input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 3.106915045464115, 'alpha': [0.09424820543563074], 'beta': [0.8587548412812847], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03246667896274008, 'max_pnl_target': 0.2357924279482166, 'max_calls_for_rule': 139}, 'moderate_calls': {'min_pnl_target': 0.15895041900940363, 'max_pnl_target': 0.2410160898481268, 'max_calls_for_rule': 279}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 643.7896733357886, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 279, 'MAX_CONCURRENT_UNITS': 16, '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': 59016.73733855639, 'LEVERAGE': 51, 'UNIT_BUDGET': 3539.5477450569674, 'INITIAL_MARGIN_PER_UNIT': 12.623326928152718, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59016.73733855639, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.623326928152718, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2908874207044927, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 73, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 125, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 199, 'NON_TRADEABLE_WINDOW': 11940, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 120, 'PARAMETER_3': 1.3429197657925236, 'PARAMETER_4': 665}"
}
|
{
"final_pnl_ratio": "0.04%",
"max_drawdown": "-0.27%"
}
|
{
"garch_params": "{'omega': 0.6424010022057913, 'alpha': [0.07013258807859268], 'beta': [0.8883236719232275], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.028718051233366133, 'max_pnl_target': 0.22907847391111183, 'max_calls_for_rule': 164}, 'moderate_calls': {'min_pnl_target': 0.059046486503733654, 'max_pnl_target': 0.21417780447771667, 'max_calls_for_rule': 328}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 280.19838382750874, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 328, 'MAX_CONCURRENT_UNITS': 44, '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': 121851.54325697629, 'LEVERAGE': 34, 'UNIT_BUDGET': 2716.839728947337, 'INITIAL_MARGIN_PER_UNIT': 8.241128936103198, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121851.54325697629, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.241128936103198, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08571297926100993, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 67, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 119, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 167, 'NON_TRADEABLE_WINDOW': 10020, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 124, 'PARAMETER_3': 1.5119788351463477, 'PARAMETER_4': 843}"
}
|
{
"final_pnl_ratio": "0.09%",
"max_drawdown": "-0.02%"
}
|
{
"garch_params": "{'omega': 1.0559069876327905, 'alpha': [0.049563501685828], 'beta': [0.9484364983141719], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 60138.05}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07243768377025465, 'max_pnl_target': 0.18250744584637033, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.09661414641180742, 'max_pnl_target': 0.26984453356183075, 'max_calls_for_rule': 230}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 488.56337775614725, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 230, 'MAX_CONCURRENT_UNITS': 10, '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': 42217.17722177868, 'LEVERAGE': 28, 'UNIT_BUDGET': 4044.1184272225955, 'INITIAL_MARGIN_PER_UNIT': 17.448692062719545, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 42217.17722177868, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.448692062719545, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16811440795123916, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 98, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 67, 'HOURLY_MA_LONG_PERIOD': 199, 'NON_TRADEABLE_WINDOW': 11940, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 9, 'PARAMETER_2': 160, 'PARAMETER_3': 1.2591634357068344, 'PARAMETER_4': 448}"
}
|
{
"final_pnl_ratio": "-0.81%",
"max_drawdown": "-0.35%"
}
|
{
"garch_params": "{'omega': 1.3298291941720024, 'alpha': [0.08620294834494636], 'beta': [0.8999906665056864], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1265722316080087, 'max_pnl_target': 0.2322070875852534, 'max_calls_for_rule': 129}, 'moderate_calls': {'min_pnl_target': 0.12421587641338236, 'max_pnl_target': 0.2788627684345474, 'max_calls_for_rule': 259}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 820.2889844336178, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 259, 'MAX_CONCURRENT_UNITS': 40, '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': 182632.04889713242, 'LEVERAGE': 47, 'UNIT_BUDGET': 4544.739204511096, 'INITIAL_MARGIN_PER_UNIT': 17.45295711560889, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182632.04889713242, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.45295711560889, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37194710478848364, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 30, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 41, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 70, 'HOURLY_MA_LONG_PERIOD': 325, 'NON_TRADEABLE_WINDOW': 19500, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 20, 'PARAMETER_3': 1.4743512519825304, 'PARAMETER_4': 176}"
}
|
{
"final_pnl_ratio": "-1.18%",
"max_drawdown": "-1.07%"
}
|
{
"garch_params": "{'omega': 0.8280892758339709, 'alpha': [0.06367670976724733], 'beta': [0.9343232902327526], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 17305.12}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06976107721548912, 'max_pnl_target': 0.14289093411618378, 'max_calls_for_rule': 210}, 'moderate_calls': {'min_pnl_target': 0.08352287047589722, 'max_pnl_target': 0.28354143279475574, 'max_calls_for_rule': 421}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 450.55630430372634, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 421, 'MAX_CONCURRENT_UNITS': 16, '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': 77109.20943846305, 'LEVERAGE': 41, 'UNIT_BUDGET': 4640.269552953615, 'INITIAL_MARGIN_PER_UNIT': 10.989178153749423, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77109.20943846305, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.989178153749423, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4574341428390739, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 148, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 218, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 193, 'NON_TRADEABLE_WINDOW': 11580, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 164, 'PARAMETER_3': 2.4955455710481984, 'PARAMETER_4': 499}"
