input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 0.6669473837320044, 'alpha': [0.07244265746465461], 'beta': [0.872993952072782], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 41815.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1248376474537496, 'max_pnl_target': 0.2102524066321095, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.1250066856907249, 'max_pnl_target': 0.21981705483241268, 'max_calls_for_rule': 150}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1005.0024540454335, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, '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': 90219.91877096005, 'LEVERAGE': 51, 'UNIT_BUDGET': 2990.8193416470253, 'INITIAL_MARGIN_PER_UNIT': 19.70593047147909, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90219.91877096005, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.70593047147909, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07898413264370831, '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': 21, 'MFI_PERIOD': 57, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 64, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 287, 'NON_TRADEABLE_WINDOW': 17220, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 62, 'PARAMETER_3': 1.9206611401512936, 'PARAMETER_4': 579}"
}
|
{
"final_pnl_ratio": "-0.30%",
"max_drawdown": "-0.34%"
}
|
{
"garch_params": "{'omega': 0.13661835519150134, 'alpha': [0.06646572907541184], 'beta': [0.8981099629739285], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.669685013673578, 'historical_segment_start_price': 20666.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10867027467565366, 'max_pnl_target': 0.23893577696424015, 'max_calls_for_rule': 351}, 'moderate_calls': {'min_pnl_target': 0.11463121642882303, 'max_pnl_target': 0.20998826237767404, 'max_calls_for_rule': 702}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 550.6598042321551, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 702, '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': 409634.9174329713, 'LEVERAGE': 93, 'UNIT_BUDGET': 4163.881843541974, 'INITIAL_MARGIN_PER_UNIT': 5.921073163786614, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 409634.9174329713, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.921073163786614, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1782278823090564, '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': 27, 'MFI_PERIOD': 169, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 49, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 286, 'NON_TRADEABLE_WINDOW': 17160, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 9, 'PARAMETER_2': 76, 'PARAMETER_3': 2.023831839840217, 'PARAMETER_4': 303}"
}
|
{
"final_pnl_ratio": "-0.18%",
"max_drawdown": "-0.16%"
}
|
{
"garch_params": "{'omega': 2.5375983389080567, 'alpha': [0.06981659952787138], 'beta': [0.9281834004721287], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3444.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13431692304551557, 'max_pnl_target': 0.21407365693013727, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.22796173151462187, 'max_pnl_target': 0.23501797700575444, 'max_calls_for_rule': 29}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1541.717785343321, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 29, 'MAX_CONCURRENT_UNITS': 1173, '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': 538859.6966476854, 'LEVERAGE': 102, 'UNIT_BUDGET': 459.36488927700844, 'INITIAL_MARGIN_PER_UNIT': 15.114880248463932, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 538859.6966476854, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.114880248463932, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10124650441301175, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 149, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 104, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 273, 'NON_TRADEABLE_WINDOW': 16380, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 89, 'PARAMETER_3': 1.4971147131396614, 'PARAMETER_4': 585}"
}
|
{
"final_pnl_ratio": "-2.40%",
"max_drawdown": "-2.40%"
}
|
{
"garch_params": "{'omega': 4.371202555572029, 'alpha': [0.13975069317475802], 'beta': [0.7826724866617076], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.02096478221332082, 'max_pnl_target': 0.12629578126684676, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.15457892452531916, 'max_pnl_target': 0.2202449470608989, 'max_calls_for_rule': 59}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 208.85243583181034, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 171, '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': 166628.5468566205, 'LEVERAGE': 13, 'UNIT_BUDGET': 972.1497327302532, 'INITIAL_MARGIN_PER_UNIT': 16.065571987062334, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166628.5468566205, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.065571987062334, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3176034924839528, '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': 22, 'MFI_PERIOD': 36, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 45, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 62, 'HOURLY_MA_LONG_PERIOD': 179, 'NON_TRADEABLE_WINDOW': 10740, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 85, 'PARAMETER_3': 1.8830565216208597, 'PARAMETER_4': 508}"
}
|
{
"final_pnl_ratio": "0.33%",
"max_drawdown": "-0.01%"
}
|
{
"garch_params": "{'omega': 0.9676991766289404, 'alpha': [0.16628571563264272], 'beta': [0.8317142843673573], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12145700862783122, 'max_pnl_target': 0.2283033883495491, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.09908971323402817, 'max_pnl_target': 0.24896536842937206, 'max_calls_for_rule': 62}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 506.97367586193747, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, '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': 80466.88284719718, 'LEVERAGE': 34, 'UNIT_BUDGET': 945.8366285022831, 'INITIAL_MARGIN_PER_UNIT': 14.910990466527572, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80466.88284719718, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.910990466527572, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33706074747325454, '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': 37, 'MFI_PERIOD': 54, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 63, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 203, 'NON_TRADEABLE_WINDOW': 12180, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 132, 'PARAMETER_3': 2.3440450204463676, 'PARAMETER_4': 466}"
}
|
{
"final_pnl_ratio": "-0.38%",
"max_drawdown": "-0.93%"
}
|
{
"garch_params": "{'omega': 4.132959428708408, 'alpha': [0.14611455661515332], 'beta': [0.8518854433848465], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 229.1}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10823208289897099, 'max_pnl_target': 0.19950391873917642, 'max_calls_for_rule': 472}, 'moderate_calls': {'min_pnl_target': 0.10005407529871907, 'max_pnl_target': 0.290878782353365, 'max_calls_for_rule': 945}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 90.30895063815613, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 945, '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': 36886.48122874552, 'LEVERAGE': 18, 'UNIT_BUDGET': 4747.256539721299, 'INITIAL_MARGIN_PER_UNIT': 5.017163924342007, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 36886.48122874552, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.017163924342007, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4655819805295944, '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': 28, 'MFI_PERIOD': 53, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 250, 'NON_TRADEABLE_WINDOW': 15000, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 7, 'PARAMETER_2': 96, 'PARAMETER_3': 2.3010208682258693, 'PARAMETER_4': 305}"
}
|
{
"final_pnl_ratio": "-0.23%",
"max_drawdown": "-0.13%"
}
|
{
"garch_params": "{'omega': 3.8199627251245922, 'alpha': [0.1570751691123665], 'beta': [0.7840005505697418], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 229.1}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07092727701754419, 'max_pnl_target': 0.12958952155320883, 'max_calls_for_rule': 299}, 'moderate_calls': {'min_pnl_target': 0.1012794794771221, 'max_pnl_target': 0.2974785801057464, 'max_calls_for_rule': 599}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 596.6713892473267, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 599, 'MAX_CONCURRENT_UNITS': 326, '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': 983259.1235507462, 'LEVERAGE': 119, 'UNIT_BUDGET': 3011.36333096452, 'INITIAL_MARGIN_PER_UNIT': 5.014045287792661, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 983259.1235507462, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.014045287792661, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2848766209208121, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 188, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 136, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 52, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 194, 'NON_TRADEABLE_WINDOW': 11640, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 164, 'PARAMETER_3': 1.9421253223863726, 'PARAMETER_4': 860}"
