input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 3.6060351309773697, 'alpha': [0.10103086268059375], 'beta': [0.8969691373194062], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.052708458553491905, 'max_pnl_target': 0.13039887188902843, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.22866794244491814, 'max_pnl_target': 0.3141370610856067, 'max_calls_for_rule': 161}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 2138.1954267021324, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 72, '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': 215698.60871806965, 'LEVERAGE': 117, 'UNIT_BUDGET': 2969.6569241279867, 'INITIAL_MARGIN_PER_UNIT': 18.275174587197714, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 215698.60871806965, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.275174587197714, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25242455802811603, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 87, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 148, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 231, 'NON_TRADEABLE_WINDOW': 13860, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 51, 'PARAMETER_3': 2.367551818521393, 'PARAMETER_4': 307}"
}
|
{
"final_pnl_ratio": "-11.59%",
"max_drawdown": "-13.21%"
}
|
{
"garch_params": "{'omega': 3.1243834809692657, 'alpha': [0.06758361644713755], 'beta': [0.9304163835528623], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3939.67}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03177563570013417, 'max_pnl_target': 0.2372773210326529, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.12870230717892842, 'max_pnl_target': 0.2500980961357356, 'max_calls_for_rule': 24}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1522.0408676237043, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 24, 'MAX_CONCURRENT_UNITS': 1251, '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': 498482.9594512117, 'LEVERAGE': 98, 'UNIT_BUDGET': 398.1936118041468, 'INITIAL_MARGIN_PER_UNIT': 15.53102926146637, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 498482.9594512117, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.53102926146637, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34427570800950874, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 229, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 203, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 54, 'HOURLY_MA_LONG_PERIOD': 151, 'NON_TRADEABLE_WINDOW': 9060, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 2, 'PARAMETER_2': 97, 'PARAMETER_3': 1.9063789541076535, 'PARAMETER_4': 702}"
}
|
{
"final_pnl_ratio": "-1.12%",
"max_drawdown": "-1.12%"
}
|
{
"garch_params": "{'omega': 30.191859117158415, 'alpha': [0.16599180555492352], 'beta': [0.7619597132762057], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08121140088313578, 'max_pnl_target': 0.17436503948102203, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.07982715661122602, 'max_pnl_target': 0.2581509627143213, 'max_calls_for_rule': 118}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 629.7462141301178, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, 'MAX_CONCURRENT_UNITS': 336, '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': 529404.703759342, 'LEVERAGE': 48, 'UNIT_BUDGET': 1571.3475586657173, 'INITIAL_MARGIN_PER_UNIT': 13.119712794377454, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 529404.703759342, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.119712794377454, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.154783296617792, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 179, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 195, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 288, 'NON_TRADEABLE_WINDOW': 17280, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 91, 'PARAMETER_3': 1.5897302810319969, 'PARAMETER_4': 896}"
}
|
{
"final_pnl_ratio": "-2.03%",
"max_drawdown": "-1.99%"
}
|
{
"garch_params": "{'omega': 1.6484192382231373, 'alpha': [0.08907187689201178], 'beta': [0.9023880367105989], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 33974.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04222709770713024, 'max_pnl_target': 0.10693893610287333, 'max_calls_for_rule': 234}, 'moderate_calls': {'min_pnl_target': 0.22050376371455435, 'max_pnl_target': 0.24210568400354746, 'max_calls_for_rule': 469}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 869.2551234288536, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 469, 'MAX_CONCURRENT_UNITS': 43, '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': 157688.86134550243, 'LEVERAGE': 112, 'UNIT_BUDGET': 3653.061396505344, 'INITIAL_MARGIN_PER_UNIT': 7.761206459186193, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157688.86134550243, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.761206459186193, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3494351673196507, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 151, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 185, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 68, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 157, 'NON_TRADEABLE_WINDOW': 9420, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 10, 'PARAMETER_2': 120, 'PARAMETER_3': 1.7349007145553523, 'PARAMETER_4': 888}"
}
|
{
"final_pnl_ratio": "-2.45%",
"max_drawdown": "-3.29%"
}
|
{
"garch_params": "{'omega': 0.8310558487716211, 'alpha': [0.06607476075067037], 'beta': [0.8612246222927578], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 40779.16}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11238820029803465, 'max_pnl_target': 0.13719545222630863, 'max_calls_for_rule': 206}, 'moderate_calls': {'min_pnl_target': 0.062234413152161897, 'max_pnl_target': 0.21031660235981925, 'max_calls_for_rule': 412}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 538.4908916666138, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 412, 'MAX_CONCURRENT_UNITS': 206, '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': 918344.1840673207, 'LEVERAGE': 50, 'UNIT_BUDGET': 4450.312353511923, 'INITIAL_MARGIN_PER_UNIT': 10.769817833332276, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 918344.1840673207, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.769817833332276, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14337237378843026, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 206, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 226, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 58, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 225, 'NON_TRADEABLE_WINDOW': 13500, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 34, 'PARAMETER_3': 1.8163267786620478, 'PARAMETER_4': 1061}"
}
|
{
"final_pnl_ratio": "-0.30%",
"max_drawdown": "-0.22%"
}
|
{
"garch_params": "{'omega': 1.8914631305906786, 'alpha': [0.09539943135892703], 'beta': [0.8883821532001203], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08560196277667216, 'max_pnl_target': 0.14758413667320477, 'max_calls_for_rule': 345}, 'moderate_calls': {'min_pnl_target': 0.0765171466535188, 'max_pnl_target': 0.27846339983755475, 'max_calls_for_rule': 690}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 187.71564288026246, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 690, 'MAX_CONCURRENT_UNITS': 257, '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': 981130.8671088263, 'LEVERAGE': 34, 'UNIT_BUDGET': 3815.3743960251104, 'INITIAL_MARGIN_PER_UNIT': 5.521048320007719, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 981130.8671088263, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.521048320007719, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06066565979227165, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 157, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 97, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 251, 'NON_TRADEABLE_WINDOW': 15060, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 5, 'PARAMETER_2': 13, 'PARAMETER_3': 1.4450823721004806, 'PARAMETER_4': 437}"
}
|
{
"final_pnl_ratio": "-0.21%",
"max_drawdown": "-0.14%"
}
|
{
"garch_params": "{'omega': 2.729299036611552, 'alpha': [0.15152316826237736], 'beta': [0.8464768317376226], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12083378450081332, 'max_pnl_target': 0.1886905213107478, 'max_calls_for_rule': 108}, 'moderate_calls': {'min_pnl_target': 0.18280577942293372, 'max_pnl_target': 0.20793750593753116, 'max_calls_for_rule': 217}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 642.6307089909827, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 217, 'MAX_CONCURRENT_UNITS': 143, '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': 410808.6787404826, 'LEVERAGE': 49, 'UNIT_BUDGET': 2863.820356419045, 'INITIAL_MARGIN_PER_UNIT': 13.114912428387402, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 410808.6787404826, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.114912428387402, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3752104511275839, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 109, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 231, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 257, 'NON_TRADEABLE_WINDOW': 15420, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 120, 'PARAMETER_3': 2.408291077122811, 'PARAMETER_4': 306}"
}
|
{
"final_pnl_ratio": "2.11%",
"max_drawdown": "-1.02%"
}
|
{
"garch_params": "{'omega': 0.7875591319945914, 'alpha': [0.05709271008711171], 'beta': [0.9409072899128883], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 6915.47}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.036122902235873826, 'max_pnl_target': 0.194285348423598, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.19281789737788516, 'max_pnl_target': 0.24819931028707773, 'max_calls_for_rule': 100}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 338.5275076401553, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 100, 'MAX_CONCURRENT_UNITS': 1324, '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': 633882.6988720557, 'LEVERAGE': 72, 'UNIT_BUDGET': 478.52854825739297, 'INITIAL_MARGIN_PER_UNIT': 4.701770939446601, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 633882.6988720557, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.701770939446601, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32961422249796096, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 143, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 181, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 193, 'NON_TRADEABLE_WINDOW': 11580, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 151, 'PARAMETER_3': 1.5680235433508634, 'PARAMETER_4': 510}"
}
|
{
"final_pnl_ratio": "-0.33%",
"max_drawdown": "-0.41%"
}
|
{
"garch_params": "{'omega': 47.732870199237254, 'alpha': [0.19534537904851268], 'beta': [0.8026546209514872], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13652226950602311, 'max_pnl_target': 0.21332797979958776, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.06156025466420003, 'max_pnl_target': 0.29070670590200093, 'max_calls_for_rule': 39}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 362.13642916235074, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 838, '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': 226423.13017413032, 'LEVERAGE': 54, 'UNIT_BUDGET': 269.95008842873943, 'INITIAL_MARGIN_PER_UNIT': 6.706230169673162, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 226423.13017413032, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.706230169673162, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.401492612476794, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 163, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 72, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 191, 'NON_TRADEABLE_WINDOW': 11460, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 2, 'PARAMETER_2': 60, 'PARAMETER_3': 2.2713716422414567, 'PARAMETER_4': 548}"
}
|
{
"final_pnl_ratio": "-1.15%",
"max_drawdown": "-1.38%"
}
|
{
"garch_params": "{'omega': 0.2170913999819129, 'alpha': [0.06306137874874812], 'beta': [0.9325432932196177], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 67051.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06606081451913351, 'max_pnl_target': 0.14807012219302843, 'max_calls_for_rule': 367}, 'moderate_calls': {'min_pnl_target': 0.22260238732278784, 'max_pnl_target': 0.3204234966210858, 'max_calls_for_rule': 735}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 388.5182345104937, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 735, 'MAX_CONCURRENT_UNITS': 370, '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': 885057.9134123335, 'LEVERAGE': 120, 'UNIT_BUDGET': 2385.9460613219912, 'INITIAL_MARGIN_PER_UNIT': 3.237651954254114, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 885057.9134123335, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.237651954254114, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4091628176182127, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 161, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 239, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 187, 'NON_TRADEABLE_WINDOW': 11220, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 89, 'PARAMETER_3': 2.0387008150697588, 'PARAMETER_4': 779}"
}
|
{
"final_pnl_ratio": "-0.58%",
"max_drawdown": "-0.65%"
}
|
{
"garch_params": "{'omega': 3.409544584393127, 'alpha': [0.07859759738336672], 'beta': [0.9194024026166331], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.012400107604287326, 'max_pnl_target': 0.17834897001487224, 'max_calls_for_rule': 142}, 'moderate_calls': {'min_pnl_target': 0.155433440092246, 'max_pnl_target': 0.22086137927555943, 'max_calls_for_rule': 285}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 230.31729619970176, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 285, 'MAX_CONCURRENT_UNITS': 85, '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': 255018.14287924717, 'LEVERAGE': 22, 'UNIT_BUDGET': 2999.7456610981108, 'INITIAL_MARGIN_PER_UNIT': 10.468968009077352, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 255018.14287924717, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.468968009077352, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2027332721484541, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 210, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 136, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 33, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 55, 'HOURLY_MA_LONG_PERIOD': 309, 'NON_TRADEABLE_WINDOW': 18540, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 2, 'PARAMETER_2': 131, 'PARAMETER_3': 2.26836632033191, 'PARAMETER_4': 398}"
}
|
{
"final_pnl_ratio": "-0.25%",
"max_drawdown": "-0.36%"
}
|
{
"garch_params": "{'omega': 1.1915014149170402, 'alpha': [0.06504205911925846], 'beta': [0.9329579408807415], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.014706635047704919, 'max_pnl_target': 0.12499935571404955, 'max_calls_for_rule': 163}, 'moderate_calls': {'min_pnl_target': 0.21618677953384882, 'max_pnl_target': 0.3141325475116219, 'max_calls_for_rule': 326}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 776.6556056481786, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 326, 'MAX_CONCURRENT_UNITS': 317, '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': 790401.2193148432, 'LEVERAGE': 102, 'UNIT_BUDGET': 2490.6796175240297, 'INITIAL_MARGIN_PER_UNIT': 7.614270643609594, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 790401.2193148432, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.614270643609594, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14436455874134263, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 62, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 129, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 71, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 256, 'NON_TRADEABLE_WINDOW': 15360, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 10, 'PARAMETER_2': 156, 'PARAMETER_3': 2.470836229384396, 'PARAMETER_4': 368}"
}
|
{
"final_pnl_ratio": "-1.28%",
"max_drawdown": "-2.48%"
}
|
{
"garch_params": "{'omega': 1.6081091013989124, 'alpha': [0.09070710763943222], 'beta': [0.9072928923605678], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.01791991922811092, 'max_pnl_target': 0.19898748322051552, 'max_calls_for_rule': 164}, 'moderate_calls': {'min_pnl_target': 0.1567186736960122, 'max_pnl_target': 0.24921539728071693, 'max_calls_for_rule': 328}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1214.7932083550932, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 328, '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': 290185.62610586174, 'LEVERAGE': 109, 'UNIT_BUDGET': 3673.9302811546504, 'INITIAL_MARGIN_PER_UNIT': 11.144891819771496, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 290185.62610586174, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.144891819771496, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12862541619481688, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 223, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 133, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 310, 'NON_TRADEABLE_WINDOW': 18600, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 81, 'PARAMETER_3': 2.3084139183428283, 'PARAMETER_4': 630}"
