[cmd] python3 backtester_dual_long_short_fast_pack_v2.py --cfg /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6/cfg_merged.yaml --limit-bars 500 --npz /var/www/vps2.happyuser.info/top/top_1/DB/fast_cache_1m_freedommoney_1y_bingx.npz --plots /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6 --export-curves /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6/curves.csv { "equity_start_total": 200.0, "equity_end_realized_total": 201.0662152672016, "equity_end_mtm_total": 201.0287908555938, "equity_end_realized_long": 100.21247706953096, "equity_end_realized_short": 100.85373819767065, "realized_pnl_long": 0.21247706953096834, "realized_pnl_short": 0.8537381976706494, "realized_pnl_total": 1.0662152672016172, "unrealized_pnl_long": -0.0712302178075408, "unrealized_pnl_short": 0.03380580619972129, "unrealized_pnl_total": -0.03742441160781951, "total_pnl_mtm": 1.0287908555937977, "total_pnl": 1.0287908555937977, "return_mtm_pct_on_start": 0.5143954277968988, "terminal_unrealized_to_realized_ratio": -0.035100239847477906, "final_mark_px": 0.009508, "trades_long": 28, "trades_short": 21, "trades_total": 49, "win_rate_long_%": 82.14285714285714, "win_rate_short_%": 76.19047619047619, "mdd_mtm_frac": -0.0017188902535022036, "mdd_mtm_%": -0.17188902535022035, "mdd_realized_frac": -0.00019156150007580984, "mdd_realized_%": -0.019156150007580985, "margin_call_events_total": 0, "bars_in_margin_call": 0, "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": 16, "open_short": 22, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 15, "close_short": 21, "partial_long": 13, "partial_short": 0, "dca_long": 40, "dca_short": 26, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 36, "Sub-sell last lot": 13 }, "close_reason_counts_debug_enabled": false, "total_order_events": 153, "elapsed_sec": 0.16343903541564941, "curves_csv": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6/curves.csv", "plots_dir": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6", "plots": [ "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6/dual_realized_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6/dual_mtm_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6/dual_pnl_panels_all.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/3e7c9039-41c4-4cb5-baf0-728c9a6cc7f6/dual_margin_call_excess.png" ] }