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Tick={ts:number,rem:number,u:number,d:number,old:number,twap:number,top:number,imb:number,al?:'Up'|'Down'};type Ev={asset:string,event:string,ticks:Tick[],out?:'UP'|'DOWN'};\nconst specs=[['BTC','old','https://site6666.easycryptofiat.com/jjo3-fetch.log.old'],['BTC','current','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH','old','https://site7777.easycryptofiat.com/jjo4-fetch.log.old'],['ETH','current','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['SOL','old','https://site8888.easycryptofiat.com/jjo5-fetch.log.old'],['SOL','current','https://site8888.easycryptofiat.com/jjo5-fetch.log']] as const;const M=new Map();function n(l:string,k:string){const m=l.match(new RegExp(k+'=([+-]?(?:\\\\d+(?:\\\\.\\\\d+)?|\\\\.\\\\d+))'));return m?+m[1]:NaN;}\nfor(const [asset,src,url] of specs){const r=await fetch(url,{headers:{'cache-control':'no-cache'}});if(!r.body)continue;const d=new TextDecoder();let b='';for await(const ch of r.body){b+=d.decode(ch,{stream:true});const ps=b.split('\\n');b=ps.pop()??'';for(const l of ps){const tm=l.match(/^(\\d{4}-\\d\\d-\\d\\dT[^Z]+Z)/);if(!tm)continue;const ts=Date.parse(tm[1])/1000;if(l.includes('[BSPS_TICK]')){const em=l.match(/event=([^ ]+)/),u=l.match(/book=U\\[([\\d.]+)\\]/)?.[1],dd=l.match(/\\/D\\[([\\d.]+)\\]/)?.[1];if(!em||!u||!dd)continue;const rem=n(l,'rem_s'),old=n(l,'old_d2s'),twap=n(l,'twap_d2s'),top=n(l,'top10w'),imb=n(l,'imb_delta');let al:any;if(Math.abs(old)>=.01&&Math.abs(twap)>=.01){if(old>0&&twap>0)al='Up';else if(old<0&&twap<0)al='Down';}const k=asset+'|'+em[1],v=M.get(k)||{asset,event:em[1],ticks:[]};v.ticks.push({ts,rem,u:+u,d:+dd,old,twap,top,imb,al});M.set(k,v);}else if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){const m=l.match(/event=([^ ]+).*outcome=(UP|DOWN)/);if(m){const k=asset+'|'+m[1],v=M.get(k)||{asset,event:m[1],ticks:[]};v.out=m[2] as any;M.set(k,v);}}}}}for(const v of M.values())v.ticks.sort((a,b)=>a.ts-b.ts);\nconst fee=.07,target=.97;const eff=(p:number)=>p/(1-fee*(1-p));const complete=[...M.values()].filter(v=>v.out&&v.ticks.length&&Math.max(...v.ticks.map(t=>t.rem))>=290&&Math.min(...v.ticks.map(t=>t.rem))<=10);\nfunction qside(t:Tick,topMin=.30,imbMin=.08){if(t.top>=topMin&&t.imb>=imbMin)return 'Up';if(t.top<=-topMin&&t.imb<=-imbMin)return 'Down';return undefined;}\nfunction seg(hi:number,loRem:number,plo=.50,phi=.90,topMin=.30,imbMin=.08,slip=0){const R:any[]=[];for(const v of complete){let s:any=null,idx=-1,side:any=null;for(let i=0;iloRem&&sd&&sd===t.al&&ask>=plo&&ask<=phi){s=t;side=sd;idx=i;break;}}if(!s)continue;const rawAsk=side==='Up'?s.u:s.d,seedP=Math.min(.999,rawAsk+slip),c1=eff(seedP);let pc:any=null,delay:any=null;for(let i=idx;ix.paired),f=r.filter(x=>!x.paired&&!x.win),uw=r.filter(x=>!x.paired&&x.win);const locked=p.reduce((s,x)=>s+x.pnl,0),failLoss=f.reduce((s,x)=>s+x.pnl,0),total=r.reduce((s,x)=>s+x.pnl,0);return {n:r.length,wins:r.filter(x=>x.win).length,hit:r.length?+(r.filter(x=>x.win).length/r.length).toFixed(3):0,pairs:p.length,pairRate:r.length?+(p.length/r.length).toFixed(3):0,fails:f.length,unpairedWins:uw.length,pnl:+total.toFixed(2),locked:+locked.toFixed(2),failLoss:+failLoss.toFixed(2),pairCore:+(locked+failLoss).toFixed(2),fallback:+(total-locked-failLoss).toFixed(2),avgSeed:r.length?+(r.reduce((s,x)=>s+x.rawAsk,0)/r.length).toFixed(3):null};}\nfunction scaleFixed(r:any[],q:number){return r.map(x=>({...x,pnl:x.pnl*(q/20),q}));}\nconst riskCap=20*eff(.90);function scaleRisk(r:any[],mult=1){return r.map(x=>{const q=(riskCap*mult)/x.c1;return {...x,q,pnl:x.pnl*(q/20)};});}\nconsole.log('COMPLETE '+complete.length+' fee='+fee+' riskCap='+riskCap.toFixed(6));\nfor(const hi of [300,240,180,120,90,60])console.log('WINDOW T-'+hi+' '+JSON.stringify(A(seg(hi,2,.50,.90))));\nfor(const [hi,lo] of [[300,240],[240,180],[180,120],[120,90],[90,60],[60,45],[45,30],[30,15],[15,2]] as 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