input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 0.21525977982649602, 'alpha': [0.06498287324313361], 'beta': [0.9003838168073881], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 67051.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09905528224637984, 'max_pnl_target': 0.10932331649211488, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.2500694842610692, 'max_pnl_target': 0.3064011985833009, 'max_calls_for_rule': 82}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1792.5532688996095, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 488, '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': 792465.7505615578, 'LEVERAGE': 92, 'UNIT_BUDGET': 1620.8247594774964, 'INITIAL_MARGIN_PER_UNIT': 19.484274661952277, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 792465.7505615578, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.484274661952277, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05312061131004969, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 55, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 42, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 67, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 67, 'HOURLY_MA_LONG_PERIOD': 214, 'NON_TRADEABLE_WINDOW': 12840, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 3, 'PARAMETER_2': 107, 'PARAMETER_3': 1.7401623184930972, 'PARAMETER_4': 608}"
}
|
{
"final_pnl_ratio": "-2.19%",
"max_drawdown": "-2.15%"
}
|
{
"garch_params": "{'omega': 3.159087389412034, 'alpha': [0.07335647834041235], 'beta': [0.8676954095148102], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07319456548707169, 'max_pnl_target': 0.16726960936277488, 'max_calls_for_rule': 120}, 'moderate_calls': {'min_pnl_target': 0.12074207948037058, 'max_pnl_target': 0.25316303078678204, 'max_calls_for_rule': 240}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 379.2220583164311, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 240, 'MAX_CONCURRENT_UNITS': 25, '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': 100029.31722622951, 'LEVERAGE': 23, 'UNIT_BUDGET': 3977.4413557138814, 'INITIAL_MARGIN_PER_UNIT': 16.487915578975265, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100029.31722622951, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.487915578975265, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07823872695925954, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 122, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 89, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 68, 'HOURLY_MA_LONG_PERIOD': 200, 'NON_TRADEABLE_WINDOW': 12000, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 157, 'PARAMETER_3': 1.3808383368121313, 'PARAMETER_4': 964}"
}
|
{
"final_pnl_ratio": "-0.74%",
"max_drawdown": "-0.47%"
}
|
{
"garch_params": "{'omega': 3.0616168848484553, 'alpha': [0.06909491170219942], 'beta': [0.9289050882978005], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0564911002204349, 'max_pnl_target': 0.19539654424170622, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.09094474828682932, 'max_pnl_target': 0.29683362909963995, 'max_calls_for_rule': 127}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 450.63666117879495, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 910, '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': 555396.5354686221, 'LEVERAGE': 95, 'UNIT_BUDGET': 609.9926691847434, 'INITIAL_MARGIN_PER_UNIT': 4.743543801882052, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 555396.5354686221, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.743543801882052, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4490241995737366, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 109, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 192, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 70, 'HOURLY_MA_LONG_PERIOD': 193, 'NON_TRADEABLE_WINDOW': 11580, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 9, 'PARAMETER_2': 82, 'PARAMETER_3': 1.881011943809151, 'PARAMETER_4': 559}"
}
|
{
"final_pnl_ratio": "-21.37%",
"max_drawdown": "-22.09%"
}
|
{
"garch_params": "{'omega': 1.2037289870741699, 'alpha': [0.06512064154854394], 'beta': [0.9328793584514561], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03518214479139971, 'max_pnl_target': 0.24255628304602356, 'max_calls_for_rule': 154}, 'moderate_calls': {'min_pnl_target': 0.1712330606144339, 'max_pnl_target': 0.22172750674177452, 'max_calls_for_rule': 308}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 397.6349017565294, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 308, 'MAX_CONCURRENT_UNITS': 223, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 886352.4347922109, 'LEVERAGE': 31, 'UNIT_BUDGET': 3973.38936750562, 'INITIAL_MARGIN_PER_UNIT': 12.826932314726756, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 886352.4347922109, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.826932314726756, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15761176615446398, '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': 24, 'MFI_PERIOD': 181, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 35, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 151, 'NON_TRADEABLE_WINDOW': 9060, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 8, 'PARAMETER_2': 56, 'PARAMETER_3': 2.335868794689917, 'PARAMETER_4': 616}"
}
|
{
"final_pnl_ratio": "-0.58%",
"max_drawdown": "-0.75%"
}
|
{
"garch_params": "{'omega': 3.0942023920597608, 'alpha': [0.07489626301490675], 'beta': [0.8443312668086631], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12668907139471394, 'max_pnl_target': 0.18354339797279934, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.053403032342140236, 'max_pnl_target': 0.21400110968350214, 'max_calls_for_rule': 59}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1535.525955401572, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 120, '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': 105660.31450952902, 'LEVERAGE': 106, 'UNIT_BUDGET': 874.9679927269458, 'INITIAL_MARGIN_PER_UNIT': 14.486093918882755, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 105660.31450952902, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.486093918882755, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4683787793533704, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 187, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 65, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 32, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 229, 'NON_TRADEABLE_WINDOW': 13740, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 12, 'PARAMETER_3': 2.293551625758674, 'PARAMETER_4': 950}"
