Dataset Viewer
scenario_id
int64 0
1,000k
| asset_source_name
stringclasses 24
values | garch_params_used_for_sim_str
stringlengths 183
255
| strategy_params_str
stringlengths 1.46k
1.49k
| strategy_exit_rules_str
stringlengths 237
251
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0 |
NIFTY50
|
{'omega': 0.4058350530593112, 'alpha': [0.1157464337411367], 'beta': [0.8822535662588634], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04252307422214234, 'historical_segment_start_price': 8288.15, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1023.1403076427198, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124460.84625374865, 'LEVERAGE': 69, 'UNIT_BUDGET': 1954.7954177886807, 'INITIAL_MARGIN_PER_UNIT': 14.828120400619127, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124460.84625374865, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.828120400619127, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00412569371255242, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 139, 'PENALTY_DURATION_MULTIPLIER': 1.917130804597769, 'MAX_PENALTY_DURATION_HOURS': 1070, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6956634918102282, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.023689664313381122, 'max_pnl_target': 0.16762903776572965, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.011646820441018448, 'max_pnl_target': 0.13868475134874633, 'max_calls_for_rule': 117}}
|
1 |
BTCUSD
|
{'omega': 7.057241256669082, 'alpha': [0.13107182907481651], 'beta': [0.8245842815027662], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4, 'asset_source_name': 'BTCUSD'}
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{'POSITION_SIZE_PER_UNIT': 739.2633121638421, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 85, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 73197.05928588724, 'LEVERAGE': 65, 'UNIT_BUDGET': 854.0559647716391, 'INITIAL_MARGIN_PER_UNIT': 11.37328172559757, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73197.05928588724, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.37328172559757, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004518414474205601, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 1.6265569052952094, 'MAX_PENALTY_DURATION_HOURS': 1068, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5891926392493215, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.0122266282446028, 'max_pnl_target': 0.06326105788349941, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.049181194784874274, 'max_pnl_target': 0.28103057016335237, 'max_calls_for_rule': 48}}
|
2 |
NIFTYIT
|
{'omega': 0.743037953103339, 'alpha': [0.13065454480666416], 'beta': [0.8086942702780096], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014007517697987519, 'historical_segment_start_price': 11567.95, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 194.25947251679764, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 277, 'MAX_CONCURRENT_UNITS': 93, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 195100.84090433127, 'LEVERAGE': 26, 'UNIT_BUDGET': 2082.4021808144407, 'INITIAL_MARGIN_PER_UNIT': 7.471518173722986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 195100.84090433127, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.471518173722986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017594371824400869, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 1.771585196556466, 'MAX_PENALTY_DURATION_HOURS': 885, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35663105622860386, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8220}
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{'small_calls': {'min_pnl_target': 0.04116598943838541, 'max_pnl_target': 0.15088126724957157, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.03317877640418281, 'max_pnl_target': 0.1454577147222217, 'max_calls_for_rule': 171}}
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3 |
BTCUSD
|
{'omega': 2.207151573336128, 'alpha': [0.10850893432890193], 'beta': [0.8894910656710981], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 409.74681009676647, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 495, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179023.59873246573, 'LEVERAGE': 31, 'UNIT_BUDGET': 361.4114490947934, 'INITIAL_MARGIN_PER_UNIT': 13.217639035379563, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179023.59873246573, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.217639035379563, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020265524525208203, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 1.759206337738608, 'MAX_PENALTY_DURATION_HOURS': 913, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13552467435493842, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5760}
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{'small_calls': {'min_pnl_target': 0.010380940773520612, 'max_pnl_target': 0.0986700151362335, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.08972706122765452, 'max_pnl_target': 0.19428212459193211, 'max_calls_for_rule': 22}}
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4 |
ETHUSD
|
{'omega': 0.6515261791732888, 'alpha': [0.057545291103046764], 'beta': [0.9404547088969533], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014103252985809691, 'historical_segment_start_price': 3587.7, 'asset_source_name': 'ETHUSD'}
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{'POSITION_SIZE_PER_UNIT': 592.119616450586, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 319, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 67859.14124579969, 'LEVERAGE': 97, 'UNIT_BUDGET': 1958.8986013009678, 'INITIAL_MARGIN_PER_UNIT': 6.104325942789547, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67859.14124579969, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.104325942789547, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024612406642189957, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 2.3526629541397437, 'MAX_PENALTY_DURATION_HOURS': 929, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3749832797680904, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8760}
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{'small_calls': {'min_pnl_target': 0.04257404774577033, 'max_pnl_target': 0.13256591499088757, 'max_calls_for_rule': 172}, 'moderate_calls': {'min_pnl_target': 0.06929553168158917, 'max_pnl_target': 0.3022189286319752, 'max_calls_for_rule': 241}}
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5 |
NIFTYFMCG
|
{'omega': 1.5216107665577303, 'alpha': [0.19416195713122392], 'beta': [0.7176030222943505], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009892876379898307, 'historical_segment_start_price': 19337.25, 'asset_source_name': 'NIFTYFMCG'}
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{'POSITION_SIZE_PER_UNIT': 215.69260553880216, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 227, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132384.6588338554, 'LEVERAGE': 26, 'UNIT_BUDGET': 1892.614783527208, 'INITIAL_MARGIN_PER_UNIT': 8.295869443800083, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132384.6588338554, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.295869443800083, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027468418967081026, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 1.7877703983990076, 'MAX_PENALTY_DURATION_HOURS': 1433, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5533753478208833, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2880}
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{'small_calls': {'min_pnl_target': 0.02212570871582999, 'max_pnl_target': 0.14237202427137818, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.027547820807030686, 'max_pnl_target': 0.1509568003188464, 'max_calls_for_rule': 176}}
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6 |
XRPUSD
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{'omega': 1.0061145169884413, 'alpha': [0.11250928514276078], 'beta': [0.8441962644769017], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.20008, 'asset_source_name': 'XRPUSD'}
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{'POSITION_SIZE_PER_UNIT': 790.8394451329991, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 119, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 145099.03557547595, 'LEVERAGE': 90, 'UNIT_BUDGET': 1215.9723834041781, 'INITIAL_MARGIN_PER_UNIT': 8.787104945922213, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145099.03557547595, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.787104945922213, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038049721998571597, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.388307208166345, 'MAX_PENALTY_DURATION_HOURS': 769, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10599546641748474, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 134, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 8040}
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{'small_calls': {'min_pnl_target': 0.018280599155009115, 'max_pnl_target': 0.07413937390520414, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.0684515108189853, 'max_pnl_target': 0.2798426505433401, 'max_calls_for_rule': 113}}
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7 |
NIFTY50
|
{'omega': 0.1816855282829227, 'alpha': [0.08441509550399427], 'beta': [0.8369702354294485], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.260116640460627, 'historical_segment_start_price': 10937.1, 'asset_source_name': 'NIFTY50'}
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{'POSITION_SIZE_PER_UNIT': 1295.2909329079434, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57168.842702392896, 'LEVERAGE': 123, 'UNIT_BUDGET': 890.8343449023732, 'INITIAL_MARGIN_PER_UNIT': 10.530820592747508, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57168.842702392896, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.530820592747508, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001697823851613192, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 2.329404306043136, 'MAX_PENALTY_DURATION_HOURS': 316, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2728654388703093, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2460}
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{'small_calls': {'min_pnl_target': 0.03346733981623246, 'max_pnl_target': 0.12792522632649841, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.07071391061515296, 'max_pnl_target': 0.2333299865307112, 'max_calls_for_rule': 71}}
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8 |
ADAUSD
|
{'omega': 5.9337794281320635, 'alpha': [0.08644114208406532], 'beta': [0.9115588579159346], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.1178, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 848.6054184645026, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122629.54042722007, 'LEVERAGE': 66, 'UNIT_BUDGET': 518.6348288101738, 'INITIAL_MARGIN_PER_UNIT': 12.857657855522767, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122629.54042722007, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.857657855522767, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003671572783935253, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 1.5297436926556853, 'MAX_PENALTY_DURATION_HOURS': 477, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.329496910336573, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.05111036871668868, 'max_pnl_target': 0.1633016846768171, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.07739123708960531, 'max_pnl_target': 0.29822512798747985, 'max_calls_for_rule': 24}}
|
9 |
BTCUSD
|
{'omega': 2.274862095177668, 'alpha': [0.09512994607579531], 'beta': [0.9028700539242047], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 609.1871764091007, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 114, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 180044.30896083344, 'LEVERAGE': 71, 'UNIT_BUDGET': 1577.720806074579, 'INITIAL_MARGIN_PER_UNIT': 8.580101076184517, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180044.30896083344, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.580101076184517, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004056869277383878, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.945116005508171, 'MAX_PENALTY_DURATION_HOURS': 921, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6775154371006753, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.012987137458722528, 'max_pnl_target': 0.08008194934860857, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.08992436537570955, 'max_pnl_target': 0.20509009260551042, 'max_calls_for_rule': 133}}
|
10 |
XRPUSD
|
{'omega': 0.5424345442950822, 'alpha': [0.073005540179377], 'beta': [0.8436823377318088], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029408906865309302, 'historical_segment_start_price': 0.4363, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 726.2741124174318, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170210.47340610132, 'LEVERAGE': 73, 'UNIT_BUDGET': 1371.6591592475224, 'INITIAL_MARGIN_PER_UNIT': 9.948960444074407, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170210.47340610132, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.948960444074407, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0039003920467841832, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.055805933129479, 'MAX_PENALTY_DURATION_HOURS': 1025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.39692758276625173, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.03703187256011505, 'max_pnl_target': 0.17785941735503372, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.034781745614070464, 'max_pnl_target': 0.1353212201432848, 'max_calls_for_rule': 118}}
