input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 0.4215511032475969, 'alpha': [0.05731619918130269], 'beta': [0.9406838008186972], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1325421503249921, 'max_pnl_target': 0.15732484657486348, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.11902751026033388, 'max_pnl_target': 0.23631807475908753, 'max_calls_for_rule': 81}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1652.2641098469205, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, 'MAX_CONCURRENT_UNITS': 261, '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': 425932.01079725777, 'LEVERAGE': 84, 'UNIT_BUDGET': 1628.4276906661319, 'INITIAL_MARGIN_PER_UNIT': 19.669810831510958, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 425932.01079725777, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.669810831510958, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20444184995120068, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 41, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 93, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 44, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 235, 'NON_TRADEABLE_WINDOW': 14100, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 2, 'PARAMETER_2': 129, 'PARAMETER_3': 2.361086087701312, 'PARAMETER_4': 394}"
}
|
{
"final_pnl_ratio": "-1.43%",
"max_drawdown": "-1.43%"
}
|
{
"garch_params": "{'omega': 4.02374115443044, 'alpha': [0.11400329429245222], 'beta': [0.8839967057075477], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11631522494257575, 'max_pnl_target': 0.12923914572993828, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.23834021188674734, 'max_pnl_target': 0.2423475660928449, 'max_calls_for_rule': 152}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 568.8376836980215, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 13, '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': 14802.695865968151, 'LEVERAGE': 82, 'UNIT_BUDGET': 1066.3879130494443, 'INITIAL_MARGIN_PER_UNIT': 6.937044923146603, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 14802.695865968151, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.937044923146603, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23673090489501364, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 96, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 36, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 72, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 228, 'NON_TRADEABLE_WINDOW': 13680, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 3, 'PARAMETER_2': 87, 'PARAMETER_3': 1.509719776645325, 'PARAMETER_4': 764}"
}
|
{
"final_pnl_ratio": "-5.99%",
"max_drawdown": "-5.99%"
}
|
{
"garch_params": "{'omega': 0.23223318405880045, 'alpha': [0.1411051308767572], 'beta': [0.8568948691232428], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12636648646567772, 'max_pnl_target': 0.1312708765115909, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.11734080297698632, 'max_pnl_target': 0.26777088515471803, 'max_calls_for_rule': 48}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 923.2784562298755, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, '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': 251139.42783504244, 'LEVERAGE': 49, 'UNIT_BUDGET': 932.1397857066089, 'INITIAL_MARGIN_PER_UNIT': 18.84241747407909, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 251139.42783504244, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.84241747407909, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3214574058369115, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 232, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 105, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 40, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 146, 'NON_TRADEABLE_WINDOW': 8760, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 6, 'PARAMETER_2': 68, 'PARAMETER_3': 1.467187494171982, 'PARAMETER_4': 529}"
}
|
{
"final_pnl_ratio": "5.98%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 29.38838082116764, 'alpha': [0.1987569587356675], 'beta': [0.7992430412643323], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05736652527784282, 'max_pnl_target': 0.16504659311079525, 'max_calls_for_rule': 229}, 'moderate_calls': {'min_pnl_target': 0.20792485399007063, 'max_pnl_target': 0.2970260216550261, 'max_calls_for_rule': 458}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 320.65978583358174, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 458, 'MAX_CONCURRENT_UNITS': 32, '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': 158091.3037251578, 'LEVERAGE': 30, 'UNIT_BUDGET': 4910.964009273019, 'INITIAL_MARGIN_PER_UNIT': 10.688659527786058, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158091.3037251578, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.688659527786058, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4817366726414039, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 212, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 201, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 33, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 69, 'HOURLY_MA_LONG_PERIOD': 335, 'NON_TRADEABLE_WINDOW': 20100, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 153, 'PARAMETER_3': 2.458434831145647, 'PARAMETER_4': 824}"
}
|
{
"final_pnl_ratio": "-2.19%",
"max_drawdown": "-4.79%"
}
|
{
"garch_params": "{'omega': 24.260081562386254, 'alpha': [0.16363584583084465], 'beta': [0.8343641541691553], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.061914396306741795, 'max_pnl_target': 0.21233890931185714, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.09850498738480438, 'max_pnl_target': 0.2281676494467255, 'max_calls_for_rule': 21}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 929.6122514759656, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 21, 'MAX_CONCURRENT_UNITS': 1499, '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': 418149.7844757656, 'LEVERAGE': 74, 'UNIT_BUDGET': 278.8427537599567, 'INITIAL_MARGIN_PER_UNIT': 12.562327722648185, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 418149.7844757656, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.562327722648185, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1248404489744494, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 47, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 155, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 68, 'HOURLY_MA_LONG_PERIOD': 237, 'NON_TRADEABLE_WINDOW': 14220, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 10, 'PARAMETER_2': 19, 'PARAMETER_3': 2.440950989507419, 'PARAMETER_4': 240}"
}
|
{
"final_pnl_ratio": "-27.31%",
"max_drawdown": "-28.32%"
}
|
{
"garch_params": "{'omega': 1.912642996175617, 'alpha': [0.09014434463367378], 'beta': [0.8436003029273469], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1316137167138774, 'max_pnl_target': 0.1570274169500566, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.12332780378264817, 'max_pnl_target': 0.2116253521212366, 'max_calls_for_rule': 146}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 420.90479497659965, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 439, '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': 972535.0269983322, 'LEVERAGE': 28, 'UNIT_BUDGET': 2211.187955420401, 'INITIAL_MARGIN_PER_UNIT': 15.03231410630713, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 972535.0269983322, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.03231410630713, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4558665330854642, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 124, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 184, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 64, 'HOURLY_MA_LONG_PERIOD': 191, 'NON_TRADEABLE_WINDOW': 11460, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 156, 'PARAMETER_3': 2.043542552130299, 'PARAMETER_4': 277}"
}
|
{
"final_pnl_ratio": "-0.96%",
"max_drawdown": "-0.29%"
}
|
{
