Dataset Viewer
input
dict | output
dict |
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{
"garch_params": "{'omega': 0.2373416289374244, 'alpha': [0.1406928068806472], 'beta': [0.8529163826890879], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07158151413206512, 'max_pnl_target': 0.19405249670360605, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.06929296267371418, 'max_pnl_target': 0.2079684147685175, 'max_calls_for_rule': 85}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 191.68356519178056, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 312, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 474076.3527521113, 'LEVERAGE': 11, 'UNIT_BUDGET': 1515.5894456343174, 'INITIAL_MARGIN_PER_UNIT': 17.425778653798233, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 474076.3527521113, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.425778653798233, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2227225103845949, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 193, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 59, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 44, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 182, 'NON_TRADEABLE_WINDOW': 10920, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 110, 'PARAMETER_3': 1.616142421724479, 'PARAMETER_4': 868}"
}
|
{
"final_pnl_ratio": "-1.00%",
"max_drawdown": "-0.06%"
}
|
{
"garch_params": "{'omega': 0.36986540296671017, 'alpha': [0.06322895996154179], 'beta': [0.9347710400384581], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06176873744225853, 'max_pnl_target': 0.13282219977062884, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.12436413754331438, 'max_pnl_target': 0.24152051761866206, 'max_calls_for_rule': 122}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 937.973132894611, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 607, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 899688.6295314844, 'LEVERAGE': 78, 'UNIT_BUDGET': 1479.9558136359337, 'INITIAL_MARGIN_PER_UNIT': 12.025296575571936, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 899688.6295314844, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.025296575571936, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06653956969297109, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 60, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 193, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 41, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 183, 'NON_TRADEABLE_WINDOW': 10980, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 25, 'PARAMETER_3': 1.7309786005367016, 'PARAMETER_4': 700}"
}
|
{
"final_pnl_ratio": "-6.76%",
"max_drawdown": "-6.61%"
}
|
{
"garch_params": "{'omega': 1.8649697967266723, 'alpha': [0.10805126968809925], 'beta': [0.8312782082779827], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.02535871689848237, 'max_pnl_target': 0.20569103842315256, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.08820569635378205, 'max_pnl_target': 0.2325976607849729, 'max_calls_for_rule': 255}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 241.631195079889, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 255, 'MAX_CONCURRENT_UNITS': 1064, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 666119.4895676809, 'LEVERAGE': 99, 'UNIT_BUDGET': 625.4775789149504, 'INITIAL_MARGIN_PER_UNIT': 2.440719142221101, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 666119.4895676809, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.440719142221101, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4248423007359766, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 213, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 62, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 224, 'NON_TRADEABLE_WINDOW': 13440, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 7, 'PARAMETER_2': 72, 'PARAMETER_3': 2.0041057815521204, 'PARAMETER_4': 988}"
}
|
{
"final_pnl_ratio": "-1.68%",
"max_drawdown": "-1.57%"
}
|
{
"garch_params": "{'omega': 2.1340505827885434, 'alpha': [0.11609487904429798], 'beta': [0.881905120955702], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11365.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.035624898635690724, 'max_pnl_target': 0.15935138266617524, 'max_calls_for_rule': 170}, 'moderate_calls': {'min_pnl_target': 0.1802111143812334, 'max_pnl_target': 0.2941723263323154, 'max_calls_for_rule': 341}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 819.8383934548164, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 341, 'MAX_CONCURRENT_UNITS': 248, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 613574.1430450925, 'LEVERAGE': 114, 'UNIT_BUDGET': 2466.6527345390023, 'INITIAL_MARGIN_PER_UNIT': 7.19156485486681, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 613574.1430450925, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.19156485486681, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09517723339082497, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 204, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 322, 'NON_TRADEABLE_WINDOW': 19320, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 127, 'PARAMETER_3': 1.7391377780720974, 'PARAMETER_4': 967}"
}
|
{
"final_pnl_ratio": "-0.09%",
"max_drawdown": "-0.39%"
}
|
{
"garch_params": "{'omega': 32.565289875133224, 'alpha': [0.19272144689242296], 'beta': [0.7205143371119057], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14356539253373346, 'max_pnl_target': 0.2151466986332334, 'max_calls_for_rule': 369}, 'moderate_calls': {'min_pnl_target': 0.1903283295482491, 'max_pnl_target': 0.27852721354849247, 'max_calls_for_rule': 739}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 181.4191996011771, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 739, 'MAX_CONCURRENT_UNITS': 378, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 535274.7823886443, 'LEVERAGE': 95, 'UNIT_BUDGET': 1414.034768583213, 'INITIAL_MARGIN_PER_UNIT': 1.9096757852755484, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 535274.7823886443, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.9096757852755484, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24409907176914075, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 46, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 84, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 51, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 51, 'HOURLY_MA_LONG_PERIOD': 180, 'NON_TRADEABLE_WINDOW': 10800, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 10, 'PARAMETER_3': 1.3519945158973243, 'PARAMETER_4': 532}"
