cache_db: /mnt/data/combined_cache_30s_ENA_2026-02-01_2026-03-01.db
live: true
portfolio:
  fee_rate: 0.0005
  initial_equity_per_leg: 100.0
  max_notional_frac: 1.0
  slippage_per_side: 0.0009380229915652661
  maker_fee_rate: 0.0002
source: api
strategy_class_long: strategies.cryptomine_pack_dual_full.CryptomineLongPackAdaptiveEven
strategy_class_short: strategies.cryptomine_pack_dual_full.CryptomineShortPackAdaptiveEven
strategy_params_long:
  autoMerge: 0.0
  baseOrderPctEq: 1.5
  blockDcaOnTpTouch: 0.0
  callbackPercent: 0.06
  dcaBlockCounterTrendGainAbs: 0.1
  drop1: 0.3
  drop2: 0.35
  drop3: 0.6
  drop4: 0.8
  drop5: 0.8
  entryTrendStrengthMin: 50.0
  equityForSizingUSDT: 208
  firstBuyQtyCoin: 0.09
  hardBreakevenDeleveragePct: 50
  linearDropPercent: 0.049615
  liveStartTime: 0.0
  marginCallLimit: 244.0
  maxFillsPerBar: 6.0
  maxLongInvestPct: 2.05
  maxOrdersPer3Min: 14.0
  maxSubSellsPerBar: 10.0
  minLongInvestPct: 0.5
  minOrderQtyCoin: 0.0
  minOrderUSDT: 2.0
  mult2: 1.2
  mult3: 1.0
  mult4: 1.5
  mult5: 3.5
  requireCloseAboveFullTP: 1.0
  requireCloseBelowDcaLevel: 1.0
  subSellCloseConfirmMode: breakeven
  subSellTPPercent: 0.53
  tpPercent: 0.34
  trendMaLen: 20.0
  trendMaTf: W
  trendScoreMaxPct: 85.0
  trendScoreMinPct: 35.0
  trendSlopeBars: 3.0
  trendSlopeLongBoundPct: 1.0
  trendSlopeShortBoundPct: -1.0
  useEquityPctBase: 1.0
  useHighLowTouch: 1.0
  useLiveSyncStart: 0.0
  useTrendAdaptiveSizing: 1.0
strategy_params_short:
  autoMerge: 0.0
  baseOrderPctEq: 1.388859
  blockDcaOnTpTouch: 0.0
  callbackPercent: 0.11
  dcaBlockCounterTrendGainAbs: 0.08
  entryTrendStrengthMin: 50.0
  equityForSizingUSDT: 214
  firstSellQtyCoin: 0.09
  hardBreakevenDeleveragePct: 50.0
  linearRisePercent: 0.208706
  liveStartTime: 0.0
  marginCallLimit: 244.0
  maxFillsPerBar: 6.0
  maxOrdersPer3Min: 14.0
  maxShortInvestPct: 1.95
  maxSubSellsPerBar: 10.0
  minOrderQtyCoin: 0.0
  minShortInvestPct: 0.5
  mult2: 2.272696
  mult3: 1.0
  mult4: 2.0
  mult5: 3.5
  requireCloseAboveDcaLevel: 0.0
  requireCloseBelowFullTP: 1.0
  rise1: 0.1
  rise2: 0.4
  rise3: 0.6
  rise4: 0.8
  rise5: 0.8
  subCoverCloseConfirmMode: breakeven
  subSellTPPercent: 0.62
  tpPercent: 0.23
  trendMaLen: 20.0
  trendMaTf: D
  trendScoreMaxPct: 85.0
  trendScoreMinPct: 35.0
  trendSlopeBars: 3.0
  trendSlopeLongBoundPct: 1.0
  trendSlopeShortBoundPct: -1.0
  useEquityPctBase: 1.0
  useHighLowTouch: 1.0
  useLiveSyncStart: 0.0
  useTrendAdaptiveSizing: 1.0
  minOrderUSDT: 2.0
timeframe: 0.5m
rollback_label: v21_strict_trend_stable_live_static9p38
backtest:
  use_live_sync: false
  primary_metric: total_pnl_mtm
  slippage:
    enabled: true
    mode: static
    static_bp: 9.380229915652661
    note: Fresh calibrated fallback from 668 live fill observations. Historical NPZ
      has no orderbook sweep columns, so use static 9.3802bp.
  stress_slippage_bp: 18.679372060351156
runner:
  debug_console: false
  debug_payload: false
  console:
    debug: false
    debug_payload: false
    error_summary: true
    error_details: false
  entry_open_order_type: limit
  entry_limit_post_only: true
  entry_limit_use_book_passive_price: true
  entry_limit_passive_ticks: 0
  entry_limit_ttl_sec: 2.0
  entry_limit_cancel_confirm_sec: 2.0
  entry_limit_fallback_to_market: true
  entry_limit_fallback_on_reject: true
  entry_limit_fallback_on_timeout: true
  slippage_calibration:
    enabled: true
    min_obs: 30
    window_obs: 500
    recency_hours: 72
    output_json: live_slippage_calibration.json
    suggested_yaml: backtest_slippage_suggestion.json
    volume_regime:
      enabled: true
      metric: quote_volume
      recent_bars: 60
      baseline_bars: 360
      shift_ratio: 2.0
backtester_file: backtester_dual_long_short_fast_pack_v2.py