|
11 |
NIFTYIT
|
{'omega': 0.4735312774427668, 'alpha': [0.1017070513185048], 'beta': [0.8783924923937104], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.436720654137211, 'historical_segment_start_price': 25911.2, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 747.5103341451525, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 46, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 82299.4409505486, 'LEVERAGE': 52, 'UNIT_BUDGET': 1774.871542309281, 'INITIAL_MARGIN_PER_UNIT': 14.375198733560625, 'MAX_TRADING_CAPITAL_FOR_UNITS': 82299.4409505486, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.375198733560625, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014921897489373554, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.429569044551788, 'MAX_PENALTY_DURATION_HOURS': 508, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15658761111247377, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 32, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 1920}
|
{'small_calls': {'min_pnl_target': 0.01614099240533273, 'max_pnl_target': 0.09803041979359212, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.07482407963570181, 'max_pnl_target': 0.28659537876065144, 'max_calls_for_rule': 112}}
|
12 |
BTCUSD
|
{'omega': 1.1932028734791649, 'alpha': [0.06875394132253272], 'beta': [0.9292460586774672], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008786865494231627, 'historical_segment_start_price': 56421.7, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 199.14632689361457, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 289, 'MAX_CONCURRENT_UNITS': 52, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94133.28980179298, 'LEVERAGE': 32, 'UNIT_BUDGET': 1809.0654164222249, 'INITIAL_MARGIN_PER_UNIT': 6.223322715425455, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94133.28980179298, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.223322715425455, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029282135938541063, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.9001026456711956, 'MAX_PENALTY_DURATION_HOURS': 968, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24342097545917218, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.017343795380855464, 'max_pnl_target': 0.1269785749417979, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.08641373066760472, 'max_pnl_target': 0.21057327516314478, 'max_calls_for_rule': 178}}
|
13 |
BNBUSD
|
{'omega': 3.394469810488684, 'alpha': [0.11076002451089216], 'beta': [0.784630329752186], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016789865305661827, 'historical_segment_start_price': 32.7197, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 113.39585596726172, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 287, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 140337.6218953665, 'LEVERAGE': 10, 'UNIT_BUDGET': 487.7708486894449, 'INITIAL_MARGIN_PER_UNIT': 11.339585596726172, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140337.6218953665, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.339585596726172, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029388141514999936, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 1.9509399555978324, 'MAX_PENALTY_DURATION_HOURS': 806, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3685844576757501, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.04832823066128472, 'max_pnl_target': 0.16351621400885882, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.0716228956813362, 'max_pnl_target': 0.22669971211181605, 'max_calls_for_rule': 33}}
|
14 |
BNBUSD
|
{'omega': 1.53522460612461, 'alpha': [0.058351410844445166], 'beta': [0.9396485891555548], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028247084592844657, 'historical_segment_start_price': 304.26, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 552.1159707746782, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 247, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 100135.2522084559, 'LEVERAGE': 80, 'UNIT_BUDGET': 1715.5017461627745, 'INITIAL_MARGIN_PER_UNIT': 6.901449634683478, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100135.2522084559, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.901449634683478, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004179983565443598, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.6136821346265817, 'MAX_PENALTY_DURATION_HOURS': 991, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15586689601785297, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.045984460082407086, 'max_pnl_target': 0.13633415659403983, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.0710511980362443, 'max_pnl_target': 0.17612334322297668, 'max_calls_for_rule': 226}}
|
15 |
GOOGLUSD
|
{'omega': 1.0010939542635326, 'alpha': [0.14487239458501402], 'beta': [0.8425332550187149], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 945.0, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 754.8629323495945, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 146, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 195088.58752395917, 'LEVERAGE': 81, 'UNIT_BUDGET': 1333.5820191649534, 'INITIAL_MARGIN_PER_UNIT': 9.319295461106105, 'MAX_TRADING_CAPITAL_FOR_UNITS': 195088.58752395917, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.319295461106105, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040009267238745, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 2.124386349211167, 'MAX_PENALTY_DURATION_HOURS': 849, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08515483939550267, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.013316382821570175, 'max_pnl_target': 0.15459066060146498, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.022056844533074958, 'max_pnl_target': 0.16160846162349854, 'max_calls_for_rule': 133}}
|
16 |
BTCUSD
|
{'omega': 1.8318612736175628, 'alpha': [0.06623649439121411], 'beta': [0.8680671614476351], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02200035051958886, 'historical_segment_start_price': 57960.98, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 597.5832464185642, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 374, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83589.52588499378, 'LEVERAGE': 93, 'UNIT_BUDGET': 2411.550693733382, 'INITIAL_MARGIN_PER_UNIT': 6.425626305575959, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83589.52588499378, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.425626305575959, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002102014430050365, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 2.7785315853368022, 'MAX_PENALTY_DURATION_HOURS': 1052, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1297105868428611, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.039771668447573585, 'max_pnl_target': 0.11221160883498034, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.03272884528886707, 'max_pnl_target': 0.21006323594187556, 'max_calls_for_rule': 290}}
|
17 |
NIFTYBANK
|
{'omega': 0.40702091802572415, 'alpha': [0.10218813062114276], 'beta': [0.8958118693788573], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.43117040857071, 'historical_segment_start_price': 20170.15, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 810.1112899889386, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 21, 'MAX_CONCURRENT_UNITS': 268, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71687.6794733649, 'LEVERAGE': 69, 'UNIT_BUDGET': 267.3059826652961, 'INITIAL_MARGIN_PER_UNIT': 11.740743333173022, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71687.6794733649, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.740743333173022, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004700174975122951, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 1.9546709987904576, 'MAX_PENALTY_DURATION_HOURS': 892, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5236436422562206, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.022640904319561034, 'max_pnl_target': 0.09705085386455459, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.068152118561358, 'max_pnl_target': 0.27918762627550464, 'max_calls_for_rule': 18}}
|
18 |
ADAUSD
|
{'omega': 0.7125989967224478, 'alpha': [0.06782756409708396], 'beta': [0.8748143762626254], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.1436786031717885, 'historical_segment_start_price': 0.3916, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 487.37735567449784, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 359, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153269.30901573744, 'LEVERAGE': 38, 'UNIT_BUDGET': 426.9154922357861, 'INITIAL_MARGIN_PER_UNIT': 12.825719886170996, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153269.30901573744, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.825719886170996, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015460227553485786, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 2.8987983781200644, 'MAX_PENALTY_DURATION_HOURS': 709, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7103760021600813, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.02407999228188484, 'max_pnl_target': 0.10877352216831015, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.08354970361686934, 'max_pnl_target': 0.18923120858345277, 'max_calls_for_rule': 24}}
|
19 |
NIFTY50
|
{'omega': 0.13042345673890265, 'alpha': [0.07905710452078063], 'beta': [0.8755180077799524], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009548514673042791, 'historical_segment_start_price': 19790.9, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1104.6986845580989, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 165, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 136380.91128469922, 'LEVERAGE': 82, 'UNIT_BUDGET': 822.6121919699553, 'INITIAL_MARGIN_PER_UNIT': 13.471935177537791, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136380.91128469922, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.471935177537791, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037463078788276816, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 2.5196935044878224, 'MAX_PENALTY_DURATION_HOURS': 1169, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37927010632838065, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 45, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2700}
|
{'small_calls': {'min_pnl_target': 0.029033058990403617, 'max_pnl_target': 0.0853853263718421, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.04948524270998845, 'max_pnl_target': 0.25623387420511556, 'max_calls_for_rule': 44}}
|
20 |
XRPUSD
|
{'omega': 2.0124669893751976, 'alpha': [0.12530072711395307], 'beta': [0.8426130160845945], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.27467, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1266.1560107913751, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 49, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 50831.78709402992, 'LEVERAGE': 87, 'UNIT_BUDGET': 1030.9743371037566, 'INITIAL_MARGIN_PER_UNIT': 14.553517365418104, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50831.78709402992, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.553517365418104, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003142769186973361, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 1.8670909330851515, 'MAX_PENALTY_DURATION_HOURS': 853, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11557362000523463, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.010333615038358281, 'max_pnl_target': 0.06432455047646263, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.060766186238338946, 'max_pnl_target': 0.28607779625703134, 'max_calls_for_rule': 55}}
|
21 |
BTCUSD
|
{'omega': 1.4257214182189601, 'alpha': [0.08190237673032007], 'beta': [0.883960030383782], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.022533453170040577, 'historical_segment_start_price': 41068.43, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 860.8018754764198, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198564.8466844198, 'LEVERAGE': 115, 'UNIT_BUDGET': 1395.918332914872, 'INITIAL_MARGIN_PER_UNIT': 7.485233699794955, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198564.8466844198, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.485233699794955, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015452306046886076, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 1.5928080671430629, 'MAX_PENALTY_DURATION_HOURS': 1185, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.576615619978299, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.024616761860448515, 'max_pnl_target': 0.12512880556911155, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.04872153158114562, 'max_pnl_target': 0.18796977704024714, 'max_calls_for_rule': 141}}
|
22 |
ADAUSD
|
