input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 3.319978516397082, 'alpha': [0.07865067245612514], 'beta': [0.8558863177339886], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12012920905689677, 'max_pnl_target': 0.17156980732493596, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.15008530948012674, 'max_pnl_target': 0.26395523574874247, 'max_calls_for_rule': 239}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 415.141323964418, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, 'MAX_CONCURRENT_UNITS': 134, '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': 382699.6543375365, 'LEVERAGE': 35, 'UNIT_BUDGET': 2853.77770660962, 'INITIAL_MARGIN_PER_UNIT': 11.861180684697658, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 382699.6543375365, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.861180684697658, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25584826688906753, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 121, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 204, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 226, 'NON_TRADEABLE_WINDOW': 13560, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 20, 'PARAMETER_3': 2.093547892322099, 'PARAMETER_4': 472}"
}
|
{
"final_pnl_ratio": "0.61%",
"max_drawdown": "-0.07%"
}
|
{
"garch_params": "{'omega': 0.672653617660909, 'alpha': [0.06841454231017849], 'beta': [0.9295854576898215], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 41815.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11307246298626392, 'max_pnl_target': 0.16627887420238782, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.06720364690283523, 'max_pnl_target': 0.23038693250894485, 'max_calls_for_rule': 60}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 663.5039755641033, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 714, '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': 270362.4920476036, 'LEVERAGE': 108, 'UNIT_BUDGET': 378.27585976032566, 'INITIAL_MARGIN_PER_UNIT': 6.143555329297253, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 270362.4920476036, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.143555329297253, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3520556938891596, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 200, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 223, 'NON_TRADEABLE_WINDOW': 13380, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 158, 'PARAMETER_3': 1.6866229403042976, 'PARAMETER_4': 229}"
}
|
{
"final_pnl_ratio": "10.83%",
"max_drawdown": "-5.85%"
}
|
{
"garch_params": "{'omega': 1.4656497719714423, 'alpha': [0.06307828675506512], 'beta': [0.9084480598368663], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.068527770729617, 'historical_segment_start_price': 9574.23}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0884071378985638, 'max_pnl_target': 0.1775117483525037, 'max_calls_for_rule': 182}, 'moderate_calls': {'min_pnl_target': 0.20760766239038655, 'max_pnl_target': 0.27260924409340986, 'max_calls_for_rule': 365}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1436.4002277479694, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 365, 'MAX_CONCURRENT_UNITS': 78, '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': 353989.1536763976, 'LEVERAGE': 117, 'UNIT_BUDGET': 4503.620310716135, 'INITIAL_MARGIN_PER_UNIT': 12.276925023486918, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 353989.1536763976, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.276925023486918, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10460585454800272, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 106, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 204, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 46, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 57, 'HOURLY_MA_LONG_PERIOD': 321, 'NON_TRADEABLE_WINDOW': 19260, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 56, 'PARAMETER_3': 2.1507203734313567, 'PARAMETER_4': 591}"
}
|
{
"final_pnl_ratio": "-0.77%",
"max_drawdown": "-0.48%"
}
|
{
"garch_params": "{'omega': 2.803052055654508, 'alpha': [0.05981920637319963], 'beta': [0.9381807936268005], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13656.94}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10911567782777602, 'max_pnl_target': 0.22566233806356154, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.19389802806669207, 'max_pnl_target': 0.23678742666170308, 'max_calls_for_rule': 16}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1699.866881251942, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 16, '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': 96418.0468510202, 'LEVERAGE': 121, 'UNIT_BUDGET': 242.64483140881651, 'INITIAL_MARGIN_PER_UNIT': 14.048486621916876, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96418.0468510202, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.048486621916876, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45342448358400744, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 106, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 213, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 252, 'NON_TRADEABLE_WINDOW': 15120, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 7, 'PARAMETER_2': 138, 'PARAMETER_3': 1.8554018841104924, 'PARAMETER_4': 672}"
}
|
{
"final_pnl_ratio": "-83.10%",
"max_drawdown": "-83.10%"
}
|
{
"garch_params": "{'omega': 3.414313784652946, 'alpha': [0.13077808482855602], 'beta': [0.8674601261816096], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11961570604005603, 'max_pnl_target': 0.18913336880782983, 'max_calls_for_rule': 332}, 'moderate_calls': {'min_pnl_target': 0.21944267193248232, 'max_pnl_target': 0.2979705008961441, 'max_calls_for_rule': 665}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 286.34750855455314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 665, 'MAX_CONCURRENT_UNITS': 45, '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': 141168.42192664178, 'LEVERAGE': 61, 'UNIT_BUDGET': 3128.115517007961, 'INITIAL_MARGIN_PER_UNIT': 4.694221451713986, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141168.42192664178, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.694221451713986, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4829371001338618, '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': 22, 'MFI_PERIOD': 215, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 230, 'NON_TRADEABLE_WINDOW': 13800, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 4, 'PARAMETER_2': 47, 'PARAMETER_3': 2.085403918152047, 'PARAMETER_4': 776}"
}
|
{
"final_pnl_ratio": "-1.11%",
"max_drawdown": "-1.11%"
}
|
{
"garch_params": "{'omega': 1.7093322227451428, 'alpha': [0.08716804438151499], 'beta': [0.9108319556184851], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10502651982839904, 'max_pnl_target': 0.200431186774598, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.11428043309746681, 'max_pnl_target': 0.24492672289575462, 'max_calls_for_rule': 67}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1279.0384558093922, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, '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': 101854.39085451867, 'LEVERAGE': 93, 'UNIT_BUDGET': 935.6805422112725, 'INITIAL_MARGIN_PER_UNIT': 13.753101675369809, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101854.39085451867, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.753101675369809, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4039200802308475, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 49, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 40, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 314, 'NON_TRADEABLE_WINDOW': 18840, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 7, 'PARAMETER_2': 119, 'PARAMETER_3': 1.887721749297428, 'PARAMETER_4': 693}"
}
|
{
"final_pnl_ratio": "-14.13%",
"max_drawdown": "-13.94%"
}
|
{
"garch_params": "{'omega': 0.19116251001207749, 'alpha': [0.1375438106976447], 'beta': [0.8604561893023552], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16475.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05577353734793822, 'max_pnl_target': 0.15442476995144233, 'max_calls_for_rule': 694}, 'moderate_calls': {'min_pnl_target': 0.21194688818775173, 'max_pnl_target': 0.30005075841161216, 'max_calls_for_rule': 1389}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 9.313813975761938, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1389, 'MAX_CONCURRENT_UNITS': 561, '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': 908463.5955470403, 'LEVERAGE': 8, 'UNIT_BUDGET': 1618.8771842267904, 'INITIAL_MARGIN_PER_UNIT': 1.1642267469702423, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 908463.5955470403, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.1642267469702423, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4411107855972138, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 104, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 167, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 33, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 176, 'NON_TRADEABLE_WINDOW': 10560, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 20, 'PARAMETER_3': 2.296277225093214, 'PARAMETER_4': 347}"
