strategy_class: strategies.pairs_ratio_z_dyn.PairsRatioZDyn
cache_db: combined_cache_1440.db
limit_bars: 1440
strategy_params:
  btc_symbol: BTC-USDT
  z_window: 30
  z_entry: 2.0
  z_exit: 0.5
  min_atr_ratio: 0.028
  max_atr_ratio: 0.1
  top_n: 3
  sl_atr_mult: 1.0
  tp_atr_mult: 2.0
  max_hold_hours: 96
  max_mae_atr_mult: 1.5
  base_notional: 20.0
  atr_target: 0.03
  size_min_scale: 0.8
  size_max_scale: 1.3
portfolio:
  initial_equity: 200.0
  position_notional: 20.0
  max_notional_frac: 0.5
  fee_rate: 0.001
  funding_rate_hour: 2.0e-05
  slippage_per_side: 0.0003
  tick_pct: 0.0001
session:
  open_hour_kyiv: 2
  kyiv_offset_hours: 3
visualize:
  plot_equity: true