}
|
{
"final_pnl_ratio": "3.87%",
"max_drawdown": "-1.12%"
}
|
{
"garch_params": "{'omega': 2.0752216109383834, 'alpha': [0.07442216153414949], 'beta': [0.9235778384658506], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.921311351971152, 'historical_segment_start_price': 7201.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09020006314903148, 'max_pnl_target': 0.14989134248862782, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.07487766339138219, 'max_pnl_target': 0.20469121081672687, 'max_calls_for_rule': 82}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 667.373165967005, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 692, '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': 620276.0096320171, 'LEVERAGE': 62, 'UNIT_BUDGET': 896.3135073681852, 'INITIAL_MARGIN_PER_UNIT': 10.764083322048467, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 620276.0096320171, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.764083322048467, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3438884110509274, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 192, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 185, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 40, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 314, 'NON_TRADEABLE_WINDOW': 18840, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 13, 'PARAMETER_3': 1.590547323650781, 'PARAMETER_4': 705}"
}
|
{
"final_pnl_ratio": "-5.73%",
"max_drawdown": "-8.68%"
}
|
{
"garch_params": "{'omega': 2.1753557077673475, 'alpha': [0.09956597339717817], 'beta': [0.8984340266028217], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 403.89}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1282895322274993, 'max_pnl_target': 0.2151377122309119, 'max_calls_for_rule': 394}, 'moderate_calls': {'min_pnl_target': 0.17640021168865253, 'max_pnl_target': 0.25438785926839025, 'max_calls_for_rule': 788}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 337.4193148497414, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 788, 'MAX_CONCURRENT_UNITS': 58, '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': 283366.5875274493, 'LEVERAGE': 55, 'UNIT_BUDGET': 4840.847359878961, 'INITIAL_MARGIN_PER_UNIT': 6.134896633631662, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 283366.5875274493, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.134896633631662, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4193379745637133, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 150, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 178, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 254, 'NON_TRADEABLE_WINDOW': 15240, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 8, 'PARAMETER_2': 16, 'PARAMETER_3': 1.7097989593429528, 'PARAMETER_4': 901}"
}
|
{
"final_pnl_ratio": "0.01%",
"max_drawdown": "-0.28%"
}
|
{
"garch_params": "{'omega': 0.7393267512125676, 'alpha': [0.07580658406588808], 'beta': [0.922193415934112], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 41815.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.034859299809180413, 'max_pnl_target': 0.23839442738933103, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.15239300872471653, 'max_pnl_target': 0.27453822228421126, 'max_calls_for_rule': 49}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 727.5030901766085, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, 'MAX_CONCURRENT_UNITS': 1573, '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': 891175.3121822346, 'LEVERAGE': 65, 'UNIT_BUDGET': 566.1882405398695, 'INITIAL_MARGIN_PER_UNIT': 11.192355233486284, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 891175.3121822346, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.192355233486284, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14931553539486306, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 129, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 197, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 52, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 54, 'HOURLY_MA_LONG_PERIOD': 186, 'NON_TRADEABLE_WINDOW': 11160, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 129, 'PARAMETER_3': 1.6766964114265352, 'PARAMETER_4': 681}"
}
|
{
"final_pnl_ratio": "-0.13%",
"max_drawdown": "-0.20%"
}
|
{
"garch_params": "{'omega': 3.2920131405970827, 'alpha': [0.1282099297110067], 'beta': [0.7846952832740159], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0930572242055908, 'max_pnl_target': 0.15560856804274398, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.18984937467282523, 'max_pnl_target': 0.22110483969798195, 'max_calls_for_rule': 235}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 904.839957008755, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 235, 'MAX_CONCURRENT_UNITS': 21, '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': 62514.76199218407, 'LEVERAGE': 74, 'UNIT_BUDGET': 2893.3879342993437, 'INITIAL_MARGIN_PER_UNIT': 12.227566986604797, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62514.76199218407, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.227566986604797, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35025205454080965, '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': 38, 'MFI_PERIOD': 204, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 53, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 160, 'NON_TRADEABLE_WINDOW': 9600, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 45, 'PARAMETER_3': 1.297022698131449, 'PARAMETER_4': 788}"
}
|
{
"final_pnl_ratio": "-0.53%",
"max_drawdown": "-1.08%"
}
|
{