}
|
{
"final_pnl_ratio": "0.03%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 3.657821359450102, 'alpha': [0.1258896554963444], 'beta': [0.7774311916508096], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06040901548350923, 'max_pnl_target': 0.1470101960668192, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.2245115591892913, 'max_pnl_target': 0.2988663782644607, 'max_calls_for_rule': 223}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 967.1215123021399, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 223, 'MAX_CONCURRENT_UNITS': 299, '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': 625461.4289015525, 'LEVERAGE': 104, 'UNIT_BUDGET': 2086.9952839294615, 'INITIAL_MARGIN_PER_UNIT': 9.299245310597499, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 625461.4289015525, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.299245310597499, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3146120895985313, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 91, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 155, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 175, 'NON_TRADEABLE_WINDOW': 10500, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 2, 'PARAMETER_2': 125, 'PARAMETER_3': 1.7048157109033961, 'PARAMETER_4': 406}"
}
|
{
"final_pnl_ratio": "-1.33%",
"max_drawdown": "-1.33%"
}
|
{
"garch_params": "{'omega': 0.9897979800994993, 'alpha': [0.17162434471332988], 'beta': [0.82637565528667], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05797697387825148, 'max_pnl_target': 0.22896587264258134, 'max_calls_for_rule': 342}, 'moderate_calls': {'min_pnl_target': 0.09175084992421842, 'max_pnl_target': 0.25049940219556466, 'max_calls_for_rule': 685}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 170.5721040478339, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 685, 'MAX_CONCURRENT_UNITS': 141, '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': 461504.47332017944, 'LEVERAGE': 36, 'UNIT_BUDGET': 3252.3134796696613, 'INITIAL_MARGIN_PER_UNIT': 4.73811400132872, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 461504.47332017944, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.73811400132872, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24914596219007046, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 191, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 53, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 58, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 266, 'NON_TRADEABLE_WINDOW': 15960, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 7, 'PARAMETER_2': 149, 'PARAMETER_3': 2.362661341682429, 'PARAMETER_4': 1022}"
}
|
{
"final_pnl_ratio": "0.91%",
"max_drawdown": "-0.03%"
}
|
{
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"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11903959109317967, 'max_pnl_target': 0.2266852270280088, 'max_calls_for_rule': 272}, 'moderate_calls': {'min_pnl_target': 0.21952728125957874, 'max_pnl_target': 0.2768755470375404, 'max_calls_for_rule': 545}}",
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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": "0.22%",
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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": "-0.12%",
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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": "-7.04%",
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{
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}
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{
"final_pnl_ratio": "17.68%",
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{
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}
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{
"final_pnl_ratio": "-1.20%",
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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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{
"final_pnl_ratio": "-4.79%",
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{
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}
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{
"final_pnl_ratio": "-1.36%",
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{
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}
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{
"final_pnl_ratio": "-6.17%",
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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": "-1.34%",
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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": "3.56%",
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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": "-0.55%",
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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": "1.17%",
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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": "-1.48%",
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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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{
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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": "0.40%",
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{
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}
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{
"final_pnl_ratio": "-2.37%",
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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": "-0.06%",
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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": "-1.46%",
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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": "-0.51%",
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{
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}
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{
"final_pnl_ratio": "3.64%",
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{
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}
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{
"final_pnl_ratio": "-5.49%",
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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": "-6.07%",
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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": "-0.64%",
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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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}
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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": "-0.67%",
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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": "-0.15%",
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{
"garch_params": "{'omega': 0.4488092847178902, 'alpha': [0.06375975852070924], 'beta': [0.8737894588032497], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14484799289108788, 'max_pnl_target': 0.21899790363030627, 'max_calls_for_rule': 245}, 'moderate_calls': {'min_pnl_target': 0.05767752278936929, 'max_pnl_target': 0.25841641193003817, 'max_calls_for_rule': 490}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 958.5690262735477, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 490, 'MAX_CONCURRENT_UNITS': 124, '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': 612298.7732891681, 'LEVERAGE': 96, 'UNIT_BUDGET': 4910.6646606102195, 'INITIAL_MARGIN_PER_UNIT': 9.98509402368279, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 612298.7732891681, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.98509402368279, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3250091604379919, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 48, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 197, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 60, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 146, 'NON_TRADEABLE_WINDOW': 8760, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 49, 'PARAMETER_3': 2.23117437538463, 'PARAMETER_4': 862}"
}
|
{
"final_pnl_ratio": "1.53%",
"max_drawdown": "-0.14%"
}
|
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