{'omega': 0.6086764694734705, 'alpha': [0.062354430464176804], 'beta': [0.9356455695358231], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022643751984918203, 'historical_segment_start_price': 0.3645, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 256.7234358272794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 65, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 51468.770606859565, 'LEVERAGE': 41, 'UNIT_BUDGET': 790.3890794592154, 'INITIAL_MARGIN_PER_UNIT': 6.2615472152994975, 'MAX_TRADING_CAPITAL_FOR_UNITS': 51468.770606859565, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.2615472152994975, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004702430291085099, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 2.446660827776417, 'MAX_PENALTY_DURATION_HOURS': 1124, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06553148682526383, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.029873167210657938, 'max_pnl_target': 0.11078894622841533, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.04050093080529438, 'max_pnl_target': 0.19145920400415975, 'max_calls_for_rule': 89}}
|
23 |
ETHUSD
|
{'omega': 0.6689738957929099, 'alpha': [0.0808919053370477], 'beta': [0.8412222691874], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3405.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 206.67128479138046, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, 'MAX_CONCURRENT_UNITS': 103, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 93891.4941346561, 'LEVERAGE': 38, 'UNIT_BUDGET': 908.2420299596241, 'INITIAL_MARGIN_PER_UNIT': 5.438718020825801, 'MAX_TRADING_CAPITAL_FOR_UNITS': 93891.4941346561, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.438718020825801, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003993463860900119, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.0723210828225724, 'MAX_PENALTY_DURATION_HOURS': 859, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.011803271515878733, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.012157234960797444, 'max_pnl_target': 0.08877094191411777, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.04576532321498482, 'max_pnl_target': 0.28308832491196134, 'max_calls_for_rule': 154}}
|
24 |
NIFTYFIN
|
{'omega': 0.7825110944652336, 'alpha': [0.10848932886493778], 'beta': [0.8895106711350623], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015621408889143635, 'historical_segment_start_price': 6997.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 259.06246424684696, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154399.5462025677, 'LEVERAGE': 32, 'UNIT_BUDGET': 1687.2158485826728, 'INITIAL_MARGIN_PER_UNIT': 8.095702007713967, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154399.5462025677, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.095702007713967, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021222950599101465, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 1.8051814772299477, 'MAX_PENALTY_DURATION_HOURS': 1440, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22229009337338404, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.030971865697631672, 'max_pnl_target': 0.14328083960269133, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.06407180707091968, 'max_pnl_target': 0.31277399283370555, 'max_calls_for_rule': 153}}
|
25 |
NIFTYBANK
|
{'omega': 0.18154346643050703, 'alpha': [0.07132178061189577], 'beta': [0.852887288333311], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.23048005264052, 'historical_segment_start_price': 46858.05, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 159.72134756560482, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, 'MAX_CONCURRENT_UNITS': 44, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95214.41515122508, 'LEVERAGE': 12, 'UNIT_BUDGET': 2141.6248652398967, 'INITIAL_MARGIN_PER_UNIT': 13.310112297133735, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95214.41515122508, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.310112297133735, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016030322479658687, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 1.724078003208157, 'MAX_PENALTY_DURATION_HOURS': 952, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3069739388938476, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.033622090381897146, 'max_pnl_target': 0.08590846741963276, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.021415687722795375, 'max_pnl_target': 0.1737852054210188, 'max_calls_for_rule': 107}}
|
26 |
ETHUSD
|
{'omega': 1.9603840373983015, 'alpha': [0.07784830628463227], 'beta': [0.9201516937153678], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 297.31, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 491.3573639810303, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 361, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185675.65349505286, 'LEVERAGE': 73, 'UNIT_BUDGET': 2436.913910101664, 'INITIAL_MARGIN_PER_UNIT': 6.730922794260689, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185675.65349505286, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.730922794260689, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003232004501454191, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.271935080005319, 'MAX_PENALTY_DURATION_HOURS': 232, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28757925782261506, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.006626562008950071, 'max_pnl_target': 0.05831453202293957, 'max_calls_for_rule': 166}, 'moderate_calls': {'min_pnl_target': 0.08956457285078881, 'max_pnl_target': 0.25292966404579775, 'max_calls_for_rule': 245}}
|
27 |
ADAUSD
|
{'omega': 2.1990991516147758, 'alpha': [0.08480119926650911], 'beta': [0.836829954197333], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15877, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 162.4085580240427, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, 'MAX_CONCURRENT_UNITS': 52, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 88870.61809680171, 'LEVERAGE': 12, 'UNIT_BUDGET': 1685.8450254685313, 'INITIAL_MARGIN_PER_UNIT': 13.534046502003557, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88870.61809680171, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.534046502003557, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002310492256321423, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 2.5478465472550074, 'MAX_PENALTY_DURATION_HOURS': 1131, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4876178613118353, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.03725041789223183, 'max_pnl_target': 0.0919407086097913, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.09631831519593508, 'max_pnl_target': 0.258409352515675, 'max_calls_for_rule': 84}}
|
28 |
NIFTY50
|
{'omega': 0.23383288169410538, 'alpha': [0.09298480232120077], 'beta': [0.8354067734255483], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009632595456284688, 'historical_segment_start_price': 16176.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 653.1299534752155, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 48, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102390.63951438732, 'LEVERAGE': 47, 'UNIT_BUDGET': 2115.8187406312177, 'INITIAL_MARGIN_PER_UNIT': 13.896381988834372, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102390.63951438732, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.896381988834372, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004726974714819877, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 2.7163880694455442, 'MAX_PENALTY_DURATION_HOURS': 189, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36783356685763036, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.0303654990161597, 'max_pnl_target': 0.13786642964647958, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.048288512570895926, 'max_pnl_target': 0.18404380746334267, 'max_calls_for_rule': 102}}
|
29 |
ADAUSD
|
{'omega': 0.364993624472492, 'alpha': [0.06678790172590719], 'beta': [0.9312120982740928], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.68868859418395, 'historical_segment_start_price': 0.384, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 108.88687072661253, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, 'MAX_CONCURRENT_UNITS': 96, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 97777.02651970202, 'LEVERAGE': 18, 'UNIT_BUDGET': 1014.2716027662321, 'INITIAL_MARGIN_PER_UNIT': 6.049270595922918, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97777.02651970202, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.049270595922918, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004630785681668776, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 2.658743480671189, 'MAX_PENALTY_DURATION_HOURS': 1032, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2771567221328172, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.018085334749157543, 'max_pnl_target': 0.09303240258073825, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.07688124569495386, 'max_pnl_target': 0.31262449925373104, 'max_calls_for_rule': 163}}
|
30 |
BTCUSD
|
{'omega': 6.502172661179316, 'alpha': [0.12501741793791013], 'beta': [0.7997158531182956], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.46, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 515.4039623458112, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 288, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194985.37202841556, 'LEVERAGE': 45, 'UNIT_BUDGET': 675.2375934997979, 'INITIAL_MARGIN_PER_UNIT': 11.453421385462471, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194985.37202841556, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.453421385462471, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014439345562050506, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.202949133393833, 'MAX_PENALTY_DURATION_HOURS': 384, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17546985529705048, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.049150937131032975, 'max_pnl_target': 0.11675593236535847, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.0646065377639971, 'max_pnl_target': 0.2800907964412368, 'max_calls_for_rule': 48}}
|
31 |
BTCUSD
|
{'omega': 2.8298886299157857, 'alpha': [0.10163944394227874], 'beta': [0.8425531523605823], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.628073074333729, 'historical_segment_start_price': 9288.62, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 659.1728333126272, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 193, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 116666.91476256753, 'LEVERAGE': 56, 'UNIT_BUDGET': 601.8233840158284, 'INITIAL_MARGIN_PER_UNIT': 11.770943452011199, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116666.91476256753, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.770943452011199, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004596023971090663, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.132454364773583, 'MAX_PENALTY_DURATION_HOURS': 1074, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6368791505669414, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.04355951801290663, 'max_pnl_target': 0.17356050397838196, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.04373224832989667, 'max_pnl_target': 0.23306781431416027, 'max_calls_for_rule': 37}}
|
32 |
NIFTY50
|
{'omega': 0.16550782751157278, 'alpha': [0.10036979177633092], 'beta': [0.852375329631071], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019224917175632534, 'historical_segment_start_price': 8593.2, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 219.00761660381553, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, 'MAX_CONCURRENT_UNITS': 182, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 111469.74179281684, 'LEVERAGE': 18, 'UNIT_BUDGET': 610.3971518157745, 'INITIAL_MARGIN_PER_UNIT': 12.167089811323086, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111469.74179281684, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.167089811323086, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002094655669373135, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 53, 'PENALTY_DURATION_MULTIPLIER': 2.1363392910975816, 'MAX_PENALTY_DURATION_HOURS': 324, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27595513490860335, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.04794074855953776, 'max_pnl_target': 0.16085702552390432, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.08906293634100376, 'max_pnl_target': 0.26348536602556866, 'max_calls_for_rule': 34}}
|
33 |
ADAUSD
|
{'omega': 0.816023517108212, 'alpha': [0.08094012002558898], 'beta': [0.9081587945191134], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010808773620294223, 'historical_segment_start_price': 0.2653, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 557.415395663025, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 301, 'MAX_CONCURRENT_UNITS': 33, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69784.77385906916, 'LEVERAGE': 82, 'UNIT_BUDGET': 2058.934027017738, 'INITIAL_MARGIN_PER_UNIT': 6.797748727597867, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69784.77385906916, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.797748727597867, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037329670255380823, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 1.706602032958567, 'MAX_PENALTY_DURATION_HOURS': 1121, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1465044500836891, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.034734697332685235, 'max_pnl_target': 0.10489415187431572, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.03543113646605476, 'max_pnl_target': 0.28287157943348257, 'max_calls_for_rule': 241}}