}
|
{
"final_pnl_ratio": "-2.26%",
"max_drawdown": "-2.68%"
}
|
{
"garch_params": "{'omega': 4.212444823868049, 'alpha': [0.10795883778031222], 'beta': [0.8900411622196878], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 274.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.041526753839568546, 'max_pnl_target': 0.17139608076122737, 'max_calls_for_rule': 154}, 'moderate_calls': {'min_pnl_target': 0.22539888533846217, 'max_pnl_target': 0.29391296230972414, 'max_calls_for_rule': 309}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 31.95683484538912, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 309, 'MAX_CONCURRENT_UNITS': 520, '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': 215321.65996087075, 'LEVERAGE': 24, 'UNIT_BUDGET': 413.94978329779053, 'INITIAL_MARGIN_PER_UNIT': 1.3315347852245467, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 215321.65996087075, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.3315347852245467, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44108824398844443, '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': 20, 'MFI_PERIOD': 33, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 183, 'NON_TRADEABLE_WINDOW': 10980, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 10, 'PARAMETER_2': 24, 'PARAMETER_3': 2.457775346765415, 'PARAMETER_4': 1058}"
}
|
{
"final_pnl_ratio": "2.24%",
"max_drawdown": "-0.18%"
}
|
{
"garch_params": "{'omega': 1.4402483017419616, 'alpha': [0.06862727479519001], 'beta': [0.92937272520481], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.558913214998399, 'historical_segment_start_price': 9574.23}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12468460765292425, 'max_pnl_target': 0.21693340744468856, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.21856507822435176, 'max_pnl_target': 0.26979308053088596, 'max_calls_for_rule': 96}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 524.2604767643405, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, 'MAX_CONCURRENT_UNITS': 1732, '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': 897878.4400967892, 'LEVERAGE': 99, 'UNIT_BUDGET': 518.4041300956811, 'INITIAL_MARGIN_PER_UNIT': 5.295560371356975, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 897878.4400967892, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.295560371356975, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14645657642518614, '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': 38, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 228, 'NON_TRADEABLE_WINDOW': 13680, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 2, 'PARAMETER_2': 157, 'PARAMETER_3': 2.0568236663088766, 'PARAMETER_4': 216}"
}
|
{
"final_pnl_ratio": "-0.52%",
"max_drawdown": "-0.60%"
}
|
{
"garch_params": "{'omega': 3.553885365448798, 'alpha': [0.13275421119899616], 'beta': [0.8216833407787569], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06625414698476549, 'max_pnl_target': 0.1351318584824097, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.1756994546579382, 'max_pnl_target': 0.25581072845083197, 'max_calls_for_rule': 130}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1890.4659221102318, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, 'MAX_CONCURRENT_UNITS': 136, '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': 279044.1615026828, 'LEVERAGE': 122, 'UNIT_BUDGET': 2043.7091538608438, 'INITIAL_MARGIN_PER_UNIT': 15.495622312378948, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 279044.1615026828, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.495622312378948, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17126661994193637, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 76, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 39, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 70, 'HOURLY_MA_LONG_PERIOD': 222, 'NON_TRADEABLE_WINDOW': 13320, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 77, 'PARAMETER_3': 1.2017552556129274, 'PARAMETER_4': 329}"
}
|
{
"final_pnl_ratio": "2.08%",
"max_drawdown": "-1.89%"
}
|
{
"garch_params": "{'omega': 0.19883375440917644, 'alpha': [0.13678173276580144], 'beta': [0.8204910949493032], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16475.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0389102760559767, 'max_pnl_target': 0.11942397863562842, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.12838742046501742, 'max_pnl_target': 0.29403893042463936, 'max_calls_for_rule': 324}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 45.978798214507066, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 324, 'MAX_CONCURRENT_UNITS': 369, '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': 369384.48930078256, 'LEVERAGE': 15, 'UNIT_BUDGET': 998.8458971148692, 'INITIAL_MARGIN_PER_UNIT': 3.065253214300471, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 369384.48930078256, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.065253214300471, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3627816365797538, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 145, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 160, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 70, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 188, 'NON_TRADEABLE_WINDOW': 11280, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 2, 'PARAMETER_2': 164, 'PARAMETER_3': 1.9246245317276385, 'PARAMETER_4': 259}"
}
|
{
"final_pnl_ratio": "0.08%",
"max_drawdown": "-0.02%"
}
|
{
"garch_params": "{'omega': 22.152659624748082, 'alpha': [0.14855652877101636], 'beta': [0.7899736422325613], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12642431395712517, 'max_pnl_target': 0.24181716414088883, 'max_calls_for_rule': 268}, 'moderate_calls': {'min_pnl_target': 0.1603527914481501, 'max_pnl_target': 0.28761818014715873, 'max_calls_for_rule': 537}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 270.19636704493485, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 537, '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': 189721.71036793038, 'LEVERAGE': 34, 'UNIT_BUDGET': 4278.89910415697, 'INITIAL_MARGIN_PER_UNIT': 7.946951971909849, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189721.71036793038, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.946951971909849, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37534153408485166, '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': 32, 'MFI_PERIOD': 160, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 266, 'NON_TRADEABLE_WINDOW': 15960, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 35, 'PARAMETER_3': 1.8146121698655227, 'PARAMETER_4': 873}"
}
|
{
"final_pnl_ratio": "1.13%",
"max_drawdown": "-0.38%"
}
|
{
"garch_params": "{'omega': 2.1406539822527857, 'alpha': [0.11221680956784703], 'beta': [0.8706927805222229], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11365.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11560867315069621, 'max_pnl_target': 0.11870208217711692, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.07046888722094866, 'max_pnl_target': 0.2477055947314332, 'max_calls_for_rule': 205}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1538.6734726978268, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, 'MAX_CONCURRENT_UNITS': 117, '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': 444013.45128011453, 'LEVERAGE': 84, 'UNIT_BUDGET': 3787.4184993152985, 'INITIAL_MARGIN_PER_UNIT': 18.317541341640794, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 444013.45128011453, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.317541341640794, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40963891133719094, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 99, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 65, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 209, 'NON_TRADEABLE_WINDOW': 12540, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 15, 'PARAMETER_3': 2.1775332256044173, 'PARAMETER_4': 689}"
}
|
{
"final_pnl_ratio": "-3.13%",
"max_drawdown": "-3.13%"
}
|
{
"garch_params": "{'omega': 23.69282389875413, 'alpha': [0.16359222600174628], 'beta': [0.8344077739982536], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1154823169430932, 'max_pnl_target': 0.1829887356450961, 'max_calls_for_rule': 421}, 'moderate_calls': {'min_pnl_target': 0.05723533174848288, 'max_pnl_target': 0.2589877433064308, 'max_calls_for_rule': 843}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 461.446517366767, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 843, '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': 286341.8116277342, 'LEVERAGE': 87, 'UNIT_BUDGET': 4481.121182563027, 'INITIAL_MARGIN_PER_UNIT': 5.303982958238701, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 286341.8116277342, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.303982958238701, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11806901055325432, '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': 23, 'MFI_PERIOD': 133, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 220, 'NON_TRADEABLE_WINDOW': 13200, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 114, 'PARAMETER_3': 1.7027438552601435, 'PARAMETER_4': 826}"
}
|
{
"final_pnl_ratio": "0.01%",
"max_drawdown": "-0.90%"
}
|
{
"garch_params": "{'omega': 1.2295866280647905, 'alpha': [0.09821207015996412], 'beta': [0.8610199332332646], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.10534902044123, 'historical_segment_start_price': 8354.07}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13700832521246292, 'max_pnl_target': 0.15581789273526822, 'max_calls_for_rule': 143}, 'moderate_calls': {'min_pnl_target': 0.08893126408933825, 'max_pnl_target': 0.20306203819685736, 'max_calls_for_rule': 287}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1304.4896034559238, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 287, 'MAX_CONCURRENT_UNITS': 119, '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': 590413.8321634999, 'LEVERAGE': 76, 'UNIT_BUDGET': 4949.02401778595, 'INITIAL_MARGIN_PER_UNIT': 17.164336887577946, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 590413.8321634999, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.164336887577946, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2986040596538864, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 140, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 64, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 293, 'NON_TRADEABLE_WINDOW': 17580, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 130, 'PARAMETER_3': 1.4124829330558168, 'PARAMETER_4': 854}"
}
|
{
"final_pnl_ratio": "-0.51%",
"max_drawdown": "-0.41%"
}
|
{
"garch_params": "{'omega': 1.0191992063922162, 'alpha': [0.11567604361216018], 'beta': [0.8137302635865391], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0874174439563399, 'max_pnl_target': 0.16569480449806553, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.2465207604325189, 'max_pnl_target': 0.34061634431938714, 'max_calls_for_rule': 205}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 691.1913555321833, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, 'MAX_CONCURRENT_UNITS': 360, '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': 843716.1688336476, 'LEVERAGE': 61, 'UNIT_BUDGET': 2340.4310640536005, 'INITIAL_MARGIN_PER_UNIT': 11.331005828396446, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 843716.1688336476, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.331005828396446, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17398657540291018, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 102, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 107, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 241, 'NON_TRADEABLE_WINDOW': 14460, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 162, 'PARAMETER_3': 1.2090316589187844, 'PARAMETER_4': 704}"
}
|
{
"final_pnl_ratio": "0.73%",
"max_drawdown": "-0.23%"
}
|
{
"garch_params": "{'omega': 4.577391596864211, 'alpha': [0.13165144884179333], 'beta': [0.8663485511582067], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1386569749781654, 'max_pnl_target': 0.2228368589748551, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.1347165016646455, 'max_pnl_target': 0.2018483851878777, 'max_calls_for_rule': 92}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 38.56418535390091, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, 'MAX_CONCURRENT_UNITS': 1874, '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': 970294.3004467032, 'LEVERAGE': 7, 'UNIT_BUDGET': 517.7374726059122, 'INITIAL_MARGIN_PER_UNIT': 5.509169336271559, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 970294.3004467032, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.509169336271559, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37588067354578036, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 34, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 61, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 39, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 52, 'HOURLY_MA_LONG_PERIOD': 201, 'NON_TRADEABLE_WINDOW': 12060, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 68, 'PARAMETER_3': 1.2874165039319294, 'PARAMETER_4': 270}"
}
|
{
"final_pnl_ratio": "1.17%",
"max_drawdown": "-0.01%"
}
|
{
"garch_params": "{'omega': 28.75432713923793, 'alpha': [0.18239391417219872], 'beta': [0.8156060858278014], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.023171905442643415, 'max_pnl_target': 0.13877612761885855, 'max_calls_for_rule': 156}, 'moderate_calls': {'min_pnl_target': 0.07583632959416622, 'max_pnl_target': 0.2119446257567367, 'max_calls_for_rule': 313}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 617.1033020372294, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 313, 'MAX_CONCURRENT_UNITS': 12, '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': 38213.217851831956, 'LEVERAGE': 65, 'UNIT_BUDGET': 2985.586792880259, 'INITIAL_MARGIN_PER_UNIT': 9.493896954418913, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 38213.217851831956, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.493896954418913, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36805177384203175, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 206, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 110, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 300, 'NON_TRADEABLE_WINDOW': 18000, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 2, 'PARAMETER_2': 133, 'PARAMETER_3': 2.2694959656236016, 'PARAMETER_4': 560}"
}
|
{
"final_pnl_ratio": "1.52%",
"max_drawdown": "-0.94%"
}
|
{
"garch_params": "{'omega': 22.68660768686778, 'alpha': [0.1869240916182402], 'beta': [0.803150276594746], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 621.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11375053120161976, 'max_pnl_target': 0.1495657282442992, 'max_calls_for_rule': 176}, 'moderate_calls': {'min_pnl_target': 0.22151894684189297, 'max_pnl_target': 0.23472395048991773, 'max_calls_for_rule': 352}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 83.27846962775133, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 352, 'MAX_CONCURRENT_UNITS': 54, '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': 77021.93106366413, 'LEVERAGE': 21, 'UNIT_BUDGET': 1400.424929325258, 'INITIAL_MARGIN_PER_UNIT': 3.9656414108453015, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77021.93106366413, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.9656414108453015, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2790028935917889, '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': 24, 'MFI_PERIOD': 216, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 52, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 176, 'NON_TRADEABLE_WINDOW': 10560, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 9, 'PARAMETER_2': 160, 'PARAMETER_3': 1.7836053196956516, 'PARAMETER_4': 756}"
}
|
{
"final_pnl_ratio": "-1.28%",
"max_drawdown": "-1.28%"
}
|
{
