input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 2.8834639899987264, 'alpha': [0.08461761738342884], 'beta': [0.8541733467373438], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3939.67}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.012086767410868572, 'max_pnl_target': 0.2316223083552563, 'max_calls_for_rule': 133}, 'moderate_calls': {'min_pnl_target': 0.10018856422919281, 'max_pnl_target': 0.23490121617079035, 'max_calls_for_rule': 266}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1427.519861241869, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 266, 'MAX_CONCURRENT_UNITS': 259, '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': 834325.0744864242, 'LEVERAGE': 119, 'UNIT_BUDGET': 3210.5002673193735, 'INITIAL_MARGIN_PER_UNIT': 11.995965220519908, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 834325.0744864242, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.995965220519908, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21320991946653006, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 92, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 64, 'HOURLY_MA_LONG_PERIOD': 321, 'NON_TRADEABLE_WINDOW': 19260, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 5, 'PARAMETER_2': 86, 'PARAMETER_3': 2.0608081003786016, 'PARAMETER_4': 564}"
}
|
{
"final_pnl_ratio": "0.40%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 1.1670300869724246, 'alpha': [0.05939009171006225], 'beta': [0.9386099082899376], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.5349887447576736, 'historical_segment_start_price': 37990.03}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08948177707843671, 'max_pnl_target': 0.16868691144340578, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.11742918131279284, 'max_pnl_target': 0.24405648924964485, 'max_calls_for_rule': 215}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 328.43824857985567, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, 'MAX_CONCURRENT_UNITS': 279, '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': 584988.5418285276, 'LEVERAGE': 34, 'UNIT_BUDGET': 2090.2634240511097, 'INITIAL_MARGIN_PER_UNIT': 9.659948487642813, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 584988.5418285276, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.659948487642813, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4036398027769011, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 31, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 147, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 32, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 237, 'NON_TRADEABLE_WINDOW': 14220, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 140, 'PARAMETER_3': 2.310608612336667, 'PARAMETER_4': 270}"
}
|
{
"final_pnl_ratio": "-0.41%",
"max_drawdown": "-0.84%"
}
|
{
"garch_params": "{'omega': 31.06675511087682, 'alpha': [0.162899233969392], 'beta': [0.8351007660306081], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10090864934388363, 'max_pnl_target': 0.20871516934161852, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.22901887034761712, 'max_pnl_target': 0.232866459844483, 'max_calls_for_rule': 265}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 540.8434923303063, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 265, 'MAX_CONCURRENT_UNITS': 116, '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': 496655.3890389742, 'LEVERAGE': 34, 'UNIT_BUDGET': 4246.556570095483, 'INITIAL_MARGIN_PER_UNIT': 15.907161539126655, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 496655.3890389742, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.907161539126655, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2919436366561206, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 141, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 147, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 216, 'NON_TRADEABLE_WINDOW': 12960, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 5, 'PARAMETER_2': 136, 'PARAMETER_3': 1.7267136632346765, 'PARAMETER_4': 1037}"
}
|
{
"final_pnl_ratio": "-0.95%",
"max_drawdown": "-0.95%"
}
|
{
"garch_params": "{'omega': 1.5307535283759386, 'alpha': [0.06831731042964245], 'beta': [0.9296826895703576], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.069066129693655, 'historical_segment_start_price': 9574.23}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05131208733655152, 'max_pnl_target': 0.12747772862077547, 'max_calls_for_rule': 153}, 'moderate_calls': {'min_pnl_target': 0.23642397424291103, 'max_pnl_target': 0.2663168960289891, 'max_calls_for_rule': 307}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 585.361683439098, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 307, 'MAX_CONCURRENT_UNITS': 194, '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': 856793.3134027682, 'LEVERAGE': 41, 'UNIT_BUDGET': 4399.388427529724, 'INITIAL_MARGIN_PER_UNIT': 14.277114230221903, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 856793.3134027682, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.277114230221903, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.427715895627826, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 221, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 175, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 63, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 287, 'NON_TRADEABLE_WINDOW': 17220, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 4, 'PARAMETER_2': 76, 'PARAMETER_3': 1.8010408853412738, 'PARAMETER_4': 1022}"
}
|
{
"final_pnl_ratio": "-0.55%",
"max_drawdown": "-0.49%"
}
|
{
"garch_params": "{'omega': 1.6110671609178406, 'alpha': [0.11578625606763077], 'beta': [0.8822137439323693], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04024710456189037, 'max_pnl_target': 0.20175406329938675, 'max_calls_for_rule': 246}, 'moderate_calls': {'min_pnl_target': 0.09423312411978729, 'max_pnl_target': 0.26019258548335794, 'max_calls_for_rule': 492}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 74.46755398823929, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 492, 'MAX_CONCURRENT_UNITS': 357, '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': 877021.8292625612, 'LEVERAGE': 15, 'UNIT_BUDGET': 2451.721265560285, 'INITIAL_MARGIN_PER_UNIT': 4.964503599215953, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 877021.8292625612, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.964503599215953, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3859908483352116, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 195, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 150, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 56, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 271, 'NON_TRADEABLE_WINDOW': 16260, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 112, 'PARAMETER_3': 2.2008348078897653, 'PARAMETER_4': 379}"
}
|
{
"final_pnl_ratio": "-0.06%",
"max_drawdown": "-0.16%"
}
|
{
