live: true
source: api
timeframe: 0.5m
portfolio:
  initial_equity_per_leg: 100.0
  fee_rate: 0.001
  slippage_per_side: 4.0
  max_notional_frac: 1.0
  position_notional_long: 2.0
  position_notional_short: 2.0
  maker_fee_rate: 0.0002
strategy_class_long: strategies.cryptomine_pack_dual_full_lifo_strict.CryptomineLongPackAdaptiveEven
strategy_class_short: strategies.cryptomine_pack_dual_full_lifo_strict.CryptomineShortPackAdaptiveEven
strategy_params_long:
  firstBuyQtyCoin: 0.0
  minOrderQtyCoin: 0.0
  minOrderUSDT: 2.0
  minLongInvestPct: 0.5
  useEquityPctBase: 1.0
  baseOrderPctEq: 1.5
  equityForSizingUSDT: 348
  tpPercent: 0.34
  callbackPercent: 0.06
  marginCallLimit: 244.0
  linearDropPercent: 0.049615
  autoMerge: 0.0
  subSellTPPercent: 0.53
  requireCloseAboveFullTP: 1.0
  subSellCloseConfirmMode: breakeven
  requireCloseBelowDcaLevel: 1.0
  blockDcaOnTpTouch: 0.0
  drop1: 0.3
  drop2: 0.35
  drop3: 0.6
  drop4: 0.8
  drop5: 0.8
  mult2: 1.2
  mult3: 1.0
  mult4: 1.5
  mult5: 3.5
  maxFillsPerBar: 6.0
  maxSubSellsPerBar: 10.0
  useHighLowTouch: 1.0
  useLiveSyncStart: 0.0
  liveStartTime: 0.0
  maxOrdersPer3Min: 14.0
  useTrendAdaptiveSizing: 1.0
  trendMaTf: W
  trendMaLen: 20.0
  trendSlopeBars: 3.0
  trendSlopeLongBoundPct: 1.0
  trendSlopeShortBoundPct: -1.0
  trendScoreMinPct: 35.0
  trendScoreMaxPct: 85.0
  maxLongInvestPct: 2.05
  hardBreakevenDeleveragePct: 50
  useEvenBars: true
  dcaBlockCounterTrendGainAbs: 0.1
  useEntryLimitOrders: true
  entryLimitOffsetBp: 1.2
  entryLimitPostOnly: true
  useBaseOrderUSDT: true
  baseOrderUSDT: 2.0
strategy_params_short:
  firstSellQtyCoin: 0.0
  minOrderQtyCoin: 0.0
  minOrderUSDT: 2.0
  minShortInvestPct: 0.5
  useEquityPctBase: 1.0
  baseOrderPctEq: 1.388859
  equityForSizingUSDT: 358
  tpPercent: 0.23
  callbackPercent: 0.11
  marginCallLimit: 244.0
  linearRisePercent: 0.208706
  autoMerge: 0.0
  subSellTPPercent: 0.62
  requireCloseBelowFullTP: 1.0
  subCoverCloseConfirmMode: breakeven
  requireCloseAboveDcaLevel: 0.0
  blockDcaOnTpTouch: 0.0
  rise1: 0.1
  rise2: 0.4
  rise3: 0.6
  rise4: 0.8
  rise5: 0.8
  mult2: 2.272696
  mult3: 1.0
  mult4: 2.0
  mult5: 3.5
  maxFillsPerBar: 6.0
  maxSubSellsPerBar: 10.0
  useHighLowTouch: 1.0
  useLiveSyncStart: 0.0
  liveStartTime: 0.0
  maxOrdersPer3Min: 14.0
  useTrendAdaptiveSizing: 1.0
  trendMaTf: D
  trendMaLen: 20.0
  trendSlopeBars: 3.0
  trendSlopeLongBoundPct: 1.0
  trendSlopeShortBoundPct: -1.0
  trendScoreMinPct: 35.0
  trendScoreMaxPct: 85.0
  maxShortInvestPct: 1.95
  hardBreakevenDeleveragePct: 50.0
  useEvenBars: true
  dcaBlockCounterTrendGainAbs: 0.08
  useEntryLimitOrders: true
  entryLimitOffsetBp: 1.2
  entryLimitPostOnly: true
  useBaseOrderUSDT: true
  baseOrderUSDT: 2.0
runner:
  prewarm:
    bars: 1500
    enabled: true
    hours: 26
    block_until_ready: true
    source: exchange_ohlcv
  limit_klines: 1500
  entry_open_order_type: limit
  entry_limit_offset_bp: 1.2
  entry_limit_post_only: true
  slippage_calibration:
    enabled: true
    min_obs: 30
    window_obs: 500
    recency_hours: 72
    min_update_interval_sec: 30
    output_json: live_slippage_calibration.json
    suggested_yaml: backtest_slippage_suggestion.json
    volume_regime:
      enabled: true
      metric: quote_volume
      recent_bars: 60
      baseline_bars: 360
      shift_ratio: 2.0
    note: Online calibration from slippage_observations; interrupts update when recent
      quote volume shifts materially.
  debug_console: false
  debug_payload: false
  console:
    debug: false
    debug_payload: false
    error_summary: true
    error_details: false
    note: Full debug payloads are still persisted to session.sqlite; console prints
      only short error summaries unless --debug or debug_payload=true.
  entry_limit_use_book_passive_price: true
  entry_limit_passive_ticks: 0
  entry_limit_ttl_sec: 2.0
  entry_limit_fallback_to_market: true
  entry_limit_fallback_on_reject: true
  entry_limit_fallback_on_timeout: true
  entry_limit_cancel_confirm_sec: 2.0
backtest:
  use_live_sync: false
  slippage:
    enabled: true
    mode: static
    static_bp: 9.380229915652661
    note: Fresh live-calibrated ENA/BingX static slippage. Use MTM as primary metric.
  fees:
    taker_fee_rate: 0.001
    maker_fee_rate: 0.0002
  primary_metric: total_pnl_mtm
backtester_file: backtester_dual_long_short_fast_pack_v2.py
