Dataset Viewer
scenario_id
stringlengths 36
36
| asset_source_name
stringclasses 26
values | final_pnl_ratio
float64 -0.45
1.46
| max_drawdown_pct
float64 -0.37
0
| total_trades
int64 1
16.4k
| portfolio_halted
bool 2
classes | portfolio_halt_reason
stringclasses 145
values | garch_params_used_for_sim_str
stringlengths 185
256
| strategy_params_str
stringlengths 1.44k
1.49k
| strategy_exit_rules_str
stringlengths 238
250
|
|---|---|---|---|---|---|---|---|---|---|
e8c3e232-0212-4fe0-ad3f-54070ce5192d
|
ETHUSD
| -0.019215 | -0.018431 | 333 | false | null |
{'omega': 1.1213333161608072, 'alpha': [0.06431035429114074], 'beta': [0.8659367397853269], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1690.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 725.5706168518502, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 144049.8583041146, 'LEVERAGE': 76, 'UNIT_BUDGET': 1404.7786542015717, 'INITIAL_MARGIN_PER_UNIT': 9.54698180068224, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144049.8583041146, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.54698180068224, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001721274165661331, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.7958997451289647, 'MAX_PENALTY_DURATION_HOURS': 774, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22119309822578093, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9}
|
{'small_calls': {'min_pnl_target': 0.019831371418846565, 'max_pnl_target': 0.07533014631041225, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.05737034453987063, 'max_pnl_target': 0.2155126967682283, 'max_calls_for_rule': 87}}
|
f5eb56e6-5694-416f-8a16-65111ef8d77b
|
BTCUSD
| -0.001918 | -0.018677 | 272 | false | null |
{'omega': 0.9684209285250481, 'alpha': [0.15963327940125785], 'beta': [0.7666980991889691], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1346.4870093626473, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 100, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 101000.21812267494, 'LEVERAGE': 106, 'UNIT_BUDGET': 1007.0522548716787, 'INITIAL_MARGIN_PER_UNIT': 12.702707635496672, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101000.21812267494, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.702707635496672, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003686538946489271, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.546974304135797, 'MAX_PENALTY_DURATION_HOURS': 736, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21219209489830176, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.029007856640427675, 'max_pnl_target': 0.10593029308397894, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.012318388137861302, 'max_pnl_target': 0.2144088861516781, 'max_calls_for_rule': 64}}
|
816cc655-b744-4701-b3dc-1641f9c75298
|
ADAUSD
| -0.003345 | -0.002116 | 261 | false | null |
{'omega': 0.4768601292196071, 'alpha': [0.06415951559144582], 'beta': [0.8613437164495307], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01392230242873227, 'historical_segment_start_price': 0.384, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 267.08979854356267, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 262, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 136546.47616204136, 'LEVERAGE': 53, 'UNIT_BUDGET': 520.5820446904615, 'INITIAL_MARGIN_PER_UNIT': 5.039430161199295, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136546.47616204136, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.039430161199295, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004774613912519092, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.159889240117544, 'MAX_PENALTY_DURATION_HOURS': 439, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12268623555972782, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9}
|
{'small_calls': {'min_pnl_target': 0.016347009651527192, 'max_pnl_target': 0.07813498267717947, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07113414178626985, 'max_pnl_target': 0.24970076095996385, 'max_calls_for_rule': 86}}
|
41efae9f-c7e9-4666-8a18-baf9b15197ab
|
BTCUSD
| -0.021857 | -0.021857 | 165 | false | null |
{'omega': 1.0371761403599842, 'alpha': [0.16782496602372668], 'beta': [0.800883825590814], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 860.888245972179, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 89102.74393480476, 'LEVERAGE': 60, 'UNIT_BUDGET': 2121.6513150993364, 'INITIAL_MARGIN_PER_UNIT': 14.34813743286965, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89102.74393480476, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.34813743286965, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010691774448487673, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.1370743523884075, 'MAX_PENALTY_DURATION_HOURS': 366, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18844884983100563, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 11}
|
{'small_calls': {'min_pnl_target': 0.04945292770218237, 'max_pnl_target': 0.1634681128940884, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.014801109544275251, 'max_pnl_target': 0.25593444085264105, 'max_calls_for_rule': 126}}
|
1f450b4c-9438-4095-bbd1-01cffa27c1ce
|
BNBUSD
| 0.008141 | -0.006837 | 219 | false | null |
{'omega': 0.3962491554094599, 'alpha': [0.04745285202302058], 'beta': [0.9505471479769795], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.155615399478283, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1699.8225151368897, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 249, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 136804.31422358606, 'LEVERAGE': 120, 'UNIT_BUDGET': 547.6401122200032, 'INITIAL_MARGIN_PER_UNIT': 14.165187626140748, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136804.31422358606, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.165187626140748, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033044464722121526, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 1.7078315486225424, 'MAX_PENALTY_DURATION_HOURS': 293, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23528625718927879, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.028563685998215876, 'max_pnl_target': 0.16052735963601075, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.039343003210137284, 'max_pnl_target': 0.2190752989140048, 'max_calls_for_rule': 31}}
|
cedd18c4-7bae-409c-b74a-8be52613c42b
|
NIFTY50
| -0.001675 | -0.001207 | 45 | false | null |
{'omega': 0.15313445903525583, 'alpha': [0.10072045289061878], 'beta': [0.8972795471093812], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01733333208055554, 'historical_segment_start_price': 8750.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 858.867023200663, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 86366.99530911227, 'LEVERAGE': 72, 'UNIT_BUDGET': 1831.0873620040506, 'INITIAL_MARGIN_PER_UNIT': 11.928708655564764, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86366.99530911227, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.928708655564764, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029503214100816137, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 1.9234104588760355, 'MAX_PENALTY_DURATION_HOURS': 416, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07548545848991726, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15}
|
{'small_calls': {'min_pnl_target': 0.03378261877378703, 'max_pnl_target': 0.098379602852843, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.050968313747520394, 'max_pnl_target': 0.29189311239821253, 'max_calls_for_rule': 110}}
|
c1c5566a-e373-40fc-bef7-f629de912011
|
NIFTY50
| -0.005781 | -0.003956 | 176 | false | null |
{'omega': 0.38307792444460453, 'alpha': [0.1313208569257411], 'beta': [0.8554251186875603], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02932243992042516, 'historical_segment_start_price': 8288.15, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 592.8719062020831, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, 'MAX_CONCURRENT_UNITS': 178, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 94888.95622318935, 'LEVERAGE': 86, 'UNIT_BUDGET': 530.1196350839872, 'INITIAL_MARGIN_PER_UNIT': 6.893859374442827, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94888.95622318935, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.893859374442827, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033546737000381037, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.2555414577335746, 'MAX_PENALTY_DURATION_HOURS': 457, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07378361598920974, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 11}
|
{'small_calls': {'min_pnl_target': 0.04516557505340369, 'max_pnl_target': 0.1079304848112709, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.0593695213101704, 'max_pnl_target': 0.25398172993044854, 'max_calls_for_rule': 45}}
|
ec3cbba8-b430-4e39-a378-2ed339b0ca7d
|
BNBUSD
| -0.004078 | -0.002596 | 126 | false | null |
{'omega': 0.36999923794692086, 'alpha': [0.06251404622561234], 'beta': [0.8599954102995409], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01250670722933496, 'historical_segment_start_price': 246.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 428.98861897420227, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 127, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 62423.14290646371, 'LEVERAGE': 57, 'UNIT_BUDGET': 490.3107118656752, 'INITIAL_MARGIN_PER_UNIT': 7.526116122354426, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62423.14290646371, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.526116122354426, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004427049679112545, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 1.5828639853863902, 'MAX_PENALTY_DURATION_HOURS': 1180, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0768831911480721, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 27, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 9}
|
{'small_calls': {'min_pnl_target': 0.0277842893705811, 'max_pnl_target': 0.07798964982894104, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.017632597567707988, 'max_pnl_target': 0.26680325191896526, 'max_calls_for_rule': 50}}
|
0fab3ff0-5f01-4e50-b0f2-e17ba3e295e7
|
BTCUSD
| -0.019919 | -0.020481 | 716 | false | null |
{'omega': 1.4673815191340474, 'alpha': [0.06978629501171564], 'beta': [0.9282137049882844], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.035542169190208, 'historical_segment_start_price': 9574.23, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 210.0166647615291, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 124917.00869928041, 'LEVERAGE': 23, 'UNIT_BUDGET': 1827.6539576037596, 'INITIAL_MARGIN_PER_UNIT': 9.131159337457788, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124917.00869928041, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.131159337457788, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012051111945023778, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 109, 'PENALTY_DURATION_MULTIPLIER': 1.7191399357489328, 'MAX_PENALTY_DURATION_HOURS': 791, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20285147679916504, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8}
|
{'small_calls': {'min_pnl_target': 0.01675270404027445, 'max_pnl_target': 0.1511503531724518, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.028613899545121592, 'max_pnl_target': 0.23189310723266207, 'max_calls_for_rule': 144}}
|
3fc0c62c-3a8c-4bcc-9725-86a7e266daa4
|
BNBUSD
| -0.019702 | -0.01797 | 323 | false | null |
{'omega': 3.760889522697955, 'alpha': [0.11831208726108906], 'beta': [0.8092448814911075], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.4325, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 784.3914620882555, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, 'MAX_CONCURRENT_UNITS': 112, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 177082.23302871693, 'LEVERAGE': 53, 'UNIT_BUDGET': 1568.5466957884162, 'INITIAL_MARGIN_PER_UNIT': 14.799838907325576, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177082.23302871693, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.799838907325576, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00345912395428569, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 1.6908060841956025, 'MAX_PENALTY_DURATION_HOURS': 1135, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08970723781112275, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 17}
|
{'small_calls': {'min_pnl_target': 0.0413414820781684, 'max_pnl_target': 0.14103966574182691, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.03240517908453223, 'max_pnl_target': 0.19644228238335434, 'max_calls_for_rule': 101}}
|
80d88e42-35cf-407b-9bc4-f87081458994
|
ADAUSD
| -0.026194 | -0.02491 | 532 | false | null |
