input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 3.946872975853101, 'alpha': [0.11084012085746903], 'beta': [0.8871598791425308], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08506161994486662, 'max_pnl_target': 0.24515605627723203, 'max_calls_for_rule': 145}, 'moderate_calls': {'min_pnl_target': 0.14482310718388305, 'max_pnl_target': 0.20854051176056157, 'max_calls_for_rule': 290}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 705.897027281824, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 290, 'MAX_CONCURRENT_UNITS': 178, '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': 665721.2299067391, 'LEVERAGE': 55, 'UNIT_BUDGET': 3736.1618051302094, 'INITIAL_MARGIN_PER_UNIT': 12.834491405124073, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 665721.2299067391, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.834491405124073, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32418285299963934, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 183, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 182, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 245, 'NON_TRADEABLE_WINDOW': 14700, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 28, 'PARAMETER_3': 1.234518041886552, 'PARAMETER_4': 889}"
}
|
{
"final_pnl_ratio": "3.32%",
"max_drawdown": "-2.12%"
}
|
{
"garch_params": "{'omega': 0.22664194165138066, 'alpha': [0.07269889096449554], 'beta': [0.8522562946356126], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 67051.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04353971010315287, 'max_pnl_target': 0.23628100824903547, 'max_calls_for_rule': 478}, 'moderate_calls': {'min_pnl_target': 0.08405425129920638, 'max_pnl_target': 0.2815868726958949, 'max_calls_for_rule': 956}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 299.33399910650377, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 956, 'MAX_CONCURRENT_UNITS': 279, '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': 792647.1631617263, 'LEVERAGE': 101, 'UNIT_BUDGET': 2837.4439923716914, 'INITIAL_MARGIN_PER_UNIT': 2.963702961450532, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 792647.1631617263, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.963702961450532, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.061936120376972, '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': 31, 'MFI_PERIOD': 127, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 61, 'HOURLY_MA_LONG_PERIOD': 270, 'NON_TRADEABLE_WINDOW': 16200, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 93, 'PARAMETER_3': 1.578922853808516, 'PARAMETER_4': 200}"
}
|
{
"final_pnl_ratio": "-0.01%",
"max_drawdown": "-0.08%"
}
|
{
"garch_params": "{'omega': 22.72428842225744, 'alpha': [0.17241844785866006], 'beta': [0.7304934085731386], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 621.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.114261732540509, 'max_pnl_target': 0.22936701615054556, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.1739507758706514, 'max_pnl_target': 0.24684800071954954, 'max_calls_for_rule': 119}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1420.9365770828042, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, 'MAX_CONCURRENT_UNITS': 465, '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': 638877.5285773928, 'LEVERAGE': 125, 'UNIT_BUDGET': 1373.423485470203, 'INITIAL_MARGIN_PER_UNIT': 11.367492616662433, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 638877.5285773928, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.367492616662433, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21838926426226368, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 176, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 205, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 176, 'NON_TRADEABLE_WINDOW': 10560, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 121, 'PARAMETER_3': 2.0860368963250573, 'PARAMETER_4': 202}"
}
|
{
"final_pnl_ratio": "0.19%",
"max_drawdown": "-0.04%"
}
|
{
"garch_params": "{'omega': 3.5538418878105156, 'alpha': [0.06801655159152549], 'beta': [0.9299834484084745], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1502680302802767, 'max_pnl_target': 0.2455674597823497, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.16902626155221107, 'max_pnl_target': 0.26389618788538016, 'max_calls_for_rule': 155}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 665.3989314165782, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 150, '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': 265304.7996517697, 'LEVERAGE': 59, 'UNIT_BUDGET': 1764.9893625565178, 'INITIAL_MARGIN_PER_UNIT': 11.277947990111494, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 265304.7996517697, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.277947990111494, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0720652967292904, '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': 36, 'MFI_PERIOD': 108, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 177, 'NON_TRADEABLE_WINDOW': 10620, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 146, 'PARAMETER_3': 2.1015884813153463, 'PARAMETER_4': 721}"
}
|
{
"final_pnl_ratio": "-10.88%",
"max_drawdown": "-10.88%"
}
|
{
"garch_params": "{'omega': 3.834476352305175, 'alpha': [0.1218667742597797], 'beta': [0.7835333590449355], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 457.42}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.055547998265859884, 'max_pnl_target': 0.23039919162644404, 'max_calls_for_rule': 336}, 'moderate_calls': {'min_pnl_target': 0.13521471505327115, 'max_pnl_target': 0.20423810841870482, 'max_calls_for_rule': 673}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 397.2339748508892, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 673, 'MAX_CONCURRENT_UNITS': 108, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 499212.9624376811, 'LEVERAGE': 58, 'UNIT_BUDGET': 4617.548828318438, 'INITIAL_MARGIN_PER_UNIT': 6.848861635360159, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 499212.9624376811, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.848861635360159, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19159063396054332, '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': 40, 'MFI_PERIOD': 187, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 274, 'NON_TRADEABLE_WINDOW': 16440, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 6, 'PARAMETER_2': 107, 'PARAMETER_3': 1.4743033251405606, 'PARAMETER_4': 457}"
}
|
{
"final_pnl_ratio": "0.39%",
"max_drawdown": "-0.17%"
}
|
{
