[cmd] python3 backtester_dual_long_short_fast_pack_v2.py --cfg /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e993607a-ac95-40c0-a7d5-7c3e005e289c/cfg_merged.yaml --limit-bars 500 --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/e993607a-ac95-40c0-a7d5-7c3e005e289c --export-curves /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e993607a-ac95-40c0-a7d5-7c3e005e289c/curves.csv { "equity_start_total": 200.0, "equity_end_realized_total": 200.05776664549327, "equity_end_mtm_total": 199.8264808105604, "equity_end_realized_long": 100.14471709492392, "equity_end_realized_short": 99.91304955056934, "realized_pnl_long": 0.1447170949239178, "realized_pnl_short": -0.086950449430656, "realized_pnl_total": 0.057766645493261784, "unrealized_pnl_long": -0.030997347936652986, "unrealized_pnl_short": -0.20028848699620916, "unrealized_pnl_total": -0.23128583493286214, "total_pnl_mtm": -0.17351918943960037, "total_pnl": -0.17351918943960037, "return_mtm_pct_on_start": -0.08675959471980019, "terminal_unrealized_to_realized_ratio": -4.00379549405964, "final_mark_px": 0.10354, "trades_long": 4, "trades_short": 11, "trades_total": 15, "win_rate_long_%": 100.0, "win_rate_short_%": 54.54545454545455, "mdd_mtm_frac": -0.0014078673368226353, "mdd_mtm_%": -0.14078673368226352, "mdd_realized_frac": -0.0003858305420171716, "mdd_realized_%": -0.038583054201717155, "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": 5, "open_short": 7, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 4, "close_short": 6, "partial_long": 0, "partial_short": 5, "dca_long": 11, "dca_short": 5, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 10, "Sub-cover last lot": 5 }, "close_reason_counts_debug_enabled": false, "total_order_events": 43, "elapsed_sec": 1.1183271408081055, "curves_csv": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e993607a-ac95-40c0-a7d5-7c3e005e289c/curves.csv", "plots_dir": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e993607a-ac95-40c0-a7d5-7c3e005e289c", "plots": [ "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e993607a-ac95-40c0-a7d5-7c3e005e289c/dual_realized_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e993607a-ac95-40c0-a7d5-7c3e005e289c/dual_mtm_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e993607a-ac95-40c0-a7d5-7c3e005e289c/dual_pnl_panels_all.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/e993607a-ac95-40c0-a7d5-7c3e005e289c/dual_margin_call_excess.png" ] }