[cfg] npz=DB/akela_meta_short_1m_1y_sup_bingx.npz symbol=SUP/USDT:USDT jobs=1 limit_bars=0 score_mode=mtm [baseline] {"score": -1e+18, "mtm": -2.0933328019782387, "realized": 29.25375711129089, "mdd_mtm_%": -219.8810740441573, "trades": 8588, "elapsed_sec": 40.62986350059509, "load_elapsed_sec": 0.11175799369812012} [rays] stage=1 candidates=10 best_value=0.14 score=-1e+18 mtm=-2.1104724224788676 realized=29.23333450167811 stage_sec=425.93 [rays] stage=2 candidates=10 best_value=0.07000000000000002 score=-1e+18 mtm=-12.962783988197057 realized=18.38102293596005 stage_sec=526.70 [rays] stage=3 candidates=9 best_value=0.27999999999999997 score=-1e+18 mtm=9.576938632357354 realized=181.61308789285047 stage_sec=461.02 [rays] stage=4 candidates=9 best_value=0.41000000000000003 score=-1e+18 mtm=-7.8695659240044336 realized=165.0440374752633 stage_sec=413.19 [rays] stage=5 candidates=8 best_value=0.0 score=-1e+18 mtm=-44.78575895374627 realized=128.12784444552085 stage_sec=601.74 [rays] stage=6 candidates=8 best_value=0.0225 score=-1e+18 mtm=-49.332475954965844 realized=123.58112744430116 stage_sec=619.59 [rays] stage=7 candidates=9 best_value=-0.008385 score=-1e+18 mtm=53.21740742482786 realized=116.07799301703693 stage_sec=610.87 [rays] stage=8 candidates=10 best_value=0.128706 score=-1e+18 mtm=41.27856169265954 realized=108.4243665843415 stage_sec=751.94 [rays] stage=9 candidates=8 best_value=1.8499999999999999 score=-1e+18 mtm=51.12921556637755 realized=189.76484269272274 stage_sec=731.72 [rays] stage=10 candidates=8 best_value=0.7 score=-1e+18 mtm=51.17709524819179 realized=189.812722374537 stage_sec=778.90 [grid] stage=11 candidates=81 best_value=0.12|0.25|-0.0075|-0.016385 score=-1e+18 mtm=43.120568722893125 realized=181.75619584923786 stage_sec=6820.32 [stop] max_seconds reached before stage=12 { "session_dir": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_SUP_v21_1y_20260512_202059", "final_yaml": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_SUP_v21_1y_20260512_202059/final_best.yaml", "best_overall": { "equity_start_total": 200.0, "equity_end_realized_total": 229.2537571112909, "equity_end_mtm_total": 197.90666719802175, "equity_end_realized_long": 98.28792080013402, "equity_end_realized_short": 130.9658363111569, "realized_pnl_long": -1.7120791998659761, "realized_pnl_short": 30.965836311156902, "realized_pnl_total": 29.25375711129089, "unrealized_pnl_long": -3.7529671675208363, "unrealized_pnl_short": -27.594122745748294, "unrealized_pnl_total": -31.34708991326913, "total_pnl_mtm": -2.0933328019782387, "total_pnl": -2.0933328019782387, "return_mtm_pct_on_start": -1.0466664009891193, "terminal_unrealized_to_realized_ratio": -1.071557741934293, "final_mark_px": 0.00517, "trades_long": 108, "trades_short": 8480, "trades_total": 8588, "win_rate_long_%": 28.703703703703702, "win_rate_short_%": 46.485849056603776, "mdd_mtm_frac": -2.198810740441573, "mdd_mtm_%": -219.8810740441573, "mdd_realized_frac": -0.17725279297008023, "mdd_realized_%": -17.725279297008022, "margin_call_events_total": 35, "bars_in_margin_call": 986, "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": 16, "open_short": 2998, "open_limit_long": 0, "open_limit_short": 0, "open_limit_miss_long": 0, "open_limit_miss_short": 0, "close_long": 15, "close_short": 2997, "partial_long": 93, "partial_short": 5483, "dca_long": 54, "dca_short": 5243, "dca_limit_long": 0, "dca_limit_short": 0 }, "close_reason_summary": { "TP Full": 3012, "Sub-cover last lot": 5483, "Sub-sell last lot": 93 }, "close_reason_counts_debug_enabled": false, "total_order_events": 16899, "elapsed_sec": 40.62986350059509, "total_pnl_mtm_eval": -2.0933328019782387, "score": -1e+18, "param": "baseline", "value": "baseline" }, "log_csv": "_reports/_auto_tuner_dual_fast_pack/tuner_plan_V21_live_candidates_1m_1y/akela_SUP_v21_1y_20260512_202059/tuner_log.csv", "score_mode": "mtm", "npz_load_elapsed_main_sec": 0.11175799369812012, "persistent_executor": true }