input dict | output dict |
|---|---|
{
"garch_params": "{'omega': 0.2373416289374244, 'alpha': [0.1406928068806472], 'beta': [0.8529163826890879], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07158151413206512, 'max_pnl_target': 0.1940524967... | {
"final_pnl_ratio": "-1.00%",
"max_drawdown": "-0.06%"
} |
{
"garch_params": "{'omega': 0.36986540296671017, 'alpha': [0.06322895996154179], 'beta': [0.9347710400384581], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06176873744225853, 'max_pnl_target... | {
"final_pnl_ratio": "-6.76%",
"max_drawdown": "-6.61%"
} |
{
"garch_params": "{'omega': 1.8649697967266723, 'alpha': [0.10805126968809925], 'beta': [0.8312782082779827], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.02535871689848237, 'max_pnl_target... | {
"final_pnl_ratio": "-1.68%",
"max_drawdown": "-1.57%"
} |
{
"garch_params": "{'omega': 2.1340505827885434, 'alpha': [0.11609487904429798], 'beta': [0.881905120955702], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11365.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.035624898635690724, 'max_pnl_target'... | {
"final_pnl_ratio": "-0.09%",
"max_drawdown": "-0.39%"
} |
{
"garch_params": "{'omega': 32.565289875133224, 'alpha': [0.19272144689242296], 'beta': [0.7205143371119057], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14356539253373346, 'max_pnl_target': 0.2151466986... | {
"final_pnl_ratio": "-1.21%",
"max_drawdown": "-1.01%"
} |
{
"garch_params": "{'omega': 1.0629185436915458, 'alpha': [0.06712144301614914], 'beta': [0.9308785569838509], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07643418043055505, 'max_pnl_target'... | {
"final_pnl_ratio": "-1.86%",
"max_drawdown": "-1.86%"
} |
{
"garch_params": "{'omega': 21.723515433617138, 'alpha': [0.15314411519718732], 'beta': [0.8424056482419316], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13272948122132258, 'max_pnl_target': 0.2384766714... | {
"final_pnl_ratio": "-1.03%",
"max_drawdown": "-0.96%"
} |
{
"garch_params": "{'omega': 0.4107208831860901, 'alpha': [0.06738785522936847], 'beta': [0.8945211877505284], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04618730295048229, 'max_pnl_target'... | {
"final_pnl_ratio": "0.21%",
"max_drawdown": "-0.04%"
} |
{
"garch_params": "{'omega': 0.43876611265307836, 'alpha': [0.06138021286404693], 'beta': [0.9329260594084262], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.077811509355963, 'historical_segment_start_price': 11424.48}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11240172602474273, 'max_pn... | {
"final_pnl_ratio": "9.66%",
"max_drawdown": "-0.27%"
} |
{
"garch_params": "{'omega': 1.6356658463822704, 'alpha': [0.11998164759038882], 'beta': [0.8780183524096111], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.027381730540924312, 'max_pnl_targe... | {
"final_pnl_ratio": "-3.82%",
"max_drawdown": "-5.92%"
} |
{
"garch_params": "{'omega': 10.564337446039751, 'alpha': [0.1467201632230056], 'beta': [0.8512798367769943], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1296915503511097, 'max_pnl_target': 0.1486003987613... | {
"final_pnl_ratio": "-1.12%",
"max_drawdown": "-1.27%"
} |
{
"garch_params": "{'omega': 0.9564000077561219, 'alpha': [0.054168494263200556], 'beta': [0.9438315057367993], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 60138.05}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14494499081499573, 'max_pnl_targe... | {
"final_pnl_ratio": "1.64%",
"max_drawdown": "-2.13%"
} |
{
"garch_params": "{'omega': 1.1536711853387156, 'alpha': [0.07304330041569859], 'beta': [0.9249566995843014], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10558622609090204, 'max_pnl_target'... | {
"final_pnl_ratio": "0.60%",
"max_drawdown": "-0.96%"
} |
{
