092716396,
      "time_in_range_pct": 79.08506525615475,
      "avg_liquidity_share_pct_when_in_range": 7.620509561966915,
      "rebalances": 172,
      "days": 88.99511574074074,
      "price_first": 0.07522207443919386,
      "price_last": 0.02467410933129213,
      "price_return_pct": -67.19831310789286,
      "fee_scenario": "metadata_0_2515",
      "run_name": "metadata_0_2515__adaptive_80_5_12h",
      "lower_pct": 80.0,
      "upper_pct": 5.0,
      "rebalance_hours": 12.0
    }
  ],
  "warning": "MVP fee replay. Uses Swap.liquidity for active liquidity and fixed fee-rate scenarios. Does not yet reconstruct feeGrowthInside."
}