"garch_params": "{'omega': 4.003866681553664, 'alpha': [0.098135948660344], 'beta': [0.8998640513396561], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 274.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05855794971624594, 'max_pnl_target': 0.1647790439373834, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.20137608990170883, 'max_pnl_target': 0.2701772663097624, 'max_calls_for_rule': 205}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 187.87462016594208, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, 'MAX_CONCURRENT_UNITS': 180, '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': 499720.8781582754, 'LEVERAGE': 14, 'UNIT_BUDGET': 2769.971088765572, 'INITIAL_MARGIN_PER_UNIT': 13.41961572613872, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 499720.8781582754, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.41961572613872, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27907172293919474, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 120, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 230, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 72, 'HOURLY_MA_LONG_PERIOD': 203, 'NON_TRADEABLE_WINDOW': 12180, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 100, 'PARAMETER_3': 2.004805219273152, 'PARAMETER_4': 587}"
}
|
{
"final_pnl_ratio": "-0.40%",
"max_drawdown": "-0.41%"
}
|
{
"garch_params": "{'omega': 1.476698443452116, 'alpha': [0.07612098286779413], 'beta': [0.9218790171322059], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14310959754397817, 'max_pnl_target': 0.1884578783139422, 'max_calls_for_rule': 433}, 'moderate_calls': {'min_pnl_target': 0.21918082064851716, 'max_pnl_target': 0.21995575468638118, 'max_calls_for_rule': 867}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 222.6932141245836, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 867, 'MAX_CONCURRENT_UNITS': 420, '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': 894528.5844217308, 'LEVERAGE': 91, 'UNIT_BUDGET': 2125.7657383229243, 'INITIAL_MARGIN_PER_UNIT': 2.4471781771932264, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 894528.5844217308, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.4471781771932264, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40823775113489774, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 57, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 75, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 59, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 190, 'NON_TRADEABLE_WINDOW': 11400, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 9, 'PARAMETER_2': 149, 'PARAMETER_3': 1.4451175252946333, 'PARAMETER_4': 178}"
}
|
{
"final_pnl_ratio": "-0.46%",
"max_drawdown": "-0.46%"
}
|
{
"garch_params": "{'omega': 2.0599430799667355, 'alpha': [0.10941489439275567], 'beta': [0.8885851056072444], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11365.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10249482132910559, 'max_pnl_target': 0.12606684321885342, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.10778695093140217, 'max_pnl_target': 0.22444195706395292, 'max_calls_for_rule': 226}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 76.07538505555924, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, 'MAX_CONCURRENT_UNITS': 335, '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': 968491.7474407513, 'LEVERAGE': 6, 'UNIT_BUDGET': 2886.2773895147498, 'INITIAL_MARGIN_PER_UNIT': 12.679230842593206, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 968491.7474407513, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.679230842593206, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4432841362779514, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 209, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 140, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 50, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 59, 'HOURLY_MA_LONG_PERIOD': 325, 'NON_TRADEABLE_WINDOW': 19500, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 10, 'PARAMETER_2': 132, 'PARAMETER_3': 1.9947916510103942, 'PARAMETER_4': 673}"
}
|
{
"final_pnl_ratio": "-0.57%",
"max_drawdown": "-0.16%"
}
|
{
"garch_params": "{'omega': 0.2435623560202355, 'alpha': [0.1564249425914037], 'beta': [0.798078192788923], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10079446849240835, 'max_pnl_target': 0.20635935238000488, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.24380562007356096, 'max_pnl_target': 0.2614124225644991, 'max_calls_for_rule': 78}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 975.9039771559944, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 212, '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': 238590.97553504712, 'LEVERAGE': 69, 'UNIT_BUDGET': 1123.2805691912135, 'INITIAL_MARGIN_PER_UNIT': 14.143535900811514, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 238590.97553504712, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.143535900811514, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11142280258945061, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 229, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 166, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 35, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 193, 'NON_TRADEABLE_WINDOW': 11580, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 7, 'PARAMETER_3': 2.024363101251428, 'PARAMETER_4': 1013}"
}
|
{
"final_pnl_ratio": "1.88%",
"max_drawdown": "-0.89%"
}
|
{
"garch_params": "{'omega': 3.2697518326076978, 'alpha': [0.06697529577017698], 'beta': [0.931024704229823], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.015186441035490026, 'max_pnl_target': 0.2389934433038561, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.1793293463776748, 'max_pnl_target': 0.2179575644555974, 'max_calls_for_rule': 40}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1246.3961374451142, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 1213, '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': 831477.7614614452, 'LEVERAGE': 75, 'UNIT_BUDGET': 685.2808514445427, 'INITIAL_MARGIN_PER_UNIT': 16.618615165934855, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 831477.7614614452, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.618615165934855, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12711889740018995, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 169, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 164, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 44, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 270, 'NON_TRADEABLE_WINDOW': 16200, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'PARAMETER_1': 8, 'PARAMETER_2': 74, 'PARAMETER_3': 2.4973601397347296, 'PARAMETER_4': 976}"
}
|
{
"final_pnl_ratio": "-9.97%",
"max_drawdown": "-11.88%"
}
|
{
"garch_params": "{'omega': 2.606979375049957, 'alpha': [0.10757277392822827], 'beta': [0.8904272260717717], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13227510431895786, 'max_pnl_target': 0.14361297246534918, 'max_calls_for_rule': 1128}, 'moderate_calls': {'min_pnl_target': 0.1645240053968143, 'max_pnl_target': 0.2599761278857372, 'max_calls_for_rule': 2256}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 167.01218320390404, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2256, 'MAX_CONCURRENT_UNITS': 101, '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': 501163.6776012946, 'LEVERAGE': 76, 'UNIT_BUDGET': 4961.459475337033, 'INITIAL_MARGIN_PER_UNIT': 2.1975287263671586, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 501163.6776012946, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.1975287263671586, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3065183468473616, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 69, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 199, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 53, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 169, 'NON_TRADEABLE_WINDOW': 10140, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 128, 'PARAMETER_3': 2.2328286522720084, 'PARAMETER_4': 814}"
}
|
{
"final_pnl_ratio": "-0.09%",
"max_drawdown": "-0.09%"
}
|
{
"garch_params": "{'omega': 0.805795106379185, 'alpha': [0.05802532675186948], 'beta': [0.9399746732481304], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 6915.47}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.052185577709070924, 'max_pnl_target': 0.1230919072438756, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.0813545983442022, 'max_pnl_target': 0.26887218466086893, 'max_calls_for_rule': 136}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 964.2932696132779, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, 'MAX_CONCURRENT_UNITS': 388, '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': 991959.1206638028, 'LEVERAGE': 52, 'UNIT_BUDGET': 2552.507906608868, 'INITIAL_MARGIN_PER_UNIT': 18.54410133871688, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 991959.1206638028, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.54410133871688, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24132171786443984, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 37, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 72, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 42, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 329, 'NON_TRADEABLE_WINDOW': 19740, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 5, 'PARAMETER_2': 154, 'PARAMETER_3': 1.7045250106137275, 'PARAMETER_4': 946}"
}
|
{
"final_pnl_ratio": "-2.83%",
"max_drawdown": "-4.23%"
}
|
{
"garch_params": "{'omega': 1.7285080341412318, 'alpha': [0.07544269291455441], 'beta': [0.9225573070854456], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 33974.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08102346936904886, 'max_pnl_target': 0.16063545646013414, 'max_calls_for_rule': 184}, 'moderate_calls': {'min_pnl_target': 0.06620857981948382, 'max_pnl_target': 0.26171235789794045, 'max_calls_for_rule': 369}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1283.3156916535868, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 369, 'MAX_CONCURRENT_UNITS': 67, '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': 309312.22996764793, 'LEVERAGE': 103, 'UNIT_BUDGET': 4610.850255180987, 'INITIAL_MARGIN_PER_UNIT': 12.459375647122203, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 309312.22996764793, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.459375647122203, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.308789065920057, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 201, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 55, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 60, 'HOURLY_MA_LONG_PERIOD': 220, 'NON_TRADEABLE_WINDOW': 13200, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 5, 'PARAMETER_2': 98, 'PARAMETER_3': 2.2645105283230462, 'PARAMETER_4': 774}"
}
|
{
"final_pnl_ratio": "1.80%",
"max_drawdown": "-0.91%"
}
|
{
"garch_params": "{'omega': 0.2168713236908027, 'alpha': [0.06122538816119621], 'beta': [0.9367746118388038], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 67051.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13498583595238667, 'max_pnl_target': 0.2452390753545728, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.25032031631893387, 'max_pnl_target': 0.25787801606278066, 'max_calls_for_rule': 62}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 637.9199106898602, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 869, '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': 512716.7227197251, 'LEVERAGE': 69, 'UNIT_BUDGET': 589.7301679810544, 'INITIAL_MARGIN_PER_UNIT': 9.245216096954495, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 512716.7227197251, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.245216096954495, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27914034202943344, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 130, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 174, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 35, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 162, 'NON_TRADEABLE_WINDOW': 9720, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 119, 'PARAMETER_3': 2.016861150884302, 'PARAMETER_4': 513}"
}
|
{
"final_pnl_ratio": "-1.25%",
"max_drawdown": "-1.15%"
}
|
{
"garch_params": "{'omega': 0.24825218950495986, 'alpha': [0.12909008449842235], 'beta': [0.8689099155015776], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12324408317044655, 'max_pnl_target': 0.13293342421616058, 'max_calls_for_rule': 153}, 'moderate_calls': {'min_pnl_target': 0.061518228453477763, 'max_pnl_target': 0.24205714625137947, 'max_calls_for_rule': 306}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 516.7519946130204, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 306, 'MAX_CONCURRENT_UNITS': 250, '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': 584414.5555133767, 'LEVERAGE': 68, 'UNIT_BUDGET': 2334.7645275237646, 'INITIAL_MARGIN_PER_UNIT': 7.5992940384267715, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 584414.5555133767, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.5992940384267715, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3125917894935477, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 226, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 90, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 63, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 286, 'NON_TRADEABLE_WINDOW': 17160, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 8, 'PARAMETER_2': 119, 'PARAMETER_3': 1.6971788835658235, 'PARAMETER_4': 802}"
}
|
{
"final_pnl_ratio": "1.61%",
"max_drawdown": "-0.13%"
}
|
{
"garch_params": "{'omega': 1.886319698936668, 'alpha': [0.08021147090103091], 'beta': [0.8172277486341373], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 33974.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11145190334758905, 'max_pnl_target': 0.2126137961061921, 'max_calls_for_rule': 204}, 'moderate_calls': {'min_pnl_target': 0.09960556451271842, 'max_pnl_target': 0.21791102649878763, 'max_calls_for_rule': 409}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1137.7781805831194, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 409, 'MAX_CONCURRENT_UNITS': 165, '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': 813279.4759714745, 'LEVERAGE': 95, 'UNIT_BUDGET': 4915.256414147528, 'INITIAL_MARGIN_PER_UNIT': 11.97661242719073, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 813279.4759714745, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.97661242719073, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4165569073327072, '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': 33, 'MFI_PERIOD': 220, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 43, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 220, 'NON_TRADEABLE_WINDOW': 13200, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 9, 'PARAMETER_2': 41, 'PARAMETER_3': 1.20846125884067, 'PARAMETER_4': 278}"
}
|
{
"final_pnl_ratio": "-0.17%",
"max_drawdown": "-0.20%"
}
|
{
"garch_params": "{'omega': 0.056514381367594686, 'alpha': [0.09206138410902481], 'beta': [0.9059386158909752], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 26799.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04060553563028052, 'max_pnl_target': 0.18360839718704233, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.13247984910200186, 'max_pnl_target': 0.29987499865800793, 'max_calls_for_rule': 151}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 434.25173397260045, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 276, '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': 424697.5271390448, 'LEVERAGE': 43, 'UNIT_BUDGET': 1536.3206702556079, 'INITIAL_MARGIN_PER_UNIT': 10.098877534246522, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 424697.5271390448, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.098877534246522, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34416163460859145, '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': 37, 'MFI_PERIOD': 170, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 60, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 217, 'NON_TRADEABLE_WINDOW': 13020, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 6, 'PARAMETER_2': 77, 'PARAMETER_3': 2.335428843933669, 'PARAMETER_4': 244}"
}
|
{
"final_pnl_ratio": "-0.26%",
"max_drawdown": "-0.25%"
}
|
{
"garch_params": "{'omega': 4.668584292638192, 'alpha': [0.12478237606488499], 'beta': [0.7877641126917926], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11158738687889946, 'max_pnl_target': 0.20116280040403092, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.18937697537484952, 'max_pnl_target': 0.28651668028107924, 'max_calls_for_rule': 143}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1305.671221481229, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 187, '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': 485264.9376970277, 'LEVERAGE': 73, 'UNIT_BUDGET': 2584.7155700727267, 'INITIAL_MARGIN_PER_UNIT': 17.88590714357848, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 485264.9376970277, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.88590714357848, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4259258284119297, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 236, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 210, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 292, 'NON_TRADEABLE_WINDOW': 17520, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 101, 'PARAMETER_3': 2.4102720892770235, 'PARAMETER_4': 856}"
