[cmd] python3 backtester_dual_long_short_fast_pack_v2.py --cfg /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e8ec13d4-b9a0-4e85-81da-6c607aaa6234/cfg_merged.yaml --limit-bars 5000 --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/e8ec13d4-b9a0-4e85-81da-6c607aaa6234 --export-curves /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e8ec13d4-b9a0-4e85-81da-6c607aaa6234/curves.csv { "equity_start_total": 200.0, "equity_end_realized_total": 202.0642390654988, "equity_end_mtm_total": 202.026814653891, "equity_end_realized_long": 102.83789665515974, "equity_end_realized_short": 99.22634241033907, "realized_pnl_long": 2.837896655159732, "realized_pnl_short": -0.7736575896609227, "realized_pnl_total": 2.064239065498798, "unrealized_pnl_long": -0.07123021780751415, "unrealized_pnl_short": 0.03380580619971063, "unrealized_pnl_total": -0.03742441160780352, "total_pnl_mtm": 2.0268146538909946, "total_pnl": 2.0268146538909946, "return_mtm_pct_on_start": 1.0134073269454973, "terminal_unrealized_to_realized_ratio": -0.01812988245078114, "final_mark_px": 0.009508, "trades_long": 283, "trades_short": 402, "trades_total": 685, "win_rate_long_%": 77.03180212014134, "win_rate_short_%": 49.004975124378106, "mdd_mtm_frac": -0.0521246829228583, "mdd_mtm_%": -5.2124682922858305, "mdd_realized_frac": -0.0056823419491131445, "mdd_realized_%": -0.5682341949113144, "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": 173, "open_short": 101, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 172, "close_short": 100, "partial_long": 111, "partial_short": 302, "dca_long": 250, "dca_short": 257, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 272, "Sub-sell last lot": 111, "Sub-cover last lot": 302 }, "close_reason_counts_debug_enabled": false, "total_order_events": 1466, "elapsed_sec": 1.0312325954437256, "curves_csv": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e8ec13d4-b9a0-4e85-81da-6c607aaa6234/curves.csv", "plots_dir": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e8ec13d4-b9a0-4e85-81da-6c607aaa6234", "plots": [ "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e8ec13d4-b9a0-4e85-81da-6c607aaa6234/dual_realized_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e8ec13d4-b9a0-4e85-81da-6c607aaa6234/dual_mtm_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e8ec13d4-b9a0-4e85-81da-6c607aaa6234/dual_pnl_panels_all.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e8ec13d4-b9a0-4e85-81da-6c607aaa6234/dual_margin_call_excess.png" ] }