input
dict | output
dict |
|---|---|
{
"garch_params": "{'omega': 0.20686252994595788, 'alpha': [0.07130286434686982], 'beta': [0.9266971356531303], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 67051.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.037574425221981116, 'max_pnl_target': 0.24995434157027333, 'max_calls_for_rule': 545}, 'moderate_calls': {'min_pnl_target': 0.24794608605345328, 'max_pnl_target': 0.3316664570168484, 'max_calls_for_rule': 1091}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 227.20473911007903, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1091, 'MAX_CONCURRENT_UNITS': 301, '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': 805541.6140590494, 'LEVERAGE': 93, 'UNIT_BUDGET': 2668.3492748600156, 'INITIAL_MARGIN_PER_UNIT': 2.443061710861065, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 805541.6140590494, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.443061710861065, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1616434390042839, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 161, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 184, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 226, 'NON_TRADEABLE_WINDOW': 13560, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 10, 'PARAMETER_2': 79, 'PARAMETER_3': 1.4620268052929444, 'PARAMETER_4': 249}"
}
|
{
"final_pnl_ratio": "-0.36%",
"max_drawdown": "-0.36%"
}
|
{
"garch_params": "{'omega': 1.2138064395247032, 'alpha': [0.07805111643613823], 'beta': [0.8903787535761121], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.048201476276310044, 'max_pnl_target': 0.1856143760354617, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.12903406413161359, 'max_pnl_target': 0.29699668031326854, 'max_calls_for_rule': 172}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1433.8908105272048, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, 'MAX_CONCURRENT_UNITS': 51, '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': 171646.37809576723, 'LEVERAGE': 74, 'UNIT_BUDGET': 3364.9286271002134, 'INITIAL_MARGIN_PER_UNIT': 19.376902844962228, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171646.37809576723, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.376902844962228, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4985333745191362, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 132, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 81, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 61, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 299, 'NON_TRADEABLE_WINDOW': 17940, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 29, 'PARAMETER_3': 1.6468562277644057, 'PARAMETER_4': 281}"
}
|
{
"final_pnl_ratio": "-0.95%",
"max_drawdown": "-0.95%"
}
|
{
"garch_params": "{'omega': 0.058388913124606805, 'alpha': [0.09875325756400301], 'beta': [0.899246742435997], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 26799.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09206206649711948, 'max_pnl_target': 0.24048568299280654, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.21859444915699563, 'max_pnl_target': 0.2882550548221877, 'max_calls_for_rule': 76}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1173.8265130023271, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 362, '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': 481328.94327751594, 'LEVERAGE': 68, 'UNIT_BUDGET': 1329.399462435531, 'INITIAL_MARGIN_PER_UNIT': 17.2621546029754, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 481328.94327751594, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.2621546029754, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44066797276630193, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 46, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 156, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 261, 'NON_TRADEABLE_WINDOW': 15660, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 7, 'PARAMETER_2': 50, 'PARAMETER_3': 1.7775209698377226, 'PARAMETER_4': 170}"
}
|
{
"final_pnl_ratio": "-2.57%",
"max_drawdown": "-1.33%"
}
|
{
"garch_params": "{'omega': 47.85449640909727, 'alpha': [0.11620795840767419], 'beta': [0.8282231700958221], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08233412127618502, 'max_pnl_target': 0.19501047386198164, 'max_calls_for_rule': 227}, 'moderate_calls': {'min_pnl_target': 0.16653734609824503, 'max_pnl_target': 0.20592345951602906, 'max_calls_for_rule': 455}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 680.0624585914454, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 455, 'MAX_CONCURRENT_UNITS': 31, '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': 84535.92397803567, 'LEVERAGE': 115, 'UNIT_BUDGET': 2699.14751029993, 'INITIAL_MARGIN_PER_UNIT': 5.9135865964473515, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 84535.92397803567, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.9135865964473515, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25932236042276424, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 236, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 189, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 32, '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': 73, 'PARAMETER_3': 1.204388411246982, 'PARAMETER_4': 257}"
}
|
{
"final_pnl_ratio": "-0.07%",
"max_drawdown": "-1.16%"
}
|
{
"garch_params": "{'omega': 2.5542365554508963, 'alpha': [0.09809290244569586], 'beta': [0.8999070975543042], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 403.89}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09235968992506899, 'max_pnl_target': 0.11713799908645842, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.11102336428574365, 'max_pnl_target': 0.2366403805679883, 'max_calls_for_rule': 37}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 601.6099803941664, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 4235, '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': 897674.3850164469, 'LEVERAGE': 110, 'UNIT_BUDGET': 211.94187764409835, 'INITIAL_MARGIN_PER_UNIT': 5.469181639946967, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 897674.3850164469, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.469181639946967, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2294673516511581, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 165, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 193, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 225, 'NON_TRADEABLE_WINDOW': 13500, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 127, 'PARAMETER_3': 2.280131164486387, 'PARAMETER_4': 886}"
}
|
{
"final_pnl_ratio": "2.55%",
"max_drawdown": "-0.04%"
}
|
{
"garch_params": "{'omega': 1.9023386405760252, 'alpha': [0.08778691606340248], 'beta': [0.9102130839365975], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 33974.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.083220269010579, 'max_pnl_target': 0.20686804093155794, 'max_calls_for_rule': 194}, 'moderate_calls': {'min_pnl_target': 0.21971360781878144, 'max_pnl_target': 0.2537472696637868, 'max_calls_for_rule': 389}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 124.49560852939297, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 389, 'MAX_CONCURRENT_UNITS': 101, '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': 411264.96458246413, 'LEVERAGE': 12, 'UNIT_BUDGET': 4050.7996167341958, 'INITIAL_MARGIN_PER_UNIT': 10.37463404411608, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 411264.96458246413, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.37463404411608, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4587277932412539, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 182, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 77, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 67, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 70, 'HOURLY_MA_LONG_PERIOD': 266, 'NON_TRADEABLE_WINDOW': 15960, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 2, 'PARAMETER_2': 89, 'PARAMETER_3': 1.5328221955851071, 'PARAMETER_4': 960}"
}
|
{
"final_pnl_ratio": "-0.30%",
"max_drawdown": "-0.22%"
}
|
{
"garch_params": "{'omega': 32.75602311075595, 'alpha': [0.18047603369153242], 'beta': [0.7918987885843086], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.022545416095350747, 'max_pnl_target': 0.19472702995929161, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.1025656534323249, 'max_pnl_target': 0.21013498525794497, 'max_calls_for_rule': 156}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 440.9315046316143, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, 'MAX_CONCURRENT_UNITS': 461, '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': 915010.0567003252, 'LEVERAGE': 35, 'UNIT_BUDGET': 1983.1777131531985, 'INITIAL_MARGIN_PER_UNIT': 12.598042989474694, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 915010.0567003252, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.598042989474694, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1346064191790963, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 176, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 61, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 57, 'HOURLY_MA_LONG_PERIOD': 161, 'NON_TRADEABLE_WINDOW': 9660, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 71, 'PARAMETER_3': 1.8607012456030825, 'PARAMETER_4': 516}"
}
|
{
"final_pnl_ratio": "0.11%",
"max_drawdown": "-1.20%"
}
|
{
"garch_params": "{'omega': 5.112508000483003, 'alpha': [0.11785132678507898], 'beta': [0.8801486732149212], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04372986422508381, 'max_pnl_target': 0.11219906761430229, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.08781693475546648, 'max_pnl_target': 0.27804803105149034, 'max_calls_for_rule': 138}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 608.8293845117698, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, 'MAX_CONCURRENT_UNITS': 151, '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': 402334.24162915203, 'LEVERAGE': 32, 'UNIT_BUDGET': 2659.727943407992, 'INITIAL_MARGIN_PER_UNIT': 19.025918265992807, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 402334.24162915203, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.025918265992807, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3449957806916317, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 211, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 225, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 190, 'NON_TRADEABLE_WINDOW': 11400, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 128, 'PARAMETER_3': 1.553824861475992, 'PARAMETER_4': 386}"
}
|
{
"final_pnl_ratio": "1.86%",
"max_drawdown": "-5.72%"
}
|
{
"garch_params": "{'omega': 1.8981878327587283, 'alpha': [0.08194814937769855], 'beta': [0.9124202214952816], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08842154187578669, 'max_pnl_target': 0.2229647737597252, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.23767807392534765, 'max_pnl_target': 0.2790858983884904, 'max_calls_for_rule': 148}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 783.4164845158521, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 148, 'MAX_CONCURRENT_UNITS': 150, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 170483.56369219525, 'LEVERAGE': 104, 'UNIT_BUDGET': 1129.9052471852824, 'INITIAL_MARGIN_PER_UNIT': 7.532850812652423, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170483.56369219525, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.532850812652423, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3871562892508438, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 186, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 98, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 55, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 62, 'HOURLY_MA_LONG_PERIOD': 301, 'NON_TRADEABLE_WINDOW': 18060, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 6, 'PARAMETER_2': 72, 'PARAMETER_3': 2.075950820397531, 'PARAMETER_4': 297}"
}
|
{
"final_pnl_ratio": "-0.29%",
"max_drawdown": "-9.69%"
}
|
{
"garch_params": "{'omega': 2.9956553096480114, 'alpha': [0.05420198675325391], 'beta': [0.9437980132467461], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13656.94}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.056116091878255184, 'max_pnl_target': 0.24158633863589027, 'max_calls_for_rule': 160}, 'moderate_calls': {'min_pnl_target': 0.23311406561537887, 'max_pnl_target': 0.2927304747370088, 'max_calls_for_rule': 321}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 124.13657158513854, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 321, 'MAX_CONCURRENT_UNITS': 229, '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': 656488.2458875898, 'LEVERAGE': 14, 'UNIT_BUDGET': 2860.7852929604087, 'INITIAL_MARGIN_PER_UNIT': 8.866897970367038, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 656488.2458875898, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.866897970367038, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20731279237955724, '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': 22, 'MFI_PERIOD': 213, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 65, 'HOURLY_MA_LONG_PERIOD': 197, 'NON_TRADEABLE_WINDOW': 11820, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 29, 'PARAMETER_3': 1.9861632343745697, 'PARAMETER_4': 530}"
}
|
{
"final_pnl_ratio": "-0.38%",
"max_drawdown": "-0.49%"
}
|
{
"garch_params": "{'omega': 1.0776520783592483, 'alpha': [0.06028196451557102], 'beta': [0.937718035484429], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.995897018717745, 'historical_segment_start_price': 37990.03}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11401422468773, 'max_pnl_target': 0.18141542384593248, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.17491870367657195, 'max_pnl_target': 0.2845684177080374, 'max_calls_for_rule': 252}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1472.7762837481182, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, 'MAX_CONCURRENT_UNITS': 66, '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': 236431.41593076516, 'LEVERAGE': 105, 'UNIT_BUDGET': 3554.5996620628475, 'INITIAL_MARGIN_PER_UNIT': 14.026440797601126, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 236431.41593076516, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.026440797601126, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24827013373348233, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 100, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 160, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 39, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 246, 'NON_TRADEABLE_WINDOW': 14760, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 6, 'PARAMETER_2': 134, 'PARAMETER_3': 1.5720096171926767, 'PARAMETER_4': 247}"
}
|
{
"final_pnl_ratio": "-2.67%",
"max_drawdown": "-7.20%"
}
|
{
"garch_params": "{'omega': 32.558608676846674, 'alpha': [0.19084138702900363], 'beta': [0.8071586129709964], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13874994204273075, 'max_pnl_target': 0.20132923902629565, 'max_calls_for_rule': 129}, 'moderate_calls': {'min_pnl_target': 0.06194597949492973, 'max_pnl_target': 0.30075352332032496, 'max_calls_for_rule': 258}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 608.1312479005607, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 258, 'MAX_CONCURRENT_UNITS': 55, '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': 275361.3324907415, 'LEVERAGE': 32, 'UNIT_BUDGET': 4931.231345363722, 'INITIAL_MARGIN_PER_UNIT': 19.00410149689252, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 275361.3324907415, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.00410149689252, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20501179810288928, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 125, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 239, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 48, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 61, 'HOURLY_MA_LONG_PERIOD': 290, 'NON_TRADEABLE_WINDOW': 17400, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 61, 'PARAMETER_3': 2.0991581717328036, 'PARAMETER_4': 941}"
}
|
{
"final_pnl_ratio": "-0.32%",
"max_drawdown": "-0.49%"
}
|
{