|
34 |
NIFTYFIN
|
{'omega': 0.6783893306821556, 'alpha': [0.07587415123720512], 'beta': [0.9221258487627949], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.024331235505763785, 'historical_segment_start_price': 18554.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 748.7191194716224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 194, 'MAX_CONCURRENT_UNITS': 140, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190665.74336879127, 'LEVERAGE': 108, 'UNIT_BUDGET': 1356.2484004680766, 'INITIAL_MARGIN_PER_UNIT': 6.932584439552059, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190665.74336879127, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.932584439552059, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027618597426999304, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 166, 'PENALTY_DURATION_MULTIPLIER': 1.5150534346015077, 'MAX_PENALTY_DURATION_HOURS': 947, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5656017423636603, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.05067761764285171, 'max_pnl_target': 0.16480024593811715, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.03984026949615465, 'max_pnl_target': 0.2554423548751349, 'max_calls_for_rule': 143}}
|
35 |
NIFTYIT
|
{'omega': 0.5576622721722955, 'alpha': [0.09472401586004178], 'beta': [0.8416100444404818], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009488728862668648, 'historical_segment_start_price': 12498.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 184.3566420520155, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 140, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121204.20015327807, 'LEVERAGE': 27, 'UNIT_BUDGET': 864.2210470034875, 'INITIAL_MARGIN_PER_UNIT': 6.828023779704278, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121204.20015327807, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.828023779704278, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035418472758474927, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.8626363233168997, 'MAX_PENALTY_DURATION_HOURS': 1317, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6154979827617266, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.014532921537701152, 'max_pnl_target': 0.13827588654754658, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.022967777241223303, 'max_pnl_target': 0.2724983940819497, 'max_calls_for_rule': 83}}
|
36 |
ADAUSD
|
{'omega': 0.3947550289141585, 'alpha': [0.0684027096518968], 'beta': [0.8425890381995349], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021352235122965434, 'historical_segment_start_price': 0.3581, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1709.9135862771395, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 167, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161749.85837576154, 'LEVERAGE': 120, 'UNIT_BUDGET': 964.1803187832553, 'INITIAL_MARGIN_PER_UNIT': 14.24927988564283, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161749.85837576154, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.24927988564283, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004287812815798667, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 1.5726587427873584, 'MAX_PENALTY_DURATION_HOURS': 323, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3978226544255426, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.04859046807075134, 'max_pnl_target': 0.18346031536972368, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.07248659649872297, 'max_pnl_target': 0.2469193682483051, 'max_calls_for_rule': 39}}
|
37 |
ETHUSD
|
{'omega': 0.7545998066884803, 'alpha': [0.05851956725706935], 'beta': [0.8873416882663687], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3986.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1074.7988133728277, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, 'MAX_CONCURRENT_UNITS': 94, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 137757.25784184985, 'LEVERAGE': 82, 'UNIT_BUDGET': 1460.3340974145422, 'INITIAL_MARGIN_PER_UNIT': 13.107302602107653, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137757.25784184985, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.107302602107653, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025568391623220217, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 2.316201723158323, 'MAX_PENALTY_DURATION_HOURS': 170, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7231018089410952, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.03770606515719901, 'max_pnl_target': 0.11741576442218074, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.05683318341175593, 'max_pnl_target': 0.15910727839113825, 'max_calls_for_rule': 86}}
|
38 |
ADAUSD
|
{'omega': 0.5960826659130504, 'alpha': [0.08139662653728527], 'beta': [0.9166033734627146], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007448108357339062, 'historical_segment_start_price': 0.3991, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 431.318400765136, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 399, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187954.31338213402, 'LEVERAGE': 66, 'UNIT_BUDGET': 470.817150706097, 'INITIAL_MARGIN_PER_UNIT': 6.535127284320242, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187954.31338213402, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.535127284320242, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014779196540660486, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 1.50771451371248, 'MAX_PENALTY_DURATION_HOURS': 782, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44106776114053087, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.03436478086086169, 'max_pnl_target': 0.09251969845608025, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.09480843680501165, 'max_pnl_target': 0.24077227989961575, 'max_calls_for_rule': 49}}
|
39 |
BTCUSD
|
{'omega': 4.589320685113943, 'alpha': [0.08696516407400269], 'beta': [0.9110348359259973], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 722.7240042204193, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 210, 'MAX_CONCURRENT_UNITS': 114, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 143610.03169592342, 'LEVERAGE': 122, 'UNIT_BUDGET': 1255.7600158113312, 'INITIAL_MARGIN_PER_UNIT': 5.9239672477083545, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143610.03169592342, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.9239672477083545, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038632485898056367, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 1.574527965485418, 'MAX_PENALTY_DURATION_HOURS': 442, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2220714025621127, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.04988691105709166, 'max_pnl_target': 0.12192573198992743, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.07014782382085176, 'max_pnl_target': 0.20685118641137756, 'max_calls_for_rule': 131}}
|
40 |
XRPUSD
|
{'omega': 1.2923852692940334, 'alpha': [0.09291072205514814], 'beta': [0.8173287913976034], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.301110159333281, 'historical_segment_start_price': 1.0878, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 890.3431174155901, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 379, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 112846.01430609143, 'LEVERAGE': 112, 'UNIT_BUDGET': 297.4541985790288, 'INITIAL_MARGIN_PER_UNIT': 7.949492119782055, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112846.01430609143, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.949492119782055, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00495805326725569, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 2.837855913772465, 'MAX_PENALTY_DURATION_HOURS': 1288, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3303299288988177, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.04676470328340764, 'max_pnl_target': 0.10937102896004078, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.09837011051251408, 'max_pnl_target': 0.24234004494600186, 'max_calls_for_rule': 26}}
|
41 |
BNBUSD
|
{'omega': 3.5387299578112668, 'alpha': [0.13125396912613266], 'beta': [0.8228560448791926], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.0455, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 796.5733533458156, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 106008.92262366558, 'LEVERAGE': 60, 'UNIT_BUDGET': 1552.9703562362645, 'INITIAL_MARGIN_PER_UNIT': 13.276222555763592, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106008.92262366558, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.276222555763592, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002970554494376861, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.0026203761662087, 'MAX_PENALTY_DURATION_HOURS': 447, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19951675407806135, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.03813669729331882, 'max_pnl_target': 0.16258891146557772, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.058290521012124334, 'max_pnl_target': 0.23275236722676662, 'max_calls_for_rule': 104}}
|
42 |
NIFTYFMCG
|
{'omega': 0.4985744741642373, 'alpha': [0.11733973179520521], 'beta': [0.8806602682047948], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007455662643510228, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 752.9184299742986, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 380, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109245.98536216577, 'LEVERAGE': 120, 'UNIT_BUDGET': 287.4534647924175, 'INITIAL_MARGIN_PER_UNIT': 6.274320249785822, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109245.98536216577, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.274320249785822, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00206422658532933, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.0606696871002956, 'MAX_PENALTY_DURATION_HOURS': 661, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3330081304855948, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.013936225002066704, 'max_pnl_target': 0.06554988355689428, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.022206525208622884, 'max_pnl_target': 0.17512212066157806, 'max_calls_for_rule': 36}}
|
43 |
NIFTYFIN
|
{'omega': 0.24438184091879153, 'alpha': [0.08167958587356638], 'beta': [0.8780146540240623], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.742515106092049, 'historical_segment_start_price': 10199.0, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 738.8635815550967, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 123854.3639065302, 'LEVERAGE': 50, 'UNIT_BUDGET': 1206.6560267482146, 'INITIAL_MARGIN_PER_UNIT': 14.777271631101934, 'MAX_TRADING_CAPITAL_FOR_UNITS': 123854.3639065302, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.777271631101934, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036743423032399554, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 1.5641734958598676, 'MAX_PENALTY_DURATION_HOURS': 426, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.014397168750482671, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.03318294065023826, 'max_pnl_target': 0.14407697938936176, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.06773568595311237, 'max_pnl_target': 0.23084763278699177, 'max_calls_for_rule': 63}}
|
44 |
TSLAUSD
|
{'omega': 2.298347232424498, 'alpha': [0.09341587392722543], 'beta': [0.8661728985460327], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022859446070904173, 'historical_segment_start_price': 278.99, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 413.0297770205435, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 175, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169443.33089598265, 'LEVERAGE': 28, 'UNIT_BUDGET': 964.4588105959189, 'INITIAL_MARGIN_PER_UNIT': 14.751063465019412, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169443.33089598265, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.751063465019412, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004779501561065207, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 1.5935723327712605, 'MAX_PENALTY_DURATION_HOURS': 610, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5139437233752454, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.022424134087080088, 'max_pnl_target': 0.12483638734879819, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.037906778011283365, 'max_pnl_target': 0.2715836802645562, 'max_calls_for_rule': 61}}
|
45 |
BTCUSD
|