}
|
{
"final_pnl_ratio": "4.10%",
"max_drawdown": "-0.17%"
}
|
{
"garch_params": "{'omega': 2.6794405024482217, 'alpha': [0.10574629102397658], 'beta': [0.8922537089760234], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.060701940333427656, 'max_pnl_target': 0.16092077747605743, 'max_calls_for_rule': 218}, 'moderate_calls': {'min_pnl_target': 0.12814495895536096, 'max_pnl_target': 0.28711279748765883, 'max_calls_for_rule': 436}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 607.4209220111468, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 436, 'MAX_CONCURRENT_UNITS': 98, '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': 450092.13810049597, 'LEVERAGE': 58, 'UNIT_BUDGET': 4577.898714148174, 'INITIAL_MARGIN_PER_UNIT': 10.472774517433566, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 450092.13810049597, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.472774517433566, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40605150028249537, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 114, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 59, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 290, 'NON_TRADEABLE_WINDOW': 17400, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 7, 'PARAMETER_3': 1.9633019418820843, 'PARAMETER_4': 254}"
}
|
{
"final_pnl_ratio": "1.55%",
"max_drawdown": "-1.28%"
}
|
{
"garch_params": "{'omega': 25.265996055447996, 'alpha': [0.16506617280216454], 'beta': [0.7623613483001049], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0755783675891694, 'max_pnl_target': 0.11717670900209756, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.1764308600803535, 'max_pnl_target': 0.2366903224359194, 'max_calls_for_rule': 272}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 546.6993706871468, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 272, 'MAX_CONCURRENT_UNITS': 57, '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': 270290.29504393553, 'LEVERAGE': 32, 'UNIT_BUDGET': 4666.2835191611775, 'INITIAL_MARGIN_PER_UNIT': 17.08435533397334, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 270290.29504393553, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.08435533397334, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3802831508417412, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 158, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 117, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 159, 'NON_TRADEABLE_WINDOW': 9540, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 9, 'PARAMETER_2': 69, 'PARAMETER_3': 1.7682209644385738, 'PARAMETER_4': 659}"
}
|
{
"final_pnl_ratio": "1.80%",
"max_drawdown": "-0.57%"
}
|
{
"garch_params": "{'omega': 3.63776848975621, 'alpha': [0.06555946201091876], 'beta': [0.9324405379890812], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09078960772224616, 'max_pnl_target': 0.10544573552262348, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.08865974211990643, 'max_pnl_target': 0.21977536660113162, 'max_calls_for_rule': 15}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 540.0950672564909, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 15, 'MAX_CONCURRENT_UNITS': 1376, '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': 429314.3805327344, 'LEVERAGE': 29, 'UNIT_BUDGET': 311.8070468867303, 'INITIAL_MARGIN_PER_UNIT': 18.623967836430722, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 429314.3805327344, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.623967836430722, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4099490620176188, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 109, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 162, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 35, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 231, 'NON_TRADEABLE_WINDOW': 13860, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 46, 'PARAMETER_3': 2.302457318340713, 'PARAMETER_4': 577}"
}
|
{
"final_pnl_ratio": "-1.50%",
"max_drawdown": "-1.52%"
}
|
{
"garch_params": "{'omega': 1.1656635721743198, 'alpha': [0.0663185351034887], 'beta': [0.9316814648965113], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12405549740035365, 'max_pnl_target': 0.134934892499365, 'max_calls_for_rule': 180}, 'moderate_calls': {'min_pnl_target': 0.0725583135349639, 'max_pnl_target': 0.2129275287358138, 'max_calls_for_rule': 361}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 517.7766074268815, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 361, 'MAX_CONCURRENT_UNITS': 246, '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': 772734.2804252283, 'LEVERAGE': 60, 'UNIT_BUDGET': 3128.684615367625, 'INITIAL_MARGIN_PER_UNIT': 8.629610123781358, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 772734.2804252283, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.629610123781358, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22825766189775187, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 190, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 188, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 247, 'NON_TRADEABLE_WINDOW': 14820, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 8, 'PARAMETER_2': 140, 'PARAMETER_3': 2.3996666560275988, 'PARAMETER_4': 479}"
}
|
{
"final_pnl_ratio": "2.52%",
"max_drawdown": "-1.97%"
}
|
{
"garch_params": "{'omega': 2.304745941868444, 'alpha': [0.06646060237291022], 'beta': [0.9027035559018424], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3444.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10277414890201304, 'max_pnl_target': 0.2164782222329436, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.19513010405271122, 'max_pnl_target': 0.20705475962740721, 'max_calls_for_rule': 109}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 678.6679861212538, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, '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': 75397.72610259012, 'LEVERAGE': 36, 'UNIT_BUDGET': 2084.9211500390284, 'INITIAL_MARGIN_PER_UNIT': 18.85188850336816, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75397.72610259012, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.85188850336816, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15399029519002172, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 112, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 54, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 255, 'NON_TRADEABLE_WINDOW': 15300, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 12, 'PARAMETER_3': 1.6237982728057854, 'PARAMETER_4': 744}"
}
|
{
"final_pnl_ratio": "-2.82%",
"max_drawdown": "-2.22%"
}
|
{
"garch_params": "{'omega': 4.454560307574783, 'alpha': [0.132156045157641], 'beta': [0.8658439548423591], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04021147486210874, 'max_pnl_target': 0.12048507868014038, 'max_calls_for_rule': 702}, 'moderate_calls': {'min_pnl_target': 0.15779920881667245, 'max_pnl_target': 0.25521011845708863, 'max_calls_for_rule': 1405}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 249.8968924652024, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1405, 'MAX_CONCURRENT_UNITS': 46, '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': 202889.79809127483, 'LEVERAGE': 80, 'UNIT_BUDGET': 4393.525536749376, 'INITIAL_MARGIN_PER_UNIT': 3.12371115581503, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 202889.79809127483, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.12371115581503, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24881485045622032, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 220, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 193, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 198, 'NON_TRADEABLE_WINDOW': 11880, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 7, 'PARAMETER_2': 16, 'PARAMETER_3': 1.521034383608692, 'PARAMETER_4': 886}"
}
|
{
"final_pnl_ratio": "-0.66%",
"max_drawdown": "-0.66%"
}
|
{
"garch_params": "{'omega': 49.60381138981855, 'alpha': [0.12537680131104154], 'beta': [0.8299368285696926], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.011582366031275862, 'max_pnl_target': 0.17700910765970748, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.22167979848554262, 'max_pnl_target': 0.27352214803006886, 'max_calls_for_rule': 244}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 2189.3819917882847, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 244, 'MAX_CONCURRENT_UNITS': 70, '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': 337765.4266532543, 'LEVERAGE': 112, 'UNIT_BUDGET': 4798.232480009317, 'INITIAL_MARGIN_PER_UNIT': 19.548053498109685, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 337765.4266532543, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.548053498109685, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4310447328029281, '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': 38, 'MFI_PERIOD': 206, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 277, 'NON_TRADEABLE_WINDOW': 16620, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 7, 'PARAMETER_2': 35, 'PARAMETER_3': 2.4488754335505876, 'PARAMETER_4': 185}"
}
|
{
"final_pnl_ratio": "-18.11%",
"max_drawdown": "-18.06%"
}
|
{
"garch_params": "{'omega': 1.1350167146187327, 'alpha': [0.11429336780899875], 'beta': [0.8837066321910012], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.035879123282332885, 'max_pnl_target': 0.23315265978972385, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.13701142146871179, 'max_pnl_target': 0.26196681375784464, 'max_calls_for_rule': 122}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 859.6196290265708, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 266, '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': 505293.90872635663, 'LEVERAGE': 56, 'UNIT_BUDGET': 1893.3167856222294, 'INITIAL_MARGIN_PER_UNIT': 15.350350518331622, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 505293.90872635663, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.350350518331622, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10927010512651655, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 39, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 155, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 274, 'NON_TRADEABLE_WINDOW': 16440, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 4, 'PARAMETER_2': 6, 'PARAMETER_3': 2.383791502795317, 'PARAMETER_4': 202}"
}
|
{
"final_pnl_ratio": "1.13%",
"max_drawdown": "-1.30%"
}
|
{
"garch_params": "{'omega': 0.18186378808508105, 'alpha': [0.07360748292996547], 'beta': [0.8710066511245811], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 54305.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13273367133126177, 'max_pnl_target': 0.18729758535440125, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.24472589749107462, 'max_pnl_target': 0.293290051083275, 'max_calls_for_rule': 113}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1254.1017959148567, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 113, 'MAX_CONCURRENT_UNITS': 255, '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': 538871.3585583139, 'LEVERAGE': 68, 'UNIT_BUDGET': 2107.2299175055437, 'INITIAL_MARGIN_PER_UNIT': 18.44267346933613, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 538871.3585583139, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.44267346933613, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3322898554545898, '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': 23, 'MFI_PERIOD': 39, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 54, 'HOURLY_MA_LONG_PERIOD': 212, 'NON_TRADEABLE_WINDOW': 12720, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 164, 'PARAMETER_3': 2.3212895311025346, 'PARAMETER_4': 179}"
}
|
{
"final_pnl_ratio": "0.14%",
"max_drawdown": "-0.46%"
}
|
{
"garch_params": "{'omega': 0.8158180319009141, 'alpha': [0.05874185050288501], 'beta': [0.9169982500055541], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 50819.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06237105425707234, 'max_pnl_target': 0.10865434338333126, 'max_calls_for_rule': 398}, 'moderate_calls': {'min_pnl_target': 0.2378855626421307, 'max_pnl_target': 0.2880772868591631, 'max_calls_for_rule': 797}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 158.11444636439293, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 797, 'MAX_CONCURRENT_UNITS': 207, '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': 846025.0209186446, 'LEVERAGE': 31, 'UNIT_BUDGET': 4071.6890449070947, 'INITIAL_MARGIN_PER_UNIT': 5.100466011754611, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 846025.0209186446, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.100466011754611, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29870873139146686, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 209, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 139, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 62, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 54, 'HOURLY_MA_LONG_PERIOD': 165, 'NON_TRADEABLE_WINDOW': 9900, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 107, 'PARAMETER_3': 1.2739096153995424, 'PARAMETER_4': 552}"
}
|
{
"final_pnl_ratio": "0.29%",
"max_drawdown": "-0.03%"
}
|
{
"garch_params": "{'omega': 1.0421913151289424, 'alpha': [0.07185185729505832], 'beta': [0.8604096751783665], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05826994419014966, 'max_pnl_target': 0.13234279412122466, 'max_calls_for_rule': 723}, 'moderate_calls': {'min_pnl_target': 0.22926481676650215, 'max_pnl_target': 0.30464380483274006, 'max_calls_for_rule': 1447}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 128.04979685305432, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1447, 'MAX_CONCURRENT_UNITS': 187, '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': 316993.981500636, 'LEVERAGE': 110, 'UNIT_BUDGET': 1686.688850955754, 'INITIAL_MARGIN_PER_UNIT': 1.1640890623004938, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 316993.981500636, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.1640890623004938, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4819133820432136, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 177, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 45, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 300, 'NON_TRADEABLE_WINDOW': 18000, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 5, 'PARAMETER_2': 75, 'PARAMETER_3': 1.731216154723632, 'PARAMETER_4': 614}"
}
|
{
"final_pnl_ratio": "-0.13%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 2.7415878374378124, 'alpha': [0.13660066493288822], 'beta': [0.8613993350671119], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09433695026630226, 'max_pnl_target': 0.2193381088508193, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.18045369120448215, 'max_pnl_target': 0.2634417051757685, 'max_calls_for_rule': 159}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1370.2865011972592, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, 'MAX_CONCURRENT_UNITS': 107, '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': 303608.2489063971, 'LEVERAGE': 78, 'UNIT_BUDGET': 2817.571785791843, 'INITIAL_MARGIN_PER_UNIT': 17.56777565637512, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 303608.2489063971, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.56777565637512, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12204499570675806, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 79, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 217, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 56, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 204, 'NON_TRADEABLE_WINDOW': 12240, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 134, 'PARAMETER_3': 1.9545961941375463, 'PARAMETER_4': 276}"
}
|
{
"final_pnl_ratio": "2.46%",
"max_drawdown": "-0.84%"
}
|
{