}
|
{
"final_pnl_ratio": "-0.16%",
"max_drawdown": "-0.79%"
}
|
{
"garch_params": "{'omega': 1.3933041198965022, 'alpha': [0.06405483634070064], 'beta': [0.9339451636592994], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.7665382353222, 'historical_segment_start_price': 9574.23}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07174079543743463, 'max_pnl_target': 0.1044655549740449, 'max_calls_for_rule': 181}, 'moderate_calls': {'min_pnl_target': 0.17988265260216854, 'max_pnl_target': 0.20957811206169183, 'max_calls_for_rule': 363}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 257.7297414903441, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 363, 'MAX_CONCURRENT_UNITS': 133, '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': 627796.1734040331, 'LEVERAGE': 20, 'UNIT_BUDGET': 4695.4629406963895, 'INITIAL_MARGIN_PER_UNIT': 12.886487074517206, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 627796.1734040331, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.886487074517206, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3351784833968665, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 228, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 154, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 62, 'HOURLY_MA_LONG_PERIOD': 198, 'NON_TRADEABLE_WINDOW': 11880, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 3, 'PARAMETER_2': 122, 'PARAMETER_3': 1.31450404927533, 'PARAMETER_4': 830}"
}
|
{
"final_pnl_ratio": "-1.65%",
"max_drawdown": "-1.59%"
}
|
{
"garch_params": "{'omega': 1.3571483155087118, 'alpha': [0.08132908563120408], 'beta': [0.916670914368796], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05075349360906607, 'max_pnl_target': 0.16428970757752268, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.09599037668636584, 'max_pnl_target': 0.2856230511243508, 'max_calls_for_rule': 244}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 333.75388992648124, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 244, 'MAX_CONCURRENT_UNITS': 108, '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': 370110.11561418057, 'LEVERAGE': 24, 'UNIT_BUDGET': 3415.0652622435755, 'INITIAL_MARGIN_PER_UNIT': 13.906412080270051, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 370110.11561418057, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.906412080270051, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4376188869223969, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 224, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 104, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 61, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 264, 'NON_TRADEABLE_WINDOW': 15840, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 24, 'PARAMETER_3': 1.8867683319539728, 'PARAMETER_4': 982}"
}
|
{
"final_pnl_ratio": "-1.12%",
"max_drawdown": "-0.97%"
}
|
{
"garch_params": "{'omega': 0.4407270155720116, 'alpha': [0.06340626043612156], 'beta': [0.8440650786350714], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9271.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12652270162265453, 'max_pnl_target': 0.19929155724020045, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.09708150904770739, 'max_pnl_target': 0.2569369649526393, 'max_calls_for_rule': 140}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1489.3141591506578, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 140, 'MAX_CONCURRENT_UNITS': 128, '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': 308343.77521815395, 'LEVERAGE': 88, 'UNIT_BUDGET': 2399.33099980464, 'INITIAL_MARGIN_PER_UNIT': 16.92402453580293, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 308343.77521815395, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.92402453580293, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3335128990208321, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 194, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 69, 'HOURLY_MA_LONG_PERIOD': 178, 'NON_TRADEABLE_WINDOW': 10680, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 3, 'PARAMETER_2': 20, 'PARAMETER_3': 1.7262692473716013, 'PARAMETER_4': 746}"
}
|
{
"final_pnl_ratio": "-1.11%",
"max_drawdown": "-0.60%"
}
|
{
"garch_params": "{'omega': 1.6094838890629561, 'alpha': [0.06488271362086688], 'beta': [0.9298952894929253], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.638493602732977, 'historical_segment_start_price': 9574.23}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.030406618955012357, 'max_pnl_target': 0.18032017725189411, 'max_calls_for_rule': 240}, 'moderate_calls': {'min_pnl_target': 0.1697240430612634, 'max_pnl_target': 0.2872830827472182, 'max_calls_for_rule': 480}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 164.09116139942714, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 480, 'MAX_CONCURRENT_UNITS': 397, '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': 826413.426596988, 'LEVERAGE': 38, 'UNIT_BUDGET': 2080.667263181004, 'INITIAL_MARGIN_PER_UNIT': 4.318188457879661, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 826413.426596988, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.318188457879661, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2722701425651831, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 84, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 204, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 325, 'NON_TRADEABLE_WINDOW': 19500, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 10, 'PARAMETER_2': 8, 'PARAMETER_3': 1.3606529480560132, 'PARAMETER_4': 528}"
}
|
{
"final_pnl_ratio": "0.34%",
"max_drawdown": "-0.00%"
}
|
{
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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": "1.50%",
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{
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}
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{
"final_pnl_ratio": "26.20%",
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{
