[cmd] python3 backtester_dual_long_short_fast_pack_v2.py --cfg /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8/cfg_merged.yaml --limit-bars 50000 --npz /var/www/vps2.happyuser.info/top/top_1/DB/ena_ohlcv_30s_1y_from_ticks_compat_np1.npz --plots /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8 --export-curves /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8/curves.csv { "equity_start_total": 200.0, "equity_end_realized_total": 203.8286128088323, "equity_end_mtm_total": 190.10430036495566, "equity_end_realized_long": 101.15873508098953, "equity_end_realized_short": 102.66987772784277, "realized_pnl_long": 1.1587350809895303, "realized_pnl_short": 2.6698777278427723, "realized_pnl_total": 3.828612808832295, "unrealized_pnl_long": -12.478857290626578, "unrealized_pnl_short": -1.2454551532500524, "unrealized_pnl_total": -13.72431244387663, "total_pnl_mtm": -9.895699635044336, "total_pnl": -9.895699635044336, "return_mtm_pct_on_start": -4.947849817522168, "terminal_unrealized_to_realized_ratio": -3.5846697300431556, "final_mark_px": 0.10354, "trades_long": 194, "trades_short": 458, "trades_total": 652, "win_rate_long_%": 85.56701030927834, "win_rate_short_%": 83.62445414847161, "mdd_mtm_frac": -0.08979180944754914, "mdd_mtm_%": -8.979180944754914, "mdd_realized_frac": -0.0014726500433440762, "mdd_realized_%": -0.14726500433440762, "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": 0.0005, "warmup_bars_seen": 0, "trade_start_ts_s": null, "order_event_counts": { "open_long": 56, "open_short": 99, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 55, "close_short": 98, "partial_long": 139, "partial_short": 360, "dca_long": 148, "dca_short": 422, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 153, "Sub-sell last lot": 139, "Sub-cover last lot": 360 }, "close_reason_counts_debug_enabled": false, "total_order_events": 1377, "elapsed_sec": 5.039271593093872, "curves_csv": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8/curves.csv", "plots_dir": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8", "plots": [ "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8/dual_realized_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8/dual_mtm_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8/dual_pnl_panels_all.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/61d2d480-c51d-4ece-bda9-2c6c1dca7fa8/dual_margin_call_excess.png" ] }