"garch_params": "{'omega': 1.111000528112831, 'alpha': [0.08713048911454267], 'beta': [0.8640627316701363], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.939743899068569, 'historical_segment_start_price': 8354.07}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04980046386092942, 'max_pnl_t... | {
"final_pnl_ratio": "-1.26%",
"max_drawdown": "-1.11%"
} |
{
"garch_params": "{'omega': 11.598292491978297, 'alpha': [0.1411800273743228], 'beta': [0.7792753439320657], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05535494374542538, 'max_pnl_target': 0.109141786051... | {
"final_pnl_ratio": "1.80%",
"max_drawdown": "-0.08%"
} |
{
"garch_params": "{'omega': 0.22945425523367047, 'alpha': [0.15792298920329567], 'beta': [0.8217048765053139], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.028738686441047552, 'max_pnl_target': 0.1588362... | {
"final_pnl_ratio": "0.09%",
"max_drawdown": "-0.00%"
} |
{
"garch_params": "{'omega': 1.0862733818268402, 'alpha': [0.1493958453199257], 'beta': [0.8486041546800743], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07518420977805813, 'max_pnl_target': 0.1084563474... | {
"final_pnl_ratio": "2.72%",
"max_drawdown": "-0.77%"
} |
{
"garch_params": "{'omega': 1.6717331471926888, 'alpha': [0.10329616394665742], 'beta': [0.8810381415421414], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10860144566310688, 'max_pnl_target... | {
"final_pnl_ratio": "-8.84%",
"max_drawdown": "-8.66%"
} |
{
"garch_params": "{'omega': 1.9662407845372112, 'alpha': [0.0922601935745169], 'beta': [0.8072229426914178], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1244633213435213, 'max_pnl_target': ... | {
"final_pnl_ratio": "0.28%",
"max_drawdown": "-0.13%"
} |
{
"garch_params": "{'omega': 2.3102887971956743, 'alpha': [0.15332338747514002], 'beta': [0.8013552368690557], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14140296577464923, 'max_pnl_target'... | {
"final_pnl_ratio": "-0.58%",
"max_drawdown": "-1.05%"
} |
{
"garch_params": "{'omega': 31.45223374642338, 'alpha': [0.20985672575645156], 'beta': [0.7083982832359881], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05209748806442298, 'max_pnl_target': 0.17143462868... | {
"final_pnl_ratio": "-3.26%",
"max_drawdown": "-6.72%"
} |
{
"garch_params": "{'omega': 0.6375238354881321, 'alpha': [0.06865443769237654], 'beta': [0.9293455623076233], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10409565219748672, 'max_pnl_target... | {
"final_pnl_ratio": "-5.45%",
"max_drawdown": "-5.49%"
} |
{
"garch_params": "{'omega': 3.9624493500562776, 'alpha': [0.1358054102707043], 'beta': [0.8137625602809903], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.047037712251284954, 'max_pnl_target': 0.13262512884... | {
"final_pnl_ratio": "-1.24%",
"max_drawdown": "-1.24%"
} |
{
"garch_params": "{'omega': 2.703468255721406, 'alpha': [0.10132209384249885], 'beta': [0.8966779061575011], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.0294890479869011, 'max_pnl_target': 0.12905705381... | {
"final_pnl_ratio": "-0.56%",
"max_drawdown": "-0.20%"
} |
{
"garch_params": "{'omega': 2.2853998151489154, 'alpha': [0.13095268196362206], 'beta': [0.8670473180363779], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13047211697609212, 'max_pnl_target'... | {
"final_pnl_ratio": "7.05%",
"max_drawdown": "-1.47%"
} |
{
"garch_params": "{'omega': 3.41991604612229, 'alpha': [0.07209428063462292], 'beta': [0.8738940394001085], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04823579407837399, 'max_pnl_target': 0.12342664421... | {
"final_pnl_ratio": "-135.74%",
"max_drawdown": "-135.74%"
} |
{
"garch_params": "{'omega': 3.571179966725735, 'alpha': [0.06629447727027811], 'beta': [0.931705522729722], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1389193284316599, 'max_pnl_target': 0.184160686890... | {
"final_pnl_ratio": "-1.30%",