{'omega': 0.5491796160508243, 'alpha': [0.06159312375958855], 'beta': [0.9364068762404114], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019540519744533698, 'historical_segment_start_price': 0.2688, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 881.516474434937, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 179, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 69615.91640635696, 'LEVERAGE': 125, 'UNIT_BUDGET': 388.34563545720994, 'INITIAL_MARGIN_PER_UNIT': 7.052131795479496, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69615.91640635696, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.052131795479496, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023097556500064325, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.7192002194236413, 'MAX_PENALTY_DURATION_HOURS': 486, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09776258792133, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 31, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.02482075224918304, 'max_pnl_target': 0.07786662927698756, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.06080192457868359, 'max_pnl_target': 0.206510151936682, 'max_calls_for_rule': 46}}
|
370e3512-31d4-436c-a416-a316ca750ee9
|
NIFTYFIN
| -0.026324 | -0.025758 | 192 | false | null |
{'omega': 0.8022506535031655, 'alpha': [0.0097055133892488], 'beta': [0.9739821267038075], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9258398949117983, 'historical_segment_start_price': 15740.6, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 206.93887943856745, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, 'MAX_CONCURRENT_UNITS': 90, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 89144.04283244672, 'LEVERAGE': 25, 'UNIT_BUDGET': 984.1490963780029, 'INITIAL_MARGIN_PER_UNIT': 8.277555177542698, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89144.04283244672, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.277555177542698, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00465954635953876, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.430725871730722, 'MAX_PENALTY_DURATION_HOURS': 243, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.229540726940533, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.030858673969415593, 'max_pnl_target': 0.09350289535697932, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.03896943362053452, 'max_pnl_target': 0.21650155869820853, 'max_calls_for_rule': 108}}
|
8e007a4f-fb98-44d5-912e-155614e5c1a2
|
BNBUSD
| -0.005024 | -0.010309 | 417 | false | null |
{'omega': 1.6892874337430837, 'alpha': [0.08253114422237832], 'beta': [0.8916800955471483], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.1023, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 395.3013483110077, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, 'MAX_CONCURRENT_UNITS': 216, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 139131.1854144016, 'LEVERAGE': 68, 'UNIT_BUDGET': 643.4496637390544, 'INITIAL_MARGIN_PER_UNIT': 5.813255122220702, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139131.1854144016, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.813255122220702, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004793110888597675, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 1.8579214586961992, 'MAX_PENALTY_DURATION_HOURS': 1200, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06937276039763274, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.007865409965168975, 'max_pnl_target': 0.1418027234269417, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.05140559396012379, 'max_pnl_target': 0.1773344112323057, 'max_calls_for_rule': 70}}
|
816a8c1a-3708-45ca-9de5-23001518d67e
|
BTCUSD
| -0.025562 | -0.025562 | 413 | false | null |
{'omega': 1.5860521319145844, 'alpha': [0.06378109294611253], 'beta': [0.8331002599030284], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.236814733294674, 'historical_segment_start_price': 9574.23, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 506.9626339686134, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 413, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 173908.38244091562, 'LEVERAGE': 42, 'UNIT_BUDGET': 421.07933450781604, 'INITIAL_MARGIN_PER_UNIT': 12.070538904014604, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173908.38244091562, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.070538904014604, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003263325676701419, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.939763000592119, 'MAX_PENALTY_DURATION_HOURS': 308, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.045287290003395306, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.04222810264256801, 'max_pnl_target': 0.18961001922840223, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.09018926157727858, 'max_pnl_target': 0.25606906019983683, 'max_calls_for_rule': 23}}
|
b8dc6f1e-2c82-414f-89e6-38394477fd69
|
NIFTYFMCG
| -0.009942 | -0.011483 | 189 | false | null |
{'omega': 1.3881564054407298, 'alpha': [0.1914388779196501], 'beta': [0.7990368873418903], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.915616747666353, 'historical_segment_start_price': 20360.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1088.1032766458293, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 246, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 136883.2168435749, 'LEVERAGE': 119, 'UNIT_BUDGET': 556.0474175178967, 'INITIAL_MARGIN_PER_UNIT': 9.143725013830498, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136883.2168435749, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.143725013830498, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002147159368299704, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 1.9685583225022079, 'MAX_PENALTY_DURATION_HOURS': 298, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13469642041689275, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.009609428310481128, 'max_pnl_target': 0.1276444466654304, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.09835158554658668, 'max_pnl_target': 0.30736052315374707, 'max_calls_for_rule': 57}}
|
548577ab-96bd-4912-a369-5100e03a6db8
|
ETHUSD
| -0.0301 | -0.022462 | 118 | false | null |
{'omega': 0.9791908656525495, 'alpha': [0.0626569465573995], 'beta': [0.9353430534426005], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3986.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 726.3684015421342, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 90, 'MAX_CONCURRENT_UNITS': 111, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 152451.12037445031, 'LEVERAGE': 49, 'UNIT_BUDGET': 1363.114953088056, 'INITIAL_MARGIN_PER_UNIT': 14.82384492943131, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152451.12037445031, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.82384492943131, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003913005478617617, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 166, 'PENALTY_DURATION_MULTIPLIER': 2.5753652671421268, 'MAX_PENALTY_DURATION_HOURS': 1102, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0990430396128259, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7}
|
{'small_calls': {'min_pnl_target': 0.01228342476945108, 'max_pnl_target': 0.11633612476943009, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.05151995796052559, 'max_pnl_target': 0.2982162717029542, 'max_calls_for_rule': 59}}
|
9fda0724-7103-41a7-8ae0-9861f5e90d42
|
TSLAUSD
| -0.002509 | -0.002225 | 126 | false | null |
{'omega': 1.6923801644458978, 'alpha': [0.0812048157627215], 'beta': [0.917383774992894], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01624770133349946, 'historical_segment_start_price': 278.99, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 778.857030073972, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, 'MAX_CONCURRENT_UNITS': 130, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 186079.70131673382, 'LEVERAGE': 85, 'UNIT_BUDGET': 1422.917879082258, 'INITIAL_MARGIN_PER_UNIT': 9.1630238832232, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186079.70131673382, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.1630238832232, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029872542068879117, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 2.361320429156634, 'MAX_PENALTY_DURATION_HOURS': 1380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20943513468980965, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9}
|
{'small_calls': {'min_pnl_target': 0.02655212488518917, 'max_pnl_target': 0.1689426980165396, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.03329624270958508, 'max_pnl_target': 0.26551859157414165, 'max_calls_for_rule': 124}}
|
56a8bcde-70ab-471a-8da2-bfabf283cf37
|
ADAUSD
| -0.002105 | -0.001392 | 60 | false | null |
{'omega': 0.7384356673090929, 'alpha': [0.07548569533493826], 'beta': [0.8707135865133446], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012640403507169912, 'historical_segment_start_price': 0.2653, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 745.897000213979, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 96109.36426965483, 'LEVERAGE': 65, 'UNIT_BUDGET': 1499.782558106702, 'INITIAL_MARGIN_PER_UNIT': 11.475338464830447, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96109.36426965483, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.475338464830447, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003124730513415535, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 2.9151205717753443, 'MAX_PENALTY_DURATION_HOURS': 353, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20630045482969603, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5}
|
{'small_calls': {'min_pnl_target': 0.017631203038185737, 'max_pnl_target': 0.1374679830667533, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.04784053056698756, 'max_pnl_target': 0.2416627364023754, 'max_calls_for_rule': 113}}
|
5bec9908-57b7-421c-b86b-17c738f76a94
|
BTCUSD
| 0.001279 | -0.028587 | 613 | false | null |
{'omega': 1.9296516187239472, 'alpha': [0.08056349464964184], 'beta': [0.8418921172315312], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.445124684930637, 'historical_segment_start_price': 7201.5, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 383.85000764884114, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 374, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 103303.60968406273, 'LEVERAGE': 47, 'UNIT_BUDGET': 275.784456618151, 'INITIAL_MARGIN_PER_UNIT': 8.167021439337045, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103303.60968406273, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.167021439337045, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017404570348734105, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.8251732074965186, 'MAX_PENALTY_DURATION_HOURS': 1246, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.035756110511561724, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.04542926696372233, 'max_pnl_target': 0.17461649019072634, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.05880015945683967, 'max_pnl_target': 0.24151167488448735, 'max_calls_for_rule': 21}}
|
85670e67-c65b-4dce-be48-b1e69388a552
|
BNBUSD
| -0.001847 | -0.000995 | 33 | false | null |
{'omega': 1.510364780457134, 'alpha': [0.08365579842327457], 'beta': [0.9143442015767255], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.036841387189564104, 'historical_segment_start_price': 281.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 683.0912384395407, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 211, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 61134.90953309982, 'LEVERAGE': 90, 'UNIT_BUDGET': 1611.1927451639765, 'INITIAL_MARGIN_PER_UNIT': 7.58990264932823, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61134.90953309982, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.58990264932823, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003430105546694978, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 2.002654817976843, 'MAX_PENALTY_DURATION_HOURS': 174, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16305381512053477, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 11}
|
{'small_calls': {'min_pnl_target': 0.029547867542052124, 'max_pnl_target': 0.13391232716214482, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.07659054045478492, 'max_pnl_target': 0.31502520150731916, 'max_calls_for_rule': 163}}
|
43d5cbbc-86fb-426d-b67c-4912ddbe5a40
|
NIFTYFIN
| 0.091448 | -0.000242 | 121 | false | null |
{'omega': 2.6992814958247715, 'alpha': [0.046982571175071146], 'beta': [0.9510174288249288], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9721591290893277, 'historical_segment_start_price': 14444.5, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1047.4668029239326, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 124, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 58519.51632266363, 'LEVERAGE': 114, 'UNIT_BUDGET': 469.82207549142447, 'INITIAL_MARGIN_PER_UNIT': 9.188305288806426, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58519.51632266363, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.188305288806426, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0041004560361830485, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 1.6639302001147678, 'MAX_PENALTY_DURATION_HOURS': 298, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03120837267319451, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11}
|
{'small_calls': {'min_pnl_target': 0.036036928029397126, 'max_pnl_target': 0.14485424174277914, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.04640054333508241, 'max_pnl_target': 0.2417734039134789, 'max_calls_for_rule': 35}}
