input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 4.712746377322307, 'alpha': [0.13961571980004112], 'beta': [0.8583842801999589], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14461110002986624, 'max_pnl_target': 0.20864866599974496, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.06179938517968058, 'max_pnl_target': 0.2373369884074363, 'max_calls_for_rule': 163}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 218.1643859332079, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 163, 'MAX_CONCURRENT_UNITS': 138, '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': 310678.47233537177, 'LEVERAGE': 16, 'UNIT_BUDGET': 2247.8280376290986, 'INITIAL_MARGIN_PER_UNIT': 13.635274120825494, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 310678.47233537177, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.635274120825494, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4369287673113901, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 100, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 173, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 33, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 154, 'NON_TRADEABLE_WINDOW': 9240, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 3, 'PARAMETER_2': 98, 'PARAMETER_3': 2.1163207853523183, 'PARAMETER_4': 365}"
}
|
{
"final_pnl_ratio": "0.82%",
"max_drawdown": "-0.42%"
}
|
{
"garch_params": "{'omega': 0.6139491107668663, 'alpha': [0.07359796036828758], 'beta': [0.8425719326542191], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1220914111996501, 'max_pnl_target': 0.24784672341543185, 'max_calls_for_rule': 201}, 'moderate_calls': {'min_pnl_target': 0.09691345278515703, 'max_pnl_target': 0.23685900911108695, 'max_calls_for_rule': 403}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 679.3907906193224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 403, 'MAX_CONCURRENT_UNITS': 115, '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': 272893.936476747, 'LEVERAGE': 116, 'UNIT_BUDGET': 2371.8592937022804, 'INITIAL_MARGIN_PER_UNIT': 5.8568171605114, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 272893.936476747, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.8568171605114, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18820167949143152, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 115, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 69, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 276, 'NON_TRADEABLE_WINDOW': 16560, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 67, 'PARAMETER_3': 2.241609133655009, 'PARAMETER_4': 562}"
}
|
{
"final_pnl_ratio": "0.11%",
"max_drawdown": "-0.24%"
}
|
{
"garch_params": "{'omega': 30.793033568410372, 'alpha': [0.22332244869679935], 'beta': [0.7519955717110908], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06718107627498106, 'max_pnl_target': 0.21040230233114013, 'max_calls_for_rule': 181}, 'moderate_calls': {'min_pnl_target': 0.22453459189857392, 'max_pnl_target': 0.3215622918576175, 'max_calls_for_rule': 362}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1157.1221280681962, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 362, 'MAX_CONCURRENT_UNITS': 216, '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': 919358.5563619117, 'LEVERAGE': 99, 'UNIT_BUDGET': 4243.59319701035, 'INITIAL_MARGIN_PER_UNIT': 11.688102303719154, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 919358.5563619117, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.688102303719154, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33878402863541585, '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': 23, 'MFI_PERIOD': 144, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 70, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 71, 'HOURLY_MA_LONG_PERIOD': 285, 'NON_TRADEABLE_WINDOW': 17100, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 122, 'PARAMETER_3': 1.9334276900500094, 'PARAMETER_4': 478}"
}
|
{
"final_pnl_ratio": "-0.06%",
"max_drawdown": "-0.06%"
}
|
{
"garch_params": "{'omega': 0.9610774328295486, 'alpha': [0.05369745527285451], 'beta': [0.8863508162973435], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 60138.05}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1282130722238875, 'max_pnl_target': 0.1311344575110844, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.23965876226079627, 'max_pnl_target': 0.31114588578128255, 'max_calls_for_rule': 134}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 393.6889463888207, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 134, 'MAX_CONCURRENT_UNITS': 603, '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': 448318.9768867628, 'LEVERAGE': 72, 'UNIT_BUDGET': 742.9542713651417, 'INITIAL_MARGIN_PER_UNIT': 5.467902033178065, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 448318.9768867628, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.467902033178065, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16462002105271611, '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': 81, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 217, 'NON_TRADEABLE_WINDOW': 13020, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 4, 'PARAMETER_2': 136, 'PARAMETER_3': 2.3922624771525056, 'PARAMETER_4': 521}"
}
|
{
"final_pnl_ratio": "-1.18%",
"max_drawdown": "-1.09%"
}
|
{
"garch_params": "{'omega': 0.057705204967021265, 'alpha': [0.09442869184674876], 'beta': [0.8422368468018894], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 26799.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12330773200483595, 'max_pnl_target': 0.16218061261808314, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.24705441731563874, 'max_pnl_target': 0.27189722755477047, 'max_calls_for_rule': 60}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1829.4251012749546, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 228, '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': 249695.71216692193, 'LEVERAGE': 103, 'UNIT_BUDGET': 1092.5407205096876, 'INITIAL_MARGIN_PER_UNIT': 17.76140875024228, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 249695.71216692193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.76140875024228, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3288027089776912, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 199, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 66, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 32, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 173, 'NON_TRADEABLE_WINDOW': 10380, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 57, 'PARAMETER_3': 2.035047148967999, 'PARAMETER_4': 1008}"
}
|
{
"final_pnl_ratio": "-0.46%",
"max_drawdown": "-0.86%"
}
|
{