"garch_params": "{'omega': 1.0948194528823705, 'alpha': [0.05908637445053869], 'beta': [0.896028316262873], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 60138.05}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.052447274299990757, 'max_pnl_target': 0.16134929759437894, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.057714789979835084, 'max_pnl_target': 0.21962065373538547, 'max_calls_for_rule': 54}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1524.6967845292088, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 752, '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': 762606.4903023405, 'LEVERAGE': 83, 'UNIT_BUDGET': 1013.5492582527626, 'INITIAL_MARGIN_PER_UNIT': 18.369840777460347, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 762606.4903023405, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.369840777460347, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2045454292524152, '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': 38, 'MFI_PERIOD': 121, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 289, 'NON_TRADEABLE_WINDOW': 17340, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 4, 'PARAMETER_2': 154, 'PARAMETER_3': 1.4424612788834235, 'PARAMETER_4': 763}"
}
|
{
"final_pnl_ratio": "-4.28%",
"max_drawdown": "-3.75%"
}
|
{
"garch_params": "{'omega': 0.4142320528057288, 'alpha': [0.06214611531936413], 'beta': [0.935853884680636], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0802354851305283, 'max_pnl_target': 0.18907847215295745, 'max_calls_for_rule': 266}, 'moderate_calls': {'min_pnl_target': 0.13014678665172916, 'max_pnl_target': 0.2418043477030535, 'max_calls_for_rule': 532}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 84.52100005164247, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 532, 'MAX_CONCURRENT_UNITS': 163, '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': 735418.0446902999, 'LEVERAGE': 10, 'UNIT_BUDGET': 4511.244080072354, 'INITIAL_MARGIN_PER_UNIT': 8.452100005164247, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 735418.0446902999, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.452100005164247, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27169370971655893, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 189, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 95, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 55, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 65, 'HOURLY_MA_LONG_PERIOD': 271, 'NON_TRADEABLE_WINDOW': 16260, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 2, 'PARAMETER_2': 51, 'PARAMETER_3': 1.8944529005250856, 'PARAMETER_4': 1033}"
}
|
{
"final_pnl_ratio": "0.03%",
"max_drawdown": "-0.06%"
}
|
{
"garch_params": "{'omega': 5.384817528063605, 'alpha': [0.09786861210299377], 'beta': [0.899783378210826], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1569.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08028366063727807, 'max_pnl_target': 0.22785407909018462, 'max_calls_for_rule': 535}, 'moderate_calls': {'min_pnl_target': 0.08544376722052377, 'max_pnl_target': 0.25782499042507967, 'max_calls_for_rule': 1070}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 114.99615028444765, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1070, 'MAX_CONCURRENT_UNITS': 210, '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': 895466.3581990589, 'LEVERAGE': 29, 'UNIT_BUDGET': 4247.508198466623, 'INITIAL_MARGIN_PER_UNIT': 3.96538449256716, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 895466.3581990589, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.96538449256716, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37621139426636285, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 77, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 181, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 36, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 180, 'NON_TRADEABLE_WINDOW': 10800, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 10, 'PARAMETER_2': 28, 'PARAMETER_3': 2.4392480617678762, 'PARAMETER_4': 376}"
}
|
{
"final_pnl_ratio": "0.01%",
"max_drawdown": "-0.45%"
}
|
{
"garch_params": "{'omega': 4.392591920379081, 'alpha': [0.12963923717482087], 'beta': [0.8043431547506738], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 457.42}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08136168620018072, 'max_pnl_target': 0.14642295315266898, 'max_calls_for_rule': 291}, 'moderate_calls': {'min_pnl_target': 0.0974320661631919, 'max_pnl_target': 0.2063712766675748, 'max_calls_for_rule': 583}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 769.5408330383793, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 583, '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': 74672.19711028111, 'LEVERAGE': 123, 'UNIT_BUDGET': 3658.19903975469, 'INITIAL_MARGIN_PER_UNIT': 6.256429536897393, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74672.19711028111, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.256429536897393, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.30683482862787476, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 138, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 203, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 50, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 64, 'HOURLY_MA_LONG_PERIOD': 166, 'NON_TRADEABLE_WINDOW': 9960, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'PARAMETER_1': 10, 'PARAMETER_2': 15, 'PARAMETER_3': 1.9392925794884963, 'PARAMETER_4': 248}"
}
|
{
"final_pnl_ratio": "-0.20%",
"max_drawdown": "-1.76%"
}
|
{
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"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06961348425565106, 'max_pnl_target': 0.15781272873757468, 'max_calls_for_rule': 229}, 'moderate_calls': {'min_pnl_target': 0.2178838749349745, 'max_pnl_target': 0.2989673973421783, 'max_calls_for_rule': 458}}",
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{
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{
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{
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{
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{
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{
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{
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}
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{
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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": "-1.93%",
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{
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}
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{
"final_pnl_ratio": "-1.10%",
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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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{
