input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 0.37536730165606935, 'alpha': [0.06417592433991552], 'beta': [0.9338240756600844], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05870545260091575, 'max_pnl_target': 0.1604817167946402, 'max_calls_for_rule': 185}, 'moderate_calls': {'min_pnl_target': 0.07419031136084259, 'max_pnl_target': 0.21929654247392055, 'max_calls_for_rule': 371}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 43.99893857390589, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 371, 'MAX_CONCURRENT_UNITS': 22, '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': 46767.176240678295, 'LEVERAGE': 8, 'UNIT_BUDGET': 2047.000994152732, 'INITIAL_MARGIN_PER_UNIT': 5.499867321738236, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 46767.176240678295, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.499867321738236, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2046619294459568, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 227, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 43, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 50, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 162, 'NON_TRADEABLE_WINDOW': 9720, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 60, 'PARAMETER_3': 1.7952885208613796, 'PARAMETER_4': 842}"
}
|
{
"final_pnl_ratio": "0.42%",
"max_drawdown": "-0.12%"
}
|
{
"garch_params": "{'omega': 4.286827537488907, 'alpha': [0.12843345059734682], 'beta': [0.8695665494026532], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13112885949013214, 'max_pnl_target': 0.18368936167986316, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.0731160236284334, 'max_pnl_target': 0.2124050913941544, 'max_calls_for_rule': 208}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 259.66729523691066, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 208, 'MAX_CONCURRENT_UNITS': 100, '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': 302737.3509734592, 'LEVERAGE': 18, 'UNIT_BUDGET': 3022.4485702833485, 'INITIAL_MARGIN_PER_UNIT': 14.425960846495036, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 302737.3509734592, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.425960846495036, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29981475753234677, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 38, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 193, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 39, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 259, 'NON_TRADEABLE_WINDOW': 15540, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 37, 'PARAMETER_3': 1.6185730940947058, 'PARAMETER_4': 1001}"
}
|
{
"final_pnl_ratio": "-0.82%",
"max_drawdown": "-0.30%"
}
|
{
"garch_params": "{'omega': 4.136779782946703, 'alpha': [0.15967652652759076], 'beta': [0.78382225600576], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 229.1}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08481098250379751, 'max_pnl_target': 0.19024228586132788, 'max_calls_for_rule': 2039}, 'moderate_calls': {'min_pnl_target': 0.19616549856505913, 'max_pnl_target': 0.2822184757350737, 'max_calls_for_rule': 4079}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 28.084237720796963, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 4079, 'MAX_CONCURRENT_UNITS': 179, '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': 762937.1954780639, 'LEVERAGE': 27, 'UNIT_BUDGET': 4244.703714632922, 'INITIAL_MARGIN_PER_UNIT': 1.0401569526221097, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 762937.1954780639, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.0401569526221097, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09176736608244805, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 211, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 150, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 207, 'NON_TRADEABLE_WINDOW': 12420, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 9, 'PARAMETER_2': 83, 'PARAMETER_3': 1.2248701735283345, 'PARAMETER_4': 585}"
}
|
{
"final_pnl_ratio": "0.10%",
"max_drawdown": "-0.01%"
}
|
{
"garch_params": "{'omega': 0.7921255687900112, 'alpha': [0.07172310044480859], 'beta': [0.8456516374142449], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 56421.7}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07443218287933984, 'max_pnl_target': 0.1974788612939674, 'max_calls_for_rule': 590}, 'moderate_calls': {'min_pnl_target': 0.2352259130577041, 'max_pnl_target': 0.2693833763789526, 'max_calls_for_rule': 1181}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 299.92159793319155, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1181, 'MAX_CONCURRENT_UNITS': 75, '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': 376657.3311211526, 'LEVERAGE': 71, 'UNIT_BUDGET': 4997.248552474507, 'INITIAL_MARGIN_PER_UNIT': 4.224247858213966, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 376657.3311211526, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.224247858213966, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40118450245904497, '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': 39, 'MFI_PERIOD': 55, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 218, 'NON_TRADEABLE_WINDOW': 13080, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 6, 'PARAMETER_2': 138, 'PARAMETER_3': 2.321322259943095, 'PARAMETER_4': 355}"
}
|
{
"final_pnl_ratio": "-0.21%",
"max_drawdown": "-0.19%"
}
|
{