"garch_params": "{'omega': 2.0585670960858615, 'alpha': [0.08410499041080652], 'beta': [0.9138950095891933], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10274083125041014, 'max_pnl_target': 0.1433610606826166, 'max_calls_for_rule': 270}, 'moderate_calls': {'min_pnl_target': 0.19934027127226547, 'max_pnl_target': 0.2594033130738018, 'max_calls_for_rule': 540}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 366.82889600358715, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 540, 'MAX_CONCURRENT_UNITS': 238, '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': 967807.7559858946, 'LEVERAGE': 49, 'UNIT_BUDGET': 4053.3835392833316, 'INITIAL_MARGIN_PER_UNIT': 7.486304000073207, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 967807.7559858946, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.486304000073207, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11882032538806767, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 79, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 115, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 49, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 67, 'HOURLY_MA_LONG_PERIOD': 211, 'NON_TRADEABLE_WINDOW': 12660, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 22, 'PARAMETER_3': 1.3116753457749486, 'PARAMETER_4': 869}"
}
|
{
"final_pnl_ratio": "-0.94%",
"max_drawdown": "-1.70%"
}
|
{
"garch_params": "{'omega': 1.1325304564956342, 'alpha': [0.09767659527824406], 'beta': [0.9003234047217559], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1271451212977311, 'max_pnl_target': 0.2099796977838301, 'max_calls_for_rule': 587}, 'moderate_calls': {'min_pnl_target': 0.16631217679681495, 'max_pnl_target': 0.21233369235643226, 'max_calls_for_rule': 1174}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 201.95161190512889, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1174, 'MAX_CONCURRENT_UNITS': 246, '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': 771366.5573305457, 'LEVERAGE': 76, 'UNIT_BUDGET': 3123.0090806925045, 'INITIAL_MARGIN_PER_UNIT': 2.6572580513832746, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 771366.5573305457, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.6572580513832746, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19620368284763473, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 70, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 121, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 209, 'NON_TRADEABLE_WINDOW': 12540, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 124, 'PARAMETER_3': 1.4882278061996497, 'PARAMETER_4': 290}"
}
|
{
"final_pnl_ratio": "-0.05%",
"max_drawdown": "-0.05%"
}
|
{
"garch_params": "{'omega': 0.20636232671411864, 'alpha': [0.060763347858228664], 'beta': [0.9372366521417713], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 54305.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12488119282689875, 'max_pnl_target': 0.22185270574215635, 'max_calls_for_rule': 832}, 'moderate_calls': {'min_pnl_target': 0.20922592398213977, 'max_pnl_target': 0.23255913526877525, 'max_calls_for_rule': 1664}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 36.380792082094864, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1664, 'MAX_CONCURRENT_UNITS': 133, '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': 310712.33291873184, 'LEVERAGE': 26, 'UNIT_BUDGET': 2330.958771244926, 'INITIAL_MARGIN_PER_UNIT': 1.3992612339267256, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 310712.33291873184, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.3992612339267256, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21274633175387214, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 235, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 36, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 194, 'NON_TRADEABLE_WINDOW': 11640, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 95, 'PARAMETER_3': 2.1358845236563297, 'PARAMETER_4': 1036}"
}
|
{
"final_pnl_ratio": "0.03%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 0.13701125026309804, 'alpha': [0.07025806798048803], 'beta': [0.8444467592900287], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.838241617714323, 'historical_segment_start_price': 20666.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1253827940123481, 'max_pnl_target': 0.21204564617261315, 'max_calls_for_rule': 327}, 'moderate_calls': {'min_pnl_target': 0.07193587226574641, 'max_pnl_target': 0.2720977856843568, 'max_calls_for_rule': 654}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 473.0924285535503, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 654, 'MAX_CONCURRENT_UNITS': 195, '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': 593612.2470669285, 'LEVERAGE': 102, 'UNIT_BUDGET': 3042.482887657648, 'INITIAL_MARGIN_PER_UNIT': 4.638161064250493, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 593612.2470669285, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.638161064250493, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4832058337834619, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 98, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 96, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 35, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 285, 'NON_TRADEABLE_WINDOW': 17100, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 81, 'PARAMETER_3': 1.8271523889585426, 'PARAMETER_4': 376}"
}
|
{
"final_pnl_ratio": "-0.37%",
"max_drawdown": "-0.26%"
}
|
{
"garch_params": "{'omega': 1.9833134052077483, 'alpha': [0.09260818814648358], 'beta': [0.8405155283260346], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13051725559098717, 'max_pnl_target': 0.2356290720546365, 'max_calls_for_rule': 179}, 'moderate_calls': {'min_pnl_target': 0.15058976591653658, 'max_pnl_target': 0.21424154243428464, 'max_calls_for_rule': 358}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 591.8628782265001, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 358, 'MAX_CONCURRENT_UNITS': 545, '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': 935767.608005359, 'LEVERAGE': 124, 'UNIT_BUDGET': 1715.7536498005336, 'INITIAL_MARGIN_PER_UNIT': 4.773087727633065, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 935767.608005359, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.773087727633065, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3485862828825372, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 198, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 163, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 61, 'HOURLY_MA_LONG_PERIOD': 247, 'NON_TRADEABLE_WINDOW': 14820, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 142, 'PARAMETER_3': 1.4540052077937933, 'PARAMETER_4': 1010}"
}
|
{
"final_pnl_ratio": "2.71%",
"max_drawdown": "-0.57%"
}
|
{
"garch_params": "{'omega': 2.7603608033825746, 'alpha': [0.15926728906733698], 'beta': [0.7663163017076283], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.047227231623770335, 'max_pnl_target': 0.21014482305441887, 'max_calls_for_rule': 964}, 'moderate_calls': {'min_pnl_target': 0.17793073466033046, 'max_pnl_target': 0.2312223732788512, 'max_calls_for_rule': 1929}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 121.19745911646511, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1929, 'MAX_CONCURRENT_UNITS': 93, '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': 189179.49242260685, 'LEVERAGE': 116, 'UNIT_BUDGET': 2017.3223939775146, 'INITIAL_MARGIN_PER_UNIT': 1.0448056820384923, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189179.49242260685, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.0448056820384923, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4049222700216732, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 35, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 31, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 61, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 260, 'NON_TRADEABLE_WINDOW': 15600, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 40, 'PARAMETER_3': 2.275961753313675, 'PARAMETER_4': 726}"
}
|
{
"final_pnl_ratio": "-0.04%",
"max_drawdown": "-0.07%"
}
|
{
"garch_params": "{'omega': 34.28738444199399, 'alpha': [0.21398495507388318], 'beta': [0.7151281897175984], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09975707119855959, 'max_pnl_target': 0.23508975544376873, 'max_calls_for_rule': 255}, 'moderate_calls': {'min_pnl_target': 0.2312734627814815, 'max_pnl_target': 0.28816053268559666, 'max_calls_for_rule': 510}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 712.7126923368601, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 510, 'MAX_CONCURRENT_UNITS': 187, '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': 573614.8888626577, 'LEVERAGE': 119, 'UNIT_BUDGET': 3061.471509387508, 'INITIAL_MARGIN_PER_UNIT': 5.9891822885450425, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 573614.8888626577, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.9891822885450425, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37028254971339014, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 121, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 36, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 242, 'NON_TRADEABLE_WINDOW': 14520, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 4, 'PARAMETER_2': 166, 'PARAMETER_3': 1.9114464577740673, 'PARAMETER_4': 1052}"
}
|
{
"final_pnl_ratio": "-0.26%",
"max_drawdown": "-0.22%"
}
|
{
"garch_params": "{'omega': 1.3051802330972502, 'alpha': [0.07661699200426425], 'beta': [0.9213830079957358], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1344058640882487, 'max_pnl_target': 0.1796552447904177, 'max_calls_for_rule': 204}, 'moderate_calls': {'min_pnl_target': 0.10635599737111007, 'max_pnl_target': 0.2901331519181484, 'max_calls_for_rule': 408}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 320.95801647472086, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 408, 'MAX_CONCURRENT_UNITS': 281, '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': 362827.75147460477, 'LEVERAGE': 102, 'UNIT_BUDGET': 1289.8276629195943, 'INITIAL_MARGIN_PER_UNIT': 3.146647220340401, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 362827.75147460477, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.146647220340401, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3765111609135641, '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': 31, 'MFI_PERIOD': 47, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 66, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 190, 'NON_TRADEABLE_WINDOW': 11400, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 3, 'PARAMETER_2': 26, 'PARAMETER_3': 1.303022313819958, 'PARAMETER_4': 379}"
}
|
{
"final_pnl_ratio": "-2.23%",
"max_drawdown": "-2.23%"
}
|
{
"garch_params": "{'omega': 3.470435795308552, 'alpha': [0.1365336189727838], 'beta': [0.8521824312592803], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.026726968385078542, 'max_pnl_target': 0.2468951947593701, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.1917936910548688, 'max_pnl_target': 0.2852892166512718, 'max_calls_for_rule': 108}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1012.1256469591011, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, 'MAX_CONCURRENT_UNITS': 799, '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': 922837.043021308, 'LEVERAGE': 96, 'UNIT_BUDGET': 1153.8597721238805, 'INITIAL_MARGIN_PER_UNIT': 10.542975489157303, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 922837.043021308, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.542975489157303, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4182998154425822, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 165, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 145, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 325, 'NON_TRADEABLE_WINDOW': 19500, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 100, 'PARAMETER_3': 2.3942495422927057, 'PARAMETER_4': 181}"
}
|
{
"final_pnl_ratio": "-0.31%",
"max_drawdown": "-0.35%"
}
|
{
"garch_params": "{'omega': 0.6932335962720031, 'alpha': [0.06779765593225612], 'beta': [0.930202344067744], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10831278449311639, 'max_pnl_target': 0.21378631886918542, 'max_calls_for_rule': 146}, 'moderate_calls': {'min_pnl_target': 0.2058289276306143, 'max_pnl_target': 0.24656189853892002, 'max_calls_for_rule': 293}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 510.54593567842636, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 293, 'MAX_CONCURRENT_UNITS': 269, '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': 461167.4907079278, 'LEVERAGE': 88, 'UNIT_BUDGET': 1711.4011390577189, 'INITIAL_MARGIN_PER_UNIT': 5.801658359982118, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 461167.4907079278, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.801658359982118, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1737163984832955, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 222, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 146, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 246, 'NON_TRADEABLE_WINDOW': 14760, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 4, 'PARAMETER_2': 82, 'PARAMETER_3': 1.9736609565332737, 'PARAMETER_4': 982}"
}
|
{
"final_pnl_ratio": "-1.35%",
"max_drawdown": "-1.34%"
}
|
{
"garch_params": "{'omega': 0.45948858589763497, 'alpha': [0.06210534345434085], 'beta': [0.8813569837367257], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.710664205249502, 'historical_segment_start_price': 11424.48}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09794078560336618, 'max_pnl_target': 0.12966540883094524, 'max_calls_for_rule': 568}, 'moderate_calls': {'min_pnl_target': 0.0852696367230841, 'max_pnl_target': 0.26441521559065184, 'max_calls_for_rule': 1137}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 200.29126483438873, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1137, 'MAX_CONCURRENT_UNITS': 45, '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': 126575.24670759271, 'LEVERAGE': 82, 'UNIT_BUDGET': 2781.3506061556736, 'INITIAL_MARGIN_PER_UNIT': 2.442576400419375, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 126575.24670759271, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.442576400419375, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09211572686479373, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 240, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 35, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 71, 'HOURLY_MA_LONG_PERIOD': 205, 'NON_TRADEABLE_WINDOW': 12300, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 129, 'PARAMETER_3': 2.1215940843796552, 'PARAMETER_4': 711}"
}
|
{
"final_pnl_ratio": "-0.27%",
"max_drawdown": "-0.22%"
}
|
{
"garch_params": "{'omega': 2.659060091194424, 'alpha': [0.13106977621785765], 'beta': [0.8669302237821424], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10974824020830093, 'max_pnl_target': 0.20405582566192973, 'max_calls_for_rule': 140}, 'moderate_calls': {'min_pnl_target': 0.22392931631650767, 'max_pnl_target': 0.22579780289875911, 'max_calls_for_rule': 280}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1070.1817556270457, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 280, 'MAX_CONCURRENT_UNITS': 192, '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': 806697.6211259997, 'LEVERAGE': 72, 'UNIT_BUDGET': 4190.809712938732, 'INITIAL_MARGIN_PER_UNIT': 14.86363549482008, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 806697.6211259997, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.86363549482008, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10730353020869934, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 101, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 47, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 53, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 192, 'NON_TRADEABLE_WINDOW': 11520, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 3, 'PARAMETER_2': 57, 'PARAMETER_3': 1.710438764049237, 'PARAMETER_4': 384}"
}
|
{
"final_pnl_ratio": "2.91%",
"max_drawdown": "-0.23%"
}
|
{
"garch_params": "{'omega': 0.7149473665118313, 'alpha': [0.07065449110509191], 'beta': [0.9273455088949081], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.040828571113840854, 'max_pnl_target': 0.1383221230601746, 'max_calls_for_rule': 103}, 'moderate_calls': {'min_pnl_target': 0.15835891847078118, 'max_pnl_target': 0.20160140708851662, 'max_calls_for_rule': 206}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 240.54154654270576, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, 'MAX_CONCURRENT_UNITS': 30, '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': 93675.89094900586, 'LEVERAGE': 16, 'UNIT_BUDGET': 3115.8352972756297, 'INITIAL_MARGIN_PER_UNIT': 15.03384665891911, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 93675.89094900586, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.03384665891911, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.39027206048573215, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 75, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 71, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 238, 'NON_TRADEABLE_WINDOW': 14280, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 19, 'PARAMETER_3': 2.358643363569114, 'PARAMETER_4': 230}"
}
|
{
"final_pnl_ratio": "1.99%",
"max_drawdown": "-0.23%"
}
|