|
ee3a88de-1fcf-4ff8-920f-5c178ed20246
|
ADAUSD
| 0.008272 | -0.00764 | 522 | false | null |
{'omega': 2.8699180476490143, 'alpha': [0.09786924079890288], 'beta': [0.9001307592010972], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.04221, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1200.7682200695824, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 61, 'MAX_CONCURRENT_UNITS': 142, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 125172.48382916178, 'LEVERAGE': 85, 'UNIT_BUDGET': 877.322579042476, 'INITIAL_MARGIN_PER_UNIT': 14.126684941995087, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125172.48382916178, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.126684941995087, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002519472169693898, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 144, 'PENALTY_DURATION_MULTIPLIER': 1.7604490711811827, 'MAX_PENALTY_DURATION_HOURS': 878, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07326210463687037, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 6}
|
{'small_calls': {'min_pnl_target': 0.007053731125769299, 'max_pnl_target': 0.10151100505664006, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.04512805016876634, 'max_pnl_target': 0.2047510971461942, 'max_calls_for_rule': 42}}
|
84f1cb99-c6e5-4e61-a6e4-1efc643c8be0
|
XRPUSD
| -0.010612 | -0.010612 | 219 | false | null |
{'omega': 0.8222809937568392, 'alpha': [0.11101394238553797], 'beta': [0.8406862721199702], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.22399, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 818.1073263555162, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 187, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 163105.94765315595, 'LEVERAGE': 64, 'UNIT_BUDGET': 870.3373643083457, 'INITIAL_MARGIN_PER_UNIT': 12.78292697430494, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163105.94765315595, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.78292697430494, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016646107241179548, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.02097251574666, 'MAX_PENALTY_DURATION_HOURS': 1179, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2187020152656955, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.04442026294186744, 'max_pnl_target': 0.10063411909607747, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.06604856681956055, 'max_pnl_target': 0.25989422955504177, 'max_calls_for_rule': 62}}
|
d8ffc9f9-2f8b-405d-886b-07f7f13750c7
|
BNBUSD
| -0.010566 | -0.010566 | 89 | false | null |
{'omega': 0.2744772550480659, 'alpha': [0.07523086391815448], 'beta': [0.9227691360818456], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1253.1892676505313, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 156127.84160246095, 'LEVERAGE': 116, 'UNIT_BUDGET': 1881.094624224489, 'INITIAL_MARGIN_PER_UNIT': 10.803355755608028, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156127.84160246095, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.803355755608028, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036755898211289174, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.15307375857675, 'MAX_PENALTY_DURATION_HOURS': 329, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1505862663916873, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.0374994783854823, 'max_pnl_target': 0.1206978796315794, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.05055910095803666, 'max_pnl_target': 0.15897834760347762, 'max_calls_for_rule': 112}}
|
d8c018fd-24ed-420a-94a2-a02ee73521da
|
NIFTYFIN
| -0.000704 | -0.005194 | 544 | false | null |
{'omega': 2.6206770207844943, 'alpha': [0.0549295778600601], 'beta': [0.8974144546243714], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 12323.8, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 504.27746210771437, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 169180.9152936986, 'LEVERAGE': 37, 'UNIT_BUDGET': 2208.729628261178, 'INITIAL_MARGIN_PER_UNIT': 13.629120597505795, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169180.9152936986, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.629120597505795, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00174834703701939, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.7165705723404563, 'MAX_PENALTY_DURATION_HOURS': 1211, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16846955862903656, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4}
|
{'small_calls': {'min_pnl_target': 0.019137354833441138, 'max_pnl_target': 0.16451797097261367, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.03535403899247901, 'max_pnl_target': 0.15255855454738385, 'max_calls_for_rule': 125}}
|
cb1a6732-36ee-4ed7-9c86-6e37f862fb09
|
ADAUSD
| 0.003079 | -0.009202 | 255 | false | null |
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|
{'POSITION_SIZE_PER_UNIT': 782.3810433266506, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 202, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 156910.1915950125, 'LEVERAGE': 81, 'UNIT_BUDGET': 1962.0609161837428, 'INITIAL_MARGIN_PER_UNIT': 9.659025226254945, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156910.1915950125, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.659025226254945, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011257581697092687, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.5175661736352017, 'MAX_PENALTY_DURATION_HOURS': 807, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.196449824545977, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 17}
|
{'small_calls': {'min_pnl_target': 0.033339446721733244, 'max_pnl_target': 0.14341104201573165, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.013250509532709617, 'max_pnl_target': 0.23456049951579577, 'max_calls_for_rule': 157}}
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06421970-308d-47a2-a457-13fc2dcf63ef
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NIFTYENERGY
| -0.004698 | -0.004834 | 33 | false | null |
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{'POSITION_SIZE_PER_UNIT': 1468.7967491648312, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, 'MAX_CONCURRENT_UNITS': 61, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 85881.21280920148, 'LEVERAGE': 105, 'UNIT_BUDGET': 1403.375150483455, 'INITIAL_MARGIN_PER_UNIT': 13.988540468236488, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85881.21280920148, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.988540468236488, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004199525536636708, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 74, 'PENALTY_DURATION_MULTIPLIER': 1.5010348504937552, 'MAX_PENALTY_DURATION_HOURS': 1234, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11005958397897164, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.011662048666972643, 'max_pnl_target': 0.09942127566361861, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.030827447934439818, 'max_pnl_target': 0.268526549016843, 'max_calls_for_rule': 86}}
|
bb4d9a22-2a2b-449c-9a33-0c27ff48b86b
|
ADAUSD
| -0.017042 | -0.041728 | 1,100 | false | null |
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{'POSITION_SIZE_PER_UNIT': 738.1934903861167, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 559, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 183580.4478300522, 'LEVERAGE': 63, 'UNIT_BUDGET': 327.85005732103485, 'INITIAL_MARGIN_PER_UNIT': 11.71735699025582, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183580.4478300522, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.71735699025582, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004216774954175027, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 1.9852473802835173, 'MAX_PENALTY_DURATION_HOURS': 764, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15132205113075498, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10}
|
{'small_calls': {'min_pnl_target': 0.017243386275606686, 'max_pnl_target': 0.13851258649143003, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.029017825354136953, 'max_pnl_target': 0.20003006795006756, 'max_calls_for_rule': 24}}
|
d9aaa342-aecf-4953-8345-58f4b522c5b2
|
ETHUSD
| -0.010452 | -0.010452 | 65 | false | null |
{'omega': 0.5680832052631508, 'alpha': [0.06539407087467708], 'beta': [0.9326059291253229], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.96238831724004, 'historical_segment_start_price': 2086.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 586.4187353065358, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 138300.78358450922, 'LEVERAGE': 58, 'UNIT_BUDGET': 2498.9119662033913, 'INITIAL_MARGIN_PER_UNIT': 10.110667850112687, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138300.78358450922, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.110667850112687, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017392385318738275, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 1.9585192218504974, 'MAX_PENALTY_DURATION_HOURS': 829, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.042816733380074135, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 9}
|
{'small_calls': {'min_pnl_target': 0.02526554505030643, 'max_pnl_target': 0.10289380272345225, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.06507255364181715, 'max_pnl_target': 0.28762132847029964, 'max_calls_for_rule': 196}}
|
5dbec364-e6fd-482b-9ec5-dfd6ad86750a
|
NIFTYBANK
| -0.001563 | -0.000953 | 24 | false | null |
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{'POSITION_SIZE_PER_UNIT': 637.1108574226593, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 65772.02680655135, 'LEVERAGE': 50, 'UNIT_BUDGET': 2334.2144930816935, 'INITIAL_MARGIN_PER_UNIT': 12.742217148453186, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65772.02680655135, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.742217148453186, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001327851796735759, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 2.841376326063527, 'MAX_PENALTY_DURATION_HOURS': 1078, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.036336139233664626, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 12}
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{'small_calls': {'min_pnl_target': 0.0125765401017346, 'max_pnl_target': 0.07214026859444304, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.07782567806581332, 'max_pnl_target': 0.19570703828622768, 'max_calls_for_rule': 155}}
|
5c48adf2-de08-469c-aa00-8a71fa427171
|
ETHUSD
| -0.004074 | -0.005005 | 410 | false | null |
{'omega': 4.020296970549842, 'alpha': [0.10031414281732504], 'beta': [0.8116771637799562], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 876.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 174.48856918602894, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 109, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 151612.65002271894, 'LEVERAGE': 20, 'UNIT_BUDGET': 1386.1192118237147, 'INITIAL_MARGIN_PER_UNIT': 8.724428459301446, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151612.65002271894, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.724428459301446, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004003852690861182, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 1.9444555973086157, 'MAX_PENALTY_DURATION_HOURS': 1204, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12438226687532286, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 30, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5}
|
{'small_calls': {'min_pnl_target': 0.026522107631970698, 'max_pnl_target': 0.15180168246364872, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.045338998363239826, 'max_pnl_target': 0.2537761700956288, 'max_calls_for_rule': 104}}
|
e07d1a06-3ebc-4cdf-be99-82acff4a38fd
|
ETHUSD
| -0.000904 | -0.003281 | 64 | false | null |
{'omega': 2.0429708922205934, 'alpha': [0.08910182280762893], 'beta': [0.9077868481178245], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 338.47, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 455.4116937704378, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 322, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 95055.98207562661, 'LEVERAGE': 66, 'UNIT_BUDGET': 294.3469631793471, 'INITIAL_MARGIN_PER_UNIT': 6.900177178339967, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95055.98207562661, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.900177178339967, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003327721255633642, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 1.7837842799907508, 'MAX_PENALTY_DURATION_HOURS': 1327, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20028510752694165, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.02782060562190271, 'max_pnl_target': 0.13626922709196027, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.026275838494146105, 'max_pnl_target': 0.13366078157088054, 'max_calls_for_rule': 26}}
|
e2ac7b73-8767-456e-9f83-91c910e2e025
|
ETHUSD
| -0.000694 | -0.000515 | 25 | false | null |