}
|
{
"final_pnl_ratio": "-1.21%",
"max_drawdown": "-1.01%"
}
|
{
"garch_params": "{'omega': 1.0629185436915458, 'alpha': [0.06712144301614914], 'beta': [0.9308785569838509], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07643418043055505, 'max_pnl_target': 0.10691484161611461, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.05311671804958536, 'max_pnl_target': 0.2639710827912525, 'max_calls_for_rule': 156}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 2083.2247230726966, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, 'MAX_CONCURRENT_UNITS': 96, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 302173.1795711821, 'LEVERAGE': 105, 'UNIT_BUDGET': 3126.3944935598997, 'INITIAL_MARGIN_PER_UNIT': 19.840235457835206, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 302173.1795711821, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.840235457835206, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2622384322237605, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 117, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 69, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 58, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 173, 'NON_TRADEABLE_WINDOW': 10380, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 65, 'PARAMETER_3': 1.8126926727143502, 'PARAMETER_4': 363}"
}
|
{
"final_pnl_ratio": "-1.86%",
"max_drawdown": "-1.86%"
}
|
{
"garch_params": "{'omega': 21.723515433617138, 'alpha': [0.15314411519718732], 'beta': [0.8424056482419316], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13272948122132258, 'max_pnl_target': 0.23847667142071027, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.22945076625787744, 'max_pnl_target': 0.313104661157817, 'max_calls_for_rule': 184}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 188.63849013936002, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, 'MAX_CONCURRENT_UNITS': 221, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 773392.7032734646, 'LEVERAGE': 10, 'UNIT_BUDGET': 3491.549638413424, 'INITIAL_MARGIN_PER_UNIT': 18.863849013936, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 773392.7032734646, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.863849013936, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2671688336860351, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 143, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 85, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 197, 'NON_TRADEABLE_WINDOW': 11820, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 6, 'PARAMETER_2': 142, 'PARAMETER_3': 2.086352688068086, 'PARAMETER_4': 486}"
}
|
{
"final_pnl_ratio": "-1.03%",
"max_drawdown": "-0.96%"
}
|
{
"garch_params": "{'omega': 0.4107208831860901, 'alpha': [0.06738785522936847], 'beta': [0.8945211877505284], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04618730295048229, 'max_pnl_target': 0.12127589519599075, 'max_calls_for_rule': 603}, 'moderate_calls': {'min_pnl_target': 0.15040389998709405, 'max_pnl_target': 0.2554130995625911, 'max_calls_for_rule': 1206}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 195.14324354113293, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1206, 'MAX_CONCURRENT_UNITS': 482, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 989227.1992395926, 'LEVERAGE': 115, 'UNIT_BUDGET': 2048.1568622718964, 'INITIAL_MARGIN_PER_UNIT': 1.696897769922895, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 989227.1992395926, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.696897769922895, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4449915357016144, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 168, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 132, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 55, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 154, 'NON_TRADEABLE_WINDOW': 9240, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 75, 'PARAMETER_3': 2.475725824636604, 'PARAMETER_4': 556}"
}
|
{
"final_pnl_ratio": "0.21%",
"max_drawdown": "-0.04%"
}
|
{
"garch_params": "{'omega': 0.43876611265307836, 'alpha': [0.06138021286404693], 'beta': [0.9329260594084262], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.077811509355963, 'historical_segment_start_price': 11424.48}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11240172602474273, 'max_pnl_target': 0.1536191479156257, 'max_calls_for_rule': 4}, 'moderate_calls': {'min_pnl_target': 0.057440894821363386, 'max_pnl_target': 0.21484601548477517, 'max_calls_for_rule': 8}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 207.87355390354924, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 8, 'MAX_CONCURRENT_UNITS': 1616, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 297135.21600962756, 'LEVERAGE': 11, 'UNIT_BUDGET': 183.82421625128674, 'INITIAL_MARGIN_PER_UNIT': 18.897595809413566, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 297135.21600962756, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.897595809413566, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4097470692109161, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 102, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 156, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 182, 'NON_TRADEABLE_WINDOW': 10920, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 78, 'PARAMETER_3': 2.372681766003624, 'PARAMETER_4': 641}"
}
|
{
"final_pnl_ratio": "9.66%",
"max_drawdown": "-0.27%"
}
|
{
"garch_params": "{'omega': 1.6356658463822704, 'alpha': [0.11998164759038882], 'beta': [0.8780183524096111], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "0.09%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-8.84%",
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{
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{
"final_pnl_ratio": "0.28%",
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{
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}
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{
"final_pnl_ratio": "-0.58%",
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{
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}
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{
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{
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}