"garch_params": "{'omega': 3.943704987951924, 'alpha': [0.10192078816772664], 'beta': [0.8674202722371627], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08145431737993294, 'max_pnl_target': 0.16013214128127787, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.07908439907448271, 'max_pnl_target': 0.22041988380781194, 'max_calls_for_rule': 174}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 2311.757405635168, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 174, 'MAX_CONCURRENT_UNITS': 63, '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': 221737.97500697608, 'LEVERAGE': 116, 'UNIT_BUDGET': 3493.262537499794, 'INITIAL_MARGIN_PER_UNIT': 19.928943152027312, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 221737.97500697608, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.928943152027312, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18561593043041075, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 93, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 73, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 237, 'NON_TRADEABLE_WINDOW': 14220, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 106, 'PARAMETER_3': 2.1784226930331405, 'PARAMETER_4': 884}"
}
|
{
"final_pnl_ratio": "12.72%",
"max_drawdown": "-1.92%"
}
|
{
"garch_params": "{'omega': 4.173515881857246, 'alpha': [0.10404817615968283], 'beta': [0.8939518238403172], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03076135000173582, 'max_pnl_target': 0.1172799910081082, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.241874795415747, 'max_pnl_target': 0.28189805640984644, 'max_calls_for_rule': 21}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1205.9626487445616, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 21, 'MAX_CONCURRENT_UNITS': 1627, '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': 653396.5349755341, 'LEVERAGE': 69, 'UNIT_BUDGET': 401.3808290369472, 'INITIAL_MARGIN_PER_UNIT': 17.477719547022634, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 653396.5349755341, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.477719547022634, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43139697334178634, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 63, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 38, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 236, 'NON_TRADEABLE_WINDOW': 14160, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 41, 'PARAMETER_3': 1.8966908265828348, 'PARAMETER_4': 1062}"
}
|
{
"final_pnl_ratio": "0.42%",
"max_drawdown": "-0.51%"
}
|
{
"garch_params": "{'omega': 3.8949367145945266, 'alpha': [0.13275292546966358], 'beta': [0.8652470745303364], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.013388430357201041, 'max_pnl_target': 0.15245060295317073, 'max_calls_for_rule': 278}, 'moderate_calls': {'min_pnl_target': 0.13901116323593846, 'max_pnl_target': 0.20315555107045538, 'max_calls_for_rule': 557}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 115.8860361315234, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 557, 'MAX_CONCURRENT_UNITS': 130, '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': 497904.8404222572, 'LEVERAGE': 17, 'UNIT_BUDGET': 3809.7456529736414, 'INITIAL_MARGIN_PER_UNIT': 6.816825654795494, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 497904.8404222572, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.816825654795494, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0664264403985274, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 176, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 159, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 64, 'HOURLY_MA_LONG_PERIOD': 247, 'NON_TRADEABLE_WINDOW': 14820, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'PARAMETER_1': 8, 'PARAMETER_2': 36, 'PARAMETER_3': 2.140360767167267, 'PARAMETER_4': 419}"
}
|
{
"final_pnl_ratio": "-0.55%",
"max_drawdown": "-0.78%"
}
|
{
"garch_params": "{'omega': 3.2140754364251545, 'alpha': [0.15356854245339546], 'beta': [0.7716174205847071], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.02534044045011348, 'max_pnl_target': 0.20829144829849125, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.22048031446315838, 'max_pnl_target': 0.2662633413928202, 'max_calls_for_rule': 28}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 354.48249507181737, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 28, 'MAX_CONCURRENT_UNITS': 453, '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': 158602.08916879748, 'LEVERAGE': 30, 'UNIT_BUDGET': 349.4395770794455, 'INITIAL_MARGIN_PER_UNIT': 11.81608316906058, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158602.08916879748, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.81608316906058, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2402945543773473, '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': 24, 'MFI_PERIOD': 106, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 36, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 223, 'NON_TRADEABLE_WINDOW': 13380, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 26, 'PARAMETER_3': 1.365674230756953, 'PARAMETER_4': 358}"
}
|
{
"final_pnl_ratio": "-1.91%",
"max_drawdown": "-1.49%"
}
|
{
"garch_params": "{'omega': 0.24078452669775988, 'alpha': [0.06320836806740343], 'beta': [0.9347916319325966], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 67051.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12024720284720986, 'max_pnl_target': 0.1924304368731105, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.10051200417170124, 'max_pnl_target': 0.20834317546512168, 'max_calls_for_rule': 107}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 198.8635633446277, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, 'MAX_CONCURRENT_UNITS': 2452, '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': 687787.2080977717, 'LEVERAGE': 77, 'UNIT_BUDGET': 280.4963994890453, 'INITIAL_MARGIN_PER_UNIT': 2.5826436798003596, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 687787.2080977717, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.5826436798003596, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16239661043315984, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 29, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 84, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 60, 'HOURLY_MA_LONG_PERIOD': 319, 'NON_TRADEABLE_WINDOW': 19140, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 87, 'PARAMETER_3': 1.6048242824926704, 'PARAMETER_4': 848}"
}
|
{
"final_pnl_ratio": "-1.46%",
"max_drawdown": "-2.77%"
