[cmd] python3 backtester_dual_long_short_fast_pack_v2.py --cfg /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/fca57964-143d-4a3a-ae7a-f5f688abc500/cfg_merged.yaml --limit-bars 500000 --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/fca57964-143d-4a3a-ae7a-f5f688abc500 --export-curves /var/www/vps2.happyuser.info/top/top_1/UI/data/runs/fca57964-143d-4a3a-ae7a-f5f688abc500/curves.csv { "equity_start_total": 200.0, "equity_end_realized_total": 418.99946302712044, "equity_end_mtm_total": 328.5552342148185, "equity_end_realized_long": 297.403315622331, "equity_end_realized_short": 121.59614740478038, "realized_pnl_long": 197.40331562233095, "realized_pnl_short": 21.596147404780385, "realized_pnl_total": 218.99946302712044, "unrealized_pnl_long": -79.64032066261272, "unrealized_pnl_short": -10.803908149689253, "unrealized_pnl_total": -90.44422881230197, "total_pnl_mtm": 128.55523421481848, "total_pnl": 128.55523421481848, "return_mtm_pct_on_start": 64.27761710740924, "terminal_unrealized_to_realized_ratio": -0.4129883587938366, "final_mark_px": 0.009508, "trades_long": 4869, "trades_short": 2714, "trades_total": 7583, "win_rate_long_%": 64.83877592934894, "win_rate_short_%": 44.80471628592483, "mdd_mtm_frac": -0.24087926368998253, "mdd_mtm_%": -24.087926368998254, "mdd_realized_frac": -0.02459106096852711, "mdd_realized_%": -2.459106096852711, "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": 2442, "open_short": 972, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 2441, "close_short": 971, "partial_long": 2428, "partial_short": 1743, "dca_long": 4413, "dca_short": 1930, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 3412, "Sub-sell last lot": 2428, "Sub-cover last lot": 1743 }, "close_reason_counts_debug_enabled": false, "total_order_events": 17340, "elapsed_sec": 22.746948719024658, "curves_csv": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/fca57964-143d-4a3a-ae7a-f5f688abc500/curves.csv", "plots_dir": "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/fca57964-143d-4a3a-ae7a-f5f688abc500", "plots": [ "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/fca57964-143d-4a3a-ae7a-f5f688abc500/dual_realized_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/fca57964-143d-4a3a-ae7a-f5f688abc500/dual_mtm_pnl.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/fca57964-143d-4a3a-ae7a-f5f688abc500/dual_pnl_panels_all.png", "/var/www/vps2.happyuser.info/top/top_1/UI/data/runs/fca57964-143d-4a3a-ae7a-f5f688abc500/dual_margin_call_excess.png" ] }