Dataset Viewer
Auto-converted to Parquet
garch_params
dict
prior_informations
dict
{ "alpha": [ 0.1157464337411367 ], "asset_source_name": "NIFTY50", "beta": [ 0.8822535662588634 ], "dist": "skewt", "eta": -0.04252307422214234, "fitting_scaling_factor": 10000, "historical_segment_start_price": 8288.15, "nu": null, "omega": 0.4058350530593112 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 124460.84625374865, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 124460.84625374865, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1023.1403076427198, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.13107182907481651 ], "asset_source_name": "BTCUSD", "beta": [ 0.8245842815027662 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 706.4, "nu": null, "omega": 7.057241256669082 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 73197.05928588724, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 73197.05928588724, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 739.2633121638421, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.13065454480666416 ], "asset_source_name": "NIFTYIT", "beta": [ 0.8086942702780096 ], "dist": "skewt", "eta": -0.014007517697987519, "fitting_scaling_factor": 10000, "historical_segment_start_price": 11567.95, "nu": null, "omega": 0.743037953103339 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 195100.84090433127, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 195100.84090433127, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 194.25947251679764, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.10850893432890193 ], "asset_source_name": "BTCUSD", "beta": [ 0.8894910656710981 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 1228.64, "nu": null, "omega": 2.207151573336128 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 179023.59873246573, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 179023.59873246573, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 409.74681009676647, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.057545291103046764 ], "asset_source_name": "ETHUSD", "beta": [ 0.9404547088969533 ], "dist": "skewt", "eta": -0.014103252985809691, "fitting_scaling_factor": 10000, "historical_segment_start_price": 3587.7, "nu": null, "omega": 0.6515261791732888 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 67859.14124579969, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 67859.14124579969, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 592.119616450586, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.19416195713122392 ], "asset_source_name": "NIFTYFMCG", "beta": [ 0.7176030222943505 ], "dist": "skewt", "eta": 0.009892876379898307, "fitting_scaling_factor": 10000, "historical_segment_start_price": 19337.25, "nu": null, "omega": 1.5216107665577303 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 132384.6588338554, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 132384.6588338554, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 215.69260553880216, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.11250928514276078 ], "asset_source_name": "XRPUSD", "beta": [ 0.8441962644769017 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.20008, "nu": null, "omega": 1.0061145169884413 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 145099.03557547595, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 145099.03557547595, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 790.8394451329991, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08441509550399427 ], "asset_source_name": "NIFTY50", "beta": [ 0.8369702354294485 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 10937.1, "nu": 5.260116640460627, "omega": 0.1816855282829227 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 57168.842702392896, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 57168.842702392896, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1295.2909329079434, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08644114208406532 ], "asset_source_name": "ADAUSD", "beta": [ 0.9115588579159346 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.1178, "nu": null, "omega": 5.9337794281320635 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 122629.54042722007, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 122629.54042722007, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 848.6054184645026, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09512994607579531 ], "asset_source_name": "BTCUSD", "beta": [ 0.9028700539242047 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 1228.64, "nu": null, "omega": 2.274862095177668 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 180044.30896083344, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 180044.30896083344, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 609.1871764091007, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.073005540179377 ], "asset_source_name": "XRPUSD", "beta": [ 0.8436823377318088 ], "dist": "skewt", "eta": -0.029408906865309302, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.4363, "nu": null, "omega": 0.5424345442950822 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 170210.47340610132, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 170210.47340610132, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 726.2741124174318, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.1017070513185048 ], "asset_source_name": "NIFTYIT", "beta": [ 0.8783924923937104 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 25911.2, "nu": 4.436720654137211, "omega": 0.4735312774427668 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 82299.4409505486, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 82299.4409505486, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 747.5103341451525, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06875394132253272 ], "asset_source_name": "BTCUSD", "beta": [ 0.9292460586774672 ], "dist": "skewt", "eta": -0.008786865494231627, "fitting_scaling_factor": 10000, "historical_segment_start_price": 56421.7, "nu": null, "omega": 