{
"garch_params": "{'omega': 23.581900762395108, 'alpha': [0.16091562803899576], 'beta': [0.8370843719610043], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 621.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14536648646364625, 'max_pnl_target': 0.2239370609035725, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.10362162788231227, 'max_pnl_target': 0.26474972755808546, 'max_calls_for_rule': 50}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1658.210665348481, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 903, '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': 931717.9444639165, 'LEVERAGE': 83, 'UNIT_BUDGET': 1031.7159610133517, 'INITIAL_MARGIN_PER_UNIT': 19.978441751186516, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 931717.9444639165, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.978441751186516, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24659733596727595, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 133, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 132, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 224, 'NON_TRADEABLE_WINDOW': 13440, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 102, 'PARAMETER_3': 2.2143101886097525, 'PARAMETER_4': 401}"
}
|
{
"final_pnl_ratio": "-3.88%",
"max_drawdown": "-5.14%"
}
|
{
"garch_params": "{'omega': 32.285807669366505, 'alpha': [0.15986167712602337], 'beta': [0.8381383228739767], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11632540572315409, 'max_pnl_target': 0.19603453581022595, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.10052251289622958, 'max_pnl_target': 0.2727285825497612, 'max_calls_for_rule': 203}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 970.391657516252, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 203, 'MAX_CONCURRENT_UNITS': 296, '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': 639068.6885921445, 'LEVERAGE': 92, 'UNIT_BUDGET': 2158.9981914548293, 'INITIAL_MARGIN_PER_UNIT': 10.547735407785348, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 639068.6885921445, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.547735407785348, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37749848258616664, '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': 25, 'MFI_PERIOD': 152, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 155, 'NON_TRADEABLE_WINDOW': 9300, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 3, 'PARAMETER_2': 50, 'PARAMETER_3': 2.141337869202578, 'PARAMETER_4': 523}"
}
|
{
"final_pnl_ratio": "2.01%",
"max_drawdown": "-1.97%"
}
|
{
"garch_params": "{'omega': 0.7833053040117017, 'alpha': [0.0647620369926638], 'beta': [0.9332379630073363], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 50819.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10645318023248622, 'max_pnl_target': 0.12493782469497305, 'max_calls_for_rule': 372}, 'moderate_calls': {'min_pnl_target': 0.1843370742735966, 'max_pnl_target': 0.2119285069014736, 'max_calls_for_rule': 744}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 252.16656134616204, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 744, 'MAX_CONCURRENT_UNITS': 181, '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': 792194.512801779, 'LEVERAGE': 43, 'UNIT_BUDGET': 4372.618738106058, 'INITIAL_MARGIN_PER_UNIT': 5.864338635957257, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 792194.512801779, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.864338635957257, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1379559449334012, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 81, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 66, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 290, 'NON_TRADEABLE_WINDOW': 17400, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 5, 'PARAMETER_2': 26, 'PARAMETER_3': 2.244293395387635, 'PARAMETER_4': 1011}"
}
|
{
"final_pnl_ratio": "0.60%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 1.5730491581565547, 'alpha': [0.10387377926291716], 'beta': [0.8370191681753009], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14344778903796698, 'max_pnl_target': 0.24184558299035752, 'max_calls_for_rule': 344}, 'moderate_calls': {'min_pnl_target': 0.1453459958941832, 'max_pnl_target': 0.2368516307456265, 'max_calls_for_rule': 688}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 305.6202475840331, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 688, 'MAX_CONCURRENT_UNITS': 316, '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': 939336.9591015234, 'LEVERAGE': 71, 'UNIT_BUDGET': 2967.7551365815166, 'INITIAL_MARGIN_PER_UNIT': 4.304510529352579, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 939336.9591015234, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.304510529352579, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06331981427461991, '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': 20, 'MFI_PERIOD': 154, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 60, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 51, 'HOURLY_MA_LONG_PERIOD': 198, 'NON_TRADEABLE_WINDOW': 11880, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 5, 'PARAMETER_2': 54, 'PARAMETER_3': 1.5310982928733428, 'PARAMETER_4': 838}"
}
|
{
"final_pnl_ratio": "0.15%",
"max_drawdown": "-0.09%"
}
|
{
"garch_params": "{'omega': 0.5673223879542516, 'alpha': [0.07246789089841583], 'beta': [0.9108079077709778], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09728051920466337, 'max_pnl_target': 0.17587672465128715, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.10591680242666758, 'max_pnl_target': 0.21247918609366054, 'max_calls_for_rule': 35}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 859.870430914015, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 35, 'MAX_CONCURRENT_UNITS': 902, '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': 443479.9934696875, 'LEVERAGE': 63, 'UNIT_BUDGET': 491.48992675293744, 'INITIAL_MARGIN_PER_UNIT': 13.648736998635158, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 443479.9934696875, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.648736998635158, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19117373935163473, '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': 35, 'MFI_PERIOD': 115, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 256, 'NON_TRADEABLE_WINDOW': 15360, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 3, 'PARAMETER_2': 78, 'PARAMETER_3': 1.3270923863888733, 'PARAMETER_4': 718}"
}
|
{
"final_pnl_ratio": "-4.49%",
"max_drawdown": "-3.49%"
}
|
{
"garch_params": "{'omega': 48.6788083437891, 'alpha': [0.11685253563161557], 'beta': [0.8226984500665717], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10845036151259937, 'max_pnl_target': 0.19668747195040254, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.20620521400758615, 'max_pnl_target': 0.2485566676319799, 'max_calls_for_rule': 253}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 493.97249505006005, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 253, 'MAX_CONCURRENT_UNITS': 118, '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': 479562.9731728195, 'LEVERAGE': 31, 'UNIT_BUDGET': 4057.653759794892, 'INITIAL_MARGIN_PER_UNIT': 15.934596614518066, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 479562.9731728195, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.934596614518066, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1230302349247193, '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': 35, 'MFI_PERIOD': 240, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 176, 'NON_TRADEABLE_WINDOW': 10560, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 116, 'PARAMETER_3': 1.6445695320833886, 'PARAMETER_4': 224}"
}
|
{
"final_pnl_ratio": "-0.43%",
"max_drawdown": "-2.41%"
}
|
{
"garch_params": "{'omega': 0.3790502394430748, 'alpha': [0.061102800599578636], 'beta': [0.9084206947050267], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.031952496612831095, 'max_pnl_target': 0.10402023601258167, 'max_calls_for_rule': 124}, 'moderate_calls': {'min_pnl_target': 0.13443993726869558, 'max_pnl_target': 0.25175569347192084, 'max_calls_for_rule': 248}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1067.3110400032513, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 248, 'MAX_CONCURRENT_UNITS': 286, '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': 887459.9031005579, 'LEVERAGE': 86, 'UNIT_BUDGET': 3098.3292750408473, 'INITIAL_MARGIN_PER_UNIT': 12.4105934884099, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 887459.9031005579, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.4105934884099, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08698460474399447, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 32, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 93, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 229, 'NON_TRADEABLE_WINDOW': 13740, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 19, 'PARAMETER_3': 1.7708404823748214, 'PARAMETER_4': 392}"
}
|
{
"final_pnl_ratio": "0.92%",
"max_drawdown": "-0.03%"
}
|
{
"garch_params": "{'omega': 0.06673952440605195, 'alpha': [0.08975658170181369], 'beta': [0.9082434182981862], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 26799.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14410195241652624, 'max_pnl_target': 0.24086290798130108, 'max_calls_for_rule': 108}, 'moderate_calls': {'min_pnl_target': 0.19960069099725106, 'max_pnl_target': 0.2707002257252925, 'max_calls_for_rule': 217}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 246.53913080311406, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 217, 'MAX_CONCURRENT_UNITS': 17, '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': 32842.3507682309, 'LEVERAGE': 29, 'UNIT_BUDGET': 1860.2624303531893, 'INITIAL_MARGIN_PER_UNIT': 8.501349338038416, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 32842.3507682309, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.501349338038416, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34889164046464854, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 126, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 51, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 178, 'NON_TRADEABLE_WINDOW': 10680, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'PARAMETER_1': 5, 'PARAMETER_2': 110, 'PARAMETER_3': 1.6910316226553748, 'PARAMETER_4': 243}"
}
|
{
"final_pnl_ratio": "-0.36%",
"max_drawdown": "-0.02%"
}
|
{
"garch_params": "{'omega': 1.23193900586025, 'alpha': [0.08066822670441108], 'beta': [0.917331773295589], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03442496162950791, 'max_pnl_target': 0.14539147422232512, 'max_calls_for_rule': 812}, 'moderate_calls': {'min_pnl_target': 0.058601591784107336, 'max_pnl_target': 0.2742661404369565, 'max_calls_for_rule': 1624}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 288.6758406528546, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1624, 'MAX_CONCURRENT_UNITS': 141, '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': 686448.1422423096, 'LEVERAGE': 97, 'UNIT_BUDGET': 4836.456642534466, 'INITIAL_MARGIN_PER_UNIT': 2.976039594359326, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 686448.1422423096, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.976039594359326, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42503485588504697, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 58, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 152, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 169, 'NON_TRADEABLE_WINDOW': 10140, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 6, 'PARAMETER_2': 22, 'PARAMETER_3': 2.2532029979055124, 'PARAMETER_4': 690}"
}
|
{
"final_pnl_ratio": "-0.70%",
"max_drawdown": "-1.14%"
}
|
{
"garch_params": "{'omega': 1.4375966884290934, 'alpha': [0.09002198446616644], 'beta': [0.9079780155338335], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11982315606610629, 'max_pnl_target': 0.18368410596644205, 'max_calls_for_rule': 158}, 'moderate_calls': {'min_pnl_target': 0.07527049368478701, 'max_pnl_target': 0.250272706917074, 'max_calls_for_rule': 317}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 573.6733315174679, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 317, 'MAX_CONCURRENT_UNITS': 100, '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': 391339.361956193, 'LEVERAGE': 47, 'UNIT_BUDGET': 3890.636807341337, 'INITIAL_MARGIN_PER_UNIT': 12.205815564201444, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 391339.361956193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.205815564201444, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12348783069593941, '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': 32, 'MFI_PERIOD': 209, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 193, 'NON_TRADEABLE_WINDOW': 11580, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 80, 'PARAMETER_3': 2.427482944854675, 'PARAMETER_4': 814}"
}
|
{
"final_pnl_ratio": "0.21%",
"max_drawdown": "-0.93%"
}
|
{
"garch_params": "{'omega': 32.244460653412155, 'alpha': [0.1792664752422843], 'beta': [0.8048207517291308], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.014461991611733102, 'max_pnl_target': 0.21236013554874764, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.21366944435256444, 'max_pnl_target': 0.2833454379813892, 'max_calls_for_rule': 182}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 583.097013486867, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 176, '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': 440536.88135113346, 'LEVERAGE': 43, 'UNIT_BUDGET': 2493.114848415703, 'INITIAL_MARGIN_PER_UNIT': 13.56039566248528, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 440536.88135113346, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.56039566248528, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3378765502292553, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 77, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 48, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 55, 'HOURLY_MA_LONG_PERIOD': 322, 'NON_TRADEABLE_WINDOW': 19320, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 10, 'PARAMETER_2': 64, 'PARAMETER_3': 1.893675262388511, 'PARAMETER_4': 820}"
}
|
{
"final_pnl_ratio": "-4.92%",
"max_drawdown": "-7.24%"
}
|
{
"garch_params": "{'omega': 1.657840047789589, 'alpha': [0.11218969038846369], 'beta': [0.8858103096115362], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.015363351632713986, 'max_pnl_target': 0.1197212223869086, 'max_calls_for_rule': 222}, 'moderate_calls': {'min_pnl_target': 0.06963482108673752, 'max_pnl_target': 0.2332271548785872, 'max_calls_for_rule': 445}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 234.39760074212037, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 445, 'MAX_CONCURRENT_UNITS': 461, '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': 652961.0755859897, 'LEVERAGE': 74, 'UNIT_BUDGET': 1415.4223356995758, 'INITIAL_MARGIN_PER_UNIT': 3.167535145163789, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 652961.0755859897, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.167535145163789, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4858002695094463, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 45, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 94, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 33, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 240, 'NON_TRADEABLE_WINDOW': 14400, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 9, 'PARAMETER_2': 73, 'PARAMETER_3': 1.645861842034579, 'PARAMETER_4': 693}"
}
|
{
"final_pnl_ratio": "-0.49%",
"max_drawdown": "-0.72%"
}
|
{
"garch_params": "{'omega': 0.6679579745442428, 'alpha': [0.06803201122350923], 'beta': [0.9299679887764908], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14557516319134836, 'max_pnl_target': 0.24549287410374676, 'max_calls_for_rule': 146}, 'moderate_calls': {'min_pnl_target': 0.2024147803274172, 'max_pnl_target': 0.23813322583460036, 'max_calls_for_rule': 292}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 286.9769360711714, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 292, 'MAX_CONCURRENT_UNITS': 342, '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': 411679.82314631215, 'LEVERAGE': 70, 'UNIT_BUDGET': 1203.2005355549295, 'INITIAL_MARGIN_PER_UNIT': 4.099670515302448, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 411679.82314631215, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.099670515302448, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28217635062138013, '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': 33, 'MFI_PERIOD': 198, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 36, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 68, 'HOURLY_MA_LONG_PERIOD': 174, 'NON_TRADEABLE_WINDOW': 10440, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 3, 'PARAMETER_2': 47, 'PARAMETER_3': 2.21967726603236, 'PARAMETER_4': 830}"
