input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 51.50762835325097, 'alpha': [0.11414530944602223], 'beta': [0.8838546905539777], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.041600913490672416, 'max_pnl_target': 0.12448450781185244, 'max_calls_for_rule': 197}, 'moderate_calls': {'min_pnl_target': 0.21198094381416763, 'max_pnl_target': 0.25773624150742164, 'max_calls_for_rule': 395}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 598.8132903054882, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 395, 'MAX_CONCURRENT_UNITS': 113, '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': 539464.4064608604, 'LEVERAGE': 50, 'UNIT_BUDGET': 4749.153085378998, 'INITIAL_MARGIN_PER_UNIT': 11.976265806109764, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 539464.4064608604, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.976265806109764, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08427489237899441, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 212, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 240, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 53, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 72, 'HOURLY_MA_LONG_PERIOD': 149, 'NON_TRADEABLE_WINDOW': 8940, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 61, 'PARAMETER_3': 1.9573305313685536, 'PARAMETER_4': 523}"
}
|
{
"final_pnl_ratio": "-3.58%",
"max_drawdown": "-3.68%"
}
|
{
"garch_params": "{'omega': 3.377638476251282, 'alpha': [0.16481781272275667], 'beta': [0.8331821872772434], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5831.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04375821354250273, 'max_pnl_target': 0.22150412550838103, 'max_calls_for_rule': 713}, 'moderate_calls': {'min_pnl_target': 0.247056644083636, 'max_pnl_target': 0.26774819649724163, 'max_calls_for_rule': 1426}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 128.0044200838015, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1426, 'MAX_CONCURRENT_UNITS': 128, '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': 533263.1537246348, 'LEVERAGE': 44, 'UNIT_BUDGET': 4154.0293336844725, 'INITIAL_MARGIN_PER_UNIT': 2.909191365540943, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 533263.1537246348, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.909191365540943, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21207543365015574, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 94, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 258, 'NON_TRADEABLE_WINDOW': 15480, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 9, 'PARAMETER_2': 80, 'PARAMETER_3': 1.789169773666483, 'PARAMETER_4': 975}"
}
|
{
"final_pnl_ratio": "-0.66%",
"max_drawdown": "-0.92%"
}
|
{
"garch_params": "{'omega': 0.44266823750488127, 'alpha': [0.06603502632004202], 'beta': [0.8672762841452881], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.64662389174018, 'historical_segment_start_price': 11424.48}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10664055947280102, 'max_pnl_target': 0.11870561845863799, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.14635489043207098, 'max_pnl_target': 0.22118750651644478, 'max_calls_for_rule': 222}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 552.8264524523988, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 222, 'MAX_CONCURRENT_UNITS': 112, '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': 497766.67108552414, 'LEVERAGE': 28, 'UNIT_BUDGET': 4416.229569558385, 'INITIAL_MARGIN_PER_UNIT': 19.743801873299958, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 497766.67108552414, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.743801873299958, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1593971357848712, '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': 40, 'MFI_PERIOD': 29, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 300, 'NON_TRADEABLE_WINDOW': 18000, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 13, 'PARAMETER_3': 2.38524162608525, 'PARAMETER_4': 976}"
}
|
{
"final_pnl_ratio": "0.48%",
"max_drawdown": "-0.03%"
}
|
{
"garch_params": "{'omega': 0.40418804738394193, 'alpha': [0.06474784045371715], 'beta': [0.9033115317270453], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10576346760892716, 'max_pnl_target': 0.12389172983156703, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.12253382676677588, 'max_pnl_target': 0.28410268918920645, 'max_calls_for_rule': 155}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1653.9676179235835, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 161, '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': 465161.1194251129, 'LEVERAGE': 90, 'UNIT_BUDGET': 2876.61615967312, 'INITIAL_MARGIN_PER_UNIT': 18.377417976928704, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 465161.1194251129, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.377417976928704, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3909906722966137, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 228, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 221, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 246, 'NON_TRADEABLE_WINDOW': 14760, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 15, 'PARAMETER_3': 1.3056253210442523, 'PARAMETER_4': 325}"
}
|
{
"final_pnl_ratio": "0.61%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 0.678684555380673, 'alpha': [0.05882636758415497], 'beta': [0.8700540335152632], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 6915.47}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13728357791719048, 'max_pnl_target': 0.2199926516979669, 'max_calls_for_rule': 129}, 'moderate_calls': {'min_pnl_target': 0.09052005685601174, 'max_pnl_target': 0.28177153532347743, 'max_calls_for_rule': 258}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1351.8662334352791, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 258, 'MAX_CONCURRENT_UNITS': 225, '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': 991720.7143792129, 'LEVERAGE': 80, 'UNIT_BUDGET': 4388.317100570569, 'INITIAL_MARGIN_PER_UNIT': 16.89832791794099, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 991720.7143792129, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.89832791794099, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4852059085107173, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 233, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 191, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 56, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 285, 'NON_TRADEABLE_WINDOW': 17100, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 9, 'PARAMETER_2': 20, 'PARAMETER_3': 1.3228026183750967, 'PARAMETER_4': 1077}"
}
|
{
"final_pnl_ratio": "-0.63%",
"max_drawdown": "-0.33%"
}
|
{