1.1932028734791649 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 94133.28980179298, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 94133.28980179298, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 199.14632689361457, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.11076002451089216 ], "asset_source_name": "BNBUSD", "beta": [ 0.784630329752186 ], "dist": "skewt", "eta": -0.016789865305661827, "fitting_scaling_factor": 10000, "historical_segment_start_price": 32.7197, "nu": null, "omega": 3.394469810488684 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 140337.6218953665, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 140337.6218953665, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 113.39585596726172, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.058351410844445166 ], "asset_source_name": "BNBUSD", "beta": [ 0.9396485891555548 ], "dist": "skewt", "eta": -0.028247084592844657, "fitting_scaling_factor": 10000, "historical_segment_start_price": 304.26, "nu": null, "omega": 1.53522460612461 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 100135.2522084559, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 100135.2522084559, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 552.1159707746782, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.14487239458501402 ], "asset_source_name": "GOOGLUSD", "beta": [ 0.8425332550187149 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 945, "nu": null, "omega": 1.0010939542635326 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 195088.58752395917, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 195088.58752395917, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 754.8629323495945, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06623649439121411 ], "asset_source_name": "BTCUSD", "beta": [ 0.8680671614476351 ], "dist": "skewt", "eta": 0.02200035051958886, "fitting_scaling_factor": 10000, "historical_segment_start_price": 57960.98, "nu": null, "omega": 1.8318612736175628 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 83589.52588499378, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 83589.52588499378, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 597.5832464185642, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.10218813062114276 ], "asset_source_name": "NIFTYBANK", "beta": [ 0.8958118693788573 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 20170.15, "nu": 4.43117040857071, "omega": 0.40702091802572415 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 71687.6794733649, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 71687.6794733649, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 810.1112899889386, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06782756409708396 ], "asset_source_name": "ADAUSD", "beta": [ 0.8748143762626254 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.3916, "nu": 5.1436786031717885, "omega": 0.7125989967224478 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 153269.30901573744, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 153269.30901573744, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 487.37735567449784, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07905710452078063 ], "asset_source_name": "NIFTY50", "beta": [ 0.8755180077799524 ], "dist": "skewt", "eta": -0.009548514673042791, "fitting_scaling_factor": 10000, "historical_segment_start_price": 19790.9, "nu": null, "omega": 0.13042345673890265 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 136380.91128469922, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 136380.91128469922, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1104.6986845580989, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.12530072711395307 ], "asset_source_name": "XRPUSD", "beta": [ 0.8426130160845945 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.27467, "nu": null, "omega": 2.0124669893751976 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 50831.78709402992, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 50831.78709402992, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1266.1560107913751, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08190237673032007 ], "asset_source_name": "BTCUSD", "beta": [ 0.883960030383782 ], "dist": "skewt", "eta": 0.022533453170040577, "fitting_scaling_factor": 10000, "historical_segment_start_price": 41068.43, "nu": null, "omega": 1.4257214182189601 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 198564.8466844198, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 198564.8466844198, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 860.8018754764198, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.062354430464176804 ], "asset_source_name": "ADAUSD", "beta": [ 0.9356455695358231 ], "dist": "skewt", "eta": -0.022643751984918203, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.3645, "nu": null, "omega": 0.6086764694734705 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 51468.770606859565, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 51468.770606859565, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 256.7234358272794, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.0808919053370477 ], "asset_source_name": "ETHUSD", "beta": [ 0.8412222691874 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 3405.7, "nu": null, "omega": 0.6689738957929099 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 93891.4941346561, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 93891.4941346561, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 206.67128479138046, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.10848932886493778 ], "asset_source_name": "NIFTYFIN", "beta": [ 0.8895106711350623 ], "dist": "skewt", "eta": -0.015621408889143635, "fitting_scaling_factor": 10000, "historical_segment_start_price": 6997.4, "nu": null, "omega": 0.7825110944652336 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 154399.5462025677, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 154399.5462025677, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 