"max_drawdown": "-1.04%"
} |
{
"garch_params": "{'omega': 30.42370926895411, 'alpha': [0.16056748101044357], 'beta': [0.8154096052372846], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.12142786625028508, 'max_pnl_target': 0.17609855814... | {
"final_pnl_ratio": "0.22%",
"max_drawdown": "-4.17%"
} |
{
"garch_params": "{'omega': 10.154908392809729, 'alpha': [0.15255278137094433], 'beta': [0.8454472186290557], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.11437948054087421, 'max_pnl_target': 0.16873326333... | {
"final_pnl_ratio": "-0.63%",
"max_drawdown": "-0.66%"
} |
{
"garch_params": "{'omega': 30.841013348442818, 'alpha': [0.18624738128983584], 'beta': [0.7490364068900257], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.01221192997420421, 'max_pnl_target': 0.1688313491... | {
"final_pnl_ratio": "-2.65%",
"max_drawdown": "-7.31%"
} |
{
"garch_params": "{'omega': 0.6077643024960183, 'alpha': [0.06750521196032912], 'beta': [0.8500917921324355], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04333323705846898, 'max_pnl_target'... | {
"final_pnl_ratio": "-0.26%",
"max_drawdown": "-0.07%"
} |
{
"garch_params": "{'omega': 0.15157913971459547, 'alpha': [0.06417684414351], 'beta': [0.93382315585649], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.5026462316303855, 'historical_segment_start_price': 20666.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.024403445975273247, 'max_pnl_ta... | {
"final_pnl_ratio": "0.23%",
"max_drawdown": "-0.60%"
} |
{
"garch_params": "{'omega': 3.8246043573065123, 'alpha': [0.11021743270583301], 'beta': [0.8877825672941669], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 274.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10521699242756567, 'max_pnl_target': 0.1077182633... | {
"final_pnl_ratio": "-0.61%",
"max_drawdown": "-0.61%"
} |
{
"garch_params": "{'omega': 10.715002474531593, 'alpha': [0.1638943021909124], 'beta': [0.8073410511058307], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10788146425142728, 'max_pnl_target': 0.138796403623... | {
"final_pnl_ratio": "-4.27%",
"max_drawdown": "-5.74%"
} |
{
"garch_params": "{'omega': 0.5623068326235878, 'alpha': [0.06909555880242826], 'beta': [0.8738708421178097], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07920612018289516, 'max_pnl_target'... | {
"final_pnl_ratio": "-0.44%",
"max_drawdown": "-0.53%"
} |
{
"garch_params": "{'omega': 1.6810153664439735, 'alpha': [0.09364518279560266], 'beta': [0.9043548172043973], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.13212680613939123, 'max_pnl_target... | {
"final_pnl_ratio": "0.35%",
"max_drawdown": "-0.00%"
} |
{
"garch_params": "{'omega': 1.652849042616653, 'alpha': [0.1035352574630349], 'beta': [0.8385301463092572], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06209264653511555, 'max_pnl_target':... | {
"final_pnl_ratio": "-0.25%",
"max_drawdown": "-6.37%"
} |
{
"garch_params": "{'omega': 2.031881035405144, 'alpha': [0.07944881998703451], 'beta': [0.9185511800129655], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.04972268988461241, 'max_pnl_target':... | {
"final_pnl_ratio": "-0.43%",
"max_drawdown": "-1.29%"
} |
{
"garch_params": "{'omega': 1.235593807069463, 'alpha': [0.09674961031760243], 'beta': [0.8661553033266421], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.472553474883371, 'historical_segment_start_price': 8354.07}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.029654036784170855, 'max_pnl_... | {
"final_pnl_ratio": "3.36%",
"max_drawdown": "-5.57%"
} |
{
"garch_params": "{'omega': 32.259767725491145, 'alpha': [0.1512967150048258], 'beta': [0.753592299835397], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.049721633288633126, 'max_pnl_target': 0.18341941939... | {
"final_pnl_ratio": "-0.84%",
"max_drawdown": "-0.99%"
} |