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{
"final_pnl_ratio": "-5.45%",
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{
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}
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{
"final_pnl_ratio": "-1.24%",
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{
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}
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{
"final_pnl_ratio": "-0.56%",
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{
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}
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{
"final_pnl_ratio": "7.05%",
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{
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}
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{
"final_pnl_ratio": "-135.74%",
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{
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}
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{
"final_pnl_ratio": "-1.30%",
"max_drawdown": "-1.04%"
}
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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{
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{
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}
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "3.36%",
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{
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}
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{
"final_pnl_ratio": "-0.84%",
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{
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{
"final_pnl_ratio": "-0.26%",
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{
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}
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{
"final_pnl_ratio": "-0.15%",
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{
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}
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{
"final_pnl_ratio": "-1.13%",
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{
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}
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{
"final_pnl_ratio": "1.70%",
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{
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}
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{
"final_pnl_ratio": "0.17%",
"max_drawdown": "-0.02%"
}
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "-1.25%",
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{
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}
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{
"final_pnl_ratio": "-0.53%",
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{
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}
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{
"final_pnl_ratio": "-8.72%",
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{
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{
"final_pnl_ratio": "-0.82%",
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{
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}
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{
"final_pnl_ratio": "5.94%",
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "-0.41%",
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{
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}
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{
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{
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}
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{
"final_pnl_ratio": "-0.27%",
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{
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}
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{
"final_pnl_ratio": "3.08%",
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{
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}
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{
"final_pnl_ratio": "38.66%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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{
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{
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}
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{
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{
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}
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{
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{
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}
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{
"final_pnl_ratio": "-0.20%",
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{
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}
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{
"final_pnl_ratio": "-3.06%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "-2.08%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-0.58%",
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{
"garch_params": "{'omega': 3.9071191421428346, 'alpha': [0.11769078857233527], 'beta': [0.8803092114276647], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03393822695002527, 'max_pnl_target': 0.24799796253979178, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.187953315790599, 'max_pnl_target': 0.2972601717417299, 'max_calls_for_rule': 171}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1182.8362131039523, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 569, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 982796.4161117513, 'LEVERAGE': 118, 'UNIT_BUDGET': 1725.6564435659072, 'INITIAL_MARGIN_PER_UNIT': 10.024035704270782, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 982796.4161117513, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.024035704270782, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17966453908087182, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 188, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 189, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 66, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 303, 'NON_TRADEABLE_WINDOW': 18180, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 37, 'PARAMETER_3': 2.405749692151419, 'PARAMETER_4': 893}"
}
|
{
"final_pnl_ratio": "-1.34%",
"max_drawdown": "-1.73%"
}
|
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