"garch_params": "{'omega': 4.223091099435206, 'alpha': [0.10994595792232673], 'beta': [0.8461030574395222], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 457.42}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13317134767277067, 'max_pnl_target': 0.24827049599788933, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.05642261042406001, 'max_pnl_target': 0.2082357067000336, 'max_calls_for_rule': 205}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 939.9302350958125, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, 'MAX_CONCURRENT_UNITS': 54, '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': 108708.61422057706, 'LEVERAGE': 98, 'UNIT_BUDGET': 1981.6324931432378, 'INITIAL_MARGIN_PER_UNIT': 9.591124847916454, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108708.61422057706, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.591124847916454, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08519118215575472, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 68, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 169, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 41, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 56, 'HOURLY_MA_LONG_PERIOD': 153, 'NON_TRADEABLE_WINDOW': 9180, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 13, 'PARAMETER_3': 1.5147579936169324, 'PARAMETER_4': 1014}"
}
|
{
"final_pnl_ratio": "-1.82%",
"max_drawdown": "-1.69%"
}
|
{
"garch_params": "{'omega': 0.980596660281069, 'alpha': [0.10750293646354381], 'beta': [0.8709378356284925], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10942830698656617, 'max_pnl_target': 0.2475070167518763, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.17338437538872548, 'max_pnl_target': 0.2818621143625198, 'max_calls_for_rule': 213}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 2090.1684385269505, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 213, 'MAX_CONCURRENT_UNITS': 177, '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': 736356.0612160426, 'LEVERAGE': 108, 'UNIT_BUDGET': 4149.110010327659, 'INITIAL_MARGIN_PER_UNIT': 19.353411467842133, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 736356.0612160426, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.353411467842133, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3934311605512771, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 103, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 122, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 67, 'HOURLY_MA_LONG_PERIOD': 195, 'NON_TRADEABLE_WINDOW': 11700, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 2, 'PARAMETER_2': 16, 'PARAMETER_3': 1.3100779230524882, 'PARAMETER_4': 643}"
}
|
{
"final_pnl_ratio": "0.57%",
"max_drawdown": "-0.69%"
}
|
{
"garch_params": "{'omega': 0.5606062214895934, 'alpha': [0.07406123087848589], 'beta': [0.9239387691215141], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03147141525744258, 'max_pnl_target': 0.24633723696503837, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.1444124939735148, 'max_pnl_target': 0.27147206411863534, 'max_calls_for_rule': 157}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 184.43582491944238, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 217, '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': 454908.19822307467, 'LEVERAGE': 14, 'UNIT_BUDGET': 2088.7288636614476, 'INITIAL_MARGIN_PER_UNIT': 13.173987494245885, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 454908.19822307467, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.173987494245885, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07606683935269005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 62, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 201, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 185, 'NON_TRADEABLE_WINDOW': 11100, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 4, 'PARAMETER_2': 39, 'PARAMETER_3': 1.4114113985131416, 'PARAMETER_4': 958}"
}
|
{
"final_pnl_ratio": "-1.05%",
"max_drawdown": "-0.66%"
}
|
{
"garch_params": "{'omega': 2.646891739090959, 'alpha': [0.09798080380778647], 'beta': [0.9000191961922136], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.017418707592594826, 'max_pnl_target': 0.14299110256496247, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.08363599834445959, 'max_pnl_target': 0.2159120220371563, 'max_calls_for_rule': 69}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 460.9311473339155, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 327, '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': 411757.44979139534, 'LEVERAGE': 26, 'UNIT_BUDGET': 1256.7056985384772, 'INITIAL_MARGIN_PER_UNIT': 17.72812105130444, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 411757.44979139534, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.72812105130444, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3922177323639969, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 52, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 228, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 37, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 233, 'NON_TRADEABLE_WINDOW': 13980, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 147, 'PARAMETER_3': 1.3546985115186876, 'PARAMETER_4': 883}"
}
|
{
"final_pnl_ratio": "0.47%",
"max_drawdown": "-0.02%"
}
|
{
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"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05719524536343345, 'max_pnl_target': 0.13795750649749514, 'max_calls_for_rule': 1247}, 'moderate_calls': {'min_pnl_target': 0.17973041178292923, 'max_pnl_target': 0.21977333632741936, 'max_calls_for_rule': 2495}}",
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{
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{
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{
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{
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{
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}
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{
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{
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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": "-0.68%",
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{
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{
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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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{
"final_pnl_ratio": "-0.49%",
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{
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{
"final_pnl_ratio": "-0.54%",
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{
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}