"garch_params": "{'omega': 0.4784276226890279, 'alpha': [0.06279466591794831], 'beta': [0.9352053340820516], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.042580370027556, 'historical_segment_start_price': 11424.48}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11789244330648811, 'max_pnl_target': 0.2504189725789037, 'max_calls_for_rule': 1184}, 'moderate_calls': {'min_pnl_target': 0.22144778030856946, 'max_pnl_target': 0.28385984781427254, 'max_calls_for_rule': 2369}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 59.23809732985124, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2369, 'MAX_CONCURRENT_UNITS': 348, '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': 959095.5022262273, 'LEVERAGE': 51, 'UNIT_BUDGET': 2753.6261877846923, 'INITIAL_MARGIN_PER_UNIT': 1.1615313201931616, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 959095.5022262273, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.1615313201931616, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16684744682890312, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 230, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 214, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 67, 'HOURLY_MA_LONG_PERIOD': 331, 'NON_TRADEABLE_WINDOW': 19860, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 137, 'PARAMETER_3': 1.7549139006326988, 'PARAMETER_4': 961}"
}
|
{
"final_pnl_ratio": "-0.12%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 4.1529527526233245, 'alpha': [0.13607804195103826], 'beta': [0.8432026417339804], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10146409217679271, 'max_pnl_target': 0.1965203169775949, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.13208451557603404, 'max_pnl_target': 0.22375480882686538, 'max_calls_for_rule': 154}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 958.4424075440554, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, 'MAX_CONCURRENT_UNITS': 319, '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': 420859.1806044241, 'LEVERAGE': 113, 'UNIT_BUDGET': 1318.024335808059, 'INITIAL_MARGIN_PER_UNIT': 8.48179121720403, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 420859.1806044241, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.48179121720403, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16569842797481366, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 142, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 200, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 52, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 324, 'NON_TRADEABLE_WINDOW': 19440, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 118, 'PARAMETER_3': 2.1417087021495433, 'PARAMETER_4': 877}"
}
|
{
"final_pnl_ratio": "-4.48%",
"max_drawdown": "-4.29%"
}
|
{
"garch_params": "{'omega': 0.8915894568754849, 'alpha': [0.06794531407275362], 'beta': [0.9117874854715179], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 17305.12}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11591070641279623, 'max_pnl_target': 0.14551901520376168, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.05121768450293858, 'max_pnl_target': 0.21575399178454374, 'max_calls_for_rule': 47}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 255.75529011763342, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 47, 'MAX_CONCURRENT_UNITS': 92, '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': 52367.27643095817, 'LEVERAGE': 22, 'UNIT_BUDGET': 566.3140340809524, 'INITIAL_MARGIN_PER_UNIT': 11.625240459892428, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52367.27643095817, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.625240459892428, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46113903013496227, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 88, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 226, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 69, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 219, 'NON_TRADEABLE_WINDOW': 13140, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 164, 'PARAMETER_3': 1.61644930072486, 'PARAMETER_4': 646}"
}
|
{
"final_pnl_ratio": "-1.41%",
"max_drawdown": "-0.70%"
}
|
{
"garch_params": "{'omega': 1.907785940517791, 'alpha': [0.09099284565946152], 'beta': [0.9070071543405385], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05767608570815876, 'max_pnl_target': 0.1659642029778964, 'max_calls_for_rule': 353}, 'moderate_calls': {'min_pnl_target': 0.16025248545016937, 'max_pnl_target': 0.2056106875712521, 'max_calls_for_rule': 707}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 583.2942031595203, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 707, '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': 312445.87484187155, 'LEVERAGE': 110, 'UNIT_BUDGET': 3758.7135695575553, 'INITIAL_MARGIN_PER_UNIT': 5.302674574177457, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 312445.87484187155, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.302674574177457, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06378604978171704, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 185, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 154, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 33, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 305, 'NON_TRADEABLE_WINDOW': 18300, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 56, 'PARAMETER_3': 2.499189532316387, 'PARAMETER_4': 445}"
}
|
{
"final_pnl_ratio": "-1.29%",
"max_drawdown": "-2.43%"
}
|
{
"garch_params": "{'omega': 8.427503631202553, 'alpha': [0.1558158944424802], 'beta': [0.773382744266911], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 261.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.01616164137101342, 'max_pnl_target': 0.13360498087754374, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.18746119323200652, 'max_pnl_target': 0.2607390367076355, 'max_calls_for_rule': 26}}",
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}
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{
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{
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{
"final_pnl_ratio": "0.43%",
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{
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}
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{
"final_pnl_ratio": "10.46%",
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{
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}
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{
"final_pnl_ratio": "-8.56%",
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{
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}
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{
"final_pnl_ratio": "5.25%",
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{
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}
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{
"final_pnl_ratio": "1.48%",
"max_drawdown": "-0.22%"
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{
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}
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{
"final_pnl_ratio": "1.59%",
"max_drawdown": "-0.29%"
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{
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}
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{
"final_pnl_ratio": "2.25%",
"max_drawdown": "-2.25%"
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{