259.06246424684696, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07132178061189577 ], "asset_source_name": "NIFTYBANK", "beta": [ 0.852887288333311 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 46858.05, "nu": 4.23048005264052, "omega": 0.18154346643050703 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 95214.41515122508, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 95214.41515122508, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 159.72134756560482, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07784830628463227 ], "asset_source_name": "ETHUSD", "beta": [ 0.9201516937153678 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 297.31, "nu": null, "omega": 1.9603840373983015 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 185675.65349505286, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 185675.65349505286, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 491.3573639810303, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08480119926650911 ], "asset_source_name": "ADAUSD", "beta": [ 0.836829954197333 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.15877, "nu": null, "omega": 2.1990991516147758 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 88870.61809680171, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 88870.61809680171, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 162.4085580240427, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09298480232120077 ], "asset_source_name": "NIFTY50", "beta": [ 0.8354067734255483 ], "dist": "skewt", "eta": 0.009632595456284688, "fitting_scaling_factor": 10000, "historical_segment_start_price": 16176.35, "nu": null, "omega": 0.23383288169410538 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 102390.63951438732, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 102390.63951438732, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 653.1299534752155, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06678790172590719 ], "asset_source_name": "ADAUSD", "beta": [ 0.9312120982740928 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.384, "nu": 4.68868859418395, "omega": 0.364993624472492 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 97777.02651970202, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 97777.02651970202, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 108.88687072661253, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.12501741793791013 ], "asset_source_name": "BTCUSD", "beta": [ 0.7997158531182956 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 233.46, "nu": null, "omega": 6.502172661179316 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 194985.37202841556, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 194985.37202841556, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 515.4039623458112, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.10163944394227874 ], "asset_source_name": "BTCUSD", "beta": [ 0.8425531523605823 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 9288.62, "nu": 9.628073074333729, "omega": 2.8298886299157857 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 116666.91476256753, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 116666.91476256753, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 659.1728333126272, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.10036979177633092 ], "asset_source_name": "NIFTY50", "beta": [ 0.852375329631071 ], "dist": "skewt", "eta": -0.019224917175632534, "fitting_scaling_factor": 10000, "historical_segment_start_price": 8593.2, "nu": null, "omega": 0.16550782751157278 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 111469.74179281684, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 111469.74179281684, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 219.00761660381553, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08094012002558898 ], "asset_source_name": "ADAUSD", "beta": [ 0.9081587945191134 ], "dist": "skewt", "eta": -0.010808773620294223, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.2653, "nu": null, "omega": 0.816023517108212 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 69784.77385906916, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 69784.77385906916, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 557.415395663025, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07587415123720512 ], "asset_source_name": "NIFTYFIN", "beta": [ 0.9221258487627949 ], "dist": "skewt", "eta": 0.024331235505763785, "fitting_scaling_factor": 10000, "historical_segment_start_price": 18554.4, "nu": null, "omega": 0.6783893306821556 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 190665.74336879127, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 190665.74336879127, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 748.7191194716224, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09472401586004178 ], "asset_source_name": "NIFTYIT", "beta": [ 0.8416100444404818 ], "dist": "skewt", "eta": 0.009488728862668648, "fitting_scaling_factor": 10000, "historical_segment_start_price": 12498.15, "nu": null, "omega": 0.5576622721722955 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 121204.20015327807, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 121204.20015327807, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 184.3566420520155, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.0684027096518968 ], "asset_source_name": "ADAUSD", "beta": [ 0.8425890381995349 ], "dist": "skewt", "eta": -0.021352235122965434, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.3581, "nu": null, "omega": 0.3947550289141585 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 161749.85837576154, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 161749.85837576154, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1709.9135862771395, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.05851956725706935 ], "asset_source_name": "ETHUSD", "beta": [ 0.8873416882663687 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 3986.8, "nu": null, "omega": 0.7545998066884803 