}
|
{
"final_pnl_ratio": "2.53%",
"max_drawdown": "-1.16%"
}
|
{
"garch_params": "{'omega': 0.8047092671673025, 'alpha': [0.059577543892828794], 'beta': [0.9384224561071713], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 6915.47}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03789961809646248, 'max_pnl_target': 0.22685769634236064, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.16608771338398723, 'max_pnl_target': 0.2935210622698493, 'max_calls_for_rule': 51}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 183.78471802719386, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, 'MAX_CONCURRENT_UNITS': 1586, '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': 762841.3883737912, 'LEVERAGE': 20, 'UNIT_BUDGET': 480.69456057702627, 'INITIAL_MARGIN_PER_UNIT': 9.189235901359693, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 762841.3883737912, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.189235901359693, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4668928584539358, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 127, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 52, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 204, 'NON_TRADEABLE_WINDOW': 12240, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 65, 'PARAMETER_3': 1.9972608536956231, 'PARAMETER_4': 804}"
}
|
{
"final_pnl_ratio": "-2.73%",
"max_drawdown": "-3.10%"
}
|
{
"garch_params": "{'omega': 4.066501915000334, 'alpha': [0.16142700868303242], 'beta': [0.758933961111898], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 229.1}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12954101800140833, 'max_pnl_target': 0.2358082295535416, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.10757090856562115, 'max_pnl_target': 0.2831282142401421, 'max_calls_for_rule': 36}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 74.58683005227796, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 1312, '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': 736994.9693217422, 'LEVERAGE': 5, 'UNIT_BUDGET': 561.4184033174394, 'INITIAL_MARGIN_PER_UNIT': 14.917366010455593, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 736994.9693217422, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.917366010455593, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40281878665358706, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 52, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 36, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 227, 'NON_TRADEABLE_WINDOW': 13620, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 103, 'PARAMETER_3': 2.499094495891244, 'PARAMETER_4': 562}"
}
|
{
"final_pnl_ratio": "0.38%",
"max_drawdown": "-0.02%"
}
|
{
"garch_params": "{'omega': 1.6658674608358108, 'alpha': [0.08050190200640615], 'beta': [0.9174980979935938], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 33974.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.091285415756937, 'max_pnl_target': 0.11962769300367943, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.07175615784352483, 'max_pnl_target': 0.2541477450143693, 'max_calls_for_rule': 252}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 677.9800972256826, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, 'MAX_CONCURRENT_UNITS': 93, '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': 447309.55567919335, 'LEVERAGE': 36, 'UNIT_BUDGET': 4776.2555306427175, 'INITIAL_MARGIN_PER_UNIT': 18.832780478491184, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 447309.55567919335, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.832780478491184, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21744242912806677, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 142, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 167, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 69, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 256, 'NON_TRADEABLE_WINDOW': 15360, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 37, 'PARAMETER_3': 1.799352342939946, 'PARAMETER_4': 510}"
}
|
{
"final_pnl_ratio": "-1.28%",
"max_drawdown": "-1.28%"
}
|
{
"garch_params": "{'omega': 5.114956117689813, 'alpha': [0.1006402157463746], 'beta': [0.8048946788247728], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1569.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04554178331751272, 'max_pnl_target': 0.2379120379115127, 'max_calls_for_rule': 232}, 'moderate_calls': {'min_pnl_target': 0.2360932448716552, 'max_pnl_target': 0.25957113660689735, 'max_calls_for_rule': 465}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 596.958854990884, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 465, 'MAX_CONCURRENT_UNITS': 191, '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': 784191.7991997155, 'LEVERAGE': 68, 'UNIT_BUDGET': 4096.040927059626, 'INITIAL_MARGIN_PER_UNIT': 8.778806691042412, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 784191.7991997155, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.778806691042412, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.422614674353654, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 230, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 193, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 62, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 228, 'NON_TRADEABLE_WINDOW': 13680, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 20, 'PARAMETER_3': 2.397030039830299, 'PARAMETER_4': 1027}"
}
|
{
"final_pnl_ratio": "0.62%",
"max_drawdown": "-0.06%"
}
|
{
"garch_params": "{'omega': 0.14294693820417498, 'alpha': [0.07200990901606036], 'beta': [0.8695166613495018], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.277210837458738, 'historical_segment_start_price': 20666.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05193628355119827, 'max_pnl_target': 0.24926464623374614, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.08680571215693886, 'max_pnl_target': 0.2531649366859353, 'max_calls_for_rule': 130}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 860.4940428287999, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, 'MAX_CONCURRENT_UNITS': 396, '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': 639118.5449341869, 'LEVERAGE': 70, 'UNIT_BUDGET': 1612.5305351348602, 'INITIAL_MARGIN_PER_UNIT': 12.292772040411428, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 639118.5449341869, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.292772040411428, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10518457306752049, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 110, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 92, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 49, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 53, 'HOURLY_MA_LONG_PERIOD': 254, 'NON_TRADEABLE_WINDOW': 15240, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 5, 'PARAMETER_2': 55, 'PARAMETER_3': 2.165536014634084, 'PARAMETER_4': 1007}"
}
|
{
"final_pnl_ratio": "-0.85%",
"max_drawdown": "-0.71%"
}
|
{
"garch_params": "{'omega': 34.92881511518351, 'alpha': [0.2203440472782933], 'beta': [0.761703447196086], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1184835496365576, 'max_pnl_target': 0.20771973883352338, 'max_calls_for_rule': 114}, 'moderate_calls': {'min_pnl_target': 0.09312191474907126, 'max_pnl_target': 0.24112306137362982, 'max_calls_for_rule': 228}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 680.005583007705, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 228, 'MAX_CONCURRENT_UNITS': 272, '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': 987974.5185296042, 'LEVERAGE': 43, 'UNIT_BUDGET': 3621.736234633699, 'INITIAL_MARGIN_PER_UNIT': 15.814083325760581, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 987974.5185296042, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.814083325760581, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08317958167188685, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 234, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 102, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 32, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 54, 'HOURLY_MA_LONG_PERIOD': 190, 'NON_TRADEABLE_WINDOW': 11400, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 9, 'PARAMETER_2': 68, 'PARAMETER_3': 2.3981412651632623, 'PARAMETER_4': 917}"
}
|
{
"final_pnl_ratio": "-1.02%",
"max_drawdown": "-1.06%"
}
|
{
"garch_params": "{'omega': 1.054564949457015, 'alpha': [0.16000623523176435], 'beta': [0.8224889202680041], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10657701007880849, 'max_pnl_target': 0.19242890521835224, 'max_calls_for_rule': 226}, 'moderate_calls': {'min_pnl_target': 0.06449152312408285, 'max_pnl_target': 0.20662156146276134, 'max_calls_for_rule': 453}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 603.3605606598196, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 453, 'MAX_CONCURRENT_UNITS': 68, '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': 272741.4067759018, 'LEVERAGE': 69, 'UNIT_BUDGET': 3972.734404518644, 'INITIAL_MARGIN_PER_UNIT': 8.744355951591588, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 272741.4067759018, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.744355951591588, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3421919553290139, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 142, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 125, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 29, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 59, 'HOURLY_MA_LONG_PERIOD': 156, 'NON_TRADEABLE_WINDOW': 9360, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 10, 'PARAMETER_2': 130, 'PARAMETER_3': 1.3655390620939591, 'PARAMETER_4': 547}"
}
|
{
"final_pnl_ratio": "-1.66%",
"max_drawdown": "-1.66%"
}
|
{
"garch_params": "{'omega': 3.7527247170676516, 'alpha': [0.1167286608016556], 'beta': [0.832716867194543], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0444535215316298, 'max_pnl_target': 0.15779714014464238, 'max_calls_for_rule': 121}, 'moderate_calls': {'min_pnl_target': 0.22961135371447247, 'max_pnl_target': 0.26081325578737735, 'max_calls_for_rule': 243}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 659.3270533554494, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 243, 'MAX_CONCURRENT_UNITS': 445, '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': 918756.5995135535, 'LEVERAGE': 78, 'UNIT_BUDGET': 2063.6264898329837, 'INITIAL_MARGIN_PER_UNIT': 8.45291094045448, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 918756.5995135535, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.45291094045448, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19161765185634838, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 82, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 95, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 60, 'HOURLY_MA_LONG_PERIOD': 232, 'NON_TRADEABLE_WINDOW': 13920, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 5, 'PARAMETER_2': 117, 'PARAMETER_3': 2.2675058305039504, 'PARAMETER_4': 344}"
}
|
{
"final_pnl_ratio": "-1.53%",
"max_drawdown": "-1.22%"
}
|
{
"garch_params": "{'omega': 1.3642377256361384, 'alpha': [0.08020140502437471], 'beta': [0.9177985949756253], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07975673042724897, 'max_pnl_target': 0.1842243774688567, 'max_calls_for_rule': 165}, 'moderate_calls': {'min_pnl_target': 0.20663166091565918, 'max_pnl_target': 0.235730151019791, 'max_calls_for_rule': 331}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 384.62454044640907, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 331, 'MAX_CONCURRENT_UNITS': 174, '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': 429338.9473051142, 'LEVERAGE': 52, 'UNIT_BUDGET': 2458.641244255731, 'INITIAL_MARGIN_PER_UNIT': 7.396625777815559, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 429338.9473051142, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.396625777815559, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36986100460175086, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 154, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 128, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 68, 'HOURLY_MA_LONG_PERIOD': 208, 'NON_TRADEABLE_WINDOW': 12480, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 9, 'PARAMETER_2': 76, 'PARAMETER_3': 1.2928018689359846, 'PARAMETER_4': 887}"
}
|
{
"final_pnl_ratio": "0.76%",
"max_drawdown": "-0.91%"
}
|
{
"garch_params": "{'omega': 0.22745997321262543, 'alpha': [0.12279910522768347], 'beta': [0.8752008947723164], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16475.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10289702241008898, 'max_pnl_target': 0.1744976664351033, 'max_calls_for_rule': 138}, 'moderate_calls': {'min_pnl_target': 0.20001209194503497, 'max_pnl_target': 0.23683908172491008, 'max_calls_for_rule': 276}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 320.88520205956183, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 276, 'MAX_CONCURRENT_UNITS': 207, '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': 428937.0739494667, 'LEVERAGE': 43, 'UNIT_BUDGET': 2068.1897240359845, 'INITIAL_MARGIN_PER_UNIT': 7.462446559524694, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 428937.0739494667, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.462446559524694, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.450528729572129, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 105, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 189, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 40, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 300, 'NON_TRADEABLE_WINDOW': 18000, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 2, 'PARAMETER_2': 152, 'PARAMETER_3': 1.909559884965304, 'PARAMETER_4': 759}"
}
|
{
"final_pnl_ratio": "0.02%",
"max_drawdown": "-0.12%"
}
|
{
"garch_params": "{'omega': 0.41751803358581624, 'alpha': [0.060531003278161306], 'beta': [0.9166202020030411], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.626585375720827, 'historical_segment_start_price': 11424.48}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09071750499963102, 'max_pnl_target': 0.12064957967592406, 'max_calls_for_rule': 214}, 'moderate_calls': {'min_pnl_target': 0.07566868627995543, 'max_pnl_target': 0.25523962524772437, 'max_calls_for_rule': 428}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 661.2065100014026, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 428, 'MAX_CONCURRENT_UNITS': 34, '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': 100511.22056989228, 'LEVERAGE': 97, 'UNIT_BUDGET': 2924.7512511262053, 'INITIAL_MARGIN_PER_UNIT': 6.8165619587773465, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100511.22056989228, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.8165619587773465, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3698165149044662, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 60, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 148, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 49, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 335, 'NON_TRADEABLE_WINDOW': 20100, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 5, 'PARAMETER_2': 101, 'PARAMETER_3': 2.4404088437057965, 'PARAMETER_4': 558}"
}
|
{
"final_pnl_ratio": "0.06%",
"max_drawdown": "-0.04%"
}
|
{
"garch_params": "{'omega': 1.0608778705411683, 'alpha': [0.06070777876956041], 'beta': [0.933777809609962], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.725139420717288, 'historical_segment_start_price': 37990.03}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03936835639055011, 'max_pnl_target': 0.22546859624533644, 'max_calls_for_rule': 180}, 'moderate_calls': {'min_pnl_target': 0.05238481760671592, 'max_pnl_target': 0.2944082563126422, 'max_calls_for_rule': 360}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 558.6824889507378, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 360, 'MAX_CONCURRENT_UNITS': 99, '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': 346919.3492836724, 'LEVERAGE': 58, 'UNIT_BUDGET': 3482.564455379264, 'INITIAL_MARGIN_PER_UNIT': 9.632456706047204, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 346919.3492836724, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.632456706047204, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3239269317474988, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 116, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 76, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 39, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 280, 'NON_TRADEABLE_WINDOW': 16800, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 47, 'PARAMETER_3': 1.4218625821355584, 'PARAMETER_4': 462}"