"garch_params": "{'omega': 25.174763971198505, 'alpha': [0.14561898905529747], 'beta': [0.8523810109447026], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08545071713268103, 'max_pnl_target': 0.230397102750537, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.061373037063357616, 'max_pnl_target': 0.24704632838896481, 'max_calls_for_rule': 66}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 856.2750891987175, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 604, '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': 380730.35080302, 'LEVERAGE': 92, 'UNIT_BUDGET': 630.1946396194119, 'INITIAL_MARGIN_PER_UNIT': 9.307337926073016, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 380730.35080302, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.307337926073016, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23731893205728183, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 82, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 205, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 214, 'NON_TRADEABLE_WINDOW': 12840, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 84, 'PARAMETER_3': 2.2859557561626778, 'PARAMETER_4': 965}"
}
|
{
"final_pnl_ratio": "-8.77%",
"max_drawdown": "-8.77%"
}
|
{
"garch_params": "{'omega': 30.785232844005854, 'alpha': [0.20557864849724974], 'beta': [0.7924213515027504], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04839617695554488, 'max_pnl_target': 0.12395298016158353, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.15360895154118506, 'max_pnl_target': 0.2906307340157714, 'max_calls_for_rule': 377}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 649.7624958878198, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 377, 'MAX_CONCURRENT_UNITS': 83, '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': 326371.308518697, 'LEVERAGE': 63, 'UNIT_BUDGET': 3899.5353916138743, 'INITIAL_MARGIN_PER_UNIT': 10.313690410917774, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 326371.308518697, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.313690410917774, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06287399175955209, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 44, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 61, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 164, 'NON_TRADEABLE_WINDOW': 9840, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 5, 'PARAMETER_2': 35, 'PARAMETER_3': 1.4803322300466144, 'PARAMETER_4': 306}"
}
|
{
"final_pnl_ratio": "-6.43%",
"max_drawdown": "-10.72%"
}
|
{
"garch_params": "{'omega': 1.4036907655180424, 'alpha': [0.0626201097758459], 'beta': [0.9347610173871453], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.984565000877402, 'historical_segment_start_price': 9574.23}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14781904378471658, 'max_pnl_target': 0.2240108770704287, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.18156306166640043, 'max_pnl_target': 0.29975039946148013, 'max_calls_for_rule': 158}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 860.8858926562746, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, 'MAX_CONCURRENT_UNITS': 358, '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': 547199.7298031264, 'LEVERAGE': 90, 'UNIT_BUDGET': 1527.8071147154328, 'INITIAL_MARGIN_PER_UNIT': 9.56539880729194, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 547199.7298031264, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.56539880729194, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43154564527584116, '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': 20, 'MFI_PERIOD': 191, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 304, 'NON_TRADEABLE_WINDOW': 18240, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 7, 'PARAMETER_2': 157, 'PARAMETER_3': 1.6162456176342965, 'PARAMETER_4': 525}"
}
|
{
"final_pnl_ratio": "-11.43%",
"max_drawdown": "-11.43%"
}
|
{
"garch_params": "{'omega': 5.215564545262626, 'alpha': [0.13199825254128036], 'beta': [0.8660017474587197], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07408991514708695, 'max_pnl_target': 0.1866136519689579, 'max_calls_for_rule': 199}, 'moderate_calls': {'min_pnl_target': 0.13769846964380197, 'max_pnl_target': 0.22108452818844934, 'max_calls_for_rule': 399}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 58.59684223611759, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 399, 'MAX_CONCURRENT_UNITS': 143, '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': 674776.8622317427, 'LEVERAGE': 5, 'UNIT_BUDGET': 4696.559417109212, 'INITIAL_MARGIN_PER_UNIT': 11.719368447223518, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 674776.8622317427, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.719368447223518, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3063029334567965, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 123, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 131, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 61, 'HOURLY_MA_LONG_PERIOD': 313, 'NON_TRADEABLE_WINDOW': 18780, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 5, 'PARAMETER_2': 95, 'PARAMETER_3': 1.2478811435273385, 'PARAMETER_4': 251}"
}
|
{
"final_pnl_ratio": "-0.17%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 0.9918582647982783, 'alpha': [0.05235436248918941], 'beta': [0.9456456375108105], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 60138.05}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.01199647557945426, 'max_pnl_target': 0.19571966768533614, 'max_calls_for_rule': 161}, 'moderate_calls': {'min_pnl_target': 0.1956799899400473, 'max_pnl_target': 0.25242999349405615, 'max_calls_for_rule': 323}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 635.149426325792, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 323, 'MAX_CONCURRENT_UNITS': 37, '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': 135686.8951909662, 'LEVERAGE': 57, 'UNIT_BUDGET': 3616.2204861313876, 'INITIAL_MARGIN_PER_UNIT': 11.14297239168056, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135686.8951909662, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.14297239168056, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42164069209805094, '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': 36, 'MFI_PERIOD': 173, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 230, 'NON_TRADEABLE_WINDOW': 13800, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 108, 'PARAMETER_3': 2.173239362156661, 'PARAMETER_4': 742}"
}
|
{
"final_pnl_ratio": "-0.69%",
"max_drawdown": "-2.35%"
}
|
{
"garch_params": "{'omega': 4.579775672713665, 'alpha': [0.10502800363138533], 'beta': [0.8929719963686148], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 274.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04624494869507629, 'max_pnl_target': 0.2200366784889821, 'max_calls_for_rule': 203}, 'moderate_calls': {'min_pnl_target': 0.17020498977586793, 'max_pnl_target': 0.28671563240766756, 'max_calls_for_rule': 407}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 206.00947969650744, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 407, 'MAX_CONCURRENT_UNITS': 153, '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': 235270.35759628986, 'LEVERAGE': 55, 'UNIT_BUDGET': 1531.0655134566543, 'INITIAL_MARGIN_PER_UNIT': 3.7456269035728624, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 235270.35759628986, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.7456269035728624, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3736186015942211, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 45, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 35, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 71, 'HOURLY_MA_LONG_PERIOD': 298, 'NON_TRADEABLE_WINDOW': 17880, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 128, 'PARAMETER_3': 1.9965862986796847, 'PARAMETER_4': 354}"
}
|
{
"final_pnl_ratio": "-1.79%",
"max_drawdown": "-2.61%"
}
|
{
"garch_params": "{'omega': 1.8180041724421185, 'alpha': [0.0880529307721], 'beta': [0.8358329035210497], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06563364763348069, 'max_pnl_target': 0.12217965794605147, 'max_calls_for_rule': 266}, 'moderate_calls': {'min_pnl_target': 0.1580432564671184, 'max_pnl_target': 0.26403296864402637, 'max_calls_for_rule': 532}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 786.8445573817883, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 532, 'MAX_CONCURRENT_UNITS': 82, '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': 313984.77791548567, 'LEVERAGE': 110, 'UNIT_BUDGET': 3813.608716994069, 'INITIAL_MARGIN_PER_UNIT': 7.153132339834439, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 313984.77791548567, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.153132339834439, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1784641276111983, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 33, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 84, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 38, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 216, 'NON_TRADEABLE_WINDOW': 12960, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 5, 'PARAMETER_2': 119, 'PARAMETER_3': 1.8756015939615809, 'PARAMETER_4': 985}"
}
|
{
"final_pnl_ratio": "-0.01%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 2.713121322622424, 'alpha': [0.0625966695052759], 'beta': [0.8690089781792898], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13656.94}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08686625487444406, 'max_pnl_target': 0.11320945831340579, 'max_calls_for_rule': 173}, 'moderate_calls': {'min_pnl_target': 0.1909757901289654, 'max_pnl_target': 0.21137767598249074, 'max_calls_for_rule': 346}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 200.08014957957238, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 346, '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': 188395.91799120454, 'LEVERAGE': 15, 'UNIT_BUDGET': 4641.823411667244, 'INITIAL_MARGIN_PER_UNIT': 13.338676638638159, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188395.91799120454, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.338676638638159, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4534070570404531, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 109, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 62, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 31, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 247, 'NON_TRADEABLE_WINDOW': 14820, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 5, 'PARAMETER_2': 68, 'PARAMETER_3': 2.4309848163511436, 'PARAMETER_4': 897}"
}
|
{
"final_pnl_ratio": "0.04%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 2.558546959453781, 'alpha': [0.11037942972547332], 'beta': [0.8054724587875944], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 898.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11562874524417784, 'max_pnl_target': 0.21346971342138255, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.1569493475818766, 'max_pnl_target': 0.2359981521670456, 'max_calls_for_rule': 157}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 882.2466910369783, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 294, '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': 543921.0059682828, 'LEVERAGE': 76, 'UNIT_BUDGET': 1844.0978103473924, 'INITIAL_MARGIN_PER_UNIT': 11.60850909259182, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 543921.0059682828, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.60850909259182, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3848912629977915, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 51, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 198, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 194, 'NON_TRADEABLE_WINDOW': 11640, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 84, 'PARAMETER_3': 1.3479023000199761, 'PARAMETER_4': 938}"
}
|
{
"final_pnl_ratio": "-1.02%",
"max_drawdown": "-0.89%"
}
|
{
"garch_params": "{'omega': 2.796172275417888, 'alpha': [0.07944428808896042], 'beta': [0.8914712498973176], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3939.67}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05299884278444193, 'max_pnl_target': 0.11077709210788288, 'max_calls_for_rule': 256}, 'moderate_calls': {'min_pnl_target': 0.1695342917790079, 'max_pnl_target': 0.2532082786754174, 'max_calls_for_rule': 513}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 715.7149968862312, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 513, 'MAX_CONCURRENT_UNITS': 50, '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': 235220.7334158413, 'LEVERAGE': 79, 'UNIT_BUDGET': 4660.3775317994305, 'INITIAL_MARGIN_PER_UNIT': 9.059683504889003, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 235220.7334158413, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.059683504889003, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1199074122963005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 90, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 102, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 35, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 259, 'NON_TRADEABLE_WINDOW': 15540, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 56, 'PARAMETER_3': 1.3787050416301323, 'PARAMETER_4': 625}"
}
|
{
"final_pnl_ratio": "-0.81%",
"max_drawdown": "-1.11%"
}
|
{
"garch_params": "{'omega': 1.4766428441491208, 'alpha': [0.06542604230781524], 'beta': [0.8498469216008571], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.729772255325244, 'historical_segment_start_price': 9574.23}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.031669151282421586, 'max_pnl_target': 0.2194463147810831, 'max_calls_for_rule': 447}, 'moderate_calls': {'min_pnl_target': 0.13417202418927518, 'max_pnl_target': 0.26065115188071936, 'max_calls_for_rule': 895}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 271.67582450171943, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 895, 'MAX_CONCURRENT_UNITS': 203, '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': 446051.79415425647, 'LEVERAGE': 111, 'UNIT_BUDGET': 2194.527179198686, 'INITIAL_MARGIN_PER_UNIT': 2.447529950465941, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 446051.79415425647, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.447529950465941, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41413781420834395, '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': 36, 'MFI_PERIOD': 29, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 247, 'NON_TRADEABLE_WINDOW': 14820, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 7, 'PARAMETER_2': 20, 'PARAMETER_3': 1.5510107963600277, 'PARAMETER_4': 412}"
}
|
{
"final_pnl_ratio": "0.37%",
"max_drawdown": "-0.07%"
}
|
{
"garch_params": "{'omega': 2.4275961466028733, 'alpha': [0.0731526519300365], 'beta': [0.8695030238180702], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3444.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1344239138391173, 'max_pnl_target': 0.1957067900170912, 'max_calls_for_rule': 210}, 'moderate_calls': {'min_pnl_target': 0.19072808331087707, 'max_pnl_target': 0.2760167975873829, 'max_calls_for_rule': 420}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 572.3632027741671, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 420, 'MAX_CONCURRENT_UNITS': 269, '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': 834090.8114296965, 'LEVERAGE': 78, 'UNIT_BUDGET': 3093.90064094613, 'INITIAL_MARGIN_PER_UNIT': 7.337989779155988, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 834090.8114296965, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.337989779155988, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25333370718999954, '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': 31, 'MFI_PERIOD': 108, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 228, 'NON_TRADEABLE_WINDOW': 13680, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'PARAMETER_1': 9, 'PARAMETER_2': 46, 'PARAMETER_3': 2.3733985781184685, 'PARAMETER_4': 576}"
}
|
{
"final_pnl_ratio": "0.31%",
"max_drawdown": "-0.38%"
}
|
{
"garch_params": "{'omega': 0.26220825709275514, 'alpha': [0.14668732768382858], 'beta': [0.8513126723161714], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12155182732117545, 'max_pnl_target': 0.20187176708604848, 'max_calls_for_rule': 220}, 'moderate_calls': {'min_pnl_target': 0.10785557752932334, 'max_pnl_target': 0.22487934028879225, 'max_calls_for_rule': 440}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 398.49596963145444, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 440, 'MAX_CONCURRENT_UNITS': 93, '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': 164691.36793412772, 'LEVERAGE': 100, 'UNIT_BUDGET': 1761.0728000156696, 'INITIAL_MARGIN_PER_UNIT': 3.9849596963145446, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164691.36793412772, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.9849596963145446, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19273371014362767, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 75, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 203, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 33, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 149, 'NON_TRADEABLE_WINDOW': 8940, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 26, 'PARAMETER_3': 1.6060304120269093, 'PARAMETER_4': 537}"