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}
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{
"final_pnl_ratio": "-5.29%",
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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": "0.35%",
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{
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}
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{
"final_pnl_ratio": "-0.79%",
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{
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}
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{
"final_pnl_ratio": "-2.85%",
"max_drawdown": "-2.81%"
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{
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{
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{
"final_pnl_ratio": "2.34%",
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{
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{
"final_pnl_ratio": "0.21%",
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{
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{
"final_pnl_ratio": "-5.20%",
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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": "0.23%",
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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": "-0.38%",
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{
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}
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{
"final_pnl_ratio": "-0.74%",
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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": "-11.00%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-5.30%",
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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": "-1.28%",
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{
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}
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{
"final_pnl_ratio": "-0.38%",
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{
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}
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{
"final_pnl_ratio": "-2.52%",
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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": "-0.03%",
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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": "-3.97%",
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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": "-0.31%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-2.97%",
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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": "-0.81%",
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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": "-0.49%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-0.03%",
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{
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{
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{
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{
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{
"final_pnl_ratio": "0.42%",
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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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{
"final_pnl_ratio": "-2.14%",
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{
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}
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{
"final_pnl_ratio": "-0.48%",
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{
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}
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{
"final_pnl_ratio": "-0.74%",
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{
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{
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{
"final_pnl_ratio": "-1.44%",
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{
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{
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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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{
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{
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}
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{
"final_pnl_ratio": "-0.13%",
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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": "0.01%",
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{
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}
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{
"final_pnl_ratio": "-2.25%",
"max_drawdown": "-2.05%"
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{
"garch_params": "{'omega': 4.158974755679475, 'alpha': [0.11025459253636435], 'beta': [0.8877454074636357], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14363522743352602, 'max_pnl_target': 0.24737485715348595, 'max_calls_for_rule': 230}, 'moderate_calls': {'min_pnl_target': 0.0674597157212846, 'max_pnl_target': 0.23968608642119216, 'max_calls_for_rule': 460}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 130.5844335426789, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 460, 'MAX_CONCURRENT_UNITS': 412, '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': 801070.8080372668, 'LEVERAGE': 31, 'UNIT_BUDGET': 1942.9878971319304, 'INITIAL_MARGIN_PER_UNIT': 4.2124010820219, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 801070.8080372668, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.2124010820219, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24275887275983304, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 207, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 97, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 38, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 236, 'NON_TRADEABLE_WINDOW': 14160, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 22, 'PARAMETER_3': 2.0366812411896635, 'PARAMETER_4': 679}"
}
|
{
"final_pnl_ratio": "-1.17%",
"max_drawdown": "-1.46%"
}
|
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