}
|
{
"final_pnl_ratio": "-0.42%",
"max_drawdown": "-0.34%"
}
|
{
"garch_params": "{'omega': 0.22112678319605886, 'alpha': [0.06465788070468102], 'beta': [0.9203156885183411], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 67051.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03839455481676598, 'max_pnl_target': 0.21222066727397296, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.21889115324207328, 'max_pnl_target': 0.2754907256963813, 'max_calls_for_rule': 235}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1965.6331312435798, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 235, 'MAX_CONCURRENT_UNITS': 216, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 890653.2972519865, 'LEVERAGE': 113, 'UNIT_BUDGET': 4116.768311660654, 'INITIAL_MARGIN_PER_UNIT': 17.394983462332565, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 890653.2972519865, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.394983462332565, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21891009884704093, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 214, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 40, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 215, 'NON_TRADEABLE_WINDOW': 12900, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 22, 'PARAMETER_3': 1.2040056036266584, 'PARAMETER_4': 352}"
}
|
{
"final_pnl_ratio": "-0.51%",
"max_drawdown": "-0.39%"
}
|
{
"garch_params": "{'omega': 10.401558987005517, 'alpha': [0.1530936646803425], 'beta': [0.776608691281387], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06382994012173522, 'max_pnl_target': 0.1543761840463523, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.19771138358730575, 'max_pnl_target': 0.2692594057506306, 'max_calls_for_rule': 105}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1399.4829507826983, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 311, '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': 371874.62902129116, 'LEVERAGE': 125, 'UNIT_BUDGET': 1192.1931213709936, 'INITIAL_MARGIN_PER_UNIT': 11.195863606261586, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 371874.62902129116, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.195863606261586, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.365897422773834, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 208, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 111, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 61, 'HOURLY_MA_LONG_PERIOD': 160, 'NON_TRADEABLE_WINDOW': 9600, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 7, 'PARAMETER_2': 110, 'PARAMETER_3': 2.4652836719491527, 'PARAMETER_4': 755}"
}
|
{
"final_pnl_ratio": "-12.67%",
"max_drawdown": "-12.67%"
}
|
{
"garch_params": "{'omega': 33.72246557366592, 'alpha': [0.1969306444223764], 'beta': [0.7730293628621738], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06572063544291692, 'max_pnl_target': 0.18296647212573233, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.22476975003806673, 'max_pnl_target': 0.26833806497840546, 'max_calls_for_rule': 227}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 477.11050483480216, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 227, 'MAX_CONCURRENT_UNITS': 150, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 527070.3272613296, 'LEVERAGE': 31, 'UNIT_BUDGET': 3513.077548129965, 'INITIAL_MARGIN_PER_UNIT': 15.390661446283941, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 527070.3272613296, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.390661446283941, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40370019281921943, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 167, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 204, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 52, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 297, 'NON_TRADEABLE_WINDOW': 17820, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 10, 'PARAMETER_2': 88, 'PARAMETER_3': 1.5313477922102285, 'PARAMETER_4': 534}"
}
|
{
"final_pnl_ratio": "-1.79%",
"max_drawdown": "-2.05%"
}
|
{
"garch_params": "{'omega': 0.8699661091176326, 'alpha': [0.06070067428882985], 'beta': [0.93729932571117], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 40779.16}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09802627219357743, 'max_pnl_target': 0.11930447447626975, 'max_calls_for_rule': 266}, 'moderate_calls': {'min_pnl_target': 0.0712538964835909, 'max_pnl_target': 0.21845930921428244, 'max_calls_for_rule': 532}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 766.1802377196783, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 532, 'MAX_CONCURRENT_UNITS': 130, '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': 459351.4745606774, 'LEVERAGE': 116, 'UNIT_BUDGET': 3521.945428799538, 'INITIAL_MARGIN_PER_UNIT': 6.605002049307571, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 459351.4745606774, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.605002049307571, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38667410767551996, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 201, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 80, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 270, 'NON_TRADEABLE_WINDOW': 16200, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 9, 'PARAMETER_2': 34, 'PARAMETER_3': 1.5843015349974447, 'PARAMETER_4': 895}"
}
|
{
"final_pnl_ratio": "-3.72%",
"max_drawdown": "-3.56%"
}
|
{
"garch_params": "{'omega': 3.1301217958307483, 'alpha': [0.09751862596464181], 'beta': [0.9004813740353581], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.046378425764754885, 'max_pnl_target': 0.17929947129979124, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.0967769005281593, 'max_pnl_target': 0.29010956993860776, 'max_calls_for_rule': 135}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 284.5131694313996, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 135, 'MAX_CONCURRENT_UNITS': 962, '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': 477647.23776110634, 'LEVERAGE': 78, 'UNIT_BUDGET': 496.3223421466496, 'INITIAL_MARGIN_PER_UNIT': 3.6476047362999946, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 477647.23776110634, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.6476047362999946, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34964721645866964, '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': 32, 'MFI_PERIOD': 37, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 41, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 199, 'NON_TRADEABLE_WINDOW': 11940, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'PARAMETER_1': 4, 'PARAMETER_2': 88, 'PARAMETER_3': 1.2796762166247626, 'PARAMETER_4': 804}"
}
|
{
"final_pnl_ratio": "-0.14%",
"max_drawdown": "-0.37%"
}
|
{
"garch_params": "{'omega': 0.8875785025502934, 'alpha': [0.05923683865272196], 'beta': [0.905942194685702], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 40779.16}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03748707535754531, 'max_pnl_target': 0.2419323798787519, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.07399432919492005, 'max_pnl_target': 0.23470051423081978, 'max_calls_for_rule': 220}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1455.431557349442, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 220, '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': 85620.90030146715, 'LEVERAGE': 82, 'UNIT_BUDGET': 3935.9330307706473, 'INITIAL_MARGIN_PER_UNIT': 17.74916533352978, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85620.90030146715, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.74916533352978, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4540502128450399, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 118, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 78, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 258, 'NON_TRADEABLE_WINDOW': 15480, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 9, 'PARAMETER_2': 29, 'PARAMETER_3': 1.8670512098874104, 'PARAMETER_4': 201}"
}
|
{
"final_pnl_ratio": "-0.22%",
"max_drawdown": "-1.69%"
}
|
{
"garch_params": "{'omega': 2.2766344814974184, 'alpha': [0.15084788936256274], 'beta': [0.8471521106374372], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06481998372981934, 'max_pnl_target': 0.1961645348595811, 'max_calls_for_rule': 802}, 'moderate_calls': {'min_pnl_target': 0.18555156771709105, 'max_pnl_target': 0.22139287418472584, 'max_calls_for_rule': 1605}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 119.13897272192538, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1605, 'MAX_CONCURRENT_UNITS': 14, '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': 67566.29023194051, 'LEVERAGE': 42, 'UNIT_BUDGET': 4556.043568400372, 'INITIAL_MARGIN_PER_UNIT': 2.83664220766489, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67566.29023194051, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.83664220766489, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.365773520156331, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 147, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 96, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 251, 'NON_TRADEABLE_WINDOW': 15060, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 5, 'PARAMETER_2': 143, 'PARAMETER_3': 1.6022013009739773, 'PARAMETER_4': 312}"
}
|
{
"final_pnl_ratio": "-0.06%",
"max_drawdown": "-0.27%"
}
|
{
"garch_params": "{'omega': 2.748067105029665, 'alpha': [0.06017850228068749], 'beta': [0.9312184532231076], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13656.94}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0279969820828962, 'max_pnl_target': 0.18321987535483966, 'max_calls_for_rule': 1333}, 'moderate_calls': {'min_pnl_target': 0.19121213873323098, 'max_pnl_target': 0.2745373086536429, 'max_calls_for_rule': 2666}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 77.98887984918527, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2666, 'MAX_CONCURRENT_UNITS': 254, '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': 868052.2017195515, 'LEVERAGE': 61, 'UNIT_BUDGET': 3410.5685642849076, 'INITIAL_MARGIN_PER_UNIT': 1.278506227035824, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 868052.2017195515, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.278506227035824, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.260978976521298, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 31, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 177, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 206, 'NON_TRADEABLE_WINDOW': 12360, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 135, 'PARAMETER_3': 2.1496951447402726, 'PARAMETER_4': 631}"
}
|
{
"final_pnl_ratio": "-0.71%",
"max_drawdown": "-0.71%"
}
|
{
"garch_params": "{'omega': 1.5936921407402025, 'alpha': [0.09956353263438791], 'beta': [0.898436467365612], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09116118518931651, 'max_pnl_target': 0.2062022451906634, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.2090304817604803, 'max_pnl_target': 0.22721102426068593, 'max_calls_for_rule': 94}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1971.6990427419432, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 309, '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': 532411.0991488392, 'LEVERAGE': 110, 'UNIT_BUDGET': 1719.6150847575723, 'INITIAL_MARGIN_PER_UNIT': 17.924536752199483, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 532411.0991488392, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.924536752199483, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48306596332306045, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 221, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 196, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 51, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 288, 'NON_TRADEABLE_WINDOW': 17280, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 9, 'PARAMETER_2': 92, 'PARAMETER_3': 1.6285118131700451, 'PARAMETER_4': 328}"
}
|
{
"final_pnl_ratio": "-17.61%",
"max_drawdown": "-16.60%"
}
|
{
"garch_params": "{'omega': 1.0355562015195594, 'alpha': [0.11708715279939039], 'beta': [0.8122093066036934], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10676881674590899, 'max_pnl_target': 0.15466250919255448, 'max_calls_for_rule': 298}, 'moderate_calls': {'min_pnl_target': 0.21124244739482864, 'max_pnl_target': 0.2591722194495822, 'max_calls_for_rule': 596}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 29.011956926267814, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 596, 'MAX_CONCURRENT_UNITS': 43, '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': 108270.19777895836, 'LEVERAGE': 7, 'UNIT_BUDGET': 2478.341884902155, 'INITIAL_MARGIN_PER_UNIT': 4.144565275181116, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108270.19777895836, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.144565275181116, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34347653108430554, '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': 21, 'MFI_PERIOD': 158, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 186, 'NON_TRADEABLE_WINDOW': 11160, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 117, 'PARAMETER_3': 1.5252383834002472, 'PARAMETER_4': 643}"
}
|
{
"final_pnl_ratio": "0.04%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 0.20870228802768995, 'alpha': [0.14095865694860593], 'beta': [0.857041343051394], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16475.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08125675153742776, 'max_pnl_target': 0.22119904379297536, 'max_calls_for_rule': 99}, 'moderate_calls': {'min_pnl_target': 0.2221572613034791, 'max_pnl_target': 0.317195145479849, 'max_calls_for_rule': 198}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1632.777958067639, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 198, 'MAX_CONCURRENT_UNITS': 165, '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': 657464.8287776298, 'LEVERAGE': 82, 'UNIT_BUDGET': 3976.9825300675743, 'INITIAL_MARGIN_PER_UNIT': 19.911926317898036, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 657464.8287776298, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.911926317898036, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4523181750601061, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 89, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 133, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 49, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 198, 'NON_TRADEABLE_WINDOW': 11880, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 2, 'PARAMETER_2': 105, 'PARAMETER_3': 1.4645423807305147, 'PARAMETER_4': 803}"
}
|
{
"final_pnl_ratio": "3.32%",
"max_drawdown": "-0.45%"
}
|
{
"garch_params": "{'omega': 11.618753020210104, 'alpha': [0.15960711284067308], 'beta': [0.838392887159327], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04446668463120717, 'max_pnl_target': 0.25083281783758654, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.09586646034841967, 'max_pnl_target': 0.2054463218031764, 'max_calls_for_rule': 180}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 225.8644897719857, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, 'MAX_CONCURRENT_UNITS': 315, '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': 718505.7780711241, 'LEVERAGE': 18, 'UNIT_BUDGET': 2279.938660933772, 'INITIAL_MARGIN_PER_UNIT': 12.54802720955476, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 718505.7780711241, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.54802720955476, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2635724486377058, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 173, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 104, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 58, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 156, 'NON_TRADEABLE_WINDOW': 9360, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 3, 'PARAMETER_2': 79, 'PARAMETER_3': 2.4821484045811, 'PARAMETER_4': 507}"
}
|
{
"final_pnl_ratio": "2.61%",
"max_drawdown": "-0.69%"
}
|
{
"garch_params": "{'omega': 1.0713347954261605, 'alpha': [0.07296212498546822], 'beta': [0.9041623956835497], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12358472587512634, 'max_pnl_target': 0.20010758441621845, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.18442480487993154, 'max_pnl_target': 0.2286834250784303, 'max_calls_for_rule': 171}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1552.1893946088549, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 60, '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': 169249.69949265037, 'LEVERAGE': 96, 'UNIT_BUDGET': 2784.9056455672207, 'INITIAL_MARGIN_PER_UNIT': 16.16863952717557, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169249.69949265037, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.16863952717557, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23145445989871694, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 115, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 208, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 257, 'NON_TRADEABLE_WINDOW': 15420, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 5, 'PARAMETER_2': 25, 'PARAMETER_3': 1.382737916140586, 'PARAMETER_4': 686}"