"garch_params": "{'omega': 1.0819763089154266, 'alpha': [0.10042013323616336], 'beta': [0.8702843541110417], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11097199062056089, 'max_pnl_target': 0.13289805603656454, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.0708212160426189, 'max_pnl_target': 0.22762588079186263, 'max_calls_for_rule': 30}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1354.306257498955, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 457, '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': 224730.47198339025, 'LEVERAGE': 86, 'UNIT_BUDGET': 491.4985620573956, 'INITIAL_MARGIN_PER_UNIT': 15.747747180220406, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 224730.47198339025, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.747747180220406, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43195316166551573, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 107, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 176, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 238, 'NON_TRADEABLE_WINDOW': 14280, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 3, 'PARAMETER_2': 11, 'PARAMETER_3': 2.07884385098563, 'PARAMETER_4': 780}"
}
|
{
"final_pnl_ratio": "-4.76%",
"max_drawdown": "-4.84%"
}
|
{
"garch_params": "{'omega': 0.05559959704379368, 'alpha': [0.054507575354023174], 'beta': [0.936401814427435], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.99320457586594, 'historical_segment_start_price': 102139.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06655040372510815, 'max_pnl_target': 0.1937343119625908, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.1481751745781617, 'max_pnl_target': 0.2738760596117795, 'max_calls_for_rule': 142}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 344.4784859550175, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 175, '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': 298804.62192768825, 'LEVERAGE': 29, 'UNIT_BUDGET': 1703.8410276176246, 'INITIAL_MARGIN_PER_UNIT': 11.8785684812075, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 298804.62192768825, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.8785684812075, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43928209130046, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 134, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 236, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 220, 'NON_TRADEABLE_WINDOW': 13200, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 9, 'PARAMETER_2': 68, 'PARAMETER_3': 1.99283763665782, 'PARAMETER_4': 1051}"
}
|
{
"final_pnl_ratio": "-0.78%",
"max_drawdown": "-0.21%"
}
|
{
"garch_params": "{'omega': 0.1935147587571528, 'alpha': [0.12855938771106382], 'beta': [0.7903571301061328], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16475.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06159252281120073, 'max_pnl_target': 0.12956110314048616, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.2056418681799412, 'max_pnl_target': 0.2840698361206646, 'max_calls_for_rule': 227}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 569.0077198303572, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 227, 'MAX_CONCURRENT_UNITS': 36, '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': 67382.72952756015, 'LEVERAGE': 70, 'UNIT_BUDGET': 1854.0170067443926, 'INITIAL_MARGIN_PER_UNIT': 8.128681711862246, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67382.72952756015, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.128681711862246, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11635239897398283, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 172, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 183, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 50, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 180, 'NON_TRADEABLE_WINDOW': 10800, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 10, 'PARAMETER_2': 95, 'PARAMETER_3': 1.5767403104209121, 'PARAMETER_4': 482}"
}
|
{
"final_pnl_ratio": "-0.12%",
"max_drawdown": "-0.08%"
}
|
{
"garch_params": "{'omega': 3.796457781373541, 'alpha': [0.11278999477570813], 'beta': [0.8852100052242918], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 457.42}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09589207329093435, 'max_pnl_target': 0.2038668989790693, 'max_calls_for_rule': 637}, 'moderate_calls': {'min_pnl_target': 0.07084093165629737, 'max_pnl_target': 0.23425314804680825, 'max_calls_for_rule': 1274}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 223.92579820447355, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1274, 'MAX_CONCURRENT_UNITS': 91, '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': 321452.36000728677, 'LEVERAGE': 81, 'UNIT_BUDGET': 3526.541469724465, 'INITIAL_MARGIN_PER_UNIT': 2.764516027215723, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 321452.36000728677, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.764516027215723, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4056479131741742, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 30, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 235, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 47, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 189, 'NON_TRADEABLE_WINDOW': 11340, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 9, 'PARAMETER_2': 23, 'PARAMETER_3': 2.418606707635285, 'PARAMETER_4': 320}"
}
|
{
"final_pnl_ratio": "-1.73%",
"max_drawdown": "-2.78%"
}
|
{
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"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07748243747793322, 'max_pnl_target': 0.2137847208540859, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.06058702897028805, 'max_pnl_target': 0.21386137490299217, 'max_calls_for_rule': 92}}",
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{
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{
"final_pnl_ratio": "-2.84%",
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{
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{
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{
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{
"final_pnl_ratio": "-0.35%",
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{
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}
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{
"final_pnl_ratio": "2.17%",
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{
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}
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{
"final_pnl_ratio": "-10.07%",
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{
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}
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{
"final_pnl_ratio": "1.63%",
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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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{
"final_pnl_ratio": "0.64%",
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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": "0.68%",