}
|
{
"final_pnl_ratio": "-0.04%",
"max_drawdown": "-0.04%"
}
|
{
"garch_params": "{'omega': 2.1566202701129833, 'alpha': [0.12409108409774178], 'beta': [0.8463175534565133], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11365.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11859509811415243, 'max_pnl_target': 0.1836167515547193, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.2005266789761803, 'max_pnl_target': 0.21228661860371195, 'max_calls_for_rule': 36}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 415.61698072777733, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 923, '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': 263631.48508634616, 'LEVERAGE': 55, 'UNIT_BUDGET': 285.46429720482655, 'INITIAL_MARGIN_PER_UNIT': 7.556672376868679, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 263631.48508634616, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.556672376868679, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2519006743991616, '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': 83, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 58, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 194, 'NON_TRADEABLE_WINDOW': 11640, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 120, 'PARAMETER_3': 2.1658491519944025, 'PARAMETER_4': 695}"
}
|
{
"final_pnl_ratio": "-10.59%",
"max_drawdown": "-8.98%"
}
|
{
"garch_params": "{'omega': 0.25757712056539944, 'alpha': [0.1455770381549704], 'beta': [0.8524229618450295], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14084915691476005, 'max_pnl_target': 0.20425883386200847, 'max_calls_for_rule': 285}, 'moderate_calls': {'min_pnl_target': 0.20862672775451815, 'max_pnl_target': 0.27509634613270534, 'max_calls_for_rule': 571}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 322.3637628373667, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 571, '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': 64795.0201830646, 'LEVERAGE': 59, 'UNIT_BUDGET': 3126.340315463131, 'INITIAL_MARGIN_PER_UNIT': 5.463792590463843, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64795.0201830646, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.463792590463843, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43120476437183247, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 221, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 232, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 72, 'HOURLY_MA_LONG_PERIOD': 286, 'NON_TRADEABLE_WINDOW': 17160, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 9, 'PARAMETER_2': 74, 'PARAMETER_3': 1.6263395402455378, 'PARAMETER_4': 674}"
}
|
{
"final_pnl_ratio": "0.69%",
"max_drawdown": "-0.40%"
}
|
{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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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": "-0.53%",
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{
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}
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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}
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{
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{
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}
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{
"final_pnl_ratio": "-3.35%",
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{
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}
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{
"final_pnl_ratio": "0.42%",
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{
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}
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{
"final_pnl_ratio": "1.04%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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}
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "-0.31%",
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{
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "0.04%",
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{
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{
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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": "-0.53%",
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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": "-1.73%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "0.01%",
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{
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}
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{
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{
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}
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{
"final_pnl_ratio": "-1.24%",
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "0.81%",
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{
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}
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{
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{
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}
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{
"final_pnl_ratio": "-0.87%",
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{
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}
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{
"final_pnl_ratio": "5.69%",
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{
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}
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{
"final_pnl_ratio": "0.39%",
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{
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{
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{
"final_pnl_ratio": "0.49%",
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{
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{
"final_pnl_ratio": "-7.54%",
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{
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}
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{
"final_pnl_ratio": "2.92%",
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{
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}
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{
"final_pnl_ratio": "0.11%",
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{
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}
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{
"final_pnl_ratio": "-0.88%",
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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": "-1.18%",
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{
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}
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{
"final_pnl_ratio": "0.33%",
"max_drawdown": "-0.13%"
}
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{
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{
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{
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{
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{
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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": "-0.89%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-0.07%",
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{
"garch_params": "{'omega': 0.9463456608921409, 'alpha': [0.17341260175484674], 'beta': [0.8059721194508015], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11417443911155688, 'max_pnl_target': 0.20319866986364574, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.15808826441728976, 'max_pnl_target': 0.2686602728356925, 'max_calls_for_rule': 86}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1229.209351737264, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, 'MAX_CONCURRENT_UNITS': 264, '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': 362306.4313503148, 'LEVERAGE': 79, 'UNIT_BUDGET': 1367.5688344238126, 'INITIAL_MARGIN_PER_UNIT': 15.559612047307139, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 362306.4313503148, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.559612047307139, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3609373787473517, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 164, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 70, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 225, 'NON_TRADEABLE_WINDOW': 13500, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 5, 'PARAMETER_2': 121, 'PARAMETER_3': 2.1182448592847205, 'PARAMETER_4': 318}"
}
|
{
"final_pnl_ratio": "0.07%",
"max_drawdown": "-0.97%"
}
|
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