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}
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{
"final_pnl_ratio": "0.01%",
"max_drawdown": "-0.17%"
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{
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{
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{
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{
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{
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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": "1.47%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-0.92%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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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": "-0.10%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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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": "-0.16%",
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{
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{
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{
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{
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{
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{
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{
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{
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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": "0.13%",
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{
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{
"final_pnl_ratio": "-1.06%",
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{
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}
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{
"final_pnl_ratio": "-0.37%",
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{
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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": "-0.24%",
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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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{
"final_pnl_ratio": "-0.46%",
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{
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{
"final_pnl_ratio": "-0.20%",
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{
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}
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{
"final_pnl_ratio": "5.98%",
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{
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}
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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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{
"final_pnl_ratio": "1.85%",
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{
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}
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{
"final_pnl_ratio": "1.07%",
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{
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}
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{
"final_pnl_ratio": "0.82%",
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{
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}
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{
"final_pnl_ratio": "-0.15%",
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{
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}
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{
"final_pnl_ratio": "-3.08%",
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{
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}
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{
"final_pnl_ratio": "1.29%",
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{
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}
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{
"final_pnl_ratio": "-13.41%",
"max_drawdown": "-11.57%"
}
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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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": "0.03%",
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{
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{
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{
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{
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{
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{
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{
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{
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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": "0.54%",
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{
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{
"final_pnl_ratio": "-1.25%",
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{
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}
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{
"final_pnl_ratio": "3.13%",
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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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{
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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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{
"final_pnl_ratio": "1.32%",
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{
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}
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{
"final_pnl_ratio": "-0.45%",
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{
"garch_params": "{'omega': 28.738285817992065, 'alpha': [0.16400916428461598], 'beta': [0.7523210594198313], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.15104007217996687, 'max_pnl_target': 0.15843595981488365, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.14826616261616424, 'max_pnl_target': 0.22124343070817867, 'max_calls_for_rule': 38}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 962.4021339489306, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 38, 'MAX_CONCURRENT_UNITS': 1439, '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': 614909.745568429, 'LEVERAGE': 89, 'UNIT_BUDGET': 427.058401844541, 'INITIAL_MARGIN_PER_UNIT': 10.813507123021692, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 614909.745568429, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.813507123021692, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20677719585730214, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 64, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 224, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 62, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 275, 'NON_TRADEABLE_WINDOW': 16500, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 136, 'PARAMETER_3': 2.0833389150090165, 'PARAMETER_4': 888}"
}
|
{
"final_pnl_ratio": "18.08%",
"max_drawdown": "-3.84%"
}
|
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