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{
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}
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{
"final_pnl_ratio": "1.01%",
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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": "-0.01%",
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{
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}
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{
"final_pnl_ratio": "-0.07%",
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{
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}
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{
"final_pnl_ratio": "-2.20%",
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{
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{
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{
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{
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{
"final_pnl_ratio": "0.32%",
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{
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{
"final_pnl_ratio": "0.01%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-0.34%",
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{
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}
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{
"final_pnl_ratio": "-0.43%",
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{
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}
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{
"final_pnl_ratio": "0.91%",
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{
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}
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{
"final_pnl_ratio": "-0.89%",
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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": "-0.07%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-5.10%",
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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": "-1.72%",
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{
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}
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{
"final_pnl_ratio": "-3.73%",
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{
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}
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{
"final_pnl_ratio": "0.17%",
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{
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}
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{
"final_pnl_ratio": "-0.61%",
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{
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}
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{
"final_pnl_ratio": "0.99%",
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{
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}
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{
"final_pnl_ratio": "-2.44%",
"max_drawdown": "-2.61%"
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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": "2.84%",
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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": "3.82%",
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{
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}
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{
"final_pnl_ratio": "19.25%",
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{
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}
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{
"final_pnl_ratio": "-3.49%",
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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": "-0.19%",
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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": "-0.49%",
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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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{
"final_pnl_ratio": "-20.21%",
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{
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}
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{
"final_pnl_ratio": "-0.65%",
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{
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}
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{
"final_pnl_ratio": "-1.05%",
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{
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}
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{
"final_pnl_ratio": "-0.85%",
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{
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}
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{
"final_pnl_ratio": "-0.47%",
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{
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}
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{
"final_pnl_ratio": "2.03%",
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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": "-10.17%",
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{
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}
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{
"final_pnl_ratio": "-0.50%",
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{
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}
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{
"final_pnl_ratio": "0.47%",
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{
"garch_params": "{'omega': 1.8268809983974745, 'alpha': [0.09931086875372488], 'beta': [0.8590232126968146], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11364932534182223, 'max_pnl_target': 0.1690992105481653, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.16184322580575788, 'max_pnl_target': 0.25417501356899325, 'max_calls_for_rule': 265}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1310.9900650342536, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 265, 'MAX_CONCURRENT_UNITS': 224, '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': 778815.0682832145, 'LEVERAGE': 101, 'UNIT_BUDGET': 3464.982710102895, 'INITIAL_MARGIN_PER_UNIT': 12.98009965380449, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 778815.0682832145, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.98009965380449, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37281473339438725, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 40, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 158, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 69, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 241, 'NON_TRADEABLE_WINDOW': 14460, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 36, 'PARAMETER_3': 2.4674790042479327, 'PARAMETER_4': 492}"
}
|
{
"final_pnl_ratio": "-1.44%",
"max_drawdown": "-1.45%"
}
|
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