{'omega': 2.76096078108234, 'alpha': [0.07713481683834057], 'beta': [0.8554021509623085], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020507406885714195, 'historical_segment_start_price': 33761.49, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 288.074871645401, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 148, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 78616.23699549999, 'LEVERAGE': 22, 'UNIT_BUDGET': 1951.3634454040039, 'INITIAL_MARGIN_PER_UNIT': 13.094312347518226, 'MAX_TRADING_CAPITAL_FOR_UNITS': 78616.23699549999, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.094312347518226, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023055555707450423, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.1904463461095363, 'MAX_PENALTY_DURATION_HOURS': 574, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6317099199801502, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.02572374690793835, 'max_pnl_target': 0.13110207927938178, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.06159854292678251, 'max_pnl_target': 0.28519385507080197, 'max_calls_for_rule': 121}}
|
46 |
BTCUSD
|
{'omega': 2.244005676359515, 'alpha': [0.054213087623357914], 'beta': [0.8951001427008746], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01909108217318428, 'historical_segment_start_price': 10500.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 565.1608780898982, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 380, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165393.82225532178, 'LEVERAGE': 67, 'UNIT_BUDGET': 435.063714859926, 'INITIAL_MARGIN_PER_UNIT': 8.435236986416392, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165393.82225532178, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.435236986416392, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017258695876954887, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 1.9458265552220766, 'MAX_PENALTY_DURATION_HOURS': 1380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46964061314379607, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.0422123306533523, 'max_pnl_target': 0.16560313903790908, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.05348303252181985, 'max_pnl_target': 0.16965568779162943, 'max_calls_for_rule': 35}}
|
47 |
TSLAUSD
|
{'omega': 2.7853447262380957, 'alpha': [0.062288184077476945], 'beta': [0.8345999429053412], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.518045394646728, 'historical_segment_start_price': 300.2, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 566.8940428006987, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 225, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 175211.09141795436, 'LEVERAGE': 55, 'UNIT_BUDGET': 776.5836865127795, 'INITIAL_MARGIN_PER_UNIT': 10.307164414558157, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175211.09141795436, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.307164414558157, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004075005036445789, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.344266557615562, 'MAX_PENALTY_DURATION_HOURS': 981, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2629759582692603, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.014694922374096892, 'max_pnl_target': 0.09960922374287726, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.08985538060708552, 'max_pnl_target': 0.2956619412777283, 'max_calls_for_rule': 57}}
|
48 |
XRPUSD
|
{'omega': 1.055871928502441, 'alpha': [0.07697532725950709], 'beta': [0.9210246727404928], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01242529039432162, 'historical_segment_start_price': 0.4876, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 800.0026938371176, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 119214.42524420735, 'LEVERAGE': 59, 'UNIT_BUDGET': 1067.3174920105287, 'INITIAL_MARGIN_PER_UNIT': 13.559367692154536, 'MAX_TRADING_CAPITAL_FOR_UNITS': 119214.42524420735, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.559367692154536, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018844461575389668, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 1.7561258451643043, 'MAX_PENALTY_DURATION_HOURS': 337, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48528713898011294, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.026196288243581268, 'max_pnl_target': 0.16597876449782994, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.08335036292828446, 'max_pnl_target': 0.239723008695036, 'max_calls_for_rule': 75}}
|
49 |
ETHUSD
|
{'omega': 1.1120329782564848, 'alpha': [0.08806043995659832], 'beta': [0.8714803181336319], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.28, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 877.1900752281878, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 502, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199266.00657785512, 'LEVERAGE': 118, 'UNIT_BUDGET': 396.67842096626646, 'INITIAL_MARGIN_PER_UNIT': 7.433814196849049, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199266.00657785512, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.433814196849049, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014454061886568978, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 2.732396520429277, 'MAX_PENALTY_DURATION_HOURS': 1043, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6319504511557863, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.026542150759582602, 'max_pnl_target': 0.13038282957822755, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.0780001333962742, 'max_pnl_target': 0.24957694501050587, 'max_calls_for_rule': 44}}
|
50 |
BNBUSD
|
{'omega': 2.6459829495015277, 'alpha': [0.11711488365409309], 'beta': [0.8491309415089863], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.289136103538604, 'historical_segment_start_price': 21.1848, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1079.8288492341503, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, 'MAX_CONCURRENT_UNITS': 99, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 171583.91388408502, 'LEVERAGE': 97, 'UNIT_BUDGET': 1715.9423048853978, 'INITIAL_MARGIN_PER_UNIT': 11.132256177671653, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171583.91388408502, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.132256177671653, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003814891706992845, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.912461119187098, 'MAX_PENALTY_DURATION_HOURS': 1150, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28824576221373793, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.021519231073965146, 'max_pnl_target': 0.16335027675110772, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.06403607378455377, 'max_pnl_target': 0.30569865298242976, 'max_calls_for_rule': 121}}
|
51 |
BNBUSD
|
{'omega': 1.2014024484552042, 'alpha': [0.07565374646322495], 'beta': [0.9223462535367751], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011775524693436857, 'historical_segment_start_price': 422.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 769.4632231396829, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 140, 'MAX_CONCURRENT_UNITS': 85, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 126999.59197756209, 'LEVERAGE': 73, 'UNIT_BUDGET': 1493.0594457153575, 'INITIAL_MARGIN_PER_UNIT': 10.540592097803875, 'MAX_TRADING_CAPITAL_FOR_UNITS': 126999.59197756209, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.540592097803875, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001161205757707672, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 1.990114372369654, 'MAX_PENALTY_DURATION_HOURS': 907, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5754173138622806, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.03369652760080796, 'max_pnl_target': 0.1294864383178399, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.026098138163938238, 'max_pnl_target': 0.2529372096078645, 'max_calls_for_rule': 104}}
|
52 |
GOOGLUSD
|
{'omega': 2.1699818598130256, 'alpha': [0.08777643864315633], 'beta': [0.9102235613568438], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.034164690348082116, 'historical_segment_start_price': 2288.92, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1390.952348815899, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 134689.8454475212, 'LEVERAGE': 99, 'UNIT_BUDGET': 1694.7831185463808, 'INITIAL_MARGIN_PER_UNIT': 14.050023725413123, 'MAX_TRADING_CAPITAL_FOR_UNITS': 134689.8454475212, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.050023725413123, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030250326594098574, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 1.9259173949340005, 'MAX_PENALTY_DURATION_HOURS': 1331, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7052338589560418, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.04851652447135413, 'max_pnl_target': 0.17550501659310946, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.056123605427880384, 'max_pnl_target': 0.1744063850694183, 'max_calls_for_rule': 102}}
|
53 |
BNBUSD
|
{'omega': 0.3739229258356613, 'alpha': [0.054095409295687416], 'beta': [0.9439045907043124], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.630803742747676, 'historical_segment_start_price': 400.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 432.60822641184836, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 208, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 136138.88690571423, 'LEVERAGE': 39, 'UNIT_BUDGET': 652.9422490964987, 'INITIAL_MARGIN_PER_UNIT': 11.09251862594483, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136138.88690571423, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.09251862594483, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038942757379050066, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.539140653148485, 'MAX_PENALTY_DURATION_HOURS': 598, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6549001206450196, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.0471626541468725, 'max_pnl_target': 0.1016084919918331, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.10046772093338921, 'max_pnl_target': 0.26903852936324285, 'max_calls_for_rule': 36}}
|
54 |
BNBUSD
|
{'omega': 0.6484069333338253, 'alpha': [0.06727684420111275], 'beta': [0.9307231557988873], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.040716480951480775, 'historical_segment_start_price': 432.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 432.636758042335, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 84, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 166798.09882893, 'LEVERAGE': 33, 'UNIT_BUDGET': 1975.3982143203575, 'INITIAL_MARGIN_PER_UNIT': 13.110204789161665, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166798.09882893, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.110204789161665, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00238068866898651, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 1.6095072729252164, 'MAX_PENALTY_DURATION_HOURS': 261, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6767701908644834, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.01816717400878015, 'max_pnl_target': 0.07027412996153898, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.018534637383928264, 'max_pnl_target': 0.14958218439089385, 'max_calls_for_rule': 104}}
|
55 |
BTCUSD
|
{'omega': 2.787284323380325, 'alpha': [0.13325468155676828], 'beta': [0.7783257288507842], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 825.86, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 453.7862590618912, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 174, 'MAX_CONCURRENT_UNITS': 89, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187088.4025203154, 'LEVERAGE': 38, 'UNIT_BUDGET': 2092.04573271722, 'INITIAL_MARGIN_PER_UNIT': 11.941743659523453, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187088.4025203154, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.941743659523453, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00401136615521503, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 2.2802174254795875, 'MAX_PENALTY_DURATION_HOURS': 582, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35670923056441206, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.037042828873610364, 'max_pnl_target': 0.15689657337410418, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.05267165488761229, 'max_pnl_target': 0.25951025746600126, 'max_calls_for_rule': 114}}
|
56 |
ETHUSD
|
{'omega': 1.4289687316079127, 'alpha': [0.0661970542002859], 'beta': [0.9318029457997141], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2330.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 753.992498547361, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, 'MAX_CONCURRENT_UNITS': 39, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 68663.00141469055, 'LEVERAGE': 80, 'UNIT_BUDGET': 1752.7255889704918, 'INITIAL_MARGIN_PER_UNIT': 9.424906231842012, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68663.00141469055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.424906231842012, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004171476923508194, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.4746258033481996, 'MAX_PENALTY_DURATION_HOURS': 987, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7253191686015837, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.049958523679305276, 'max_pnl_target': 0.14420736769221193, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.09974481568937586, 'max_pnl_target': 0.3264941285781417, 'max_calls_for_rule': 142}}
|
57 |
ADAUSD
|