}
|
{
"final_pnl_ratio": "-3.44%",
"max_drawdown": "-3.44%"
}
|
{
"garch_params": "{'omega': 2.1102574996667904, 'alpha': [0.10300711421900255], 'beta': [0.8733505113935079], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.045413817189442124, 'max_pnl_target': 0.20525003297920932, 'max_calls_for_rule': 147}, 'moderate_calls': {'min_pnl_target': 0.24706608798590982, 'max_pnl_target': 0.34653516935152484, 'max_calls_for_rule': 294}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 314.9526160408633, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 294, 'MAX_CONCURRENT_UNITS': 485, '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': 887009.8284941642, 'LEVERAGE': 51, 'UNIT_BUDGET': 1827.1361652531577, 'INITIAL_MARGIN_PER_UNIT': 6.175541490997319, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 887009.8284941642, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.175541490997319, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2666989731350463, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 144, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 230, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 71, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 58, 'HOURLY_MA_LONG_PERIOD': 209, 'NON_TRADEABLE_WINDOW': 12540, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 6, 'PARAMETER_2': 142, 'PARAMETER_3': 1.2188737373413747, 'PARAMETER_4': 675}"
}
|
{
"final_pnl_ratio": "-1.50%",
"max_drawdown": "-1.64%"
}
|
{
"garch_params": "{'omega': 2.466310072679232, 'alpha': [0.1474497105339318], 'beta': [0.7992069537188976], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06664518726687108, 'max_pnl_target': 0.22851964290010301, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.2111675554421237, 'max_pnl_target': 0.28065956429069844, 'max_calls_for_rule': 57}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1379.914993247344, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 758, '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': 887794.8310057797, 'LEVERAGE': 69, 'UNIT_BUDGET': 1170.3353813108272, 'INITIAL_MARGIN_PER_UNIT': 19.99876801807745, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 887794.8310057797, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.99876801807745, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36817311466229313, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 42, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 181, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 71, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 68, 'HOURLY_MA_LONG_PERIOD': 273, 'NON_TRADEABLE_WINDOW': 16380, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 5, 'PARAMETER_2': 105, 'PARAMETER_3': 1.7031818805813863, 'PARAMETER_4': 844}"
}
|
{
"final_pnl_ratio": "-12.85%",
"max_drawdown": "-12.13%"
}
|
{
"garch_params": "{'omega': 3.350474183676442, 'alpha': [0.06971632024220734], 'beta': [0.9282836797577927], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09899415307330786, 'max_pnl_target': 0.14380827066166807, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.16594586201287878, 'max_pnl_target': 0.2127148262380012, 'max_calls_for_rule': 126}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1585.3047639580832, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, 'MAX_CONCURRENT_UNITS': 343, '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': 797926.2292132978, 'LEVERAGE': 87, 'UNIT_BUDGET': 2320.272184507547, 'INITIAL_MARGIN_PER_UNIT': 18.221893838598657, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 797926.2292132978, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.221893838598657, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3427186855642297, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 40, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 183, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 71, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 61, 'HOURLY_MA_LONG_PERIOD': 195, 'NON_TRADEABLE_WINDOW': 11700, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 7, 'PARAMETER_2': 167, 'PARAMETER_3': 2.374133943613331, 'PARAMETER_4': 840}"
}
|
{
"final_pnl_ratio": "-9.25%",
"max_drawdown": "-9.25%"
}
|
{
"garch_params": "{'omega': 1.060363832625676, 'alpha': [0.06147921655528585], 'beta': [0.9365207834447141], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07595084836816421, 'max_pnl_target': 0.18936376607554223, 'max_calls_for_rule': 246}, 'moderate_calls': {'min_pnl_target': 0.08469513230565029, 'max_pnl_target': 0.27907745935342826, 'max_calls_for_rule': 492}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 209.5240227678327, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 492, 'MAX_CONCURRENT_UNITS': 796, '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': 769472.7156176403, 'LEVERAGE': 107, 'UNIT_BUDGET': 965.5494129677811, 'INITIAL_MARGIN_PER_UNIT': 1.9581684370825485, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 769472.7156176403, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.9581684370825485, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26490919360179865, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 219, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 29, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 312, 'NON_TRADEABLE_WINDOW': 18720, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 5, 'PARAMETER_2': 11, 'PARAMETER_3': 1.5538879292116923, 'PARAMETER_4': 864}"
}
|
{
"final_pnl_ratio": "1.68%",
"max_drawdown": "-0.64%"
}
|
{
"garch_params": "{'omega': 0.7877552079489694, 'alpha': [0.058126357423899135], 'beta': [0.9398736425761008], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 50819.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.040861230968751217, 'max_pnl_target': 0.2226868141594073, 'max_calls_for_rule': 220}, 'moderate_calls': {'min_pnl_target': 0.17688718349367763, 'max_pnl_target': 0.22097251524182818, 'max_calls_for_rule': 440}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 412.32413819104056, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 440, 'MAX_CONCURRENT_UNITS': 396, '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': 859252.2601024405, 'LEVERAGE': 84, 'UNIT_BUDGET': 2168.0388714291685, 'INITIAL_MARGIN_PER_UNIT': 4.908620692750483, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 859252.2601024405, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.908620692750483, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1282315724614209, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 79, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 68, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 210, 'NON_TRADEABLE_WINDOW': 12600, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 34, 'PARAMETER_3': 1.486701110864605, 'PARAMETER_4': 863}"
}
|
{
"final_pnl_ratio": "-0.14%",
"max_drawdown": "-0.16%"
}
|
{
"garch_params": "{'omega': 3.0251301530767343, 'alpha': [0.06849710823578983], 'beta': [0.8531787529770019], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0810075886465469, 'max_pnl_target': 0.24252809893316332, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.15276026580975607, 'max_pnl_target': 0.22170729251972546, 'max_calls_for_rule': 61}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1423.623096752941, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 61, 'MAX_CONCURRENT_UNITS': 181, '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': 185214.28941192958, 'LEVERAGE': 88, 'UNIT_BUDGET': 1018.3098421847053, 'INITIAL_MARGIN_PER_UNIT': 16.17753519037433, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185214.28941192958, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.17753519037433, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07358049054025262, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 211, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 116, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 39, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 246, 'NON_TRADEABLE_WINDOW': 14760, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 3, 'PARAMETER_2': 116, 'PARAMETER_3': 1.2949263902917534, 'PARAMETER_4': 708}"
}
|
{
"final_pnl_ratio": "-14.17%",
"max_drawdown": "-12.66%"
}
|
{
"garch_params": "{'omega': 0.7697362222774762, 'alpha': [0.07706867403269749], 'beta': [0.8599234185102348], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 41815.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.028854588771513513, 'max_pnl_target': 0.119288143510403, 'max_calls_for_rule': 358}, 'moderate_calls': {'min_pnl_target': 0.07532163597743566, 'max_pnl_target': 0.2848257195699083, 'max_calls_for_rule': 717}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 605.2832084875047, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 717, 'MAX_CONCURRENT_UNITS': 99, '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': 388906.0599876103, 'LEVERAGE': 111, 'UNIT_BUDGET': 3918.214521437663, 'INITIAL_MARGIN_PER_UNIT': 5.453001878265808, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 388906.0599876103, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.453001878265808, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43110285710873814, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 182, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 204, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 40, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 152, 'NON_TRADEABLE_WINDOW': 9120, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 29, 'PARAMETER_3': 1.4306399968178756, 'PARAMETER_4': 591}"
}
|
{
"final_pnl_ratio": "-0.37%",
"max_drawdown": "-0.49%"
}
|
{
"garch_params": "{'omega': 3.5216655363921556, 'alpha': [0.1349288831909651], 'beta': [0.7795703807841524], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13686935609116824, 'max_pnl_target': 0.19795872576485216, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.06264232701334407, 'max_pnl_target': 0.22951200183387635, 'max_calls_for_rule': 138}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1381.6131938169935, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, 'MAX_CONCURRENT_UNITS': 166, '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': 438969.4601499996, 'LEVERAGE': 73, 'UNIT_BUDGET': 2638.03973934652, 'INITIAL_MARGIN_PER_UNIT': 18.926208134479364, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 438969.4601499996, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.926208134479364, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4978994234581355, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 156, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 232, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 195, 'NON_TRADEABLE_WINDOW': 11700, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 49, 'PARAMETER_3': 1.8337792199655527, 'PARAMETER_4': 539}"
}
|
{
"final_pnl_ratio": "-4.23%",
"max_drawdown": "-4.16%"
}
|
{
"garch_params": "{'omega': 0.7558144640900222, 'alpha': [0.0622149105344132], 'beta': [0.9357850894655869], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 50819.81}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03576810264889438, 'max_pnl_target': 0.1874398650074801, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.17617059040333014, 'max_pnl_target': 0.24712773530405888, 'max_calls_for_rule': 209}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1295.1310662319456, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 209, 'MAX_CONCURRENT_UNITS': 165, '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': 442248.45816067746, 'LEVERAGE': 102, 'UNIT_BUDGET': 2666.9152401499327, 'INITIAL_MARGIN_PER_UNIT': 12.69736339443084, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 442248.45816067746, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.69736339443084, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08792433596951726, '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': 36, 'MFI_PERIOD': 187, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 239, 'NON_TRADEABLE_WINDOW': 14340, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 4, 'PARAMETER_2': 116, 'PARAMETER_3': 1.2747067103036434, 'PARAMETER_4': 179}"
}
|
{
"final_pnl_ratio": "-0.84%",
"max_drawdown": "-1.34%"
}
|
{
"garch_params": "{'omega': 0.14315912963938662, 'alpha': [0.06813634674938564], 'beta': [0.9298636532506144], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.70621938149335, 'historical_segment_start_price': 20666.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13067804569230265, 'max_pnl_target': 0.1656593802956852, 'max_calls_for_rule': 301}, 'moderate_calls': {'min_pnl_target': 0.06325082961205696, 'max_pnl_target': 0.22352433807154518, 'max_calls_for_rule': 602}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 96.8478453888152, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 602, 'MAX_CONCURRENT_UNITS': 444, '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': 896542.8646841065, 'LEVERAGE': 29, 'UNIT_BUDGET': 2016.0066423936373, 'INITIAL_MARGIN_PER_UNIT': 3.3395808754763863, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 896542.8646841065, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.3395808754763863, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4100250043078863, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 238, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 67, 'HOURLY_MA_LONG_PERIOD': 199, 'NON_TRADEABLE_WINDOW': 11940, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 53, 'PARAMETER_3': 1.6749221180420066, 'PARAMETER_4': 473}"
}
|
{
"final_pnl_ratio": "-0.68%",
"max_drawdown": "-0.48%"
}
|
{
"garch_params": "{'omega': 0.8542819140157102, 'alpha': [0.05884410691899298], 'beta': [0.939155893081007], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 40779.16}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11437010763172097, 'max_pnl_target': 0.21430139162485604, 'max_calls_for_rule': 155}, 'moderate_calls': {'min_pnl_target': 0.18867391545709114, 'max_pnl_target': 0.22653156808584138, 'max_calls_for_rule': 310}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1241.250939536104, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 310, 'MAX_CONCURRENT_UNITS': 134, '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': 558421.6789588562, 'LEVERAGE': 93, 'UNIT_BUDGET': 4153.14569173665, 'INITIAL_MARGIN_PER_UNIT': 13.34678429608714, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 558421.6789588562, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.34678429608714, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11789766763559233, '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': 24, 'MFI_PERIOD': 230, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 173, 'NON_TRADEABLE_WINDOW': 10380, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 16, 'PARAMETER_3': 1.9179707842667026, 'PARAMETER_4': 305}"
}
|
{
"final_pnl_ratio": "-3.76%",
"max_drawdown": "-3.76%"
}
|
{
"garch_params": "{'omega': 4.119508112760873, 'alpha': [0.13179021465405058], 'beta': [0.7916305977279059], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09009798350687329, 'max_pnl_target': 0.23039917654598446, 'max_calls_for_rule': 500}, 'moderate_calls': {'min_pnl_target': 0.19829164039475475, 'max_pnl_target': 0.29892026680198647, 'max_calls_for_rule': 1001}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 44.39586380517696, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1001, 'MAX_CONCURRENT_UNITS': 213, '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': 950506.0842584331, 'LEVERAGE': 10, 'UNIT_BUDGET': 4449.92935766178, 'INITIAL_MARGIN_PER_UNIT': 4.439586380517696, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 950506.0842584331, 'MARGIN_CALL_DEPOSIT_AMOUNT': 4.439586380517696, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43865533389878125, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 164, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 195, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 314, 'NON_TRADEABLE_WINDOW': 18840, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 9, 'PARAMETER_2': 160, 'PARAMETER_3': 1.954861004564187, 'PARAMETER_4': 1073}"
}
|
{