{
"garch_params": "{'omega': 4.433646779943207, 'alpha': [0.1388818769300233], 'beta': [0.7860035244309969], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09485073450144789, 'max_pnl_target': 0.163269868312... | {
"final_pnl_ratio": "-0.26%",
"max_drawdown": "-0.22%"
} |
{
"garch_params": "{'omega': 0.7684154453345601, 'alpha': [0.07135716726327893], 'beta': [0.9266428327367211], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 41815.08}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.1507872163899086, 'max_pnl_target'... | {
"final_pnl_ratio": "-0.15%",
"max_drawdown": "-0.25%"
} |
{
"garch_params": "{'omega': 0.22783674106545423, 'alpha': [0.14024632341861967], 'beta': [0.8577536765813805], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.022785529577373922, 'max_pnl_target': 0.1332104... | {
"final_pnl_ratio": "-1.13%",
"max_drawdown": "-1.13%"
} |
{
"garch_params": "{'omega': 28.493169149286594, 'alpha': [0.19115602648286154], 'beta': [0.8068439735171384], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.06480708065256839, 'max_pnl_target': 0.2331430049... | {
"final_pnl_ratio": "1.70%",
"max_drawdown": "-1.25%"
} |
{
"garch_params": "{'omega': 3.78005890313435, 'alpha': [0.11474507714829472], 'beta': [0.8409835521534835], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 457.42}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.07123127366749271, 'max_pnl_target': 0.145631836632... | {
"final_pnl_ratio": "0.17%",
"max_drawdown": "-0.02%"
} |
{
"garch_params": "{'omega': 1.4386974986894838, 'alpha': [0.11177099266240294], 'beta': [0.8809843827206383], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05706778746154584, 'max_pnl_target... | {
"final_pnl_ratio": "-2.32%",
"max_drawdown": "-2.32%"
} |
{
"garch_params": "{'omega': 1.1007460912424154, 'alpha': [0.09992371096335818], 'beta': [0.8980762890366418], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.020031310622833996, 'max_pnl_target': 0.1883617... | {
"final_pnl_ratio": "-5.80%",
"max_drawdown": "-5.80%"
} |
{
"garch_params": "{'omega': 7.054671690816937, 'alpha': [0.13174640039254903], 'beta': [0.866253599607451], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 261.64}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.05159892741246395, 'max_pnl_target': 0.164911623466... | {
"final_pnl_ratio": "-14.58%",
"max_drawdown": "-14.91%"
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"garch_params": "{'omega': 0.05122525849110793, 'alpha': [0.048373696480480434], 'beta': [0.9496263035195196], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.52865028219198, 'historical_segment_start_price': 102139.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.09355394816870322, 'max_pn... | {
"final_pnl_ratio": "-2.08%",
"max_drawdown": "-1.07%"
} |
{
"garch_params": "{'omega': 52.70282186769546, 'alpha': [0.1265240848691616], 'beta': [0.8571951355999285], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.0}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.14656472905371032, 'max_pnl_target': 0.220629698330460... | {
"final_pnl_ratio": "-3.73%",
"max_drawdown": "-3.66%"
} |
{
"garch_params": "{'omega': 3.9943107537758165, 'alpha': [0.09713183757039372], 'beta': [0.9008681624296063], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.10424454096459217, 'max_pnl_target': 0.17735448302... | {
"final_pnl_ratio": "-0.58%",
"max_drawdown": "-0.58%"
} |
{
"garch_params": "{'omega': 3.9071191421428346, 'alpha': [0.11769078857233527], 'beta': [0.8803092114276647], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2}",
"strategy_exit_rules": "{'small_calls': {'min_pnl_target': 0.03393822695002527, 'max_pnl_target': 0.24799796253... | {
"final_pnl_ratio": "-1.34%",
"max_drawdown": "-1.73%"
} |
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