{'omega': 0.8562643120329347, 'alpha': [0.08538274412212993], 'beta': [0.8468277289667856], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006744007852688927, 'historical_segment_start_price': 3085.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 355.4168114452653, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 374, 'MAX_CONCURRENT_UNITS': 29, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 62092.429225365995, 'LEVERAGE': 63, 'UNIT_BUDGET': 2120.5966302277357, 'INITIAL_MARGIN_PER_UNIT': 5.641536689607386, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62092.429225365995, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.641536689607386, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028381826730355794, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.5773405678192502, 'MAX_PENALTY_DURATION_HOURS': 641, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09422689610721993, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5}
|
{'small_calls': {'min_pnl_target': 0.025035750634826354, 'max_pnl_target': 0.097870637953544, 'max_calls_for_rule': 192}, 'moderate_calls': {'min_pnl_target': 0.05774190216683472, 'max_pnl_target': 0.22219761291874546, 'max_calls_for_rule': 267}}
|
f0cd0566-1fa1-401d-bbdb-ae1190f27c92
|
XRPUSD
| -0.00237 | -0.002015 | 33 | false | null |
{'omega': 0.8175951083311948, 'alpha': [0.0773050441657546], 'beta': [0.9206949558342454], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009806654460847582, 'historical_segment_start_price': 1.0878, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1051.6302865079717, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 34, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 74005.28290194932, 'LEVERAGE': 98, 'UNIT_BUDGET': 2133.059822193468, 'INITIAL_MARGIN_PER_UNIT': 10.73092129089767, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74005.28290194932, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.73092129089767, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020955489485041975, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.051460218970017, 'MAX_PENALTY_DURATION_HOURS': 701, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20564530717855392, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 11}
|
{'small_calls': {'min_pnl_target': 0.006741248999205451, 'max_pnl_target': 0.09180977222499251, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.08632983313494386, 'max_pnl_target': 0.3204640853929299, 'max_calls_for_rule': 190}}
|
e8ed94f9-9fea-4b98-8193-71f5abb9d895
|
NIFTYBANK
| -0.046272 | -0.046272 | 416 | false | null |
{'omega': 0.3671303147125338, 'alpha': [0.08609903328533207], 'beta': [0.9102181971685843], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.029250850020605, 'historical_segment_start_price': 25499.2, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1533.9558130701855, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 25, 'MAX_CONCURRENT_UNITS': 371, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 135501.38939827698, 'LEVERAGE': 112, 'UNIT_BUDGET': 364.5506551217454, 'INITIAL_MARGIN_PER_UNIT': 13.696034045269514, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135501.38939827698, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.696034045269514, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023550611735697648, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.9883201357566893, 'MAX_PENALTY_DURATION_HOURS': 668, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06224356489464947, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8}
|
{'small_calls': {'min_pnl_target': 0.039857555749615775, 'max_pnl_target': 0.17394872683949958, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.05468004152490011, 'max_pnl_target': 0.3026770546622299, 'max_calls_for_rule': 19}}
|
88fcf35f-ff66-4789-a019-652cc6ea621b
|
BTCUSD
| -0.000045 | -0.000051 | 6 | false | null |
{'omega': 0.8439163868649314, 'alpha': [0.055603453577384124], 'beta': [0.874060473921149], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.005961277057165496, 'historical_segment_start_price': 40779.16, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 329.1104392952833, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 23, 'MAX_CONCURRENT_UNITS': 691, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 199547.42591806562, 'LEVERAGE': 28, 'UNIT_BUDGET': 288.52901615006436, 'INITIAL_MARGIN_PER_UNIT': 11.753944260545833, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199547.42591806562, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.753944260545833, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026646375151614474, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.422176945973823, 'MAX_PENALTY_DURATION_HOURS': 556, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1585836621195065, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.0321693895605879, 'max_pnl_target': 0.09255702279748046, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.014641289054187236, 'max_pnl_target': 0.13468270769613447, 'max_calls_for_rule': 15}}
|
039fa6c7-bf5f-4630-9e9e-638c9a6d1826
|
BTCUSD
| 0.014092 | -0.00275 | 336 | false | null |
{'omega': 1.183231534719659, 'alpha': [0.08401958869133094], 'beta': [0.9139804113086691], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.506303870661443, 'historical_segment_start_price': 8354.07, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 395.9383682542394, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 217, 'MAX_CONCURRENT_UNITS': 86, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 141690.22949177236, 'LEVERAGE': 53, 'UNIT_BUDGET': 1630.61719347611, 'INITIAL_MARGIN_PER_UNIT': 7.470535250079989, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141690.22949177236, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.470535250079989, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002437110255712923, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.290373740123757, 'MAX_PENALTY_DURATION_HOURS': 984, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.061050728076561554, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 14}
|
{'small_calls': {'min_pnl_target': 0.021238637866541902, 'max_pnl_target': 0.15865509699152935, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.07241021244820628, 'max_pnl_target': 0.30437275320114576, 'max_calls_for_rule': 213}}
|
1429160c-9e62-47b4-9f9b-2fc1a05aa8eb
|
ETHUSD
| -0.012398 | -0.020936 | 356 | false | null |
{'omega': 1.3125683396573335, 'alpha': [0.1350306622809663], 'beta': [0.8629693377190337], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1327.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 572.5936209130168, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 104, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 128213.6773869345, 'LEVERAGE': 73, 'UNIT_BUDGET': 1226.4214745941229, 'INITIAL_MARGIN_PER_UNIT': 7.843748231685161, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128213.6773869345, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.843748231685161, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015216999878229114, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 56, 'PENALTY_DURATION_MULTIPLIER': 2.9723326346136543, 'MAX_PENALTY_DURATION_HOURS': 1420, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21781470314913096, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 39, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4}
|
{'small_calls': {'min_pnl_target': 0.047248917228106785, 'max_pnl_target': 0.1807434130348787, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.04843452425413028, 'max_pnl_target': 0.2238515855142412, 'max_calls_for_rule': 115}}
|
7d263cd1-762d-49d6-bcab-263d109b607f
|
ETHUSD
| 0.000352 | -0.002634 | 229 | false | null |
{'omega': 1.5607147795760254, 'alpha': [0.182057482622702], 'beta': [0.7486180203604306], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1769.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 216.04912248321077, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 260, 'MAX_CONCURRENT_UNITS': 92, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 181304.3736018959, 'LEVERAGE': 29, 'UNIT_BUDGET': 1950.1602934667144, 'INITIAL_MARGIN_PER_UNIT': 7.4499697408003716, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181304.3736018959, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.4499697408003716, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001284607217057049, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.889633499150789, 'MAX_PENALTY_DURATION_HOURS': 964, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07342903858506994, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.04961376161263567, 'max_pnl_target': 0.12843150682535598, 'max_calls_for_rule': 151}, 'moderate_calls': {'min_pnl_target': 0.021751472966308815, 'max_pnl_target': 0.2458863354934902, 'max_calls_for_rule': 252}}
|
56e61c2a-9374-49a9-96e8-6cebb9be0bfc
|
NIFTYBANK
| 0.004085 | -0.001309 | 30 | false | null |
{'omega': 3.769428748698945, 'alpha': [0.046162559569619496], 'beta': [0.9438819152068476], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 31499.5, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 972.237306637314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 85468.45745631904, 'LEVERAGE': 114, 'UNIT_BUDGET': 2109.6297214052174, 'INITIAL_MARGIN_PER_UNIT': 8.528397426643105, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85468.45745631904, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.528397426643105, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003535550862719659, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 1.5109131492796815, 'MAX_PENALTY_DURATION_HOURS': 1071, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14601070557015303, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.033597615305223566, 'max_pnl_target': 0.10035001208330457, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.08228209245051392, 'max_pnl_target': 0.3021438219120878, 'max_calls_for_rule': 158}}
|
49470908-15b3-4f52-9628-aebdbeff113e
|
BNBUSD
| -0.014533 | -0.011228 | 116 | false | null |
{'omega': 1.5872830464462822, 'alpha': [0.08601405636537848], 'beta': [0.8645497876667257], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.1023, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 354.7042158155015, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 99442.15334888021, 'LEVERAGE': 25, 'UNIT_BUDGET': 852.2211226066513, 'INITIAL_MARGIN_PER_UNIT': 14.18816863262006, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99442.15334888021, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.18816863262006, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004139958351572237, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 1.724485859046257, 'MAX_PENALTY_DURATION_HOURS': 630, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11572195847226471, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4}
|
{'small_calls': {'min_pnl_target': 0.04269613735263665, 'max_pnl_target': 0.09929241262189309, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.07048109053634588, 'max_pnl_target': 0.23162368260766622, 'max_calls_for_rule': 56}}
|
865990df-2dce-447a-ada8-9f6d034b4d9b
|
XRPUSD
| -0.000507 | -0.000273 | 54 | false | null |
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|
{'POSITION_SIZE_PER_UNIT': 299.1648030677968, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 312, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 130034.50956796257, 'LEVERAGE': 42, 'UNIT_BUDGET': 2231.684156288253, 'INITIAL_MARGIN_PER_UNIT': 7.12297150161421, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130034.50956796257, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.12297150161421, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004385389366444283, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 2.8729130019243376, 'MAX_PENALTY_DURATION_HOURS': 583, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15906165952348325, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9}
|
{'small_calls': {'min_pnl_target': 0.04022865579709199, 'max_pnl_target': 0.15688821200096925, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.10042968145170135, 'max_pnl_target': 0.29828854152149514, 'max_calls_for_rule': 267}}
|
fa722d8f-1c0b-4fda-bafa-570f3321789b
|
NIFTY500
| -0.005322 | -0.003341 | 87 | false | null |
{'omega': 0.10875104788490679, 'alpha': [0.09579610489763839], 'beta': [0.8271711382996862], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02932905274424708, 'historical_segment_start_price': 15457.95, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 1157.5071584997738, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 97123.52382744642, 'LEVERAGE': 101, 'UNIT_BUDGET': 1517.960142890442, 'INITIAL_MARGIN_PER_UNIT': 11.460466915839344, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97123.52382744642, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.460466915839344, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036736881491804528, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 1.6849830311917813, 'MAX_PENALTY_DURATION_HOURS': 307, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18764132149050053, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.01889487201886704, 'max_pnl_target': 0.16445449233188486, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.0307312739811271, 'max_pnl_target': 0.2704981264678698, 'max_calls_for_rule': 87}}
