input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 0.8597852814878333, 'alpha': [0.0629547878860988], 'beta': [0.8877480102225287], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 40779.16}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13865505415925516, 'max_pnl_target': 0.18865936774269462, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.21178880847055379, 'max_pnl_target': 0.29740351333542114, 'max_calls_for_rule': 111}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 359.1971415054019, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, 'MAX_CONCURRENT_UNITS': 282, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 599755.1487241131, 'LEVERAGE': 19, 'UNIT_BUDGET': 2119.967790268319, 'INITIAL_MARGIN_PER_UNIT': 18.905112710810624, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 599755.1487241131, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.905112710810624, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42769849616909766, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 66, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 130, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 60, 'HOURLY_MA_LONG_PERIOD': 228, 'NON_TRADEABLE_WINDOW': 13680, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 9, 'PARAMETER_2': 38, 'PARAMETER_3': 1.5753389551339152, 'PARAMETER_4': 300}"
}
|
{
"final_pnl_ratio": "-0.14%",
"max_drawdown": "-0.03%"
}
|
{
"garch_params": "{'omega': 2.439487596446122, 'alpha': [0.1322734888568181], 'beta': [0.8261594770576508], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08383272963544558, 'max_pnl_target': 0.12507653996536694, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.19209442522924844, 'max_pnl_target': 0.25056902871343334, 'max_calls_for_rule': 87}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1155.3021930245834, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, 'MAX_CONCURRENT_UNITS': 744, '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': 964510.6149108097, 'LEVERAGE': 79, 'UNIT_BUDGET': 1295.9267830089004, 'INITIAL_MARGIN_PER_UNIT': 14.624078392716244, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 964510.6149108097, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.624078392716244, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3850630833804964, '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': 29, 'MFI_PERIOD': 60, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 72, 'HOURLY_MA_LONG_PERIOD': 240, 'NON_TRADEABLE_WINDOW': 14400, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 67, 'PARAMETER_3': 1.5548356318118848, 'PARAMETER_4': 1080}"
}
|
{
"final_pnl_ratio": "-1.63%",
"max_drawdown": "-2.18%"
}
|
{
"garch_params": "{'omega': 0.6046173632822452, 'alpha': [0.06927340979901307], 'beta': [0.9008156024232984], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11129346210504915, 'max_pnl_target': 0.25060813468792087, 'max_calls_for_rule': 227}, 'moderate_calls': {'min_pnl_target': 0.17082441986483501, 'max_pnl_target': 0.24122139299000064, 'max_calls_for_rule': 454}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 148.42687827949277, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 454, 'MAX_CONCURRENT_UNITS': 61, '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': 275787.466139467, 'LEVERAGE': 15, 'UNIT_BUDGET': 4511.235175088652, 'INITIAL_MARGIN_PER_UNIT': 9.89512521863285, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 275787.466139467, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.89512521863285, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33359534437064314, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 190, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 186, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 63, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 72, 'HOURLY_MA_LONG_PERIOD': 213, 'NON_TRADEABLE_WINDOW': 12780, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 9, 'PARAMETER_2': 109, 'PARAMETER_3': 1.2635138938030361, 'PARAMETER_4': 681}"
}
|
{
"final_pnl_ratio": "-0.25%",
"max_drawdown": "-0.10%"
}
|
{
"garch_params": "{'omega': 28.72124776361966, 'alpha': [0.16358778469677357], 'beta': [0.8149590332980564], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.020452793536303325, 'max_pnl_target': 0.1236007226302472, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.12977457437598175, 'max_pnl_target': 0.28468307143326016, 'max_calls_for_rule': 151}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1392.643506736329, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 287, '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': 735577.3667661847, 'LEVERAGE': 83, 'UNIT_BUDGET': 2560.3256549136745, 'INITIAL_MARGIN_PER_UNIT': 16.77883743055818, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 735577.3667661847, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.77883743055818, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.30354240249289277, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 136, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 38, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 47, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 228, 'NON_TRADEABLE_WINDOW': 13680, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 152, 'PARAMETER_3': 2.3887982847557776, 'PARAMETER_4': 1010}"
}
|
{
"final_pnl_ratio": "-0.78%",
"max_drawdown": "-0.86%"
}
|
{
"garch_params": "{'omega': 0.4468247500429036, 'alpha': [0.055680727456759616], 'beta': [0.9423192725432404], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.123785365879196, 'historical_segment_start_price': 11424.48}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03179796267278918, 'max_pnl_target': 0.20368360213589323, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.1504869507812578, 'max_pnl_target': 0.2511419439903753, 'max_calls_for_rule': 177}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1214.5750116760432, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 177, 'MAX_CONCURRENT_UNITS': 400, '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': 883967.5613638614, 'LEVERAGE': 98, 'UNIT_BUDGET': 2206.7086278311604, 'INITIAL_MARGIN_PER_UNIT': 12.39362256812289, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 883967.5613638614, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.39362256812289, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1026743351377627, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 87, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 184, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 65, 'HOURLY_MA_LONG_PERIOD': 265, 'NON_TRADEABLE_WINDOW': 15900, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 2, 'PARAMETER_2': 152, 'PARAMETER_3': 2.154939181747806, 'PARAMETER_4': 550}"