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"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.024967133970081472, 'max_pnl_target': 0.21900873762987286, 'max_calls_for_rule': 186}, 'moderate_calls': {'min_pnl_target': 0.08685098842077726, 'max_pnl_target': 0.21955188018880148, 'max_calls_for_rule': 373}}",
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{
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{
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{
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{
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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": "0.06%",
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{
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{
"final_pnl_ratio": "0.93%",
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{
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}
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{
"final_pnl_ratio": "2.01%",
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{
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}
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{
"final_pnl_ratio": "-0.00%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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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": "-2.33%",
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{
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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": "0.50%",
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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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{
"final_pnl_ratio": "29.54%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "-0.01%",
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{
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{
"final_pnl_ratio": "0.81%",
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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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{
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{
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{
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{
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{
"final_pnl_ratio": "0.40%",
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{
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{
"final_pnl_ratio": "-0.57%",
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{
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}
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{
"final_pnl_ratio": "0.94%",
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{
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}
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{
"final_pnl_ratio": "3.51%",
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{
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{
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{
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{
"final_pnl_ratio": "-0.02%",
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{
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{
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{
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{
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{
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{
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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": "-0.07%",
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{
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{
"final_pnl_ratio": "1.78%",
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{
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{
"final_pnl_ratio": "-0.14%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
"final_pnl_ratio": "8.34%",
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{
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}
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{
"final_pnl_ratio": "-2.36%",
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{
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}
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{
"final_pnl_ratio": "-2.13%",
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{
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}
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{
"final_pnl_ratio": "-0.76%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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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": "-0.29%",
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{
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}
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{
"final_pnl_ratio": "21.47%",
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
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{
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{
"garch_params": "{'omega': 4.496584081737195, 'alpha': [0.119035838454281], 'beta': [0.8390164038091681], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06159316204327527, 'max_pnl_target': 0.16115232420567063, 'max_calls_for_rule': 180}, 'moderate_calls': {'min_pnl_target': 0.06282302091560295, 'max_pnl_target': 0.20306958452393167, 'max_calls_for_rule': 360}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 637.2282252828142, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 360, 'MAX_CONCURRENT_UNITS': 285, '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': 625271.6336359774, 'LEVERAGE': 105, 'UNIT_BUDGET': 2192.43586543623, 'INITIAL_MARGIN_PER_UNIT': 6.068840240788706, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 625271.6336359774, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.068840240788706, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44059735461702715, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 106, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 217, 'NON_TRADEABLE_WINDOW': 13020, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 5, 'PARAMETER_2': 21, 'PARAMETER_3': 1.486394090305753, 'PARAMETER_4': 1062}"
}
|
{
"final_pnl_ratio": "-0.74%",
"max_drawdown": "-2.37%"
}
|
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