"session_name": "unnamed_session",       # arbitrary name.
"exchange": "binance",
"symbol": "XMRUSDT",
"n_days": 41,                            # n days to backtest

"random_starting_candidate": false,      # if false, will use settings given as starting candidate
"starting_k": 0,                         # k is incremented by 1 per iteration until k == n_jackrabbit_iterations
"n_jackrabbit_iterations": 200,          # see below for more info on jackrabbit

"min_notional": 1.0,                     # used with binance: entry qty must be greater than min_notional / price

"break_on": [
    ["OFF: break on first soft stop",
     "lambda trade, tick: trade['type'] == 'stop_loss'"],
    ["ON: neg pnl sum",
     "lambda trade, tick: trade['pnl_sum'] < 0.0 and trade['progress'] > 0.4"],
    ["ON: liq diff too small",
     "lambda trade, tick: trade['liq_diff'] < 0.02"],
    ["ON: time between consec trades",
     "lambda trade, tick: tick['timestamp'] - trade['timestamp'] > 1000 * 60 * 60 * 24"],
    ["ON: pos price last price diff",
     "lambda trade, tick: calc_diff(trade['price'], tick['price']) > 1.05"]
],
                                         # conditions to break backtest prematurely ["name", if true: break.  trade is last trade, tick is last price tick]
                                         # if startswith "OFF", will ignore condition

"inverse": false,                        # inverse is true for bybit, false for binance
"maker_fee": 0.00018,                    # 0.00018 for binance (with bnb discount), -0.00025 for bybit
"balance": 10.0,                         # backtest starting balance
"min_qty": 0.001,                        # minimum allowed contract qty
"price_step": 0.01,
"qty_step": 0.001,
"taker_fee": 0.00036,                    # 0.00036 for binance (with bnb discount), 0.00075 for bybit

"default_qty": 1.0,                   # entry quantity.
                                      # scalable entry quantity mode:
                                      # if "default_qty" is set to a negative value,
                                      # it becomes a percentage of balance (which is actual account balance if settings["balance"] is set to -1).
                                      # the bot will calculate entry qty using the following formula:
                                      # default_qty = max(minimum_qty, round_dn(balance_in_terms_of_contracts * abs(settings["default_qty"]), qty_step))
                                      # bybit BTCUSD example:
                                      # if "default_qty"  is set to -0.06, last price is 37000 and wallet balance is 0.001 btc,
                                      # default_qty = 0.001 * 37000 * 0.06 == 2.22.  rounded down is 2.0 usd.
                                      # binance ETHUSDT example:
                                      # if "default_qty" is set to -0.07, last price is 1100 and wallet balance is 60 usdt,
                                      # default_qty = 60 / 1100 * 0.07 == 0.003818.  rounded down is 0.003 eth.

"ddown_factor": 0.02,                 # next reentry_qty is max(default_qty, abs(pos_size) * ddown_factor).
                                      # if set to 1.0, each reentry qty will be equal to 1x pos size, i.e. doubling pos size after every reentry.
                                      # if set to 0.0, each reentry qty will be equal to default_qty.
                                      
"indicator_settings": {
    "tick_ema": {"span": 10000},
    "do_long": true,                  # if true, will allow long positions
    "do_shrt": true                   # if true, will allow short posisions
},
                                      # indicators may be used to determine long or short initial entry.  they are updated on each websocket trade tick.
                                      # tick ema is not based on ohlcvs, but calculated based on sequence of raw trades.
                                      # when no pos, bid = min(tick_ema, highest_bid), ask = max(tick_ema, lowest_ask)
                                      # more indicators may be added in future.
                                      
"grid_coefficient": 245.0,            # next entry price is pos_price * (1 +- grid_spacing * (1 + (pos_margin / balance) * grid_coefficient)).
"grid_spacing": 0.0026,               # 
                                      
"liq_diff_threshold": 0.02,           # if difference between liquidation price and last price is less than 2%, reduce position by 2% at a loss,
"stop_loss_pos_reduction": 0.02,      # reduce position by 2% at a loss.

"leverage": 100,                      # leverage (irrelevant in bybit because cross mode in is always max leverage).
"min_markup": 0.0002,                 # when there's a position, bot makes a grid of n_close_orders whose prices are
"max_markup": 0.0159,                 # evenly distributed between min and max markup, and whose qtys are pos_size // n_close_orders.

"market_stop_loss": false,            # if true will soft stop with market orders, if false soft stops with limit orders at order book's higest_bid/lowest_ask

"balance": 0.001,                     # balance bot sees.  used to limit pos size and to modify grid spacing.
                                      # scalable balance mode:
                                      # if settings["balance"] < 0.0, will use exchange_fetched_balance * min(1.0, abs(settings["balance"])) as balance.
                                      # e.g. if settings["balance"] = -1.0, will use 100% of balance.
                                      # if settings["balance"] = -0.35, will us 35% of balance.
                                      # if using static balance, binance balance is quoted in usdt, bybit inverse balance is quoted in coin.
                                      
"n_close_orders": 20,                 # max n close orders.
"n_entry_orders": 8,                  # max n entry orders.
"symbol": "BTCUSD"                    # only one symbol at a time.