}
|
{
"final_pnl_ratio": "0.35%",
"max_drawdown": "-0.23%"
}
|
{
"garch_params": "{'omega': 0.05646498951691545, 'alpha': [0.09846927021356414], 'beta': [0.8099529349771192], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 26799.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10547395976760895, 'max_pnl_target': 0.13483460212854165, 'max_calls_for_rule': 383}, 'moderate_calls': {'min_pnl_target': 0.23859543626488464, 'max_pnl_target': 0.3064299301074541, 'max_calls_for_rule': 766}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 238.86486605268465, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 766, 'MAX_CONCURRENT_UNITS': 88, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 384471.3131210662, 'LEVERAGE': 42, 'UNIT_BUDGET': 4366.036561522773, 'INITIAL_MARGIN_PER_UNIT': 5.687258715540111, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 384471.3131210662, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.687258715540111, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33493724828139015, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 109, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 183, 'NON_TRADEABLE_WINDOW': 10980, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 3, 'PARAMETER_2': 52, 'PARAMETER_3': 2.4400057664556645, 'PARAMETER_4': 790}"
}
|
{
"final_pnl_ratio": "-0.06%",
"max_drawdown": "-0.02%"
}
|
{
"garch_params": "{'omega': 25.531371544752968, 'alpha': [0.16789270277540777], 'beta': [0.8286650972799197], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12340787890689331, 'max_pnl_target': 0.20997728655417203, 'max_calls_for_rule': 489}, 'moderate_calls': {'min_pnl_target': 0.08499771725631183, 'max_pnl_target': 0.22518919081934632, 'max_calls_for_rule': 978}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 376.05085603365086, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 978, 'MAX_CONCURRENT_UNITS': 77, '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': 366784.1788093602, 'LEVERAGE': 78, 'UNIT_BUDGET': 4722.478723846212, 'INITIAL_MARGIN_PER_UNIT': 4.821164820944242, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 366784.1788093602, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.821164820944242, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4991849327206048, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 170, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 192, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 257, 'NON_TRADEABLE_WINDOW': 15420, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 4, 'PARAMETER_2': 126, 'PARAMETER_3': 1.4175368058708546, 'PARAMETER_4': 242}"
}
|
{
"final_pnl_ratio": "0.34%",
"max_drawdown": "-0.95%"
}
|
{
"garch_params": "{'omega': 2.097528232991838, 'alpha': [0.10564760155393525], 'beta': [0.8923523984460648], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04498650030906111, 'max_pnl_target': 0.17450996845952418, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.0967944786851957, 'max_pnl_target': 0.28918760343259087, 'max_calls_for_rule': 219}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 271.04905535044793, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 219, 'MAX_CONCURRENT_UNITS': 154, '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': 512367.0877540165, 'LEVERAGE': 18, 'UNIT_BUDGET': 3322.420523484595, 'INITIAL_MARGIN_PER_UNIT': 15.058280852802664, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 512367.0877540165, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.058280852802664, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2230962919900248, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 86, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 183, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 205, 'NON_TRADEABLE_WINDOW': 12300, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 34, 'PARAMETER_3': 1.7360195081230732, 'PARAMETER_4': 225}"
}
|
{
"final_pnl_ratio": "-1.23%",
"max_drawdown": "-1.60%"
}
|
{
"garch_params": "{'omega': 48.44683221081399, 'alpha': [0.1821668723209124], 'beta': [0.7091282649094277], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.02702758756690255, 'max_pnl_target': 0.23124985049801797, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.07379072730893951, 'max_pnl_target': 0.29661687858802066, 'max_calls_for_rule': 83}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1272.9083942383913, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, 'MAX_CONCURRENT_UNITS': 340, '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': 435423.85395982227, 'LEVERAGE': 84, 'UNIT_BUDGET': 1278.045025169819, 'INITIAL_MARGIN_PER_UNIT': 15.153671359980848, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 435423.85395982227, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.153671359980848, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.055643303807568004, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 83, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 229, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 252, 'NON_TRADEABLE_WINDOW': 15120, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 159, 'PARAMETER_3': 1.3169122197970786, 'PARAMETER_4': 598}"
}
|
{
"final_pnl_ratio": "0.84%",
"max_drawdown": "-0.75%"
}
|
{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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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": "-0.15%",
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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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{