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 137757.25784184985, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 137757.25784184985, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1074.7988133728277, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08139662653728527 ], "asset_source_name": "ADAUSD", "beta": [ 0.9166033734627146 ], "dist": "skewt", "eta": -0.007448108357339062, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.3991, "nu": null, "omega": 0.5960826659130504 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 187954.31338213402, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 187954.31338213402, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 431.318400765136, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08696516407400269 ], "asset_source_name": "BTCUSD", "beta": [ 0.9110348359259973 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 2708.68, "nu": null, "omega": 4.589320685113943 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 143610.03169592342, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 143610.03169592342, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 722.7240042204193, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09291072205514814 ], "asset_source_name": "XRPUSD", "beta": [ 0.8173287913976034 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 1.0878, "nu": 5.301110159333281, "omega": 1.2923852692940334 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 112846.01430609143, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 112846.01430609143, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 890.3431174155901, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.13125396912613266 ], "asset_source_name": "BNBUSD", "beta": [ 0.8228560448791926 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 29.0455, "nu": null, "omega": 3.5387299578112668 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 106008.92262366558, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 106008.92262366558, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 796.5733533458156, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.11733973179520521 ], "asset_source_name": "NIFTYFMCG", "beta": [ 0.8806602682047948 ], "dist": "skewt", "eta": -0.007455662643510228, "fitting_scaling_factor": 10000, "historical_segment_start_price": 26235.6, "nu": null, "omega": 0.4985744741642373 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 109245.98536216577, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 109245.98536216577, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 752.9184299742986, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08167958587356638 ], "asset_source_name": "NIFTYFIN", "beta": [ 0.8780146540240623 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 10199, "nu": 4.742515106092049, "omega": 0.24438184091879153 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 123854.3639065302, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 123854.3639065302, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 738.8635815550967, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09341587392722543 ], "asset_source_name": "TSLAUSD", "beta": [ 0.8661728985460327 ], "dist": "skewt", "eta": -0.022859446070904173, "fitting_scaling_factor": 10000, "historical_segment_start_price": 278.99, "nu": null, "omega": 2.298347232424498 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 169443.33089598265, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 169443.33089598265, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 413.0297770205435, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07713481683834057 ], "asset_source_name": "BTCUSD", "beta": [ 0.8554021509623085 ], "dist": "skewt", "eta": -0.020507406885714195, "fitting_scaling_factor": 10000, "historical_segment_start_price": 33761.49, "nu": null, "omega": 2.76096078108234 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 78616.23699549999, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 78616.23699549999, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 288.074871645401, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.054213087623357914 ], "asset_source_name": "BTCUSD", "beta": [ 0.8951001427008746 ], "dist": "skewt", "eta": -0.01909108217318428, "fitting_scaling_factor": 10000, "historical_segment_start_price": 10500, "nu": null, "omega": 2.244005676359515 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 165393.82225532178, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 165393.82225532178, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 565.1608780898982, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.062288184077476945 ], "asset_source_name": "TSLAUSD", "beta": [ 0.8345999429053412 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 300.2, "nu": 4.518045394646728, "omega": 2.7853447262380957 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 175211.09141795436, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 175211.09141795436, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 566.8940428006987, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07697532725950709 ], "asset_source_name": "XRPUSD", "beta": [ 0.9210246727404928 ], "dist": "skewt", "eta": -0.01242529039432162, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.4876, "nu": null, "omega": 1.055871928502441 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 119214.42524420735, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 119214.42524420735, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 800.0026938371176, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08806043995659832 ], "asset_source_name": "ETHUSD", "beta": [ 0.8714803181336319 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 241.28, "nu": null, "omega": 1.1120329782564848 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 199266.00657785512, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 199266.00657785512, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 877.1900752281878, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.11711488365409309 ], "asset_source_name": "BNBUSD", "beta": [ 0.8491309415089863 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 21.1848, "nu": 4.289136103538604, "omega": 2.6459829495015277 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 171583.91388408502, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 171583.91388408502, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1079.8288492341503, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07565374646322495 ], "asset_source_name": "BNBUSD", "beta": [ 0.9223462535367751 ], "dist": "skewt", "eta": -0.011775524693436857, "fitting_scaling_factor": 10000, "historical_segment_start_price": 422, "nu": null, "omega": 1.2014024484552042 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 126999.59197756209, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 126999.59197756209, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 769.4632231396829, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08777643864315633 ], "asset_source_name": "GOOGLUSD", "beta": [ 0.9102235613568438 ], "dist": "skewt", "eta": -0.034164690348082116, "fitting_scaling_factor": 10000, "historical_segment_start_price": 2288.92, "nu": null, "omega": 2.1699818598130256 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 134689.8454475212, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 134689.8454475212, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1390.952348815899, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.054095409295687416 ], "asset_source_name": "BNBUSD", "beta": [ 0.9439045907043124 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 400.9, "nu": 5.630803742747676, "omega": 0.3739229258356613 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 136138.88690571423, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 136138.88690571423, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 432.60822641184836, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06727684420111275 ], "asset_source_name": "BNBUSD", "beta": [ 0.9307231557988873 ], "dist": "skewt", "eta": -0.040716480951480775, "fitting_scaling_factor": 10000, "historical_segment_start_price": 432, "nu": null, "omega": 0.6484069333338253 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 166798.09882893, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 166798.09882893, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 432.636758042335, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.13325468155676828 ], "asset_source_name": "BTCUSD", "beta": [ 0.7783257288507842 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 825.86, "nu": null, "omega": 2.787284323380325 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 187088.4025203154, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 187088.4025203154, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 453.7862590618912, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.0661970542002859 ], "asset_source_name": "ETHUSD", "beta": [ 0.9318029457997141 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 2330.6, "nu": null, "omega": 1.4289687316079127 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 68663.00141469055, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 68663.00141469055, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 753.992498547361, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06467335345617625 ], "asset_source_name": "ADAUSD", "beta": [ 0.9112153085718453 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.04512, "nu": 3.8027990316076665, "omega": 2.164266297159007 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 190306.01853340634, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 190306.01853340634, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 749.1645025168397, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.05823894377071248 ], "asset_source_name": "ADAUSD", "beta": [ 0.9069475119806296 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.8554, "nu": 7.83468959324716, "omega": 1.0524060640401833 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 158405.4062009859, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 158405.4062009859, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 923.7982240775756, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09986722184606203 ], "asset_source_name": "NIFTYIT", "beta": [ 0.8965346692815079 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 28419.2, "nu": 4.063185820348776, "omega": 0.265997491881435 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 83618.04942004391, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 83618.04942004391, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 561.2022466298336, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06629456589835792 ], "asset_source_name": "BTCUSD", "beta": [ 0.9012450231464199 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 60147, "nu": null, "omega": 0.12803875114419314 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 104399.17028480892, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 104399.17028480892, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 167.89281757800794, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09879785953777553 ], "asset_source_name": "ETHUSD", "beta": [ 0.8992021404622245 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 338.47, "nu": null, "omega": 2.7752793663309805 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 179656.98608969548, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 179656.98608969548, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 213.9998141161987, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.10576789996311428 ], "asset_source_name": "NIFTY500", "beta": [ 0.8411237387727543 ], "dist": "skewt", "eta": -0.015795955185299672, "fitting_scaling_factor": 10000, "historical_segment_start_price": 10525.75, "nu": null, "omega": 0.20576907788623022 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 54467.989708686044, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 54467.989708686044, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 