}
|
{
"final_pnl_ratio": "-1.10%",
"max_drawdown": "-1.01%"
}
|
{
"garch_params": "{'omega': 53.05104409058289, 'alpha': [0.12276365796815537], 'beta': [0.8752363420318445], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1056761065575101, 'max_pnl_target': 0.10982063495779239, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.09568233421851138, 'max_pnl_target': 0.2988171664111067, 'max_calls_for_rule': 226}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 199.37967751061836, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, 'MAX_CONCURRENT_UNITS': 681, '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': 997354.4114948931, 'LEVERAGE': 31, 'UNIT_BUDGET': 1462.9209798076424, 'INITIAL_MARGIN_PER_UNIT': 6.431602500342528, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 997354.4114948931, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.431602500342528, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4782145383138534, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 89, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 41, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 211, 'NON_TRADEABLE_WINDOW': 12660, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 9, 'PARAMETER_2': 112, 'PARAMETER_3': 1.4523272514986916, 'PARAMETER_4': 594}"
}
|
{
"final_pnl_ratio": "-0.15%",
"max_drawdown": "-0.15%"
}
|
{
"garch_params": "{'omega': 0.22577169729113453, 'alpha': [0.13785965988236035], 'beta': [0.8601403401176397], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1104908744053202, 'max_pnl_target': 0.15896074268795723, 'max_calls_for_rule': 789}, 'moderate_calls': {'min_pnl_target': 0.2089958357133361, 'max_pnl_target': 0.2576630619323282, 'max_calls_for_rule': 1579}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 104.92615903152029, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1579, 'MAX_CONCURRENT_UNITS': 232, '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': 688125.6160753851, 'LEVERAGE': 56, 'UNIT_BUDGET': 2961.0865495132384, 'INITIAL_MARGIN_PER_UNIT': 1.8736814112771478, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 688125.6160753851, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.8736814112771478, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22132260601291487, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 68, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 221, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 68, 'HOURLY_MA_LONG_PERIOD': 195, 'NON_TRADEABLE_WINDOW': 11700, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 8, 'PARAMETER_2': 144, 'PARAMETER_3': 1.681435867586404, 'PARAMETER_4': 745}"
}
|
{
"final_pnl_ratio": "0.06%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 33.63367848361623, 'alpha': [0.19437471856549865], 'beta': [0.8036252814345013], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08444611437306103, 'max_pnl_target': 0.23282838456316204, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.24217076304256605, 'max_pnl_target': 0.2646707907296222, 'max_calls_for_rule': 152}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 228.20455436421585, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 174, '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': 266467.71163477004, 'LEVERAGE': 23, 'UNIT_BUDGET': 1526.4319387820487, 'INITIAL_MARGIN_PER_UNIT': 9.921937146270254, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 266467.71163477004, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.921937146270254, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23915861060176563, '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': 27, 'MFI_PERIOD': 135, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 39, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 286, 'NON_TRADEABLE_WINDOW': 17160, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 5, 'PARAMETER_2': 81, 'PARAMETER_3': 1.7421004766800878, 'PARAMETER_4': 1064}"
}
|
{
"final_pnl_ratio": "-1.39%",
"max_drawdown": "-1.39%"
}
|
{
"garch_params": "{'omega': 3.0064572585830125, 'alpha': [0.058047909213837325], 'beta': [0.9119450459224189], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13656.94}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12100072249374152, 'max_pnl_target': 0.1501194535934169, 'max_calls_for_rule': 580}, 'moderate_calls': {'min_pnl_target': 0.16939313301507516, 'max_pnl_target': 0.28951966383650907, 'max_calls_for_rule': 1160}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 328.3304867090874, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1160, 'MAX_CONCURRENT_UNITS': 52, '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': 235431.31623799825, 'LEVERAGE': 85, 'UNIT_BUDGET': 4484.851123875603, 'INITIAL_MARGIN_PER_UNIT': 3.862711608342204, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 235431.31623799825, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.862711608342204, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05310793594444632, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 236, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 52, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 32, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 304, 'NON_TRADEABLE_WINDOW': 18240, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 85, 'PARAMETER_3': 2.092618178805735, 'PARAMETER_4': 931}"
}
|
{
"final_pnl_ratio": "-0.16%",
"max_drawdown": "-0.13%"
}
|
{
"garch_params": "{'omega': 0.7654458760213522, 'alpha': [0.06533329484394475], 'beta': [0.9216192201555976], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 6915.47}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13693404157529537, 'max_pnl_target': 0.22675358603661128, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.12769393609224958, 'max_pnl_target': 0.2274794210248382, 'max_calls_for_rule': 114}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 412.81340978100246, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 114, 'MAX_CONCURRENT_UNITS': 240, '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': 356905.31235856743, 'LEVERAGE': 32, 'UNIT_BUDGET': 1484.4968203669553, 'INITIAL_MARGIN_PER_UNIT': 12.900419055656327, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 356905.31235856743, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.900419055656327, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40249900344161477, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 168, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 57, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 237, 'NON_TRADEABLE_WINDOW': 14220, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 7, 'PARAMETER_2': 165, 'PARAMETER_3': 1.6369454726615598, 'PARAMETER_4': 821}"
}
|
{
"final_pnl_ratio": "3.05%",
"max_drawdown": "-0.38%"
}
|
{
"garch_params": "{'omega': 4.488742058657317, 'alpha': [0.13894427081707256], 'beta': [0.8418975400399051], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11608083289883915, 'max_pnl_target': 0.24117807025298887, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.16431952397215452, 'max_pnl_target': 0.24756820545753072, 'max_calls_for_rule': 20}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 683.0106986235813, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 20, 'MAX_CONCURRENT_UNITS': 3398, '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': 893128.2959355642, 'LEVERAGE': 57, 'UNIT_BUDGET': 262.82836324867594, 'INITIAL_MARGIN_PER_UNIT': 11.982643835501428, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 893128.2959355642, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.982643835501428, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.160827004178425, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 90, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 217, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 248, 'NON_TRADEABLE_WINDOW': 14880, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 8, 'PARAMETER_2': 88, 'PARAMETER_3': 2.2506361831750703, 'PARAMETER_4': 908}"
}
|
{
"final_pnl_ratio": "29.64%",
"max_drawdown": "-8.59%"
}
|
{
"garch_params": "{'omega': 1.0601463959410795, 'alpha': [0.0585984359336806], 'beta': [0.9394015640663195], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 60138.05}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14793888841837294, 'max_pnl_target': 0.22822393422145135, 'max_calls_for_rule': 284}, 'moderate_calls': {'min_pnl_target': 0.1462697367658762, 'max_pnl_target': 0.25350673673673246, 'max_calls_for_rule': 569}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 151.0647127954726, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 569, 'MAX_CONCURRENT_UNITS': 39, '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': 42724.91655103872, 'LEVERAGE': 79, 'UNIT_BUDGET': 1090.7441744546443, 'INITIAL_MARGIN_PER_UNIT': 1.9122115543730709, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 42724.91655103872, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.9122115543730709, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29898715982449253, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 223, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 60, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 65, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 54, 'HOURLY_MA_LONG_PERIOD': 163, 'NON_TRADEABLE_WINDOW': 9780, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 10, 'PARAMETER_2': 66, 'PARAMETER_3': 2.3738492795157056, 'PARAMETER_4': 270}"
}
|
{
"final_pnl_ratio": "4.69%",
"max_drawdown": "-1.65%"
}
|
{
"garch_params": "{'omega': 0.05712489996877418, 'alpha': [0.09084794200867889], 'beta': [0.9071520579913211], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 26799.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1337951037168502, 'max_pnl_target': 0.22063449715170289, 'max_calls_for_rule': 142}, 'moderate_calls': {'min_pnl_target': 0.22493740822111816, 'max_pnl_target': 0.24506537795953767, 'max_calls_for_rule': 284}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 144.625732431111, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 284, 'MAX_CONCURRENT_UNITS': 112, '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': 233219.47147084793, 'LEVERAGE': 20, 'UNIT_BUDGET': 2067.6950758207145, 'INITIAL_MARGIN_PER_UNIT': 7.23128662155555, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 233219.47147084793, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.23128662155555, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2676386619573287, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 55, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 96, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 63, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 262, 'NON_TRADEABLE_WINDOW': 15720, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 4, 'PARAMETER_2': 49, 'PARAMETER_3': 2.115786090391885, 'PARAMETER_4': 863}"
}
|
{
"final_pnl_ratio": "0.07%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 0.6683674205033135, 'alpha': [0.06592524944251564], 'beta': [0.9320747505574843], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0468841852458933, 'max_pnl_target': 0.16931007584700672, 'max_calls_for_rule': 265}, 'moderate_calls': {'min_pnl_target': 0.11653794465879162, 'max_pnl_target': 0.21005931332083894, 'max_calls_for_rule': 530}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 522.3552185164626, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 530, 'MAX_CONCURRENT_UNITS': 41, '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': 183769.71266443346, 'LEVERAGE': 62, 'UNIT_BUDGET': 4476.28704397253, 'INITIAL_MARGIN_PER_UNIT': 8.425084169620366, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183769.71266443346, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.425084169620366, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20653431302166453, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 231, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 237, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 274, 'NON_TRADEABLE_WINDOW': 16440, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 33, 'PARAMETER_3': 2.4540153232941204, 'PARAMETER_4': 462}"
}
|
{
"final_pnl_ratio": "-1.20%",
"max_drawdown": "-1.11%"
}
|
{
"garch_params": "{'omega': 0.24833580474613445, 'alpha': [0.06670107826883116], 'beta': [0.8377290483814664], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 67051.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07269822267487319, 'max_pnl_target': 0.21317863052672129, 'max_calls_for_rule': 268}, 'moderate_calls': {'min_pnl_target': 0.19087946536236303, 'max_pnl_target': 0.30086405808906613, 'max_calls_for_rule': 537}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1026.2879430237813, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 537, 'MAX_CONCURRENT_UNITS': 30, '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': 148444.1423657612, 'LEVERAGE': 113, 'UNIT_BUDGET': 4890.330285483025, 'INITIAL_MARGIN_PER_UNIT': 9.082194186051161, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148444.1423657612, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.082194186051161, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24959282075330047, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 187, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 200, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 65, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 168, 'NON_TRADEABLE_WINDOW': 10080, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 16, 'PARAMETER_3': 1.5246690563203464, 'PARAMETER_4': 382}"
}
|
{
"final_pnl_ratio": "0.30%",
"max_drawdown": "-0.13%"
}
|
{
"garch_params": "{'omega': 2.0813906148802284, 'alpha': [0.09116596114834237], 'beta': [0.898935375017259], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.029616337077592113, 'max_pnl_target': 0.1655645232935455, 'max_calls_for_rule': 297}, 'moderate_calls': {'min_pnl_target': 0.1905096533107908, 'max_pnl_target': 0.28985346473710166, 'max_calls_for_rule': 595}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 834.7285452783332, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 595, 'MAX_CONCURRENT_UNITS': 67, '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': 284303.71208515624, 'LEVERAGE': 119, 'UNIT_BUDGET': 4186.593148767749, 'INITIAL_MARGIN_PER_UNIT': 7.0145255905742285, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 284303.71208515624, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.0145255905742285, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22016403001916957, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 175, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 114, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 46, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 57, 'HOURLY_MA_LONG_PERIOD': 156, 'NON_TRADEABLE_WINDOW': 9360, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 7, 'PARAMETER_2': 56, 'PARAMETER_3': 2.0544230118086735, 'PARAMETER_4': 585}"
}
|
{
"final_pnl_ratio": "0.32%",
"max_drawdown": "-2.50%"
}
|
{
"garch_params": "{'omega': 0.054199122945652656, 'alpha': [0.0567989503085766], 'beta': [0.8667949805446763], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.238605792694459, 'historical_segment_start_price': 102139.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07382084120364707, 'max_pnl_target': 0.18138145203293624, 'max_calls_for_rule': 114}, 'moderate_calls': {'min_pnl_target': 0.24563715130724625, 'max_pnl_target': 0.27413851296282676, 'max_calls_for_rule': 228}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 2129.1534127844207, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 228, 'MAX_CONCURRENT_UNITS': 88, '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': 362385.19521851605, 'LEVERAGE': 120, 'UNIT_BUDGET': 4076.102889493034, 'INITIAL_MARGIN_PER_UNIT': 17.74294510653684, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 362385.19521851605, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.74294510653684, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31348451143668354, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 120, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 117, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 157, 'NON_TRADEABLE_WINDOW': 9420, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 10, 'PARAMETER_2': 120, 'PARAMETER_3': 2.310847749578171, 'PARAMETER_4': 736}"
}
|
{
"final_pnl_ratio": "0.08%",
"max_drawdown": "-0.18%"
}
|
{
