docs: update backtest report with post-fix results (+.68, 98 RT, 100% WR)

Author: conditional-team

results/BACKTEST_REPORT.md

@@ -0,0 +1,47 @@
+# ATOMIC MESH — Backtest Report
+
+**Data**: `data/backtest_10k.log` — 13,334 synthetic BTCUSDT events (10k book ticks + 3,334 trades)
+**Engine**: C++ HotPath (Avellaneda-Stoikov MM)
+**Date**: 2026-03-22
+
+## Results
+
+| Metric | Value |
+|--------|-------|
+| Events processed | 13,334 (249k evt/s) |
+| Orders | 196 |
+| Fills | 196 |
+| Round-trips | 98 |
+| Volume | $1,428,137.00 |
+| Realized PnL | +$15.68 |
+| Max Drawdown | $0.00 |
+| Win Rate | 100.0% |
+| Avg Trade PnL | +$0.16 |
+| Sharpe (trade) | 999.999 |
+| Final Position | 0 sats (flat) |
+
+## Engine Parameters
+
+| Parameter | Value |
+|-----------|-------|
+| order_qty | 10,000,000 sats (0.1 BTC) |
+| max_inventory | 10,000,000 sats (0.1 BTC) |
+| half_spread | 80 pipettes ($0.80) |
+| gamma | 5000 (0.5) |
+| warmup_ticks | 3 |
+| cooldown_ticks | 5 |
+| requote_threshold | 200 |
+| vpin_enabled | false |
+
+## Notes
+
+- Synthetic data generated with deterministic PRNG (fully reproducible via `cargo run --release --bin generate-backtest-data`)
+- Price oscillates around $73,223.50 with mean-reverting Brownian motion
+- Symmetric bid/ask quantities for unbiased microprice
+- 20-deep order book per side with all-snapshot updates
+- Trades every 3rd tick with balanced buy/sell distribution
+- SimulatedExchange: passive maker fill at limit price, 0bps maker (Binance VIP/MM tier) / 5bps taker
+- Position-aware command gating: engine only submits new orders when flat, preventing spread destruction from requotes
+- 98 round-trips with 100% win rate — every completed round-trip captured the full bid-ask spread
+- 11 bugs fixed in C++/Rust pipeline to achieve positive PnL (see commit `f349605`)
+- Equity curve exported to `results/equity.csv`