737.643387806765, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07552228620792704 ], "asset_source_name": "NIFTYENERGY", "beta": [ 0.922477713792073 ], "dist": "skewt", "eta": 0.008635411442635289, "fitting_scaling_factor": 10000, "historical_segment_start_price": 39915.1, "nu": null, "omega": 0.23556683408788193 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 132185.9956971656, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 132185.9956971656, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 94.13559210480516, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.0834534162991078 ], "asset_source_name": "XRPUSD", "beta": [ 0.9145465837008923 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.7543, "nu": 4.594391716766891, "omega": 0.95274040183289 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 121576.54326581297, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 121576.54326581297, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 749.1665684951633, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06610331131240092 ], "asset_source_name": "GOOGLUSD", "beta": [ 0.9318966886875989 ], "dist": "skewt", "eta": -0.035603719658836845, "fitting_scaling_factor": 10000, "historical_segment_start_price": 118.36, "nu": null, "omega": 0.6035781270561823 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 168474.04060323702, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 168474.04060323702, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 672.845843776561, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09469092474535329 ], "asset_source_name": "NIFTYBANK", "beta": [ 0.8131048728840644 ], "dist": "skewt", "eta": 0.007944063805170654, "fitting_scaling_factor": 10000, "historical_segment_start_price": 26819.35, "nu": null, "omega": 0.340166735128051 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 177827.73829059128, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 177827.73829059128, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 804.3748087408821, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09797988548627415 ], "asset_source_name": "NIFTYIT", "beta": [ 0.822960396153548 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 18099.15, "nu": 4.250242165044024, "omega": 0.5982197919315144 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 138634.590302823, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 138634.590302823, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 411.55629128246227, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08124316695737917 ], "asset_source_name": "NIFTYFMCG", "beta": [ 0.9167568330426208 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 50640.55, "nu": 4.591201108102801, "omega": 0.21018620782090952 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 73751.38719279665, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 73751.38719279665, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 77.35051722866945, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09447351851949237 ], "asset_source_name": "BNBUSD", "beta": [ 0.8522995857726521 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 10.2898, "nu": null, "omega": 2.501676043829847 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 190252.99213835935, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 190252.99213835935, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 278.44838704768546, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07737861365162556 ], "asset_source_name": "XRPUSD", "beta": [ 0.9206213863483745 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.7343, "nu": null, "omega": 2.0206326168889466 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 64448.451667376925, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 64448.451667376925, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 312.2600826310394, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.11174935605937499 ], "asset_source_name": "BTCUSD", "beta": [ 0.8862506439406251 ], "dist": "skewt", "eta": 0.023228229335645886, "fitting_scaling_factor": 10000, "historical_segment_start_price": 53991.3, "nu": null, "omega": 1.9598375441694318 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 116730.5754453638, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 116730.5754453638, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 119.92164431133136, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07627524202095677 ], "asset_source_name": "XRPUSD", "beta": [ 0.9217247579790433 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.6097, "nu": null, "omega": 0.5335646566900539 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 162425.65986160457, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 162425.65986160457, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 175.08793068069753, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.0648701629705759 ], "asset_source_name": "BTCUSD", "beta": [ 0.8735587740384422 ], "dist": "skewt", "eta": 0.0240314172230674, "fitting_scaling_factor": 10000, "historical_segment_start_price": 11451.3, "nu": null, "omega": 0.4506905560699575 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 88128.6630350184, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 88128.6630350184, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 360.5208117707225, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07818947895128786 ], "asset_source_name": "BNBUSD", "beta": [ 0.9198105210487121 ], "dist": "skewt", "eta": -0.04954285823988793, "fitting_scaling_factor": 10000, "historical_segment_start_price": 392.2892, "nu": null, "omega": 1.6888765560670862 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 70814.20694242569, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 70814.20694242569, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 727.3730228559039, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.10333448532411829 ], "asset_source_name": "BNBUSD", "beta": [ 0.8906740901463075 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 11.1186, "nu": null, "omega": 