"garch_params": "{'omega': 0.05781878659498153, 'alpha': [0.10215799115940485], 'beta': [0.8585373580618055], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 26799.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09083904246634093, 'max_pnl_target': 0.2056156317282762, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.11621257315780414, 'max_pnl_target': 0.2043886022330246, 'max_calls_for_rule': 172}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 799.5174465499001, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, 'MAX_CONCURRENT_UNITS': 474, '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': 527451.563587179, 'LEVERAGE': 125, 'UNIT_BUDGET': 1111.1901817536989, 'INITIAL_MARGIN_PER_UNIT': 6.396139572399201, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 527451.563587179, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.396139572399201, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4942458441723513, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 171, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 191, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 269, 'NON_TRADEABLE_WINDOW': 16140, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 6, 'PARAMETER_2': 154, 'PARAMETER_3': 2.0678445483341807, 'PARAMETER_4': 865}"
}
|
{
"final_pnl_ratio": "-0.37%",
"max_drawdown": "-0.30%"
}
|
{
"garch_params": "{'omega': 1.9670756149431436, 'alpha': [0.09381810017437449], 'beta': [0.8594617019198209], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09490927752373746, 'max_pnl_target': 0.21468744698800543, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.08781153815419265, 'max_pnl_target': 0.29145532479853165, 'max_calls_for_rule': 247}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 2249.1840554830583, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 247, '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': 358696.03326801327, 'LEVERAGE': 122, 'UNIT_BUDGET': 4589.546629628268, 'INITIAL_MARGIN_PER_UNIT': 18.435934881008674, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 358696.03326801327, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.435934881008674, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10952352991974784, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 192, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 68, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 183, 'NON_TRADEABLE_WINDOW': 10980, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 9, 'PARAMETER_2': 59, 'PARAMETER_3': 1.664753292492105, 'PARAMETER_4': 405}"
}
|
{
"final_pnl_ratio": "1.04%",
"max_drawdown": "-1.87%"
}
|
{
"garch_params": "{'omega': 2.7339861042891958, 'alpha': [0.11937809070162646], 'beta': [0.8105119876596175], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 898.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04896187494174283, 'max_pnl_target': 0.2341623741909913, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.21854628439699217, 'max_pnl_target': 0.27859093362197374, 'max_calls_for_rule': 222}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 615.1683544868175, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 222, 'MAX_CONCURRENT_UNITS': 20, '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': 80169.70712986597, 'LEVERAGE': 36, 'UNIT_BUDGET': 3821.947853416511, 'INITIAL_MARGIN_PER_UNIT': 17.088009846856043, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80169.70712986597, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.088009846856043, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16784471217251484, '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': 25, 'MFI_PERIOD': 84, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 42, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 314, 'NON_TRADEABLE_WINDOW': 18840, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 81, 'PARAMETER_3': 1.7392564862120912, 'PARAMETER_4': 528}"
}
|
{
"final_pnl_ratio": "-0.80%",
"max_drawdown": "-0.54%"
}
|
{
"garch_params": "{'omega': 2.665079400147232, 'alpha': [0.13185891395789853], 'beta': [0.8526224248097029], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.051633141401461816, 'max_pnl_target': 0.16778458086190037, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.10535792293132383, 'max_pnl_target': 0.23370646109672513, 'max_calls_for_rule': 15}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 934.2909026761911, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 15, 'MAX_CONCURRENT_UNITS': 3364, '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': 467612.02383538353, 'LEVERAGE': 112, 'UNIT_BUDGET': 138.96665883475066, 'INITIAL_MARGIN_PER_UNIT': 8.341883059608849, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 467612.02383538353, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.341883059608849, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3085975255193932, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 65, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 57, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 71, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 61, 'HOURLY_MA_LONG_PERIOD': 298, 'NON_TRADEABLE_WINDOW': 17880, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 155, 'PARAMETER_3': 1.272317778055652, 'PARAMETER_4': 789}"
}
|
{
"final_pnl_ratio": "-1.13%",
"max_drawdown": "-1.13%"
}
|
{
"garch_params": "{'omega': 1.9504082959465059, 'alpha': [0.09888099204967665], 'beta': [0.8991190079503233], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10082228503885425, 'max_pnl_target': 0.14075194596410934, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.16709780219073175, 'max_pnl_target': 0.222799555512899, 'max_calls_for_rule': 86}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1298.1714866816271, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, 'MAX_CONCURRENT_UNITS': 784, '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': 887893.4693166367, 'LEVERAGE': 100, 'UNIT_BUDGET': 1131.2219153001342, 'INITIAL_MARGIN_PER_UNIT': 12.98171486681627, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 887893.4693166367, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.98171486681627, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07576250928190321, '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': 20, 'MFI_PERIOD': 84, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 53, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 201, 'NON_TRADEABLE_WINDOW': 12060, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 5, 'PARAMETER_2': 143, 'PARAMETER_3': 2.0645095816933643, 'PARAMETER_4': 815}"
}
|
{
"final_pnl_ratio": "11.13%",
"max_drawdown": "-1.00%"
}
|
{
"garch_params": "{'omega': 2.6375765759017886, 'alpha': [0.06285225845923302], 'beta': [0.8933846713272166], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13656.94}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03877706415741681, 'max_pnl_target': 0.18441364569814175, 'max_calls_for_rule': 208}, 'moderate_calls': {'min_pnl_target': 0.2075514662798366, 'max_pnl_target': 0.23718550073105824, 'max_calls_for_rule': 417}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 156.71872075871653, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 417, 'MAX_CONCURRENT_UNITS': 182, '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': 631099.4039943146, 'LEVERAGE': 19, 'UNIT_BUDGET': 3455.603074234613, 'INITIAL_MARGIN_PER_UNIT': 8.248353724142975, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 631099.4039943146, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.248353724142975, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46513036727321694, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 144, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 48, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 37, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 146, 'NON_TRADEABLE_WINDOW': 8760, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 5, 'PARAMETER_2': 12, 'PARAMETER_3': 1.473841098350371, 'PARAMETER_4': 931}"
}
|
{
"final_pnl_ratio": "0.44%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 1.4508689841726798, 'alpha': [0.12192255801389346], 'beta': [0.8760774419861067], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09921451379845492, 'max_pnl_target': 0.16880826937166277, 'max_calls_for_rule': 5}, 'moderate_calls': {'min_pnl_target': 0.17658182004803155, 'max_pnl_target': 0.21326905821584066, 'max_calls_for_rule': 11}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 323.53081490604916, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 11, 'MAX_CONCURRENT_UNITS': 1529, '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': 313528.9807248949, 'LEVERAGE': 20, 'UNIT_BUDGET': 204.9251733148277, 'INITIAL_MARGIN_PER_UNIT': 16.176540745302457, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 313528.9807248949, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.176540745302457, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06359263450964599, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 127, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 193, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 72, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 51, 'HOURLY_MA_LONG_PERIOD': 146, 'NON_TRADEABLE_WINDOW': 8760, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 3, 'PARAMETER_2': 166, 'PARAMETER_3': 1.4100055607406987, 'PARAMETER_4': 320}"
}
|
{
"final_pnl_ratio": "14.21%",
"max_drawdown": "-0.04%"
}
|
{
"garch_params": "{'omega': 2.3798977288427916, 'alpha': [0.13217252791344813], 'beta': [0.7790501017380067], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11218291261463509, 'max_pnl_target': 0.16925513656378333, 'max_calls_for_rule': 164}, 'moderate_calls': {'min_pnl_target': 0.20282503711617542, 'max_pnl_target': 0.2753746780757301, 'max_calls_for_rule': 329}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 932.2847672730692, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 329, 'MAX_CONCURRENT_UNITS': 139, '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': 605552.7675239687, 'LEVERAGE': 71, 'UNIT_BUDGET': 4337.646909786064, 'INITIAL_MARGIN_PER_UNIT': 13.130771370043227, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 605552.7675239687, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.130771370043227, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36033122538273255, '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': 38, 'MFI_PERIOD': 110, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 245, 'NON_TRADEABLE_WINDOW': 14700, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 153, 'PARAMETER_3': 1.9834830525843878, 'PARAMETER_4': 521}"
}
|
{
"final_pnl_ratio": "-0.27%",
"max_drawdown": "-0.24%"
}
|
{
"garch_params": "{'omega': 0.9275380478824431, 'alpha': [0.06526538706709543], 'beta': [0.8924794420589448], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 17305.12}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08057036599286095, 'max_pnl_target': 0.19404139010006613, 'max_calls_for_rule': 213}, 'moderate_calls': {'min_pnl_target': 0.2158466585366586, 'max_pnl_target': 0.22900494178647152, 'max_calls_for_rule': 426}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 195.5082019454891, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 426, 'MAX_CONCURRENT_UNITS': 535, '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': 973925.1370153592, 'LEVERAGE': 46, 'UNIT_BUDGET': 1817.2914138114236, 'INITIAL_MARGIN_PER_UNIT': 4.250178303162807, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 973925.1370153592, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.250178303162807, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19371040302407844, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 72, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 234, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 34, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 294, 'NON_TRADEABLE_WINDOW': 17640, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 41, 'PARAMETER_3': 1.3091961634526086, 'PARAMETER_4': 563}"
}
|
{
"final_pnl_ratio": "-0.08%",
"max_drawdown": "-0.08%"
}
|
{
"garch_params": "{'omega': 1.8609291961453727, 'alpha': [0.09397972438428245], 'beta': [0.861176625709641], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0885644822069262, 'max_pnl_target': 0.1493841303561593, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.22748697774464152, 'max_pnl_target': 0.27260941273359074, 'max_calls_for_rule': 69}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 175.8859483613709, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 682, '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': 365624.23651336075, 'LEVERAGE': 23, 'UNIT_BUDGET': 535.5707900299177, 'INITIAL_MARGIN_PER_UNIT': 7.647215146146561, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 365624.23651336075, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.647215146146561, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42101440572637555, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 186, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 114, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 41, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 154, 'NON_TRADEABLE_WINDOW': 9240, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 149, 'PARAMETER_3': 1.493728987724259, 'PARAMETER_4': 280}"
}
|
{
"final_pnl_ratio": "-2.10%",
"max_drawdown": "-1.22%"
}
|
{
"garch_params": "{'omega': 3.6763054235904375, 'alpha': [0.1764552523594254], 'beta': [0.7814983673033181], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5831.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06888167562403437, 'max_pnl_target': 0.20002609525646783, 'max_calls_for_rule': 276}, 'moderate_calls': {'min_pnl_target': 0.09036334332910406, 'max_pnl_target': 0.24341119055686558, 'max_calls_for_rule': 552}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 434.32424573164184, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 552, 'MAX_CONCURRENT_UNITS': 312, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 729239.2068155006, 'LEVERAGE': 103, 'UNIT_BUDGET': 2333.6345091707744, 'INITIAL_MARGIN_PER_UNIT': 4.216740249821766, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 729239.2068155006, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.216740249821766, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42208734350460675, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 186, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 136, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 150, 'NON_TRADEABLE_WINDOW': 9000, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 9, 'PARAMETER_2': 127, 'PARAMETER_3': 1.8218409797736062, 'PARAMETER_4': 238}"
}
|
{
"final_pnl_ratio": "-1.92%",
"max_drawdown": "-1.88%"
}
|
{
"garch_params": "{'omega': 3.9277169841480064, 'alpha': [0.1352817877901143], 'beta': [0.8627182122098855], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.01928653869974791, 'max_pnl_target': 0.21554363047864722, 'max_calls_for_rule': 167}, 'moderate_calls': {'min_pnl_target': 0.23995957260114273, 'max_pnl_target': 0.27519008776185194, 'max_calls_for_rule': 335}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 407.8745765569882, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 335, 'MAX_CONCURRENT_UNITS': 193, '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': 633606.1562289697, 'LEVERAGE': 42, 'UNIT_BUDGET': 3271.787417159034, 'INITIAL_MARGIN_PER_UNIT': 9.711299441833052, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 633606.1562289697, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.711299441833052, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13653686359715694, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 33, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 184, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 50, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 67, 'HOURLY_MA_LONG_PERIOD': 217, 'NON_TRADEABLE_WINDOW': 13020, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 10, 'PARAMETER_2': 80, 'PARAMETER_3': 1.7129527281825903, 'PARAMETER_4': 749}"
}
|
{
"final_pnl_ratio": "-1.34%",
"max_drawdown": "-1.46%"
}
|
{
"garch_params": "{'omega': 0.14173373990101812, 'alpha': [0.06959066134326021], 'beta': [0.9284093386567398], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.743070701829019, 'historical_segment_start_price': 20666.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0815944247543906, 'max_pnl_target': 0.21901485832309597, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.1732875151039627, 'max_pnl_target': 0.2751820978076613, 'max_calls_for_rule': 168}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 632.1313858254161, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, 'MAX_CONCURRENT_UNITS': 109, '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': 294915.21448797703, 'LEVERAGE': 40, 'UNIT_BUDGET': 2683.4995420989844, 'INITIAL_MARGIN_PER_UNIT': 15.803284645635403, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 294915.21448797703, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.803284645635403, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07603460505686147, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 167, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 40, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 292, 'NON_TRADEABLE_WINDOW': 17520, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 5, 'PARAMETER_2': 153, 'PARAMETER_3': 2.200072186854128, 'PARAMETER_4': 662}"