"final_pnl_ratio": "-0.00%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 23.568309213568206, 'alpha': [0.19203239280117507], 'beta': [0.7846352758970799], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 621.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1080067830526715, 'max_pnl_target': 0.15684035998776696, 'max_calls_for_rule': 1516}, 'moderate_calls': {'min_pnl_target': 0.18360175561690203, 'max_pnl_target': 0.2111356566151057, 'max_calls_for_rule': 3033}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 54.02424245718993, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 3033, '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': 916205.7827705948, 'LEVERAGE': 39, 'UNIT_BUDGET': 4203.622468815667, 'INITIAL_MARGIN_PER_UNIT': 1.385236986081793, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 916205.7827705948, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.385236986081793, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3901158815954629, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 138, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 159, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 68, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 71, 'HOURLY_MA_LONG_PERIOD': 275, 'NON_TRADEABLE_WINDOW': 16500, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 5, 'PARAMETER_2': 36, 'PARAMETER_3': 1.7661113636237051, 'PARAMETER_4': 310}"
}
|
{
"final_pnl_ratio": "0.06%",
"max_drawdown": "-0.03%"
}
|
{
"garch_params": "{'omega': 50.15902121672557, 'alpha': [0.20047558696512696], 'beta': [0.7564889957562176], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.01626199259153136, 'max_pnl_target': 0.20848653624973487, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.2073466846294578, 'max_pnl_target': 0.3069799320909551, 'max_calls_for_rule': 135}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 852.4419507771287, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 135, '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': 41534.44686010486, 'LEVERAGE': 61, 'UNIT_BUDGET': 1908.422523266528, 'INITIAL_MARGIN_PER_UNIT': 13.974458209461126, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 41534.44686010486, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.974458209461126, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3983236516783886, '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': 20, 'MFI_PERIOD': 170, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 70, 'HOURLY_MA_LONG_PERIOD': 272, 'NON_TRADEABLE_WINDOW': 16320, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 2, 'PARAMETER_2': 155, 'PARAMETER_3': 1.93956664537777, 'PARAMETER_4': 623}"
}
|
{
"final_pnl_ratio": "-3.19%",
"max_drawdown": "-4.92%"
}
|
{
"garch_params": "{'omega': 21.162426365813474, 'alpha': [0.14834120104500823], 'beta': [0.8250744257648557], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05582381855687698, 'max_pnl_target': 0.18879169033058799, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.16625784768959898, 'max_pnl_target': 0.2315970363592836, 'max_calls_for_rule': 159}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 2210.9497810338535, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, 'MAX_CONCURRENT_UNITS': 32, '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': 97186.90472657111, 'LEVERAGE': 117, 'UNIT_BUDGET': 3034.314494476459, 'INITIAL_MARGIN_PER_UNIT': 18.89700667550302, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97186.90472657111, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.89700667550302, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24430265786521477, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 139, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 179, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 226, 'NON_TRADEABLE_WINDOW': 13560, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 4, 'PARAMETER_2': 120, 'PARAMETER_3': 1.8113345387939324, 'PARAMETER_4': 949}"
}
|
{
"final_pnl_ratio": "-7.14%",
"max_drawdown": "-10.65%"
}
|
{
"garch_params": "{'omega': 1.8048451829275967, 'alpha': [0.08134622576993013], 'beta': [0.9166537742300699], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13411820879699263, 'max_pnl_target': 0.24066841929256585, 'max_calls_for_rule': 197}, 'moderate_calls': {'min_pnl_target': 0.058942459928365575, 'max_pnl_target': 0.2198918693173241, 'max_calls_for_rule': 394}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 706.266667851218, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 394, 'MAX_CONCURRENT_UNITS': 316, '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': 993769.8309001289, 'LEVERAGE': 89, 'UNIT_BUDGET': 3137.2142015660315, 'INITIAL_MARGIN_PER_UNIT': 7.935580537654135, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 993769.8309001289, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.935580537654135, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4810523955714411, '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': 26, 'MFI_PERIOD': 95, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 70, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 57, 'HOURLY_MA_LONG_PERIOD': 165, 'NON_TRADEABLE_WINDOW': 9900, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 7, 'PARAMETER_2': 21, 'PARAMETER_3': 2.080354511041775, 'PARAMETER_4': 292}"
}
|
{
"final_pnl_ratio": "0.70%",
"max_drawdown": "-2.78%"
}
|
{
"garch_params": "{'omega': 0.5712432742980785, 'alpha': [0.06196017157319169], 'beta': [0.9360398284268083], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08431464088105914, 'max_pnl_target': 0.24701581764039754, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.11754918081376506, 'max_pnl_target': 0.23821105193070327, 'max_calls_for_rule': 77}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1151.9088799088802, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, 'MAX_CONCURRENT_UNITS': 898, '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': 678313.9690060806, 'LEVERAGE': 119, 'UNIT_BUDGET': 755.2438592259276, 'INITIAL_MARGIN_PER_UNIT': 9.679906553856137, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 678313.9690060806, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.679906553856137, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06212814616473803, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 159, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 123, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 307, 'NON_TRADEABLE_WINDOW': 18420, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 163, 'PARAMETER_3': 1.7446400081432536, 'PARAMETER_4': 556}"
}
|
{
"final_pnl_ratio": "-4.70%",
"max_drawdown": "-5.41%"
}
|
{
"garch_params": "{'omega': 1.2088646560765743, 'alpha': [0.05386281054214715], 'beta': [0.886842178026284], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.2146212734832575, 'historical_segment_start_price': 37990.03}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1186528005400326, 'max_pnl_target': 0.16563674838250855, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.19904367685270138, 'max_pnl_target': 0.2562323616110738, 'max_calls_for_rule': 101}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 337.60044682737833, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, 'MAX_CONCURRENT_UNITS': 224, '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': 458916.7157906215, 'LEVERAGE': 17, 'UNIT_BUDGET': 2043.5214739616827, 'INITIAL_MARGIN_PER_UNIT': 19.858849813375198, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 458916.7157906215, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.858849813375198, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0698814060539785, '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': 28, 'MFI_PERIOD': 58, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 59, 'HOURLY_MA_LONG_PERIOD': 162, 'NON_TRADEABLE_WINDOW': 9720, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 3, 'PARAMETER_2': 121, 'PARAMETER_3': 2.1077991474030666, 'PARAMETER_4': 733}"
}
|
{
"final_pnl_ratio": "0.10%",
"max_drawdown": "-0.06%"
}
|
{
"garch_params": "{'omega': 2.7238339170930086, 'alpha': [0.11511204538330587], 'beta': [0.8828879546166941], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 898.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10851894730126843, 'max_pnl_target': 0.18792018450090017, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.05364344223615192, 'max_pnl_target': 0.2846143625894605, 'max_calls_for_rule': 158}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1003.2027266657453, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, 'MAX_CONCURRENT_UNITS': 676, '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': 941647.3674926452, 'LEVERAGE': 115, 'UNIT_BUDGET': 1392.7703207553425, 'INITIAL_MARGIN_PER_UNIT': 8.723501971006481, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 941647.3674926452, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.723501971006481, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3208443433607861, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 110, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 36, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 233, 'NON_TRADEABLE_WINDOW': 13980, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 9, 'PARAMETER_3': 1.7126192463731589, 'PARAMETER_4': 845}"
}
|
{
"final_pnl_ratio": "-2.66%",
"max_drawdown": "-2.95%"
}
|
{
"garch_params": "{'omega': 1.0317129812020016, 'alpha': [0.057023384493877026], 'beta': [0.9409766155061229], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 60138.05}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12978846275986716, 'max_pnl_target': 0.15820274042372448, 'max_calls_for_rule': 268}, 'moderate_calls': {'min_pnl_target': 0.2299469621741322, 'max_pnl_target': 0.2891819286539936, 'max_calls_for_rule': 537}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 119.06615438069123, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 537, 'MAX_CONCURRENT_UNITS': 397, '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': 687977.4964664035, 'LEVERAGE': 37, 'UNIT_BUDGET': 1731.9596252384617, 'INITIAL_MARGIN_PER_UNIT': 3.2180041724511144, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 687977.4964664035, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.2180041724511144, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43277136294795987, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 145, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 117, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 72, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 241, 'NON_TRADEABLE_WINDOW': 14460, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 10, 'PARAMETER_2': 132, 'PARAMETER_3': 1.633266756597207, 'PARAMETER_4': 808}"
}
|
{
"final_pnl_ratio": "0.27%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 0.9586949061900853, 'alpha': [0.1022967329515425], 'beta': [0.8136229519390927], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13230149838958544, 'max_pnl_target': 0.21149901213167682, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.10487792615541601, 'max_pnl_target': 0.2226364382904526, 'max_calls_for_rule': 178}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1854.1519923290625, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 178, 'MAX_CONCURRENT_UNITS': 211, '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': 705620.2358655202, 'LEVERAGE': 100, 'UNIT_BUDGET': 3332.465695637214, 'INITIAL_MARGIN_PER_UNIT': 18.541519923290625, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 705620.2358655202, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.541519923290625, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25476700429000565, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 213, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 136, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 172, 'NON_TRADEABLE_WINDOW': 10320, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 147, 'PARAMETER_3': 1.9355914594661283, 'PARAMETER_4': 712}"
}
|
{
"final_pnl_ratio": "1.91%",
"max_drawdown": "-0.31%"
}
|
{
"garch_params": "{'omega': 1.2002133706385103, 'alpha': [0.08201819407028435], 'beta': [0.9159818059297157], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.191532756992655, 'historical_segment_start_price': 8354.07}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11607522489231137, 'max_pnl_target': 0.21084935931840557, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.20767317917106, 'max_pnl_target': 0.23962688705942262, 'max_calls_for_rule': 169}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 993.9995530984961, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 169, 'MAX_CONCURRENT_UNITS': 523, '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': 923722.403503119, 'LEVERAGE': 96, 'UNIT_BUDGET': 1763.7735691591454, 'INITIAL_MARGIN_PER_UNIT': 10.354162011442668, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 923722.403503119, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.354162011442668, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1709583987381273, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 160, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 57, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 37, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 152, 'NON_TRADEABLE_WINDOW': 9120, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 135, 'PARAMETER_3': 1.6966032554291854, 'PARAMETER_4': 993}"
}
|
{
"final_pnl_ratio": "-5.04%",
"max_drawdown": "-5.04%"
}
|
{
"garch_params": "{'omega': 1.6277988264832066, 'alpha': [0.11239425739460751], 'beta': [0.8106270481470399], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06401194302622176, 'max_pnl_target': 0.1064081081314047, 'max_calls_for_rule': 165}, 'moderate_calls': {'min_pnl_target': 0.09571713811106303, 'max_pnl_target': 0.2906639941694475, 'max_calls_for_rule': 330}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 675.6310110762802, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 330, 'MAX_CONCURRENT_UNITS': 419, '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': 938643.8025379331, 'LEVERAGE': 100, 'UNIT_BUDGET': 2239.058138845892, 'INITIAL_MARGIN_PER_UNIT': 6.756310110762802, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 938643.8025379331, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.756310110762802, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18173347295893255, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 204, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 132, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 151, 'NON_TRADEABLE_WINDOW': 9060, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'PARAMETER_1': 8, 'PARAMETER_2': 70, 'PARAMETER_3': 2.1435501707007765, 'PARAMETER_4': 1066}"
}
|
{
"final_pnl_ratio": "2.25%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 3.6612423834623016, 'alpha': [0.1111825042031334], 'beta': [0.8868174957968666], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 457.42}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09713396993057262, 'max_pnl_target': 0.1613885866920002, 'max_calls_for_rule': 392}, 'moderate_calls': {'min_pnl_target': 0.1655328662550111, 'max_pnl_target': 0.23789083087167343, 'max_calls_for_rule': 784}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 100.50217255995923, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 784, 'MAX_CONCURRENT_UNITS': 129, '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': 603407.9580722447, 'LEVERAGE': 17, 'UNIT_BUDGET': 4646.203493701281, 'INITIAL_MARGIN_PER_UNIT': 5.911892503527014, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 603407.9580722447, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.911892503527014, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49684135600731194, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 39, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 36, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 68, 'HOURLY_MA_LONG_PERIOD': 287, 'NON_TRADEABLE_WINDOW': 17220, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 5, 'PARAMETER_2': 54, 'PARAMETER_3': 2.4062386270289657, 'PARAMETER_4': 534}"
}
|
{
"final_pnl_ratio": "0.40%",
"max_drawdown": "-0.15%"
}
|
{
"garch_params": "{'omega': 0.14394361705791872, 'alpha': [0.06604073928931468], 'beta': [0.9184887260268807], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.828781268506093, 'historical_segment_start_price': 20666.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.014202617750654536, 'max_pnl_target': 0.11553479421894075, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.17881709537173276, 'max_pnl_target': 0.29991186472505604, 'max_calls_for_rule': 52}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 567.3092662408906, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 1157, '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': 731123.4400307233, 'LEVERAGE': 48, 'UNIT_BUDGET': 631.4618510106357, 'INITIAL_MARGIN_PER_UNIT': 11.81894304668522, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 731123.4400307233, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.81894304668522, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.187110125278449, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 101, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 209, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 58, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 205, 'NON_TRADEABLE_WINDOW': 12300, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 4, 'PARAMETER_2': 57, 'PARAMETER_3': 2.442656430412283, 'PARAMETER_4': 599}"