{'omega': 2.164266297159007, 'alpha': [0.06467335345617625], 'beta': [0.9112153085718453], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8027990316076665, 'historical_segment_start_price': 0.04512, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 749.1645025168397, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 318, 'MAX_CONCURRENT_UNITS': 97, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190306.01853340634, 'LEVERAGE': 123, 'UNIT_BUDGET': 1946.9395729814487, 'INITIAL_MARGIN_PER_UNIT': 6.090768313145038, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190306.01853340634, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.090768313145038, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012392685179320945, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 1.633784680965011, 'MAX_PENALTY_DURATION_HOURS': 1210, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10714242160987705, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.006586492837381381, 'max_pnl_target': 0.059847236065175155, 'max_calls_for_rule': 99}, 'moderate_calls': {'min_pnl_target': 0.04515541458455394, 'max_pnl_target': 0.244230500182518, 'max_calls_for_rule': 223}}
|
58 |
ADAUSD
|
{'omega': 1.0524060640401833, 'alpha': [0.05823894377071248], 'beta': [0.9069475119806296], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.83468959324716, 'historical_segment_start_price': 0.8554, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 923.7982240775756, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158405.4062009859, 'LEVERAGE': 94, 'UNIT_BUDGET': 1110.1273433118745, 'INITIAL_MARGIN_PER_UNIT': 9.827640681676336, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158405.4062009859, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.827640681676336, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002142139403375996, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.105953384343449, 'MAX_PENALTY_DURATION_HOURS': 520, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08151739187652177, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.035430373313898554, 'max_pnl_target': 0.11933454308565597, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.042551303948817974, 'max_pnl_target': 0.2001747199420343, 'max_calls_for_rule': 78}}
|
59 |
NIFTYIT
|
{'omega': 0.265997491881435, 'alpha': [0.09986722184606203], 'beta': [0.8965346692815079], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.063185820348776, 'historical_segment_start_price': 28419.2, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 561.2022466298336, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83618.04942004391, 'LEVERAGE': 47, 'UNIT_BUDGET': 1056.4615253925435, 'INITIAL_MARGIN_PER_UNIT': 11.94047333254965, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83618.04942004391, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.94047333254965, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018412388753958893, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.412646697516892, 'MAX_PENALTY_DURATION_HOURS': 688, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6518347039697934, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.007622188900072612, 'max_pnl_target': 0.07588318736918595, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.0326194657697386, 'max_pnl_target': 0.19434698681256615, 'max_calls_for_rule': 83}}
|
60 |
BTCUSD
|
{'omega': 0.12803875114419314, 'alpha': [0.06629456589835792], 'beta': [0.9012450231464199], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 60147.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 167.89281757800794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 257, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104399.17028480892, 'LEVERAGE': 27, 'UNIT_BUDGET': 405.94937806027326, 'INITIAL_MARGIN_PER_UNIT': 6.218252502889182, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104399.17028480892, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.218252502889182, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003697981316826931, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 1.5010643453077983, 'MAX_PENALTY_DURATION_HOURS': 1212, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.652046352838952, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.030420303732732815, 'max_pnl_target': 0.12694207623576098, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.03276856832093732, 'max_pnl_target': 0.24981852288032635, 'max_calls_for_rule': 39}}
|
61 |
ETHUSD
|
{'omega': 2.7752793663309805, 'alpha': [0.09879785953777553], 'beta': [0.8992021404622245], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 338.47, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 213.9998141161987, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, 'MAX_CONCURRENT_UNITS': 154, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179656.98608969548, 'LEVERAGE': 20, 'UNIT_BUDGET': 1162.2780982907557, 'INITIAL_MARGIN_PER_UNIT': 10.699990705809935, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179656.98608969548, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.699990705809935, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00339956722714057, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.9811790274918257, 'MAX_PENALTY_DURATION_HOURS': 953, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17948641074248486, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 134, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 8040}
|
{'small_calls': {'min_pnl_target': 0.025189536286873204, 'max_pnl_target': 0.1413230551424835, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.05327811939056814, 'max_pnl_target': 0.29129436684250853, 'max_calls_for_rule': 71}}
|
62 |
NIFTY500
|
{'omega': 0.20576907788623022, 'alpha': [0.10576789996311428], 'beta': [0.8411237387727543], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015795955185299672, 'historical_segment_start_price': 10525.75, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 737.643387806765, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 54467.989708686044, 'LEVERAGE': 77, 'UNIT_BUDGET': 431.8465208332866, 'INITIAL_MARGIN_PER_UNIT': 9.579784257230713, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54467.989708686044, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.579784257230713, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004622582109148403, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.7002666055190665, 'MAX_PENALTY_DURATION_HOURS': 684, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5678367608299615, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.03569217197018195, 'max_pnl_target': 0.1744596037122361, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.07649998215712496, 'max_pnl_target': 0.24618390459508888, 'max_calls_for_rule': 42}}
|
63 |
NIFTYENERGY
|
{'omega': 0.23556683408788193, 'alpha': [0.07552228620792704], 'beta': [0.922477713792073], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.008635411442635289, 'historical_segment_start_price': 39915.1, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 94.13559210480516, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 289, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132185.9956971656, 'LEVERAGE': 16, 'UNIT_BUDGET': 1710.7377257209114, 'INITIAL_MARGIN_PER_UNIT': 5.883474506550322, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132185.9956971656, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.883474506550322, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004790455464822414, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 2.410298593184134, 'MAX_PENALTY_DURATION_HOURS': 641, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48837394533694695, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.026802825492880135, 'max_pnl_target': 0.09318956573462525, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.05033839023694714, 'max_pnl_target': 0.1601667005239188, 'max_calls_for_rule': 243}}
|
64 |
XRPUSD
|
{'omega': 0.95274040183289, 'alpha': [0.0834534162991078], 'beta': [0.9145465837008923], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.594391716766891, 'historical_segment_start_price': 0.7543, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 749.1665684951633, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 367, 'MAX_CONCURRENT_UNITS': 53, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121576.54326581297, 'LEVERAGE': 122, 'UNIT_BUDGET': 2260.6544894166873, 'INITIAL_MARGIN_PER_UNIT': 6.140709577829208, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121576.54326581297, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.140709577829208, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022222555903226365, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.151126045113843, 'MAX_PENALTY_DURATION_HOURS': 695, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5231709087982905, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.0238489916856406, 'max_pnl_target': 0.09227617325938009, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.10103167290563062, 'max_pnl_target': 0.24316292031741493, 'max_calls_for_rule': 277}}
|
65 |
GOOGLUSD
|
{'omega': 0.6035781270561823, 'alpha': [0.06610331131240092], 'beta': [0.9318966886875989], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.035603719658836845, 'historical_segment_start_price': 118.36, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 672.845843776561, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, 'MAX_CONCURRENT_UNITS': 89, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168474.04060323702, 'LEVERAGE': 59, 'UNIT_BUDGET': 1892.0115624386842, 'INITIAL_MARGIN_PER_UNIT': 11.404166843670525, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168474.04060323702, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.404166843670525, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003390095746891848, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.3887606651474096, 'MAX_PENALTY_DURATION_HOURS': 201, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33935759972723517, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.017218618267740345, 'max_pnl_target': 0.14201433305890174, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.020082428962411435, 'max_pnl_target': 0.2160385975246736, 'max_calls_for_rule': 145}}
|
66 |
NIFTYBANK
|
{'omega': 0.340166735128051, 'alpha': [0.09469092474535329], 'beta': [0.8131048728840644], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.007944063805170654, 'historical_segment_start_price': 26819.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 804.3748087408821, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 244, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177827.73829059128, 'LEVERAGE': 83, 'UNIT_BUDGET': 2379.6219992135602, 'INITIAL_MARGIN_PER_UNIT': 9.691262755914243, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177827.73829059128, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.691262755914243, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002924063697321666, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 1.6741090827965328, 'MAX_PENALTY_DURATION_HOURS': 850, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4763454847615971, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.02635144162792459, 'max_pnl_target': 0.09228816887204874, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.01769475237157227, 'max_pnl_target': 0.16637028883644453, 'max_calls_for_rule': 236}}
|
67 |
NIFTYIT
|
{'omega': 0.5982197919315144, 'alpha': [0.09797988548627415], 'beta': [0.822960396153548], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.250242165044024, 'historical_segment_start_price': 18099.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 411.55629128246227, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 229, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138634.590302823, 'LEVERAGE': 60, 'UNIT_BUDGET': 1577.9688537358816, 'INITIAL_MARGIN_PER_UNIT': 6.859271521374371, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138634.590302823, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.859271521374371, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002909024153038169, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.205198225351019, 'MAX_PENALTY_DURATION_HOURS': 173, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7360546553142585, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.04749216540773258, 'max_pnl_target': 0.11160737504718632, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.04603461968361863, 'max_pnl_target': 0.16839920112357015, 'max_calls_for_rule': 161}}
|
68 |
NIFTYFMCG
|
{'omega': 0.21018620782090952, 'alpha': [0.08124316695737917], 'beta': [0.9167568330426208], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.591201108102801, 'historical_segment_start_price': 50640.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 77.35051722866945, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 73751.38719279665, 'LEVERAGE': 14, 'UNIT_BUDGET': 973.8343960773831, 'INITIAL_MARGIN_PER_UNIT': 5.525036944904961, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73751.38719279665, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.525036944904961, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004791912184598755, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.6987959204365874, 'MAX_PENALTY_DURATION_HOURS': 264, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2224512482972549, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.040501063474468676, 'max_pnl_target': 0.11795063955251167, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.03774919730610704, 'max_pnl_target': 0.16070840679020443, 'max_calls_for_rule': 109}}