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{
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{
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{
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{
"final_pnl_ratio": "-1.56%",
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{
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}
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{
"final_pnl_ratio": "-2.20%",
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{
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{
"final_pnl_ratio": "-0.10%",
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{
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}
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{
"final_pnl_ratio": "-1.11%",
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{
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}
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{
"final_pnl_ratio": "-2.47%",
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{
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}
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{
"final_pnl_ratio": "1.29%",
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "0.05%",
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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": "-1.97%",
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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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{
"final_pnl_ratio": "1.15%",
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{
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{
"final_pnl_ratio": "15.44%",
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{
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{
"final_pnl_ratio": "-0.00%",
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{
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}
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{
"final_pnl_ratio": "-1.74%",
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{
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}
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{
"final_pnl_ratio": "-9.50%",
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{
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}
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{
"final_pnl_ratio": "0.06%",
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{
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{
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{
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{
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{
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{
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{
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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": "-0.71%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-1.49%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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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": "0.71%",
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{
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}
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{
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{
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{
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{
"final_pnl_ratio": "-2.38%",
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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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{
"final_pnl_ratio": "-14.61%",
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{
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}
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{
"final_pnl_ratio": "-41.30%",
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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": "11.04%",
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{
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}
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{
"final_pnl_ratio": "-0.67%",
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{
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{
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{
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{
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{
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{
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{
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{
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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": "-3.14%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "-0.40%",
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{
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}
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{
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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": "-16.79%",
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{
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}
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{
"final_pnl_ratio": "0.22%",
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{
"garch_params": "{'omega': 2.654953168264058, 'alpha': [0.05689772718654758], 'beta': [0.8530895955658329], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13656.94}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06639451221185444, 'max_pnl_target': 0.21134088196308798, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.05675706812628396, 'max_pnl_target': 0.2597117762603503, 'max_calls_for_rule': 203}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 69.5655142985816, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 203, 'MAX_CONCURRENT_UNITS': 223, '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': 151561.38016069288, 'LEVERAGE': 21, 'UNIT_BUDGET': 678.4511322408908, 'INITIAL_MARGIN_PER_UNIT': 3.3126435380276957, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151561.38016069288, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.3126435380276957, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11502914477445833, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 146, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 159, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 247, 'NON_TRADEABLE_WINDOW': 14820, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 4, 'PARAMETER_2': 110, 'PARAMETER_3': 1.5032868489859275, 'PARAMETER_4': 213}"
}
|
{
"final_pnl_ratio": "-0.02%",
"max_drawdown": "-0.24%"
}
|
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