[cfg] npz=DB/fast_cache_1m_freedommoney_1y_bingx.npz symbol=FREEDOMMONEY/USDT:USDT jobs=1 limit_bars=0 score_mode=mtm [baseline] {"score": 44994.98048172638, "mtm": 128.55523421481848, "realized": 218.99946302712044, "mdd_mtm_%": -24.087926368998254, "trades": 7583, "elapsed_sec": 17.267659664154053, "load_elapsed_sec": 0.06381797790527344} [rays] stage=1 candidates=10 best_value=0.27 score=46920.645880951415 mtm=132.50442708900374 realized=222.94865590130496 stage_sec=207.56 [rays] stage=2 candidates=10 best_value=0.21000000000000002 score=47470.97114664002 mtm=133.5724303140928 realized=224.0166591263939 stage_sec=227.78 [rays] stage=3 candidates=9 best_value=0.47 score=49889.23035215631 mtm=138.66064708103988 realized=229.10487589334107 stage_sec=163.27 [rays] stage=4 candidates=9 best_value=0.43000000000000005 score=55809.46210775664 mtm=151.9840422519519 realized=239.64951391015595 stage_sec=156.39 [rays] stage=5 candidates=8 best_value=0.05 score=60118.090836467265 mtm=160.74332184173258 realized=248.40879349993602 stage_sec=135.99 [rays] stage=6 candidates=8 best_value=0.0625 score=60118.090836467265 mtm=160.74332184173258 realized=248.40879349993602 stage_sec=129.59 [rays] stage=7 candidates=9 best_value=-0.008385 score=87192.96979421872 mtm=213.9834057045683 realized=306.6932904703238 stage_sec=146.48 [rays] stage=8 candidates=10 best_value=0.198706 score=87192.96979421872 mtm=213.9834057045683 realized=306.6932904703238 stage_sec=167.78 [rays] stage=9 candidates=8 best_value=2.75 score=95078.41542608922 mtm=233.62488611460637 realized=333.32962602110877 stage_sec=141.12 [rays] stage=10 candidates=8 best_value=0.7 score=95078.41542608922 mtm=233.62488611460637 realized=333.32962602110877 stage_sec=135.69 [grid] stage=11 candidates=81 best_value=0.29|0.5|0.0575|-0.016385 score=122617.10572624118 mtm=288.52301635768765 realized=388.22775626418985 stage_sec=1350.57 [grid] stage=12 candidates=81 best_value=0.21000000000000002|0.43000000000000005|0.0625|0.198706 score=122617.10572624118 mtm=288.52301635768765 realized=388.22775626418985 stage_sec=1428.45 [grid] stage=13 candidates=81 best_value=2.75|0.55|0.3025|0.21000000000000002 score=129111.96861242029 mtm=301.6661079240226 realized=401.3708478305245 stage_sec=1346.55 { "session_dir": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_FREEDOMMONEY_v21_1y_20260512_160411", "final_yaml": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_FREEDOMMONEY_v21_1y_20260512_160411/final_best.yaml", "best_overall": { "equity_start_total": 200.0, "equity_end_realized_total": 601.3708478305246, "equity_end_mtm_total": 501.6661079240226, "equity_end_realized_long": 468.1620591838475, "equity_end_realized_short": 133.2087886466831, "realized_pnl_long": 368.1620591838475, "realized_pnl_short": 33.20878864668312, "realized_pnl_total": 401.3708478305245, "unrealized_pnl_long": -91.67958891090996, "unrealized_pnl_short": -8.025150995591964, "unrealized_pnl_total": -99.70473990650191, "total_pnl_mtm": 301.6661079240226, "total_pnl": 301.6661079240226, "return_mtm_pct_on_start": 150.8330539620113, "terminal_unrealized_to_realized_ratio": -0.24841051721972945, "final_mark_px": 0.009508, "trades_long": 4141, "trades_short": 1688, "trades_total": 5829, "win_rate_long_%": 61.89326249698141, "win_rate_short_%": 47.808056872037916, "mdd_mtm_frac": -0.2714558858280514, "mdd_mtm_%": -27.145588582805143, "mdd_realized_frac": -0.009228966693797903, "mdd_realized_%": -0.9228966693797903, "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": 1934, "open_short": 613, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 1933, "close_short": 612, "partial_long": 2208, "partial_short": 1076, "dca_long": 4886, "dca_short": 1214, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 2545, "Sub-sell last lot": 2208, "Sub-cover last lot": 1076 }, "close_reason_counts_debug_enabled": false, "total_order_events": 14476, "elapsed_sec": 17.521309852600098, "total_pnl_mtm_eval": 301.6661079240226, "score": 129111.96861242029, "value": "2.75|0.55|0.3025|0.21000000000000002", "param": "strategy_params_long.maxLongInvestPct|strategy_params_short.maxShortInvestPct|strategy_params_long.tpPercent|strategy_params_short.tpPercent", "stage_idx": 13, "stage_mode": "grid" }, "log_csv": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_FREEDOMMONEY_v21_1y_20260512_160411/tuner_log.csv", "score_mode": "mtm", "npz_load_elapsed_main_sec": 0.06381797790527344, "persistent_executor": true }