"final_pnl_ratio": "-0.28%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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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": "4.53%",
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{
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{
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{
"final_pnl_ratio": "0.52%",
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{
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{
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{
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{
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{
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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": "1.76%",
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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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{
"final_pnl_ratio": "0.21%",
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{
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}
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{
"final_pnl_ratio": "0.56%",
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{
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}
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{
"final_pnl_ratio": "0.48%",
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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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{
"final_pnl_ratio": "-0.80%",
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{
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}
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{
"final_pnl_ratio": "-0.34%",
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{
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}
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{
"final_pnl_ratio": "1.53%",
"max_drawdown": "-2.17%"
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{
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"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1345220709851741, 'max_pnl_target': 0.2469602111090047, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.2375099103119583, 'max_pnl_target': 0.29103583056567994, 'max_calls_for_rule': 142}}",
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}
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{
"final_pnl_ratio": "1.19%",
"max_drawdown": "-10.12%"
}
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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": "0.57%",
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{
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{
"final_pnl_ratio": "4.58%",
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{
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}
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{
"final_pnl_ratio": "-42.16%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "-3.23%",
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{
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}
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{
"final_pnl_ratio": "0.32%",
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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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{
"final_pnl_ratio": "-1.82%",
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{
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{
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{
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{
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{
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}
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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": "-0.59%",
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{
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "-0.08%",
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{
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{
"final_pnl_ratio": "-0.50%",
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{
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{
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{
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}
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{
"final_pnl_ratio": "0.12%",
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{
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}
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{
"final_pnl_ratio": "-0.19%",
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{
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}
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{
"final_pnl_ratio": "0.21%",
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{
"garch_params": "{'omega': 4.435305479216095, 'alpha': [0.126303286639048], 'beta': [0.7968336755705167], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10997181785698343, 'max_pnl_target': 0.195910171386922, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.183278861929538, 'max_pnl_target': 0.23318154906741204, 'max_calls_for_rule': 204}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 813.0692666294855, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, 'MAX_CONCURRENT_UNITS': 403, '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': 885926.3552689903, 'LEVERAGE': 76, 'UNIT_BUDGET': 2193.7712696521307, 'INITIAL_MARGIN_PER_UNIT': 10.698279824072177, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 885926.3552689903, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.698279824072177, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09968483933235098, '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': 25, 'MFI_PERIOD': 233, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 37, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 226, 'NON_TRADEABLE_WINDOW': 13560, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 3, 'PARAMETER_2': 54, 'PARAMETER_3': 2.205031480472155, 'PARAMETER_4': 555}"
}
|
{
"final_pnl_ratio": "-2.31%",
"max_drawdown": "-2.17%"
}
|
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