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{
"final_pnl_ratio": "-2.34%",
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{
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}
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{
"final_pnl_ratio": "-6.40%",
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{
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{
"final_pnl_ratio": "2.05%",
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{
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}
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{
"final_pnl_ratio": "4.80%",
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{
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}
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{
"final_pnl_ratio": "-6.50%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "1.70%",
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{
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}
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{
"final_pnl_ratio": "0.45%",
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{
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}
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{
"final_pnl_ratio": "-1.52%",
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{
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}
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{
"final_pnl_ratio": "-12.97%",
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{
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}
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{
"final_pnl_ratio": "-21.70%",
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{
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}
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{
"final_pnl_ratio": "2.12%",
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{
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}
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{
"final_pnl_ratio": "0.18%",
"max_drawdown": "-0.15%"
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
"final_pnl_ratio": "0.25%",
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{
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}
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{
"final_pnl_ratio": "0.61%",
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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": "2.21%",
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{
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}
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{
"final_pnl_ratio": "-4.19%",
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{
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}
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{
"final_pnl_ratio": "-1.34%",
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{
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{
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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": "2.86%",
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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": "-1.11%",
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{
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}
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{
"final_pnl_ratio": "0.53%",
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{
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{
"final_pnl_ratio": "-0.17%",
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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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{
"final_pnl_ratio": "-0.89%",
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{
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}
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{
"final_pnl_ratio": "0.62%",
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{
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}
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{
"final_pnl_ratio": "-1.04%",
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{
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{
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{
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{
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{
"final_pnl_ratio": "0.12%",
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{
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}
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{
"final_pnl_ratio": "0.65%",
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{
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}
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{
"final_pnl_ratio": "8.87%",
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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": "32.07%",
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{
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}
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{
"final_pnl_ratio": "-0.33%",
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{
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}
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{
"final_pnl_ratio": "0.64%",
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{
"garch_params": "{'omega': 0.04706965864660269, 'alpha': [0.04959091760113618], 'beta': [0.9484090823988639], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.553455852319139, 'historical_segment_start_price': 102139.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0571106868190055, 'max_pnl_target': 0.17094678536980754, 'max_calls_for_rule': 215}, 'moderate_calls': {'min_pnl_target': 0.165943671716619, 'max_pnl_target': 0.2571570859805694, 'max_calls_for_rule': 431}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 961.7048179092837, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 431, 'MAX_CONCURRENT_UNITS': 261, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 912963.6470111031, 'LEVERAGE': 119, 'UNIT_BUDGET': 3496.3813271135323, 'INITIAL_MARGIN_PER_UNIT': 8.081553091674653, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 912963.6470111031, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.081553091674653, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2680512197127057, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 227, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 187, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 268, 'NON_TRADEABLE_WINDOW': 16080, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 98, 'PARAMETER_3': 2.2490991750808487, 'PARAMETER_4': 1076}"
}
|
{
"final_pnl_ratio": "-0.48%",
"max_drawdown": "-0.33%"
}
|
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