[cfg] npz=DB/fast_cache_1m_maxxing_1y_bingx.npz symbol=MAXXING/USDT:USDT jobs=1 limit_bars=0 score_mode=mtm [baseline] {"score": -1e+18, "mtm": 390.3452423657983, "realized": 420.7497693885498, "mdd_mtm_%": -18.223233960454348, "trades": 16372, "elapsed_sec": 41.21898794174194, "load_elapsed_sec": 0.058915138244628906} [rays] stage=1 candidates=10 best_value=0.10749999999999998 score=-1e+18 mtm=361.96332456823075 realized=392.36785159098184 stage_sec=400.20 [rays] stage=2 candidates=10 best_value=0.039999999999999994 score=-1e+18 mtm=358.17564050260216 realized=388.5801675253533 stage_sec=351.01 [rays] stage=3 candidates=9 best_value=0.21999999999999997 score=-1e+18 mtm=346.79335273510753 realized=377.19787975785897 stage_sec=363.77 [rays] stage=4 candidates=9 best_value=0.35 score=-1e+18 mtm=313.48769352676976 realized=342.3578752158725 stage_sec=334.58 [rays] stage=5 candidates=8 best_value=-0.0075 score=-1e+18 mtm=296.1272079885232 realized=325.02187452455763 stage_sec=258.32 [rays] stage=6 candidates=8 best_value=0.0225 score=-1e+18 mtm=275.92218107747277 realized=306.2803354779392 stage_sec=305.11 [rays] stage=7 candidates=9 best_value=-0.008385 score=-1e+18 mtm=338.27752809786256 realized=368.63568249832826 stage_sec=462.83 [rays] stage=8 candidates=10 best_value=0.056706000000000006 score=-1e+18 mtm=394.8854989149699 realized=473.6583486965145 stage_sec=342.85 [rays] stage=9 candidates=8 best_value=0.8 score=-1e+18 mtm=394.8854989149699 realized=473.6583486965145 stage_sec=260.22 [rays] stage=10 candidates=8 best_value=0.7 score=-1e+18 mtm=395.746456708696 realized=474.51930649024075 stage_sec=256.33 [grid] stage=11 candidates=81 best_value=0.0875|0.19|-0.015|-0.016385 score=-1e+18 mtm=384.4839045068702 realized=463.25675428841544 stage_sec=3101.35 [grid] stage=12 candidates=81 best_value=0.0225|0.32|0.015|0.044706 score=-1e+18 mtm=325.30863339188676 realized=470.65800540219243 stage_sec=3173.25 [stop] max_seconds reached before stage=13 { "session_dir": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_MAXXING_v21_1y_20260512_174007", "final_yaml": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_MAXXING_v21_1y_20260512_174007/final_best.yaml", "best_overall": { "equity_start_total": 200.0, "equity_end_realized_total": 620.7497693885498, "equity_end_mtm_total": 590.3452423657983, "equity_end_realized_long": 400.94399900540196, "equity_end_realized_short": 219.80577038308493, "realized_pnl_long": 300.94399900540196, "realized_pnl_short": 119.80577038308493, "realized_pnl_total": 420.7497693885498, "unrealized_pnl_long": -28.40472368242905, "unrealized_pnl_short": -1.9998033403224156, "unrealized_pnl_total": -30.404527022751466, "total_pnl_mtm": 390.3452423657983, "total_pnl": 390.3452423657983, "return_mtm_pct_on_start": 195.17262118289918, "terminal_unrealized_to_realized_ratio": -0.07226273009474617, "final_mark_px": 0.00549, "trades_long": 6337, "trades_short": 10035, "trades_total": 16372, "win_rate_long_%": 60.51759507653464, "win_rate_short_%": 48.73941205779771, "mdd_mtm_frac": -0.18223233960454346, "mdd_mtm_%": -18.223233960454348, "mdd_realized_frac": -0.016109504205826883, "mdd_realized_%": -1.6109504205826883, "margin_call_events_total": 9, "bars_in_margin_call": 35, "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": 2794, "open_short": 3581, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 2793, "close_short": 3580, "partial_long": 3544, "partial_short": 6455, "dca_long": 6256, "dca_short": 6974, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 6373, "Sub-sell last lot": 3544, "Sub-cover last lot": 6455 }, "close_reason_counts_debug_enabled": false, "total_order_events": 35977, "elapsed_sec": 41.21898794174194, "total_pnl_mtm_eval": 390.3452423657983, "score": -1e+18, "param": "baseline", "value": "baseline" }, "log_csv": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_MAXXING_v21_1y_20260512_174007/tuner_log.csv", "score_mode": "mtm", "npz_load_elapsed_main_sec": 0.058915138244628906, "persistent_executor": true }