[cmd] python3 backtester_dual_long_short_fast_pack_v2.py --cfg /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89/cfg_merged.yaml --limit-bars 50000 --npz /var/www/vps2.happyuser.info/top/top_1/DB/fast_cache_1m_freedommoney_1y_bingx.npz --symbol FREEDOMMONEY/USDT:USDT --plots /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89 --export-curves /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89/curves.csv { "equity_start_total": 200.0, "equity_end_realized_total": 228.04357451101987, "equity_end_mtm_total": 137.59934569871962, "equity_end_realized_long": 114.68008567019092, "equity_end_realized_short": 113.36348884082913, "realized_pnl_long": 14.680085670190925, "realized_pnl_short": 13.36348884082914, "realized_pnl_total": 28.04357451101986, "unrealized_pnl_long": -79.64032066261097, "unrealized_pnl_short": -10.80390814968925, "unrealized_pnl_total": -90.44422881230022, "total_pnl_mtm": -62.40065430128037, "total_pnl": -62.40065430128037, "return_mtm_pct_on_start": -31.20032715064018, "terminal_unrealized_to_realized_ratio": -3.2251319736989923, "final_mark_px": 0.009508, "trades_long": 236, "trades_short": 3024, "trades_total": 3260, "win_rate_long_%": 70.76271186440678, "win_rate_short_%": 49.70238095238095, "mdd_mtm_frac": -0.48060473750166316, "mdd_mtm_%": -48.06047375016632, "mdd_realized_frac": -0.02715615167681068, "mdd_realized_%": -2.715615167681068, "margin_call_events_total": 245, "bars_in_margin_call": 24421, "dynamic_slippage_model": { "kind": "constant", "base_bp": 9.380229915652661 }, "backtest_use_live_sync": false, "backtest_fast_time_rows": false, "backtest_manage_snapshots": false, "backtest_slippage_config": { "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." }, "maker_fee_rate": 0.0002, "warmup_bars_seen": 0, "trade_start_ts_s": null, "order_event_counts": { "open_long": 116, "open_short": 1055, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 115, "close_short": 1054, "partial_long": 121, "partial_short": 1970, "dca_long": 204, "dca_short": 2069, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 1169, "Sub-cover last lot": 1970, "Sub-sell last lot": 121 }, "close_reason_counts_debug_enabled": false, "total_order_events": 6704, "elapsed_sec": 10.332195281982422, "curves_csv": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89/curves.csv", "plots_dir": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89", "plots": [ "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89/dual_realized_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89/dual_mtm_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89/dual_pnl_panels_all.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/15c7b412-671c-48fb-9ba4-dac9192fde89/dual_margin_call_excess.png" ] }