|
3d99c930-77cc-457d-a71b-4d929d4c28fa
|
ADAUSD
| 0.002994 | -0.000981 | 196 | false | null |
{'omega': 2.829934007864757, 'alpha': [0.08833363636135787], 'beta': [0.8794521107024511], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15363, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 751.6409381711416, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 293, 'MAX_CONCURRENT_UNITS': 87, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 181691.8374200399, 'LEVERAGE': 106, 'UNIT_BUDGET': 2087.4536179056877, 'INITIAL_MARGIN_PER_UNIT': 7.090952246897562, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181691.8374200399, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.090952246897562, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027159565969186025, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 1.975290760964957, 'MAX_PENALTY_DURATION_HOURS': 591, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03466116098599897, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.013042123850100229, 'max_pnl_target': 0.06675806440403072, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.058280502714075484, 'max_pnl_target': 0.16578733881496224, 'max_calls_for_rule': 187}}
|
4d7295b3-322a-4c76-a0ab-3e87d8f70078
|
NIFTYFIN
| 0.007926 | -0.018554 | 162 | false | null |
{'omega': 0.32141375049859655, 'alpha': [0.10510089790949743], 'beta': [0.8766886104652135], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.136356027238828, 'historical_segment_start_price': 10458.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 893.5911419670899, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 68283.80709586438, 'LEVERAGE': 75, 'UNIT_BUDGET': 1123.5288921784222, 'INITIAL_MARGIN_PER_UNIT': 11.914548559561199, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68283.80709586438, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.914548559561199, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004339676529572029, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 2.516787090667955, 'MAX_PENALTY_DURATION_HOURS': 1340, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07953915551655162, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9}
|
{'small_calls': {'min_pnl_target': 0.040954823362958526, 'max_pnl_target': 0.1078005586110983, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.09590206397225173, 'max_pnl_target': 0.32165262702104286, 'max_calls_for_rule': 70}}
|
b1329bf0-128c-497b-8617-8b4fd86765b3
|
NIFTYFIN
| 0.003503 | -0.00008 | 71 | false | null |
{'omega': 0.3184589440518008, 'alpha': [0.09516782475471121], 'beta': [0.8699109845001748], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.63000395845449, 'historical_segment_start_price': 11290.65, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1140.054039325837, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 101369.21811672437, 'LEVERAGE': 78, 'UNIT_BUDGET': 1419.0392787579885, 'INITIAL_MARGIN_PER_UNIT': 14.61607742725432, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101369.21811672437, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.61607742725432, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003599827413845053, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 1.6138088323379394, 'MAX_PENALTY_DURATION_HOURS': 479, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24272301681061934, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.03961096896921019, 'max_pnl_target': 0.18233839846414834, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.05127948165688529, 'max_pnl_target': 0.20474711717471766, 'max_calls_for_rule': 80}}
|
9514cc29-32ba-4ca5-b20c-c743ddce745c
|
NIFTYENERGY
| -0.004939 | -0.00935 | 105 | false | null |
{'omega': 0.592206379616519, 'alpha': [0.13092392573665232], 'beta': [0.8552147379839061], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.753018167651775, 'historical_segment_start_price': 8410.05, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1119.9418744930954, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 116428.20030481233, 'LEVERAGE': 81, 'UNIT_BUDGET': 1432.325495414928, 'INITIAL_MARGIN_PER_UNIT': 13.826442894976486, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116428.20030481233, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.826442894976486, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020743845620214228, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 1.8908120460667512, 'MAX_PENALTY_DURATION_HOURS': 927, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17730420802254676, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.04068604640527519, 'max_pnl_target': 0.10211269733433126, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.03385114035069168, 'max_pnl_target': 0.25334520085574086, 'max_calls_for_rule': 69}}
|
c4c6e44e-836a-453b-a292-e7ce9b8d9e51
|
ETHUSD
| 0.004786 | -0.001538 | 122 | false | null |
{'omega': 2.388257305617986, 'alpha': [0.1190945581489534], 'beta': [0.8789054418510467], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 207.78, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 659.5888973029033, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 304, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 148680.12884547777, 'LEVERAGE': 124, 'UNIT_BUDGET': 1627.6417531763432, 'INITIAL_MARGIN_PER_UNIT': 5.319265300829866, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148680.12884547777, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.319265300829866, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003667856537987298, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.032054014187082, 'MAX_PENALTY_DURATION_HOURS': 392, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2252319207770593, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.03714239752629272, 'max_pnl_target': 0.12439710454022426, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.06142450831683929, 'max_pnl_target': 0.19030226690557744, 'max_calls_for_rule': 280}}
|
a3cac593-fb81-423f-83ec-156e213180d5
|
BTCUSD
| -0.001045 | -0.000592 | 49 | false | null |
{'omega': 0.3992218353009659, 'alpha': [0.0696147095460232], 'beta': [0.850215706653015], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013699063156132446, 'historical_segment_start_price': 11451.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 606.8500283556091, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 111081.33434508869, 'LEVERAGE': 51, 'UNIT_BUDGET': 1467.7724586279437, 'INITIAL_MARGIN_PER_UNIT': 11.899020163835473, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111081.33434508869, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.899020163835473, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004795866568775835, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.910663707623816, 'MAX_PENALTY_DURATION_HOURS': 703, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03218307564059383, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.0405293536719167, 'max_pnl_target': 0.13220513590320676, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.0606403591753171, 'max_pnl_target': 0.2373943705364058, 'max_calls_for_rule': 75}}
|
10f91b1d-0e4c-44e5-9ab5-0d042d788318
|
GOOGLUSD
| 0.067964 | -0.001841 | 295 | false | null |
{'omega': 2.9234478025791075, 'alpha': [0.2051121370907724], 'beta': [0.7178279124622974], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1231.49, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 580.7258616407504, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 121, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 68940.09922777061, 'LEVERAGE': 43, 'UNIT_BUDGET': 568.2237293712402, 'INITIAL_MARGIN_PER_UNIT': 13.50525259629652, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68940.09922777061, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.50525259629652, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004552238009503559, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.7899530695205965, 'MAX_PENALTY_DURATION_HOURS': 277, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.061975930058445164, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 5}
|
{'small_calls': {'min_pnl_target': 0.02835512628930564, 'max_pnl_target': 0.13220752031025093, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.07471726496758055, 'max_pnl_target': 0.3121316337781799, 'max_calls_for_rule': 40}}
|
03112909-c3fb-4948-8a53-4ee2e4fbd67c
|
BTCUSD
| 0.011157 | -0.01006 | 1,596 | false | null |
{'omega': 2.278764512483776, 'alpha': [0.0699030450991121], 'beta': [0.9155440740568368], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3444.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 754.4615243130011, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 208, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 143586.6562383935, 'LEVERAGE': 86, 'UNIT_BUDGET': 1837.7414667029477, 'INITIAL_MARGIN_PER_UNIT': 8.772808422244198, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143586.6562383935, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.772808422244198, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010428132237391221, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 1.8969486018459414, 'MAX_PENALTY_DURATION_HOURS': 699, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07904936133185486, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 14}
|
{'small_calls': {'min_pnl_target': 0.008820687819572771, 'max_pnl_target': 0.1284909516370538, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.020609494625901458, 'max_pnl_target': 0.12120922120361753, 'max_calls_for_rule': 153}}
|
425d762c-f084-47c5-9689-848f5e706276
|
XRPUSD
| 0.042833 | -0.004379 | 456 | false | null |
{'omega': 1.5601999228219414, 'alpha': [0.12205415588879642], 'beta': [0.7995544022093313], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.29376, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 745.3981048304931, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, 'MAX_CONCURRENT_UNITS': 344, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 163844.51502463623, 'LEVERAGE': 82, 'UNIT_BUDGET': 475.24601865251066, 'INITIAL_MARGIN_PER_UNIT': 9.09022079061577, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163844.51502463623, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.09022079061577, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004322817974606317, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 1.6169827511762687, 'MAX_PENALTY_DURATION_HOURS': 606, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16996767952776923, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.044672369867831456, 'max_pnl_target': 0.12075576900269325, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.089097414284252, 'max_pnl_target': 0.251644129394067, 'max_calls_for_rule': 31}}
|
ddf87f1a-e0b0-4812-82a5-7818001ba0a1
|
ETHUSD
| -0.006822 | -0.025759 | 270 | false | null |
{'omega': 0.6634517116250653, 'alpha': [0.07409321129318851], 'beta': [0.9239067887068115], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.287025534524264, 'historical_segment_start_price': 2226.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 712.6503032081235, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 183, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 75157.48065377821, 'LEVERAGE': 74, 'UNIT_BUDGET': 409.8775259233, 'INITIAL_MARGIN_PER_UNIT': 9.63040950281248, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75157.48065377821, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.63040950281248, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003369815824204326, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 1.617321048490672, 'MAX_PENALTY_DURATION_HOURS': 771, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13049003476239096, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.02660765277973734, 'max_pnl_target': 0.15262049737290775, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.017896369473127054, 'max_pnl_target': 0.18509322628766067, 'max_calls_for_rule': 33}}
|
04808f9c-fdc6-4083-880a-46380474f20c
|
ADAUSD
| -0.024345 | -0.024345 | 266 | false | null |
{'omega': 0.8307909479156635, 'alpha': [0.07318275914348607], 'beta': [0.8333133168876732], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.888870170521346, 'historical_segment_start_price': 0.4212, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1027.78166433292, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, 'MAX_CONCURRENT_UNITS': 107, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 117430.12258525756, 'LEVERAGE': 78, 'UNIT_BUDGET': 1089.8005580250579, 'INITIAL_MARGIN_PER_UNIT': 13.176688004268204, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117430.12258525756, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.176688004268204, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003621955785053905, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 56, 'PENALTY_DURATION_MULTIPLIER': 2.4492204333637804, 'MAX_PENALTY_DURATION_HOURS': 1012, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17769673017416954, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7}
