colachenkc/Dynamic-Grid-Trading — reverse-engineered prompt

Build me a simple Python project that recreates the Dynamic Grid Trading strategy from the paper about dynamic grid resets for crypto trading. I want to be able to pull minute level candlestick data for BTC and ETH, set a time range and a few grid parameters in one config file, then run a backtest from the project root and see how the strategy performs.

The main thing is that it should model both regular static grid trading and the dynamic version that resets the grid when price breaks the range, then compare those results against buy and hold. Please calculate useful metrics like returns or IRR and max drawdown, and make the code easy to tweak for grid size, number of grid levels, trading fee, and principal per grid. Include a small sample setup that matches the README example and make sure the scripts are runnable end to end. If anything from the paper is unclear, look up the paper and current docs online and implement the closest faithful version.