|
69 |
BNBUSD
|
{'omega': 2.501676043829847, 'alpha': [0.09447351851949237], 'beta': [0.8522995857726521], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.2898, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 278.44838704768546, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 358, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190252.99213835935, 'LEVERAGE': 26, 'UNIT_BUDGET': 530.2545150241015, 'INITIAL_MARGIN_PER_UNIT': 10.709553347987903, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190252.99213835935, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.709553347987903, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004402870740801964, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.4021435320691564, 'MAX_PENALTY_DURATION_HOURS': 1270, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49447291366139184, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.02029065435586464, 'max_pnl_target': 0.07411211614126062, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.05831129670621109, 'max_pnl_target': 0.29464417395513265, 'max_calls_for_rule': 43}}
|
70 |
XRPUSD
|
{'omega': 2.0206326168889466, 'alpha': [0.07737861365162556], 'beta': [0.9206213863483745], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7343, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 312.2600826310394, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 64448.451667376925, 'LEVERAGE': 26, 'UNIT_BUDGET': 552.4532583219645, 'INITIAL_MARGIN_PER_UNIT': 12.010003178116898, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64448.451667376925, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.010003178116898, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021923443608563506, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.9524597963313113, 'MAX_PENALTY_DURATION_HOURS': 964, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32687578443732607, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.014217047143371197, 'max_pnl_target': 0.14513526232155916, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.027103844797000134, 'max_pnl_target': 0.14333356478751147, 'max_calls_for_rule': 42}}
|
71 |
BTCUSD
|
{'omega': 1.9598375441694318, 'alpha': [0.11174935605937499], 'beta': [0.8862506439406251], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023228229335645886, 'historical_segment_start_price': 53991.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 119.92164431133136, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 34, 'MAX_CONCURRENT_UNITS': 301, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 116730.5754453638, 'LEVERAGE': 11, 'UNIT_BUDGET': 386.57695432431433, 'INITIAL_MARGIN_PER_UNIT': 10.901967664666488, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116730.5754453638, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.901967664666488, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036043199771395094, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 2.3863618229178956, 'MAX_PENALTY_DURATION_HOURS': 984, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11690140396385154, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.016213930907539635, 'max_pnl_target': 0.16076138900614872, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.03180266612044724, 'max_pnl_target': 0.22303544400609793, 'max_calls_for_rule': 24}}
|
72 |
XRPUSD
|
{'omega': 0.5335646566900539, 'alpha': [0.07627524202095677], 'beta': [0.9217247579790433], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.6097, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 175.08793068069753, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 385, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 162425.65986160457, 'LEVERAGE': 24, 'UNIT_BUDGET': 420.8034370744731, 'INITIAL_MARGIN_PER_UNIT': 7.295330445029064, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162425.65986160457, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.295330445029064, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015290620519332423, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.925640478812478, 'MAX_PENALTY_DURATION_HOURS': 546, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22402581402377508, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.04878601626513335, 'max_pnl_target': 0.107815169896827, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.020846906255617095, 'max_pnl_target': 0.14877010516553563, 'max_calls_for_rule': 41}}
|
73 |
BTCUSD
|
{'omega': 0.4506905560699575, 'alpha': [0.0648701629705759], 'beta': [0.8735587740384422], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.0240314172230674, 'historical_segment_start_price': 11451.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 360.5208117707225, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 230, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 88128.6630350184, 'LEVERAGE': 58, 'UNIT_BUDGET': 381.7616203557095, 'INITIAL_MARGIN_PER_UNIT': 6.215876065012457, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88128.6630350184, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.215876065012457, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036994175362318827, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 2.6007055556483416, 'MAX_PENALTY_DURATION_HOURS': 1397, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2329594348205966, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.011880676225538336, 'max_pnl_target': 0.11817278986487324, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.09338572564936495, 'max_pnl_target': 0.3093828733768592, 'max_calls_for_rule': 52}}
|
74 |
BNBUSD
|
{'omega': 1.6888765560670862, 'alpha': [0.07818947895128786], 'beta': [0.9198105210487121], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04954285823988793, 'historical_segment_start_price': 392.2892, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 727.3730228559039, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 141, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 70814.20694242569, 'LEVERAGE': 122, 'UNIT_BUDGET': 498.96635000764076, 'INITIAL_MARGIN_PER_UNIT': 5.962073957835278, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70814.20694242569, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.962073957835278, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004432569934389707, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 2.499134548447893, 'MAX_PENALTY_DURATION_HOURS': 1083, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17849055115203752, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.028632523832751583, 'max_pnl_target': 0.13035526423262533, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.08847046280385187, 'max_pnl_target': 0.23560963225226741, 'max_calls_for_rule': 61}}
|
75 |
BNBUSD
|
{'omega': 1.9047646286631905, 'alpha': [0.10333448532411829], 'beta': [0.8906740901463075], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.1186, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 735.262910682802, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 183, 'MAX_CONCURRENT_UNITS': 101, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 145440.01370712885, 'LEVERAGE': 95, 'UNIT_BUDGET': 1426.3353693050815, 'INITIAL_MARGIN_PER_UNIT': 7.739609586134758, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145440.01370712885, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.739609586134758, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00477199330211879, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 1.655706260819691, 'MAX_PENALTY_DURATION_HOURS': 976, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6855080135759792, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.02919751531294496, 'max_pnl_target': 0.10230078127082261, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.07565472179125525, 'max_pnl_target': 0.24677128013541255, 'max_calls_for_rule': 148}}
|
76 |
BTCUSD
|
{'omega': 3.5601528655492825, 'alpha': [0.08144026193064222], 'beta': [0.8250556323085712], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2360.12, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 236.77193648921005, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 178222.0186060991, 'LEVERAGE': 20, 'UNIT_BUDGET': 2459.607285059208, 'INITIAL_MARGIN_PER_UNIT': 11.838596824460502, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178222.0186060991, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.838596824460502, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018200245584515452, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 1.541072809446972, 'MAX_PENALTY_DURATION_HOURS': 901, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12033787571583573, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.0377997509703559, 'max_pnl_target': 0.17700832913895645, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.0763279951578552, 'max_pnl_target': 0.2978045572497031, 'max_calls_for_rule': 154}}
|
77 |
NIFTYFIN
|
{'omega': 0.40574739729121023, 'alpha': [0.0654717808878699], 'beta': [0.837232056556144], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.042893331345034, 'historical_segment_start_price': 15124.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1158.6418836741748, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 422, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179352.58306215657, 'LEVERAGE': 112, 'UNIT_BUDGET': 424.50662648165496, 'INITIAL_MARGIN_PER_UNIT': 10.345016818519417, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179352.58306215657, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.345016818519417, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024775744966921013, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 2.4453106250237626, 'MAX_PENALTY_DURATION_HOURS': 1415, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26946803011713905, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.027605540258365948, 'max_pnl_target': 0.10759840080619956, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.0513084934737529, 'max_pnl_target': 0.26062938961158655, 'max_calls_for_rule': 32}}
|
78 |
ETHUSD
|
{'omega': 2.1545849846610423, 'alpha': [0.11034809227846909], 'beta': [0.8876519077215309], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 375.57, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 774.1431519023276, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 105, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63757.27860799729, 'LEVERAGE': 73, 'UNIT_BUDGET': 606.40436756645, 'INITIAL_MARGIN_PER_UNIT': 10.60470071099079, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63757.27860799729, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.60470071099079, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026435424468879603, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.404242384957872, 'MAX_PENALTY_DURATION_HOURS': 1212, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5082194678867491, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.00876804493911113, 'max_pnl_target': 0.1577957899435478, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.01423910146473227, 'max_pnl_target': 0.13148511792761636, 'max_calls_for_rule': 53}}
|
79 |
BTCUSD
|
{'omega': 2.0609333335337894, 'alpha': [0.06015343352455011], 'beta': [0.9378465664754497], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4603.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 957.5538751651138, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122456.54762777398, 'LEVERAGE': 97, 'UNIT_BUDGET': 966.429890553592, 'INITIAL_MARGIN_PER_UNIT': 9.871689434691895, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122456.54762777398, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.871689434691895, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004407987675466515, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 1.7503990345351699, 'MAX_PENALTY_DURATION_HOURS': 415, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.746499715196919, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.02061188113799942, 'max_pnl_target': 0.09786631342319096, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.02223750679014762, 'max_pnl_target': 0.16754458375020637, 'max_calls_for_rule': 60}}
|
80 |
NIFTYFMCG
|
{'omega': 0.8956799782162547, 'alpha': [0.195575107568578], 'beta': [0.7973225743909246], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.4994371203326042, 'historical_segment_start_price': 21362.65, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 201.16921503022354, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 187, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 147581.08067567446, 'LEVERAGE': 18, 'UNIT_BUDGET': 2102.424105039823, 'INITIAL_MARGIN_PER_UNIT': 11.176067501679086, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147581.08067567446, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.176067501679086, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027244745155925202, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.6137043300531029, 'MAX_PENALTY_DURATION_HOURS': 606, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37035822499081256, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.04697272369331026, 'max_pnl_target': 0.1154060315356682, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.0985597385244475, 'max_pnl_target': 0.2203074416854405, 'max_calls_for_rule': 146}}