|
{'small_calls': {'min_pnl_target': 0.0283914066238212, 'max_pnl_target': 0.13032154457592066, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.08798815121596834, 'max_pnl_target': 0.3021761815321583, 'max_calls_for_rule': 54}}
|
bacbae0e-a080-4f90-8380-47348f2ffab6
|
BTCUSD
| -0.002382 | -0.002382 | 54 | false | null |
{'omega': 0.929464895699182, 'alpha': [0.05255083906331126], 'beta': [0.9454491609366886], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.0051901380051645575, 'historical_segment_start_price': 40779.16, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 655.2495513900743, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 242, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 71786.12443372635, 'LEVERAGE': 124, 'UNIT_BUDGET': 1288.311145188012, 'INITIAL_MARGIN_PER_UNIT': 5.2842705757264055, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71786.12443372635, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.2842705757264055, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021327837310287827, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.495852758986304, 'MAX_PENALTY_DURATION_HOURS': 1253, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03948309332382688, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.039343037950253845, 'max_pnl_target': 0.18904114173855574, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.029921733132980438, 'max_pnl_target': 0.17544559322858874, 'max_calls_for_rule': 238}}
|
90727e2e-e9cd-4b2a-80fa-82df30c7277e
|
XRPUSD
| -0.012002 | -0.083001 | 1,673 | false | null |
{'omega': 0.7843635502074221, 'alpha': [0.099081601020939], 'beta': [0.898918398979061], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23177, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 426.3016660355241, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 187, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 121275.09383646834, 'LEVERAGE': 37, 'UNIT_BUDGET': 648.3480657205095, 'INITIAL_MARGIN_PER_UNIT': 11.52166664960876, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121275.09383646834, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.52166664960876, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004904339401104395, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 1.8587201534659903, 'MAX_PENALTY_DURATION_HOURS': 575, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0686184327726132, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 5}
|
{'small_calls': {'min_pnl_target': 0.03810629802039193, 'max_pnl_target': 0.14304002409946967, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.030328002031578837, 'max_pnl_target': 0.21489096637145763, 'max_calls_for_rule': 37}}
|
eed0b22d-0f35-48cf-8869-df249a72504b
|
ADAUSD
| 0.00229 | -0.001529 | 41 | false | null |
{'omega': 1.8880800375137583, 'alpha': [0.04586597240789513], 'beta': [0.952134027592105], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.836781905854107, 'historical_segment_start_price': 1.465, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 404.7012834197119, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 341, 'MAX_CONCURRENT_UNITS': 26, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 50241.34741945287, 'LEVERAGE': 73, 'UNIT_BUDGET': 1900.9945122809374, 'INITIAL_MARGIN_PER_UNIT': 5.5438531975303, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50241.34741945287, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.5438531975303, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004069576039190668, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.908849596211286, 'MAX_PENALTY_DURATION_HOURS': 591, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10750014762164387, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.017395096135484983, 'max_pnl_target': 0.15604030759290027, 'max_calls_for_rule': 196}, 'moderate_calls': {'min_pnl_target': 0.04782557527016724, 'max_pnl_target': 0.2837171418359977, 'max_calls_for_rule': 273}}
|
d2a16dfe-735f-4eb4-a6c6-5ebf4513f399
|
BNBUSD
| -0.000438 | -0.00012 | 35 | false | null |
{'omega': 0.18126148412986945, 'alpha': [0.04830424006764018], 'beta': [0.875598167609586], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007534090188009732, 'historical_segment_start_price': 305.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 394.00058568106, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 406, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 85363.10656313947, 'LEVERAGE': 66, 'UNIT_BUDGET': 2434.121590087398, 'INITIAL_MARGIN_PER_UNIT': 5.969705843652424, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85363.10656313947, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.969705843652424, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004865364484164161, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.165712410535436, 'MAX_PENALTY_DURATION_HOURS': 545, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22191386180723213, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4}
|
{'small_calls': {'min_pnl_target': 0.011621875297894813, 'max_pnl_target': 0.09467477458955866, 'max_calls_for_rule': 179}, 'moderate_calls': {'min_pnl_target': 0.07209974522293994, 'max_pnl_target': 0.3137921633760347, 'max_calls_for_rule': 297}}
|
e4fe0f39-1ac7-4e8b-8a76-5ae6a3561e82
|
XRPUSD
| -0.033446 | -0.04606 | 963 | false | null |
{'omega': 4.223546197953342, 'alpha': [0.10521138774289011], 'beta': [0.8927886122571098], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.54443, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 761.8970133463968, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 144739.90728497825, 'LEVERAGE': 61, 'UNIT_BUDGET': 2096.442004778224, 'INITIAL_MARGIN_PER_UNIT': 12.49011497289175, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144739.90728497825, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.49011497289175, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036330989350794353, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.8410280385300384, 'MAX_PENALTY_DURATION_HOURS': 1082, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23856456324674058, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 6}
|
{'small_calls': {'min_pnl_target': 0.00662469914829841, 'max_pnl_target': 0.06416426407726245, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.06747952534483899, 'max_pnl_target': 0.2507932416355237, 'max_calls_for_rule': 144}}
|
3cd79fc4-4ea8-400f-a4b6-aa7291127137
|
ETHUSD
| 0.003641 | -0.042185 | 161 | false | null |
{'omega': 2.1522230183580247, 'alpha': [0.08768292810991145], 'beta': [0.902122938976936], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 294.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1566.9749635108249, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 56263.111301716206, 'LEVERAGE': 114, 'UNIT_BUDGET': 769.9363799886768, 'INITIAL_MARGIN_PER_UNIT': 13.745394416761622, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56263.111301716206, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.745394416761622, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019603974993001616, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.3280171575755766, 'MAX_PENALTY_DURATION_HOURS': 1044, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1250894209212142, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.03109609095271396, 'max_pnl_target': 0.12519392331141513, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.050014823669388614, 'max_pnl_target': 0.17993071269072589, 'max_calls_for_rule': 43}}
|
a5d70a9b-15b4-4ece-b2a5-b8d17eefc4dc
|
BNBUSD
| -0.000418 | -0.000187 | 25 | false | null |
{'omega': 2.440193772879318, 'alpha': [0.12446755263270222], 'beta': [0.8556179452712651], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.005945419900900638, 'historical_segment_start_price': 22.3122, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 838.6101887927243, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 104, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 190019.7655728992, 'LEVERAGE': 74, 'UNIT_BUDGET': 1825.7231683109385, 'INITIAL_MARGIN_PER_UNIT': 11.332570118820598, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190019.7655728992, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.332570118820598, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030248960080427345, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.221410366614946, 'MAX_PENALTY_DURATION_HOURS': 830, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1287306924519455, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 5}
|
{'small_calls': {'min_pnl_target': 0.015445967972071994, 'max_pnl_target': 0.06780699221548818, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.09467202261576178, 'max_pnl_target': 0.310915968004047, 'max_calls_for_rule': 100}}
|
8eb46479-640e-4cbc-a356-5ac47b877f23
|
ADAUSD
| -0.002027 | -0.001092 | 82 | false | null |
{'omega': 0.613082946030345, 'alpha': [0.08979090632987699], 'beta': [0.8737878000092693], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015279429916894838, 'historical_segment_start_price': 0.4502, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 472.92393068361974, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 149066.37755307893, 'LEVERAGE': 61, 'UNIT_BUDGET': 1812.1654979816187, 'INITIAL_MARGIN_PER_UNIT': 7.752851322682291, 'MAX_TRADING_CAPITAL_FOR_UNITS': 149066.37755307893, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.752851322682291, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024794191728005344, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 2.522489622510278, 'MAX_PENALTY_DURATION_HOURS': 752, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19631006213714303, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.022380632299104326, 'max_pnl_target': 0.10715116209241457, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.043719776836573486, 'max_pnl_target': 0.274610905710857, 'max_calls_for_rule': 215}}
|
7d55a893-5ec4-4564-92a6-aec8cdb8c1ce
|
NIFTYENERGY
| -0.008775 | -0.015691 | 308 | false | null |
{'omega': 0.8286597183354403, 'alpha': [0.11641585073367881], 'beta': [0.8815841492663211], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8752904210309103, 'historical_segment_start_price': 8518.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 363.0732574996251, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 192, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 65051.99857992098, 'LEVERAGE': 63, 'UNIT_BUDGET': 1116.0200995799808, 'INITIAL_MARGIN_PER_UNIT': 5.763067579359128, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65051.99857992098, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.763067579359128, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010981913320986928, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 78, 'PENALTY_DURATION_MULTIPLIER': 2.0683154117364566, 'MAX_PENALTY_DURATION_HOURS': 1173, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02807527803639934, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 11}
|
{'small_calls': {'min_pnl_target': 0.01576574675123489, 'max_pnl_target': 0.1557529260319866, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.079811999952273, 'max_pnl_target': 0.2344393638548914, 'max_calls_for_rule': 136}}
|
7fd23978-e550-4a07-83ec-af3e428ab444
|
NIFTY500
| 0.023871 | -0.020126 | 376 | false | null |
{'omega': 1.2550463564164358, 'alpha': [0.05081928346369609], 'beta': [0.9462152332086419], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.018419325163606, 'historical_segment_start_price': 8034.2, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 779.1931019149151, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 79, 'MAX_CONCURRENT_UNITS': 74, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 62691.247085461844, 'LEVERAGE': 74, 'UNIT_BUDGET': 846.7950986026369, 'INITIAL_MARGIN_PER_UNIT': 10.529636512363718, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62691.247085461844, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.529636512363718, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011666635360943513, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 2.1313168854387667, 'MAX_PENALTY_DURATION_HOURS': 917, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21578134579219843, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5}
|
{'small_calls': {'min_pnl_target': 0.024096369987693034, 'max_pnl_target': 0.12739639319872417, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.09228716120604459, 'max_pnl_target': 0.33371672784711465, 'max_calls_for_rule': 52}}
|
a9002068-c8ef-42d5-bbbd-6f0ad22130bb
|
ETHUSD
| -0.016186 | -0.016685 | 307 | false | null |
{'omega': 1.3193217850837295, 'alpha': [0.1431279163715649], 'beta': [0.854872083628435], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1327.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 742.0507718607396, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 109426.14915185246, 'LEVERAGE': 98, 'UNIT_BUDGET': 1415.7771542853166, 'INITIAL_MARGIN_PER_UNIT': 7.5719466516402, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109426.14915185246, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.5719466516402, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016427873472882961, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.7205266578317877, 'MAX_PENALTY_DURATION_HOURS': 834, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1187640061712879, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