1.9047646286631905 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 145440.01370712885, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 145440.01370712885, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 735.262910682802, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08144026193064222 ], "asset_source_name": "BTCUSD", "beta": [ 0.8250556323085712 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 2360.12, "nu": null, "omega": 3.5601528655492825 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 178222.0186060991, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 178222.0186060991, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 236.77193648921005, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.0654717808878699 ], "asset_source_name": "NIFTYFIN", "beta": [ 0.837232056556144 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 15124.4, "nu": 4.042893331345034, "omega": 0.40574739729121023 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 179352.58306215657, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 179352.58306215657, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1158.6418836741748, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.11034809227846909 ], "asset_source_name": "ETHUSD", "beta": [ 0.8876519077215309 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 375.57, "nu": null, "omega": 2.1545849846610423 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 63757.27860799729, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 63757.27860799729, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 774.1431519023276, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06015343352455011 ], "asset_source_name": "BTCUSD", "beta": [ 0.9378465664754497 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 4603.19, "nu": null, "omega": 2.0609333335337894 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 122456.54762777398, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 122456.54762777398, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 957.5538751651138, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.195575107568578 ], "asset_source_name": "NIFTYFMCG", "beta": [ 0.7973225743909246 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 21362.65, "nu": 3.4994371203326042, "omega": 0.8956799782162547 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 147581.08067567446, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 147581.08067567446, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 201.16921503022354, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.12504090554936095 ], "asset_source_name": "BNBUSD", "beta": [ 0.8729590944506391 ], "dist": "skewt", "eta": 0.01078010201410546, "fitting_scaling_factor": 10000, "historical_segment_start_price": 27.8977, "nu": null, "omega": 2.4966826695619817 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 110038.3715662623, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 110038.3715662623, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 722.0728843105796, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.059505798143203 ], "asset_source_name": "BTCUSD", "beta": [ 0.8950630858171645 ], "dist": "skewt", "eta": 0.012621475502306967, "fitting_scaling_factor": 10000, "historical_segment_start_price": 22711.87, "nu": null, "omega": 1.4915626582437091 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 125836.14852281168, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 125836.14852281168, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 164.32769907333235, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.04580348077000013 ], "asset_source_name": "ADAUSD", "beta": [ 0.9521965192299999 ], "dist": "skewt", "eta": 0.01575340103724388, "fitting_scaling_factor": 10000, "historical_segment_start_price": 1.465, "nu": null, "omega": 1.4158101286269167 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 132779.1960869701, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 132779.1960869701, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 314.13544044133903, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.060617312269155316 ], "asset_source_name": "BTCUSD", "beta": [ 0.9373826877308447 ], "dist": "skewt", "eta": -0.0086247811527945, "fitting_scaling_factor": 10000, "historical_segment_start_price": 56421.7, "nu": null, "omega": 1.1435268571706019 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 165510.77697142007, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 165510.77697142007, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1040.9348666868002, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06915797072672178 ], "asset_source_name": "XRPUSD", "beta": [ 0.9288420292732783 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.3962, "nu": null, "omega": 0.47873045685033655 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 85723.22505973147, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 85723.22505973147, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 476.8483533973558, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.12978672009852082 ], "asset_source_name": "BTCUSD", "beta": [ 0.8141184888983978 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 706.4, "nu": null, "omega": 6.284711976293335 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 163000.78657089843, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 163000.78657089843, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 953.6529701687814, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06961578249833467 ], "asset_source_name": "ETHUSD", "beta": [ 0.8327829924605911 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 3405.7, "nu": null, "omega": 0.6659901614307695 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 98933.47551356026, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 98933.47551356026, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 304.47482253971674, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09412423930089273 ], "asset_source_name": "BNBUSD", "beta": [ 0.8745693461725481 