"garch_params": "{'omega': 1.168342472120099, 'alpha': [0.08825368606364761], 'beta': [0.9097463139363523], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.156040667846286, 'historical_segment_start_price': 8354.07}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03528932482635988, 'max_pnl_target': 0.2238868334520336, 'max_calls_for_rule': 139}, 'moderate_calls': {'min_pnl_target': 0.0746258618853767, 'max_pnl_target': 0.27856344724125626, 'max_calls_for_rule': 279}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1013.0754376317915, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 279, 'MAX_CONCURRENT_UNITS': 238, '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': 969806.5312939949, 'LEVERAGE': 70, 'UNIT_BUDGET': 4062.0129943672528, 'INITIAL_MARGIN_PER_UNIT': 14.472506251882736, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 969806.5312939949, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.472506251882736, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2933794410027599, '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': 32, 'MFI_PERIOD': 96, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 69, 'HOURLY_MA_LONG_PERIOD': 183, 'NON_TRADEABLE_WINDOW': 10980, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 9, 'PARAMETER_2': 93, 'PARAMETER_3': 1.7582918879973666, 'PARAMETER_4': 652}"
}
|
{
"final_pnl_ratio": "-2.75%",
"max_drawdown": "-2.99%"
}
|
{
"garch_params": "{'omega': 1.7957625138763544, 'alpha': [0.08491625430983805], 'beta': [0.9130837456901618], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 33974.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13519533459541658, 'max_pnl_target': 0.19809979645476744, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.1855449526636568, 'max_pnl_target': 0.21453309644430527, 'max_calls_for_rule': 144}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 412.76956338228433, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 144, 'MAX_CONCURRENT_UNITS': 47, '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': 69107.86155817716, 'LEVERAGE': 41, 'UNIT_BUDGET': 1461.9693041315247, 'INITIAL_MARGIN_PER_UNIT': 10.067550326397178, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69107.86155817716, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.067550326397178, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18746423675377522, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 119, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 131, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 49, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 202, 'NON_TRADEABLE_WINDOW': 12120, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 8, 'PARAMETER_2': 51, 'PARAMETER_3': 1.9651758759605853, 'PARAMETER_4': 991}"
}
|
{
"final_pnl_ratio": "-2.10%",
"max_drawdown": "-4.97%"
}
|
{
"garch_params": "{'omega': 2.1509372313425796, 'alpha': [0.08215769243023026], 'beta': [0.8863673641337682], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07549702305343607, 'max_pnl_target': 0.1770270954593601, 'max_calls_for_rule': 215}, 'moderate_calls': {'min_pnl_target': 0.10605718317052076, 'max_pnl_target': 0.2503212679357248, 'max_calls_for_rule': 430}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1017.1377325436673, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 430, 'MAX_CONCURRENT_UNITS': 66, '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': 265603.6197291659, 'LEVERAGE': 110, 'UNIT_BUDGET': 3993.2358957900356, 'INITIAL_MARGIN_PER_UNIT': 9.246706659487884, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 265603.6197291659, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.246706659487884, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32222683956971077, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 111, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 125, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 54, 'HOURLY_MA_LONG_PERIOD': 315, 'NON_TRADEABLE_WINDOW': 18900, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 10, 'PARAMETER_2': 155, 'PARAMETER_3': 2.3269094479602765, 'PARAMETER_4': 233}"
}
|
{
"final_pnl_ratio": "-0.32%",
"max_drawdown": "-1.89%"
}
|
{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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}
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "1.70%",
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{
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}
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{
"final_pnl_ratio": "-1.92%",
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{
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}
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{
"final_pnl_ratio": "0.40%",
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{
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}
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{
"final_pnl_ratio": "3.67%",
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{
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}
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{
"final_pnl_ratio": "1.71%",
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{
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}
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{
"final_pnl_ratio": "-15.06%",
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{
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}
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{
"final_pnl_ratio": "-0.76%",
"max_drawdown": "-1.21%"
}
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "0.25%",
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{
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}
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{
"final_pnl_ratio": "-0.97%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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}
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{
"final_pnl_ratio": "-0.08%",
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{
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{
"final_pnl_ratio": "-0.27%",
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{
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}
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{
"final_pnl_ratio": "0.62%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "-0.36%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "2.56%",
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{
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}
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{
"final_pnl_ratio": "0.81%",
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{
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{
"final_pnl_ratio": "0.02%",
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{
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}
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{
"final_pnl_ratio": "0.58%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "1.61%",
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{
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}
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{
"final_pnl_ratio": "-0.97%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "-0.44%",
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{
"garch_params": "{'omega': 0.41603341107557434, 'alpha': [0.07267298191015568], 'beta': [0.905174837908702], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9271.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0990167638311872, 'max_pnl_target': 0.16754290253485427, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.1411880832502951, 'max_pnl_target': 0.2475846309135642, 'max_calls_for_rule': 239}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1058.0943381716081, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, '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': 969920.3902944818, 'LEVERAGE': 70, 'UNIT_BUDGET': 3635.7727854314508, 'INITIAL_MARGIN_PER_UNIT': 15.115633402451545, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 969920.3902944818, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.115633402451545, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09859369161279803, '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': 26, 'MFI_PERIOD': 37, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 252, 'NON_TRADEABLE_WINDOW': 15120, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 13, 'PARAMETER_3': 2.4814548600653277, 'PARAMETER_4': 318}"
}
|
{
"final_pnl_ratio": "-0.52%",
"max_drawdown": "-0.32%"
}
|
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