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{'small_calls': {'min_pnl_target': 0.017361699774940335, 'max_pnl_target': 0.11078798254698913, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.05371456265470533, 'max_pnl_target': 0.2233404462723286, 'max_calls_for_rule': 121}}
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95514881-243b-49ad-89b5-987c3935bc39
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BTCUSD
| -0.009535 | -0.009535 | 72 | false | null |
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{'POSITION_SIZE_PER_UNIT': 1422.5218136811254, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 68, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 70176.41451887676, 'LEVERAGE': 103, 'UNIT_BUDGET': 964.4152082689426, 'INITIAL_MARGIN_PER_UNIT': 13.810891394962383, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70176.41451887676, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.810891394962383, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027547439130894075, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.407093978508384, 'MAX_PENALTY_DURATION_HOURS': 216, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18723165646384815, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.013856818879379666, 'max_pnl_target': 0.07857606455812799, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.070793275024805, 'max_pnl_target': 0.2585579570028004, 'max_calls_for_rule': 52}}
|
98097385-4c81-4b8a-87ee-3205fb120b47
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BNBUSD
| -0.000704 | -0.000274 | 129 | false | null |
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{'POSITION_SIZE_PER_UNIT': 360.3678786928724, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, 'MAX_CONCURRENT_UNITS': 147, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 100877.17274689481, 'LEVERAGE': 47, 'UNIT_BUDGET': 683.4334618475489, 'INITIAL_MARGIN_PER_UNIT': 7.667401674316434, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100877.17274689481, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.667401674316434, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001683730444718559, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 1.752017843748022, 'MAX_PENALTY_DURATION_HOURS': 409, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17520732711920994, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 29, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.017966912964734526, 'max_pnl_target': 0.08322505744947177, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.07330642001989848, 'max_pnl_target': 0.2343039272527926, 'max_calls_for_rule': 55}}
|
a515d27e-3ebe-44c1-be65-7572235d7178
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BNBUSD
| -0.001906 | -0.000525 | 207 | false | null |
{'omega': 0.8363681244237344, 'alpha': [0.05790613314426242], 'beta': [0.901477396257133], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017936833064904848, 'historical_segment_start_price': 327.67, 'asset_source_name': 'BNBUSD'}
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{'POSITION_SIZE_PER_UNIT': 487.1006633409824, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, 'MAX_CONCURRENT_UNITS': 220, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 107728.5883816806, 'LEVERAGE': 88, 'UNIT_BUDGET': 489.26317898286663, 'INITIAL_MARGIN_PER_UNIT': 5.535234810692982, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107728.5883816806, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.535234810692982, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002153778171942314, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.6104087051149705, 'MAX_PENALTY_DURATION_HOURS': 811, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08063392694831786, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9}
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{'small_calls': {'min_pnl_target': 0.0330617415180087, 'max_pnl_target': 0.15872763488934924, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.06754982196296015, 'max_pnl_target': 0.2121829396414766, 'max_calls_for_rule': 72}}
|
413ef2d8-2e81-40ab-8de6-cafcc36a292c
|
ETHUSD
| 0.011164 | -0.011291 | 398 | false | null |
{'omega': 2.3662661453080935, 'alpha': [0.12046421067725774], 'beta': [0.8642314098663713], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 207.78, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 580.5538381777474, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, 'MAX_CONCURRENT_UNITS': 38, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 80310.75214767156, 'LEVERAGE': 89, 'UNIT_BUDGET': 2073.4471208758905, 'INITIAL_MARGIN_PER_UNIT': 6.523076833457836, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80310.75214767156, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.523076833457836, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00400959270415116, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.9755827035517344, 'MAX_PENALTY_DURATION_HOURS': 869, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05874272220137183, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 5}
|
{'small_calls': {'min_pnl_target': 0.02679949777560347, 'max_pnl_target': 0.1692498918230264, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.021122354333661657, 'max_pnl_target': 0.16362221435083082, 'max_calls_for_rule': 288}}
|
8d255238-a24c-406a-a211-9afe6d1c7b2f
|
NIFTYFMCG
| -0.000282 | -0.000248 | 55 | false | null |
{'omega': 0.26357843898203576, 'alpha': [0.0997333322820651], 'beta': [0.8982666677179348], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013346786351862164, 'historical_segment_start_price': 34153.75, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 121.2086849519874, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 336, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 131647.04009765666, 'LEVERAGE': 18, 'UNIT_BUDGET': 2275.236201899679, 'INITIAL_MARGIN_PER_UNIT': 6.733815830665966, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131647.04009765666, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.733815830665966, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003632401203824135, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.4641160010726093, 'MAX_PENALTY_DURATION_HOURS': 1336, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11585352148981867, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11}
|
{'small_calls': {'min_pnl_target': 0.01795843567654004, 'max_pnl_target': 0.11466267668328815, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.0932214208360152, 'max_pnl_target': 0.288578362514701, 'max_calls_for_rule': 211}}
|
a3bd1f67-bb9d-4da8-8b73-fe71c33fb716
|
BNBUSD
| -0.010222 | -0.008063 | 111 | false | null |
{'omega': 0.25071696081199846, 'alpha': [0.06841149028273177], 'beta': [0.9295885097172683], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1205.3755334134, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 94527.14267377015, 'LEVERAGE': 83, 'UNIT_BUDGET': 1304.8001738734674, 'INITIAL_MARGIN_PER_UNIT': 14.522596788113253, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94527.14267377015, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.522596788113253, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004668678097070177, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 2.427336058970125, 'MAX_PENALTY_DURATION_HOURS': 498, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07302098745476959, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.04200672856817733, 'max_pnl_target': 0.1108005689613379, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.05193842186734593, 'max_pnl_target': 0.2222016018570313, 'max_calls_for_rule': 57}}
|
6bfc2653-599f-41b3-9b40-17f66df6c2f3
|
XRPUSD
| -0.003476 | -0.003476 | 39 | false | null |
{'omega': 0.45157882721083686, 'alpha': [0.0774115570322082], 'beta': [0.9083536552785008], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03597494693256335, 'historical_segment_start_price': 0.3967, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 961.9183953760448, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 56109.81800454589, 'LEVERAGE': 121, 'UNIT_BUDGET': 1333.275247611604, 'INITIAL_MARGIN_PER_UNIT': 7.949738804760701, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56109.81800454589, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.949738804760701, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016313235098018401, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 1.904216785912403, 'MAX_PENALTY_DURATION_HOURS': 1159, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13344326679723573, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13}
|
{'small_calls': {'min_pnl_target': 0.044299261772159516, 'max_pnl_target': 0.18143865164908146, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.07241875348190609, 'max_pnl_target': 0.2943674942029448, 'max_calls_for_rule': 143}}
|
4f678bcf-f3a6-405d-b542-2990a438ce2c
|
BNBUSD
| -0.003537 | -0.002655 | 153 | false | null |
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|
{'POSITION_SIZE_PER_UNIT': 454.3426517520183, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 156, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 125575.01353278858, 'LEVERAGE': 66, 'UNIT_BUDGET': 804.2650279918289, 'INITIAL_MARGIN_PER_UNIT': 6.883979572000277, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125575.01353278858, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.883979572000277, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00412367846012913, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 1.6330244467936101, 'MAX_PENALTY_DURATION_HOURS': 1237, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14598294459131766, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 17}
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{'small_calls': {'min_pnl_target': 0.011777915111464437, 'max_pnl_target': 0.14081037289968623, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.033774810328404285, 'max_pnl_target': 0.14991242086600493, 'max_calls_for_rule': 86}}
|
79dcb310-b0c5-4109-9177-becf10304986
|
BTCUSD
| 0.014299 | -0.003582 | 179 | false | null |
{'omega': 17.41865456815192, 'alpha': [0.1526429663372787], 'beta': [0.8453570336627214], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 108.92, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1103.9119558746834, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 195, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 132394.06169426907, 'LEVERAGE': 94, 'UNIT_BUDGET': 2302.0288097146877, 'INITIAL_MARGIN_PER_UNIT': 11.743744211432801, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132394.06169426907, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.743744211432801, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025449853053286296, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 2.502019749509424, 'MAX_PENALTY_DURATION_HOURS': 947, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13498111974536825, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.020543880607339006, 'max_pnl_target': 0.14952280570096113, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.052817263056774706, 'max_pnl_target': 0.18951737506674135, 'max_calls_for_rule': 149}}
|
d7b76f60-95e6-4ee6-a859-ca642dddc1f5
|
BTCUSD
| -0.001178 | -0.000967 | 81 | false | null |
{'omega': 0.0064027820426806265, 'alpha': [0.0808796661095472], 'beta': [0.9116217287947307], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.000790094185745709, 'historical_segment_start_price': 16475.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 180.86860667936548, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 52897.65246444468, 'LEVERAGE': 20, 'UNIT_BUDGET': 641.7310782288405, 'INITIAL_MARGIN_PER_UNIT': 9.043430333968274, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52897.65246444468, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.043430333968274, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015213414577713938, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 2.3604485799453783, 'MAX_PENALTY_DURATION_HOURS': 171, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19482249057819376, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.01555684348079828, 'max_pnl_target': 0.15404690131774845, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.055486986701691256, 'max_pnl_target': 0.28277192558313163, 'max_calls_for_rule': 56}}
|
ddf9545e-3a1e-4005-9276-8d2a02adb9b2
|
NIFTYIT
| 0.002158 | -0.012887 | 135 | false | null |
{'omega': 0.4608264805583941, 'alpha': [0.09505816153724067], 'beta': [0.9029418384627592], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.503064335352217, 'historical_segment_start_price': 18099.15, 'asset_source_name': 'NIFTYIT'}