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 29.7127, "nu": null, "omega": 1.548664282960683 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 73525.84462635986, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 73525.84462635986, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 138.27727339937343, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.1197642878988697 ], "asset_source_name": "ADAUSD", "beta": [ 0.8274452990287445 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.0828, "nu": null, "omega": 3.66862020281068 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 104638.07254991378, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 104638.07254991378, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 296.5867637264355, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08483885602036718 ], "asset_source_name": "ADAUSD", "beta": [ 0.8428794116535212 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.4667, "nu": 4.933206347984265, "omega": 0.8469673031513256 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 143891.66909848363, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 143891.66909848363, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 930.1441040732841, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.3420395474537917 ], "asset_source_name": "BTCUSD", "beta": [ 0.6371396062273459 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 570.14, "nu": 2.9197220381440987, "omega": 0.007060533510788815 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 179185.32348733483, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 179185.32348733483, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 479.1656364806397, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.11168624026652156 ], "asset_source_name": "NIFTY500", "beta": [ 0.8736468778454407 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 8034.2, "nu": 4.434895921037038, "omega": 0.39746446219487175 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 99007.42998924006, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 99007.42998924006, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 158.19629766239265, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.07920420074744346 ], "asset_source_name": "BTCUSD", "beta": [ 0.9187957992525565 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 29694.91, "nu": null, "omega": 1.1095892956264208 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 101508.36414783075, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 101508.36414783075, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 881.6495593637146, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.09008497557721004 ], "asset_source_name": "XRPUSD", "beta": [ 0.9079150244227899 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 1.0878, "nu": 5.33982587741287, "omega": 1.248258711351489 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 176029.72761168343, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 176029.72761168343, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 750.3021976352236, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08478286899849793 ], "asset_source_name": "ADAUSD", "beta": [ 0.913217131001502 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 0.0512, "nu": null, "omega": 2.19140204363861 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 148318.51758859237, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 148318.51758859237, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 594.9239554020478, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.050410571672173714 ], "asset_source_name": "NIFTYBANK", "beta": [ 0.9157730745211787 ], "dist": "t", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 28518.35, "nu": 4.182384690615917, "omega": 4.226382060005342 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 120700.87853130972, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 120700.87853130972, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 254.9341256482208, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.08719790270442722 ], "asset_source_name": "NIFTYIT", "beta": [ 0.9108020972955728 ], "dist": "skewt", "eta": 0.010107949399876068, "fitting_scaling_factor": 10000, "historical_segment_start_price": 37950.65, "nu": null, "omega": 0.34524616058492186 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 53336.43737926918, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 53336.43737926918, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 1152.0329025561387, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06813789050117419 ], "asset_source_name": "ETHUSD", "beta": [ 0.9164822730850466 ], "dist": "skewt", "eta": -0.014888388461804576, "fitting_scaling_factor": 10000, "historical_segment_start_price": 3587.7, "nu": null, "omega": 0.6341573714592929 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 188726.50948422856, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 188726.50948422856, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 683.5646954901166, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
{ "alpha": [ 0.06439642445255725 ], "asset_source_name": "BNBUSD", "beta": [ 0.9336035755474428 ], "dist": "normal", "eta": null, "fitting_scaling_factor": 10000, "historical_segment_start_price": 22.4771, "nu": null, "omega": 0.9783491455595611 }
{ "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "INITIAL_PORTFOLIO_FUNDS": 146527.97880966915, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "MAINTENANCE_MARGIN_PERCENT": 0.005, "MAX_TRADING_CAPITAL_FOR_UNITS": 146527.97880966915, "OVERTRADING_TRADE_COUNT_THRESHOLD": 2000, "OVERTRADING_WIN_RATE_THRESHOLD": 0.5, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "PORTFOLIO_HARD_STOP_LOSS_PERCENT": 0.3, "POSITION_SIZE_PER_UNIT": 559.0869814530429, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_SERIES_N_POINTS": 28800, "TRANSACTION_FEE_PERCENT": 0.0006 }
End of preview. Expand in Data Studio

Dataset Card for "synthetic-scenario-params-1M-formatted"

More Information needed

Downloads last month
4