}
|
{
"final_pnl_ratio": "2.11%",
"max_drawdown": "-0.02%"
}
|
{
"garch_params": "{'omega': 0.9224966689190518, 'alpha': [0.06773110172998068], 'beta': [0.8747200106353343], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 17305.12}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11154841075165287, 'max_pnl_target': 0.15968314552711457, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.06137553413894505, 'max_pnl_target': 0.2464495933968636, 'max_calls_for_rule': 169}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 370.7856821401659, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 169, 'MAX_CONCURRENT_UNITS': 174, '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': 108135.40932323842, 'LEVERAGE': 102, 'UNIT_BUDGET': 621.4570188899481, 'INITIAL_MARGIN_PER_UNIT': 3.6351537464722146, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108135.40932323842, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.6351537464722146, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3710982334748762, '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': 31, 'MFI_PERIOD': 44, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 31, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 239, 'NON_TRADEABLE_WINDOW': 14340, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 2, 'PARAMETER_2': 21, 'PARAMETER_3': 1.4028258553169113, 'PARAMETER_4': 173}"
}
|
{
"final_pnl_ratio": "2.61%",
"max_drawdown": "-0.17%"
}
|
{
"garch_params": "{'omega': 2.3126892498129754, 'alpha': [0.14967175605492464], 'beta': [0.8370532739078226], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13505336392158035, 'max_pnl_target': 0.20694460650235919, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.24211710168512954, 'max_pnl_target': 0.26968931163695165, 'max_calls_for_rule': 80}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 793.3657864775384, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, 'MAX_CONCURRENT_UNITS': 516, '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': 640851.8197545381, 'LEVERAGE': 52, 'UNIT_BUDGET': 1239.9468463877122, 'INITIAL_MARGIN_PER_UNIT': 15.257034355337279, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 640851.8197545381, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.257034355337279, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.261314653309268, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 165, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 136, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 55, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 60, 'HOURLY_MA_LONG_PERIOD': 193, 'NON_TRADEABLE_WINDOW': 11580, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 7, 'PARAMETER_2': 36, 'PARAMETER_3': 1.4314376343405604, 'PARAMETER_4': 225}"
}
|
{
"final_pnl_ratio": "-13.67%",
"max_drawdown": "-12.23%"
}
|
{
"garch_params": "{'omega': 0.9239052846532424, 'alpha': [0.056918673555830565], 'beta': [0.9410813264441694], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 40779.16}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0691146750305597, 'max_pnl_target': 0.12157199817218403, 'max_calls_for_rule': 330}, 'moderate_calls': {'min_pnl_target': 0.17817592702207016, 'max_pnl_target': 0.29911721277602815, 'max_calls_for_rule': 661}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 74.49722495237359, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 661, 'MAX_CONCURRENT_UNITS': 282, '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': 997571.0767757541, 'LEVERAGE': 14, 'UNIT_BUDGET': 3525.446087564757, 'INITIAL_MARGIN_PER_UNIT': 5.321230353740971, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 997571.0767757541, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.321230353740971, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3619825841569612, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 117, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 199, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 59, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 311, 'NON_TRADEABLE_WINDOW': 18660, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 114, 'PARAMETER_3': 1.675167529022186, 'PARAMETER_4': 184}"
}
|
{
"final_pnl_ratio": "-0.22%",
"max_drawdown": "-0.05%"
}
|
{
"garch_params": "{'omega': 0.7450529201141746, 'alpha': [0.057726296404625795], 'beta': [0.9402737035953743], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 6915.47}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1508996946607087, 'max_pnl_target': 0.19432302531585555, 'max_calls_for_rule': 393}, 'moderate_calls': {'min_pnl_target': 0.1067916839242413, 'max_pnl_target': 0.2737639279740481, 'max_calls_for_rule': 787}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 312.70533517867966, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 787, 'MAX_CONCURRENT_UNITS': 180, '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': 810160.9316275823, 'LEVERAGE': 55, 'UNIT_BUDGET': 4485.893612253736, 'INITIAL_MARGIN_PER_UNIT': 5.685551548703267, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 810160.9316275823, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.685551548703267, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34266000293629695, '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': 27, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 43, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 189, 'NON_TRADEABLE_WINDOW': 11340, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 34, 'PARAMETER_3': 2.3906221395819838, 'PARAMETER_4': 938}"
}
|
{
"final_pnl_ratio": "-0.75%",
"max_drawdown": "-0.66%"
}
|
{
"garch_params": "{'omega': 0.8081478954036124, 'alpha': [0.06825281404497431], 'beta': [0.9036913626757175], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 56421.7}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10001203551966745, 'max_pnl_target': 0.12407596777225205, 'max_calls_for_rule': 257}, 'moderate_calls': {'min_pnl_target': 0.11360370264624987, 'max_pnl_target': 0.26729629779627523, 'max_calls_for_rule': 514}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 364.1714122482588, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 514, 'MAX_CONCURRENT_UNITS': 446, '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': 882205.9519145273, 'LEVERAGE': 95, 'UNIT_BUDGET': 1976.450723204598, 'INITIAL_MARGIN_PER_UNIT': 3.8333832868237767, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 882205.9519145273, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.8333832868237767, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15891047706696482, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 72, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 118, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 169, 'NON_TRADEABLE_WINDOW': 10140, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 3, 'PARAMETER_2': 12, 'PARAMETER_3': 1.6940722964461763, 'PARAMETER_4': 732}"
}
|
{
"final_pnl_ratio": "-0.32%",
"max_drawdown": "-0.19%"
}
|
{
"garch_params": "{'omega': 10.281319932132511, 'alpha': [0.1460681488195063], 'beta': [0.8245301306767646], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.02389788324655101, 'max_pnl_target': 0.14934366438906596, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.08814886857738224, 'max_pnl_target': 0.29073827022639115, 'max_calls_for_rule': 29}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1023.2870215041315, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 29, 'MAX_CONCURRENT_UNITS': 1172, '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': 409706.4255754951, 'LEVERAGE': 88, 'UNIT_BUDGET': 349.4740921669391, 'INITIAL_MARGIN_PER_UNIT': 11.628261608001495, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 409706.4255754951, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.628261608001495, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0926256123122291, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 238, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 104, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 32, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 314, 'NON_TRADEABLE_WINDOW': 18840, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 9, 'PARAMETER_2': 157, 'PARAMETER_3': 1.595628575420788, 'PARAMETER_4': 326}"
}
|
{
"final_pnl_ratio": "-12.52%",
"max_drawdown": "-12.35%"
}
|
{
"garch_params": "{'omega': 1.8403825451926388, 'alpha': [0.10105275313992393], 'beta': [0.8969472468600761], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1442654908306932, 'max_pnl_target': 0.19768684809484766, 'max_calls_for_rule': 151}, 'moderate_calls': {'min_pnl_target': 0.19148525948371534, 'max_pnl_target': 0.2917679037147486, 'max_calls_for_rule': 303}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 39.35620176464457, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 303, 'MAX_CONCURRENT_UNITS': 106, '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': 254004.77695900123, 'LEVERAGE': 5, 'UNIT_BUDGET': 2396.040403546869, 'INITIAL_MARGIN_PER_UNIT': 7.871240352928913, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 254004.77695900123, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.871240352928913, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15042804432911144, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 102, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 207, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 48, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 196, 'NON_TRADEABLE_WINDOW': 11760, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 112, 'PARAMETER_3': 1.5407641756961254, 'PARAMETER_4': 1052}"
}
|
{
"final_pnl_ratio": "0.07%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 1.4949764105994683, 'alpha': [0.11634729256433546], 'beta': [0.8288080571846741], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08163069056436686, 'max_pnl_target': 0.13513738804754233, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.1169892776960734, 'max_pnl_target': 0.2344849586890535, 'max_calls_for_rule': 160}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1621.135766701067, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, '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': 98936.41800514545, 'LEVERAGE': 120, 'UNIT_BUDGET': 2184.5925800758846, 'INITIAL_MARGIN_PER_UNIT': 13.509464722508891, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98936.41800514545, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.509464722508891, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38619145579989633, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 144, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 237, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 275, 'NON_TRADEABLE_WINDOW': 16500, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 9, 'PARAMETER_2': 120, 'PARAMETER_3': 2.070080594297843, 'PARAMETER_4': 283}"
}
|
{
"final_pnl_ratio": "-1.68%",
"max_drawdown": "-1.47%"
}
|
{
"garch_params": "{'omega': 0.7903507973248726, 'alpha': [0.06975991093892399], 'beta': [0.9282400890610759], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 6915.47}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13252732583581234, 'max_pnl_target': 0.19231452726304507, 'max_calls_for_rule': 557}, 'moderate_calls': {'min_pnl_target': 0.22673277508785414, 'max_pnl_target': 0.23098963672689798, 'max_calls_for_rule': 1114}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 139.10553595648264, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1114, 'MAX_CONCURRENT_UNITS': 272, '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': 756425.9204158516, 'LEVERAGE': 56, 'UNIT_BUDGET': 2771.9492805797627, 'INITIAL_MARGIN_PER_UNIT': 2.4840274277943326, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 756425.9204158516, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.4840274277943326, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4802787143295887, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 68, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 157, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 62, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 232, 'NON_TRADEABLE_WINDOW': 13920, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 7, 'PARAMETER_2': 41, 'PARAMETER_3': 2.0394299803560076, 'PARAMETER_4': 452}"
}
|
{
"final_pnl_ratio": "-0.47%",
"max_drawdown": "-0.40%"
}
|
{
"garch_params": "{'omega': 4.093669798962084, 'alpha': [0.14230927690580544], 'beta': [0.8556907230941946], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13601516386982082, 'max_pnl_target': 0.20267972420209715, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.18427338653992995, 'max_pnl_target': 0.27276679737885684, 'max_calls_for_rule': 234}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 348.2427708130732, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 234, 'MAX_CONCURRENT_UNITS': 7, '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': 18096.404263900346, 'LEVERAGE': 32, 'UNIT_BUDGET': 2559.3517506848434, 'INITIAL_MARGIN_PER_UNIT': 10.882586587908538, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 18096.404263900346, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.882586587908538, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3499146068193101, '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': 22, 'MFI_PERIOD': 117, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 36, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 217, 'NON_TRADEABLE_WINDOW': 13020, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 6, 'PARAMETER_2': 80, 'PARAMETER_3': 1.7172255094578381, 'PARAMETER_4': 904}"
}
|
{
"final_pnl_ratio": "1.67%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 27.792737601185216, 'alpha': [0.15200575529642996], 'beta': [0.8312269160996825], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.029197975319580086, 'max_pnl_target': 0.24547899636732642, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.21710885848802833, 'max_pnl_target': 0.2499395498601259, 'max_calls_for_rule': 127}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1261.2797115750068, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 15, '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': 28469.33548710208, 'LEVERAGE': 90, 'UNIT_BUDGET': 1796.4965845478364, 'INITIAL_MARGIN_PER_UNIT': 14.014219017500075, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 28469.33548710208, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.014219017500075, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38806547298603356, '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': 40, 'MFI_PERIOD': 124, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 34, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 174, 'NON_TRADEABLE_WINDOW': 10440, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 93, 'PARAMETER_3': 2.42759832869287, 'PARAMETER_4': 272}"
}
|
{
"final_pnl_ratio": "-7.77%",
"max_drawdown": "-10.54%"
}
|
{
"garch_params": "{'omega': 1.5582623506467248, 'alpha': [0.13199085829661264], 'beta': [0.7881372549315364], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1344425066526389, 'max_pnl_target': 0.14221960194267325, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.13260305401431896, 'max_pnl_target': 0.28923026359130055, 'max_calls_for_rule': 205}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1606.5651267102921, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, 'MAX_CONCURRENT_UNITS': 229, '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': 684991.0416969128, 'LEVERAGE': 111, 'UNIT_BUDGET': 2988.843837129242, 'INITIAL_MARGIN_PER_UNIT': 14.473559700092721, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 684991.0416969128, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.473559700092721, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4465490686681193, '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': 30, 'MFI_PERIOD': 143, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 203, 'NON_TRADEABLE_WINDOW': 12180, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 72, 'PARAMETER_3': 1.6947076983552836, 'PARAMETER_4': 1013}"
}
|
{
"final_pnl_ratio": "-3.31%",
"max_drawdown": "-3.27%"
}
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.