}
|
{
"final_pnl_ratio": "4.52%",
"max_drawdown": "-0.61%"
}
|
{
"garch_params": "{'omega': 0.9905466896801245, 'alpha': [0.15673379987902814], 'beta': [0.8248504182045632], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08245258211574899, 'max_pnl_target': 0.1744856343675578, 'max_calls_for_rule': 368}, 'moderate_calls': {'min_pnl_target': 0.14946708368865338, 'max_pnl_target': 0.2194105244561288, 'max_calls_for_rule': 737}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 54.562792931427325, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 737, 'MAX_CONCURRENT_UNITS': 46, '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': 43210.91221993631, 'LEVERAGE': 43, 'UNIT_BUDGET': 936.7868390197449, 'INITIAL_MARGIN_PER_UNIT': 1.2689021611959843, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 43210.91221993631, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.2689021611959843, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46475803806555227, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 201, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 174, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 55, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 277, 'NON_TRADEABLE_WINDOW': 16620, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 167, 'PARAMETER_3': 1.9268082865271432, 'PARAMETER_4': 379}"
}
|
{
"final_pnl_ratio": "-0.14%",
"max_drawdown": "-0.13%"
}
|
{
"garch_params": "{'omega': 0.26220680440546046, 'alpha': [0.15269296419856382], 'beta': [0.7748022420880418], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03414094057758307, 'max_pnl_target': 0.22656301534501297, 'max_calls_for_rule': 367}, 'moderate_calls': {'min_pnl_target': 0.06110715347299354, 'max_pnl_target': 0.2640103847695079, 'max_calls_for_rule': 735}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 108.27532031792202, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 735, 'MAX_CONCURRENT_UNITS': 6, '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': 15747.30590551499, 'LEVERAGE': 32, 'UNIT_BUDGET': 2493.1469266107533, 'INITIAL_MARGIN_PER_UNIT': 3.3836037599350632, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 15747.30590551499, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.3836037599350632, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4763072633951553, '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': 21, 'MFI_PERIOD': 114, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 34, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 290, 'NON_TRADEABLE_WINDOW': 17400, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 7, 'PARAMETER_2': 7, 'PARAMETER_3': 1.2558779973151468, 'PARAMETER_4': 208}"
}
|
{
"final_pnl_ratio": "-0.13%",
"max_drawdown": "-0.04%"
}
|
{
"garch_params": "{'omega': 3.795257903462948, 'alpha': [0.10334957622034323], 'beta': [0.8946504237796569], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06342005129546788, 'max_pnl_target': 0.12937482154379878, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.13839586978413562, 'max_pnl_target': 0.2684040256050658, 'max_calls_for_rule': 250}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 112.29533190424075, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 250, 'MAX_CONCURRENT_UNITS': 171, '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': 604119.623038551, 'LEVERAGE': 8, 'UNIT_BUDGET': 3529.8980076611506, 'INITIAL_MARGIN_PER_UNIT': 14.036916488030094, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 604119.623038551, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.036916488030094, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.053612222026233385, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 119, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 215, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 57, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 63, 'HOURLY_MA_LONG_PERIOD': 311, 'NON_TRADEABLE_WINDOW': 18660, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 69, 'PARAMETER_3': 2.355941427391649, 'PARAMETER_4': 237}"
}
|
{
"final_pnl_ratio": "0.48%",
"max_drawdown": "-0.24%"
}
|
{
"garch_params": "{'omega': 4.467293388939517, 'alpha': [0.13218365303105717], 'beta': [0.8649523204332491], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03984335283734721, 'max_pnl_target': 0.1448025912737524, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.10970548947120508, 'max_pnl_target': 0.22010843176576655, 'max_calls_for_rule': 202}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 216.61908175193736, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 202, 'MAX_CONCURRENT_UNITS': 158, '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': 188946.56519418, 'LEVERAGE': 37, 'UNIT_BUDGET': 1193.5435461210463, 'INITIAL_MARGIN_PER_UNIT': 5.854569777079388, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188946.56519418, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.854569777079388, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.389223297720533, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 99, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 162, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 68, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 279, 'NON_TRADEABLE_WINDOW': 16740, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 4, 'PARAMETER_2': 138, 'PARAMETER_3': 1.2834317345665558, 'PARAMETER_4': 185}"
}
|
{
"final_pnl_ratio": "-1.55%",
"max_drawdown": "-2.29%"
}
|
{
"garch_params": "{'omega': 9.8883383754208, 'alpha': [0.13351609876068343], 'beta': [0.8644839012393166], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06280423548450502, 'max_pnl_target': 0.17017506155896195, 'max_calls_for_rule': 561}, 'moderate_calls': {'min_pnl_target': 0.1373557962532659, 'max_pnl_target': 0.2696014278888173, 'max_calls_for_rule': 1123}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 135.62972997471428, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1123, 'MAX_CONCURRENT_UNITS': 608, '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': 892620.1117540988, 'LEVERAGE': 104, 'UNIT_BUDGET': 1466.0212389685355, 'INITIAL_MARGIN_PER_UNIT': 1.3041320189876373, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 892620.1117540988, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.3041320189876373, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14061095194896572, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 39, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 46, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 168, 'NON_TRADEABLE_WINDOW': 10080, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 90, 'PARAMETER_3': 1.9090690764807177, 'PARAMETER_4': 580}"
}
|
{
"final_pnl_ratio": "0.01%",
"max_drawdown": "-0.01%"
}
|
{
"garch_params": "{'omega': 11.206452938657474, 'alpha': [0.13977810229603094], 'beta': [0.8582218977039691], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06724725269718124, 'max_pnl_target': 0.17509580805978373, 'max_calls_for_rule': 4}, 'moderate_calls': {'min_pnl_target': 0.07995292466323577, 'max_pnl_target': 0.2675217714831808, 'max_calls_for_rule': 8}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 1995.3619613026542, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 8, 'MAX_CONCURRENT_UNITS': 3281, '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': 635479.5885750154, 'LEVERAGE': 103, 'UNIT_BUDGET': 193.66005577795045, 'INITIAL_MARGIN_PER_UNIT': 19.37244622623936, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 635479.5885750154, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.37244622623936, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4519180554952859, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 196, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 202, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 49, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 179, 'NON_TRADEABLE_WINDOW': 10740, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 63, 'PARAMETER_3': 1.5926665161244284, 'PARAMETER_4': 336}"
}
|
{
"final_pnl_ratio": "-2.53%",
"max_drawdown": "-2.53%"
}
|
{
"garch_params": "{'omega': 2.7586536900416188, 'alpha': [0.13487546021342084], 'beta': [0.8631245397865792], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.02318023480749041, 'max_pnl_target': 0.24133244249171001, 'max_calls_for_rule': 556}, 'moderate_calls': {'min_pnl_target': 0.24641558413652495, 'max_pnl_target': 0.30838453232192, 'max_calls_for_rule': 1113}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 385.90795857302453, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1113, 'MAX_CONCURRENT_UNITS': 27, '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': 111993.75621624292, 'LEVERAGE': 105, 'UNIT_BUDGET': 4095.537482317349, 'INITIAL_MARGIN_PER_UNIT': 3.6753138911716623, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111993.75621624292, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.6753138911716623, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2223114903483056, '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': 29, 'MFI_PERIOD': 110, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 37, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 267, 'NON_TRADEABLE_WINDOW': 16020, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 10, 'PARAMETER_2': 160, 'PARAMETER_3': 2.233737950032305, 'PARAMETER_4': 264}"
}
|
{
"final_pnl_ratio": "-0.47%",
"max_drawdown": "-0.57%"
}
|
{
"garch_params": "{'omega': 4.832253634291001, 'alpha': [0.13088448660628815], 'beta': [0.8671155133937118], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8416.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12330974456519536, 'max_pnl_target': 0.1467880558636147, 'max_calls_for_rule': 241}, 'moderate_calls': {'min_pnl_target': 0.07372904370603697, 'max_pnl_target': 0.23925967356518277, 'max_calls_for_rule': 483}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 795.00225436037, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 483, 'MAX_CONCURRENT_UNITS': 13, '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': 62751.59266802822, 'LEVERAGE': 85, 'UNIT_BUDGET': 4529.786107460522, 'INITIAL_MARGIN_PER_UNIT': 9.352967698357293, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62751.59266802822, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.352967698357293, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34153813494700946, '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': 34, 'MFI_PERIOD': 78, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 69, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 181, 'NON_TRADEABLE_WINDOW': 10860, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'PARAMETER_1': 8, 'PARAMETER_2': 105, 'PARAMETER_3': 2.476981544334217, 'PARAMETER_4': 437}"
}
|
{
"final_pnl_ratio": "-0.70%",
"max_drawdown": "-2.06%"
}
|
{
"garch_params": "{'omega': 0.22405222520123028, 'alpha': [0.15166526028710894], 'beta': [0.8466481244055214], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.08559085977352546, 'max_pnl_target': 0.13456082324569016, 'max_calls_for_rule': 329}, 'moderate_calls': {'min_pnl_target': 0.24168298608982094, 'max_pnl_target': 0.29700404136564307, 'max_calls_for_rule': 658}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 114.26102675165248, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 658, 'MAX_CONCURRENT_UNITS': 94, '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': 444344.5424279449, 'LEVERAGE': 16, 'UNIT_BUDGET': 4711.98672814647, 'INITIAL_MARGIN_PER_UNIT': 7.14131417197828, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 444344.5424279449, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.14131417197828, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3837330043856786, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 210, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 64, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 66, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 330, 'NON_TRADEABLE_WINDOW': 19800, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 5, 'PARAMETER_2': 83, 'PARAMETER_3': 1.3219636797844136, 'PARAMETER_4': 737}"
}
|
{
"final_pnl_ratio": "-0.17%",
"max_drawdown": "-0.11%"
}
|
{
"garch_params": "{'omega': 0.24793114003379166, 'alpha': [0.13018749318572312], 'beta': [0.7729094040327126], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07060408139533027, 'max_pnl_target': 0.10468120981530245, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.20474133841170258, 'max_pnl_target': 0.26534574482275924, 'max_calls_for_rule': 150}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 125.84189874016492, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 776, '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': 777818.0194823614, 'LEVERAGE': 19, 'UNIT_BUDGET': 1001.44509807043, 'INITIAL_MARGIN_PER_UNIT': 6.6232578284297325, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 777818.0194823614, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.6232578284297325, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10297943307926201, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 67, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 185, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 30, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 51, 'HOURLY_MA_LONG_PERIOD': 251, 'NON_TRADEABLE_WINDOW': 15060, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 10, 'PARAMETER_2': 146, 'PARAMETER_3': 1.469412752991036, 'PARAMETER_4': 422}"
}
|
{
"final_pnl_ratio": "0.02%",
"max_drawdown": "-0.02%"
}
|
{
"garch_params": "{'omega': 33.28655097100051, 'alpha': [0.1857062100975569], 'beta': [0.7297721545292162], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07610318818118708, 'max_pnl_target': 0.14878785969232708, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.061768038547840236, 'max_pnl_target': 0.22635804562531608, 'max_calls_for_rule': 377}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 39.79287937958251, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 377, 'MAX_CONCURRENT_UNITS': 60, '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': 151209.9315130079, 'LEVERAGE': 6, 'UNIT_BUDGET': 2510.0237641051745, 'INITIAL_MARGIN_PER_UNIT': 6.632146563263752, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151209.9315130079, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.632146563263752, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22245285251379326, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 211, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 112, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 60, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 60, 'HOURLY_MA_LONG_PERIOD': 202, 'NON_TRADEABLE_WINDOW': 12120, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 6, 'PARAMETER_2': 166, 'PARAMETER_3': 2.1795675225421483, 'PARAMETER_4': 1050}"
}
|
{
"final_pnl_ratio": "0.12%",
"max_drawdown": "-0.00%"
}
|
{
"garch_params": "{'omega': 2.0939184305840945, 'alpha': [0.126396418712297], 'beta': [0.8623188310680459], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11365.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.044795109473694, 'max_pnl_target': 0.22807261589945632, 'max_calls_for_rule': 183}, 'moderate_calls': {'min_pnl_target': 0.16002245778489374, 'max_pnl_target': 0.2726125867312449, 'max_calls_for_rule': 367}}",
"strategy_params": "{'POSITION_SIZE_PER_UNIT': 201.28065052357186, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 367, 'MAX_CONCURRENT_UNITS': 196, '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': 766410.497918404, 'LEVERAGE': 19, 'UNIT_BUDGET': 3904.370504895996, 'INITIAL_MARGIN_PER_UNIT': 10.593718448609046, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 766410.497918404, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.593718448609046, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1347642469584609, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 168, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 170, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 39, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 210, 'NON_TRADEABLE_WINDOW': 12600, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 10, 'PARAMETER_2': 37, 'PARAMETER_3': 1.2348221551480971, 'PARAMETER_4': 827}"
}
|
{
"final_pnl_ratio": "0.15%",
"max_drawdown": "-0.14%"
}
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.