}
|
{
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"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05076953588160104, 'max_pnl_target': 0.21968172146524348, 'max_calls_for_rule': 528}, 'moderate_calls': {'min_pnl_target': 0.17242209367632635, 'max_pnl_target': 0.2843934464405329, 'max_calls_for_rule': 1056}}",
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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": "1.25%",
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{
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}
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{
"final_pnl_ratio": "-5.02%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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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": "0.22%",
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{
"final_pnl_ratio": "0.04%",
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{
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}
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{
"final_pnl_ratio": "-0.25%",
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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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{
"final_pnl_ratio": "1.20%",
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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": "-1.29%",
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{
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}
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{
"final_pnl_ratio": "-0.29%",
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{
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}
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{
"final_pnl_ratio": "-2.01%",
"max_drawdown": "-11.83%"
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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": "-0.17%",
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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": "0.28%",
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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": "-2.40%",
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{
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{
"final_pnl_ratio": "0.15%",
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{
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}
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{
"final_pnl_ratio": "-1.17%",
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{
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{
"final_pnl_ratio": "1.26%",
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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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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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}
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{
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{
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}
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{
"final_pnl_ratio": "3.26%",
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{
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{
"final_pnl_ratio": "-1.03%",
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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": "-0.64%",
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{
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}
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{
"final_pnl_ratio": "0.16%",
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{
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}
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{
"final_pnl_ratio": "-1.22%",
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{
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}
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{
"final_pnl_ratio": "-2.70%",
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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": "-1.56%",
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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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{
"final_pnl_ratio": "-0.19%",
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{
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}
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{
"final_pnl_ratio": "0.01%",
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{
"garch_params": "{'omega': 7.606804845091988, 'alpha': [0.1577606154739044], 'beta': [0.8402393845260955], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 261.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06980534250765102, 'max_pnl_target': 0.21374498989794646, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.22098600792008397, 'max_pnl_target': 0.2529588925190551, 'max_calls_for_rule': 21}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1553.6617047651475, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 21, 'MAX_CONCURRENT_UNITS': 2403, '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': 861546.0742026294, 'LEVERAGE': 96, 'UNIT_BUDGET': 358.49781889037524, 'INITIAL_MARGIN_PER_UNIT': 16.18397609130362, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 861546.0742026294, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.18397609130362, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46206936906217855, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 118, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 235, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 48, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 219, 'NON_TRADEABLE_WINDOW': 13140, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 5, 'PARAMETER_2': 71, 'PARAMETER_3': 1.3067348202232436, 'PARAMETER_4': 218}"
}
|
{
"final_pnl_ratio": "-10.14%",
"max_drawdown": "-27.24%"
}
|
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