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{'POSITION_SIZE_PER_UNIT': 521.9942102224288, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 52499.24541660314, 'LEVERAGE': 46, 'UNIT_BUDGET': 1477.8448881360562, 'INITIAL_MARGIN_PER_UNIT': 11.347700222226713, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52499.24541660314, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.347700222226713, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002420899673032864, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.8210975410833588, 'MAX_PENALTY_DURATION_HOURS': 414, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1482633011867068, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.01912001807464776, 'max_pnl_target': 0.154692760262701, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.09775304917607193, 'max_pnl_target': 0.23864539826546666, 'max_calls_for_rule': 79}}
|
1e1ad308-9450-4000-b663-e5fafdfbdf6a
|
NIFTYBANK
| -0.008192 | -0.008192 | 136 | false | null |
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{'POSITION_SIZE_PER_UNIT': 831.8554861642211, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 232, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 194019.39355335114, 'LEVERAGE': 64, 'UNIT_BUDGET': 834.74546932984, 'INITIAL_MARGIN_PER_UNIT': 12.997741971315955, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194019.39355335114, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.997741971315955, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019314225060272187, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.9651739956216243, 'MAX_PENALTY_DURATION_HOURS': 1059, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0941105896457016, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.04877515842954595, 'max_pnl_target': 0.11919696554483263, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.05424044462305008, 'max_pnl_target': 0.2318610053845965, 'max_calls_for_rule': 38}}
|
5a1dc602-2504-46a1-8243-7c08b5c069e6
|
GOOGLUSD
| -0.005989 | -0.005989 | 69 | false | null |
{'omega': 0.33033313757172966, 'alpha': [0.08200535773696135], 'beta': [0.9159946422630385], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0347785438879843, 'historical_segment_start_price': 1406.4, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1104.6485044583856, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 95706.62430724263, 'LEVERAGE': 93, 'UNIT_BUDGET': 1382.1810443819704, 'INITIAL_MARGIN_PER_UNIT': 11.877940908154683, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95706.62430724263, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.877940908154683, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002453665410227778, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 123, 'PENALTY_DURATION_MULTIPLIER': 2.2480379811079856, 'MAX_PENALTY_DURATION_HOURS': 359, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10642369993278733, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.026852444031024686, 'max_pnl_target': 0.07830979532550761, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.06445890886952663, 'max_pnl_target': 0.2740088297926553, 'max_calls_for_rule': 110}}
|
481f9cc6-80f9-44aa-8e7a-50fc08acdaef
|
XRPUSD
| -0.028182 | -0.031194 | 729 | false | null |
{'omega': 5.109803755931339, 'alpha': [0.10376703431479094], 'beta': [0.8187189144760219], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.9, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1140.2272706545034, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 236, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 124776.877465019, 'LEVERAGE': 111, 'UNIT_BUDGET': 527.5607027549983, 'INITIAL_MARGIN_PER_UNIT': 10.272317753644174, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124776.877465019, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.272317753644174, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033530170979260477, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 1.6659330645868267, 'MAX_PENALTY_DURATION_HOURS': 707, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11790305211451702, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 45, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.009860842705023834, 'max_pnl_target': 0.05995817133871446, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.022486392725929474, 'max_pnl_target': 0.19104735575157436, 'max_calls_for_rule': 49}}
|
1f3b6112-691e-43fa-9119-8918202fa3d2
|
NIFTYBANK
| -0.000783 | -0.000397 | 248 | false | null |
{'omega': 0.31116385826051024, 'alpha': [0.0973495033261724], 'beta': [0.830654417537655], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.458988589852865, 'historical_segment_start_price': 20170.15, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 162.18128216964595, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 126, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 95925.01653593665, 'LEVERAGE': 17, 'UNIT_BUDGET': 760.1224368306905, 'INITIAL_MARGIN_PER_UNIT': 9.540075421743879, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95925.01653593665, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.540075421743879, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010537146500469517, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 1.6071610063588868, 'MAX_PENALTY_DURATION_HOURS': 753, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23744094423166698, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4}
|
{'small_calls': {'min_pnl_target': 0.015256920814329805, 'max_pnl_target': 0.1505371715159742, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.04063791699218208, 'max_pnl_target': 0.19006088091646883, 'max_calls_for_rule': 66}}
|
6d324d64-6248-4c11-979c-729ce783354e
|
NIFTY500
| -0.006111 | -0.006081 | 138 | false | null |
{'omega': 0.23632141045000332, 'alpha': [0.11090725599993388], 'beta': [0.8272019499231952], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9494685070550357, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 856.2078916911921, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 174, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 182089.28433487756, 'LEVERAGE': 79, 'UNIT_BUDGET': 1905.2095996147368, 'INITIAL_MARGIN_PER_UNIT': 10.83807457836952, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182089.28433487756, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.83807457836952, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003736118759549666, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.9199275186921536, 'MAX_PENALTY_DURATION_HOURS': 703, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.031554337155106804, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2}
|
{'small_calls': {'min_pnl_target': 0.010459842702435622, 'max_pnl_target': 0.10317996859440894, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.029687467595354976, 'max_pnl_target': 0.23532579599816958, 'max_calls_for_rule': 125}}
|
6647e1fe-5345-4f01-9f8f-181f2bff026b
|
NIFTYFMCG
| -0.001253 | -0.000382 | 66 | false | null |
{'omega': 0.2486088100517121, 'alpha': [0.09094493650163543], 'beta': [0.8571650003780192], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.006899200013688237, 'historical_segment_start_price': 44224.7, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 920.6336218232899, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 135778.37013865175, 'LEVERAGE': 98, 'UNIT_BUDGET': 1721.6594972477264, 'INITIAL_MARGIN_PER_UNIT': 9.394220630849897, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135778.37013865175, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.394220630849897, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002838545318866111, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 2.675898032895659, 'MAX_PENALTY_DURATION_HOURS': 1232, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2259032945368367, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.04829686379901052, 'max_pnl_target': 0.14435550187658322, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.015125860552624415, 'max_pnl_target': 0.17875554901102017, 'max_calls_for_rule': 151}}
|
f075a7dc-2b02-464b-ad24-9616f9c9fe82
|
NIFTYIT
| -0.007428 | -0.007428 | 163 | false | null |
{'omega': 0.47923921901446764, 'alpha': [0.10320798134671867], 'beta': [0.8947920186532813], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.556543647970016, 'historical_segment_start_price': 18099.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 964.1279522352482, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 228, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 144269.56442329264, 'LEVERAGE': 108, 'UNIT_BUDGET': 2052.200816600979, 'INITIAL_MARGIN_PER_UNIT': 8.927110668844891, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144269.56442329264, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.927110668844891, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036902954164956016, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.8413354535776807, 'MAX_PENALTY_DURATION_HOURS': 176, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20601211593443877, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1}
|
{'small_calls': {'min_pnl_target': 0.027605366225904465, 'max_pnl_target': 0.17390859668671096, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.04561900852775095, 'max_pnl_target': 0.1576806003627293, 'max_calls_for_rule': 221}}
|
19f50712-636e-44c7-abae-368be459e664
|
ADAUSD
| 0.000599 | -0.004088 | 138 | false | null |
{'omega': 1.8877647075714539, 'alpha': [0.04867214362035526], 'beta': [0.903852686634868], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.975466291744107, 'historical_segment_start_price': 1.465, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 529.6213229512043, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, 'MAX_CONCURRENT_UNITS': 138, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 189114.7530797425, 'LEVERAGE': 47, 'UNIT_BUDGET': 1369.8078340511227, 'INITIAL_MARGIN_PER_UNIT': 11.268538786195837, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189114.7530797425, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.268538786195837, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001960841837956456, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 1.890511750902348, 'MAX_PENALTY_DURATION_HOURS': 653, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23617120760280172, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6}
|
{'small_calls': {'min_pnl_target': 0.02800561440791096, 'max_pnl_target': 0.11368046592313114, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.07417386913928325, 'max_pnl_target': 0.3045588316721357, 'max_calls_for_rule': 113}}
|
18028b50-af91-4696-95e4-974c0fbdc763
|
ADAUSD
| 0.003968 | -0.000002 | 238 | false | null |
{'omega': 1.0466745453998618, 'alpha': [0.05833927143949259], 'beta': [0.9396607285605073], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.7392, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 84.62549872742588, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, 'MAX_CONCURRENT_UNITS': 188, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 155773.02728584487, 'LEVERAGE': 13, 'UNIT_BUDGET': 827.6101642681336, 'INITIAL_MARGIN_PER_UNIT': 6.509653748263529, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155773.02728584487, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.509653748263529, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033836206004291404, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.073813958712207, 'MAX_PENALTY_DURATION_HOURS': 1397, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18692407498178373, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3}
|
{'small_calls': {'min_pnl_target': 0.029755579375947933, 'max_pnl_target': 0.10344143346077471, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.051099668115177646, 'max_pnl_target': 0.25115490056269035, 'max_calls_for_rule': 78}}
|
ab4b0848-3039-4889-9798-bed396f926c3
|
BNBUSD
| 0.066846 | -0.000789 | 1,224 | false | null |
{'omega': 6.385740721631186, 'alpha': [0.09435764417514031], 'beta': [0.861789581189357], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3879, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 371.8148892904014, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, 'MAX_CONCURRENT_UNITS': 200, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.4, 'INITIAL_PORTFOLIO_FUNDS': 190862.8275639517, 'LEVERAGE': 39, 'UNIT_BUDGET': 952.3771398462877, 'INITIAL_MARGIN_PER_UNIT': 9.533715110010293, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190862.8275639517, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.533715110010293, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004982210883847412, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 1.8881669028530532, 'MAX_PENALTY_DURATION_HOURS': 1270, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05731453227747781, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6}
|
{'small_calls': {'min_pnl_target': 0.02694034082688403, 'max_pnl_target': 0.14146424520573728, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.09848204257529145, 'max_pnl_target': 0.2653786930786079, 'max_calls_for_rule': 73}}
|
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