|
81 |
BNBUSD
|
{'omega': 2.4966826695619817, 'alpha': [0.12504090554936095], 'beta': [0.8729590944506391], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01078010201410546, 'historical_segment_start_price': 27.8977, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 722.0728843105796, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 110038.3715662623, 'LEVERAGE': 91, 'UNIT_BUDGET': 1452.557427639997, 'INITIAL_MARGIN_PER_UNIT': 7.93486686055582, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110038.3715662623, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.93486686055582, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004200235986030756, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 1.9203084187155819, 'MAX_PENALTY_DURATION_HOURS': 1351, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3136441473075618, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.029986703089372117, 'max_pnl_target': 0.14608165881059207, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.10058427837175088, 'max_pnl_target': 0.22502964242194415, 'max_calls_for_rule': 156}}
|
82 |
BTCUSD
|
{'omega': 1.4915626582437091, 'alpha': [0.059505798143203], 'beta': [0.8950630858171645], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012621475502306967, 'historical_segment_start_price': 22711.87, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 164.32769907333235, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 145, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 125836.14852281168, 'LEVERAGE': 24, 'UNIT_BUDGET': 866.8699525463929, 'INITIAL_MARGIN_PER_UNIT': 6.846987461388848, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125836.14852281168, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.846987461388848, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004455983698954015, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 2.795707320665351, 'MAX_PENALTY_DURATION_HOURS': 1046, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45558334061927175, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.008906500519148909, 'max_pnl_target': 0.15133931172673662, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.07795458395188426, 'max_pnl_target': 0.25534990000626373, 'max_calls_for_rule': 113}}
|
83 |
ADAUSD
|
{'omega': 1.4158101286269167, 'alpha': [0.04580348077000013], 'beta': [0.9521965192299999], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01575340103724388, 'historical_segment_start_price': 1.465, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 314.13544044133903, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 206, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132779.1960869701, 'LEVERAGE': 48, 'UNIT_BUDGET': 644.2792505936875, 'INITIAL_MARGIN_PER_UNIT': 6.544488342527897, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132779.1960869701, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.544488342527897, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023948129480512257, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.6559338428201813, 'MAX_PENALTY_DURATION_HOURS': 973, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6444109652658846, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.0424174834392014, 'max_pnl_target': 0.14654618407403042, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.09898336996955152, 'max_pnl_target': 0.31335591096255316, 'max_calls_for_rule': 82}}
|
84 |
BTCUSD
|
{'omega': 1.1435268571706019, 'alpha': [0.060617312269155316], 'beta': [0.9373826877308447], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0086247811527945, 'historical_segment_start_price': 56421.7, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1040.9348666868002, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165510.77697142007, 'LEVERAGE': 116, 'UNIT_BUDGET': 2041.7991937366005, 'INITIAL_MARGIN_PER_UNIT': 8.973576436955174, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165510.77697142007, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.973576436955174, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00342688757161818, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 2.560697780283395, 'MAX_PENALTY_DURATION_HOURS': 859, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5731813736669913, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.0393459927315419, 'max_pnl_target': 0.16419517273661113, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.029991123710926167, 'max_pnl_target': 0.1480188385571445, 'max_calls_for_rule': 167}}
|
85 |
XRPUSD
|
{'omega': 0.47873045685033655, 'alpha': [0.06915797072672178], 'beta': [0.9288420292732783], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3962, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 476.8483533973558, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, 'MAX_CONCURRENT_UNITS': 54, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 85723.22505973147, 'LEVERAGE': 62, 'UNIT_BUDGET': 1581.1984252083375, 'INITIAL_MARGIN_PER_UNIT': 7.691102474150901, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85723.22505973147, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.691102474150901, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004157616305825005, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.3192800901932227, 'MAX_PENALTY_DURATION_HOURS': 1239, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6917377697543494, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.04503473775408041, 'max_pnl_target': 0.11116965270484883, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.029672283419423552, 'max_pnl_target': 0.2591613502934989, 'max_calls_for_rule': 126}}
|
86 |
BTCUSD
|
{'omega': 6.284711976293335, 'alpha': [0.12978672009852082], 'beta': [0.8141184888983978], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 953.6529701687814, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 128, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 163000.78657089843, 'LEVERAGE': 109, 'UNIT_BUDGET': 1266.63503023475, 'INITIAL_MARGIN_PER_UNIT': 8.749109818062214, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163000.78657089843, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.749109818062214, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037746549912315614, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.9561312093893033, 'MAX_PENALTY_DURATION_HOURS': 829, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43574495589292017, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 54, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3240}
|
{'small_calls': {'min_pnl_target': 0.04193360647816318, 'max_pnl_target': 0.12117654316756535, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.06307892014431861, 'max_pnl_target': 0.3003661541213065, 'max_calls_for_rule': 125}}
|
87 |
ETHUSD
|
{'omega': 0.6659901614307695, 'alpha': [0.06961578249833467], 'beta': [0.8327829924605911], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3405.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 304.47482253971674, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 313, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98933.47551356026, 'LEVERAGE': 40, 'UNIT_BUDGET': 2394.929541335381, 'INITIAL_MARGIN_PER_UNIT': 7.611870563492919, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98933.47551356026, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.611870563492919, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011270678909586702, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 1.634451013823686, 'MAX_PENALTY_DURATION_HOURS': 590, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.012728523959136057, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.04417004115240001, 'max_pnl_target': 0.181093905944489, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.06234057091182374, 'max_pnl_target': 0.23779453093060682, 'max_calls_for_rule': 226}}
|
88 |
BNBUSD
|
{'omega': 1.548664282960683, 'alpha': [0.09412423930089273], 'beta': [0.8745693461725481], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.7127, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 138.27727339937343, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 218, 'MAX_CONCURRENT_UNITS': 53, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 73525.84462635986, 'LEVERAGE': 22, 'UNIT_BUDGET': 1379.7588104908466, 'INITIAL_MARGIN_PER_UNIT': 6.285330609062429, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73525.84462635986, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.285330609062429, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024382697335173674, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 1.7454825293823975, 'MAX_PENALTY_DURATION_HOURS': 737, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5824171366212828, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.028844776460903686, 'max_pnl_target': 0.1746250039848453, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.057861744328286974, 'max_pnl_target': 0.3015066170265012, 'max_calls_for_rule': 138}}
|
89 |
ADAUSD
|
{'omega': 3.66862020281068, 'alpha': [0.1197642878988697], 'beta': [0.8274452990287445], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0828, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 296.5867637264355, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 305, 'MAX_CONCURRENT_UNITS': 66, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104638.07254991378, 'LEVERAGE': 58, 'UNIT_BUDGET': 1567.6617265439747, 'INITIAL_MARGIN_PER_UNIT': 5.113564891835095, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104638.07254991378, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.113564891835095, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010001816402256383, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.8726048339270043, 'MAX_PENALTY_DURATION_HOURS': 1004, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2586477810606521, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.04277840584995047, 'max_pnl_target': 0.14827769780891742, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.10110563824642077, 'max_pnl_target': 0.33726270350863485, 'max_calls_for_rule': 217}}
|
90 |
ADAUSD
|
{'omega': 0.8469673031513256, 'alpha': [0.08483885602036718], 'beta': [0.8428794116535212], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.933206347984265, 'historical_segment_start_price': 0.4667, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 930.1441040732841, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 352, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 143891.66909848363, 'LEVERAGE': 63, 'UNIT_BUDGET': 408.37908582219694, 'INITIAL_MARGIN_PER_UNIT': 14.764192128147366, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143891.66909848363, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.764192128147366, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004697889944868252, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 1.6146001704201902, 'MAX_PENALTY_DURATION_HOURS': 764, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7047695189657888, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.01627623743781382, 'max_pnl_target': 0.12469503832915882, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.048285089885320896, 'max_pnl_target': 0.27379329494076665, 'max_calls_for_rule': 25}}
|
91 |
BTCUSD
|
{'omega': 0.007060533510788815, 'alpha': [0.3420395474537917], 'beta': [0.6371396062273459], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.9197220381440987, 'historical_segment_start_price': 570.14, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 479.1656364806397, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, 'MAX_CONCURRENT_UNITS': 154, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179185.32348733483, 'LEVERAGE': 84, 'UNIT_BUDGET': 1157.1302415181942, 'INITIAL_MARGIN_PER_UNIT': 5.704352815245711, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179185.32348733483, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.704352815245711, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004968381212752007, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.1001854249278096, 'MAX_PENALTY_DURATION_HOURS': 734, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49630766830252676, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.008821572091322925, 'max_pnl_target': 0.13420115079995867, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.08760966534950561, 'max_pnl_target': 0.2697552986484463, 'max_calls_for_rule': 152}}
|
92 |
NIFTY500
|
{'omega': 0.39746446219487175, 'alpha': [0.11168624026652156], 'beta': [0.8736468778454407], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.434895921037038, 'historical_segment_start_price': 8034.2, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 158.19629766239265, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, 'MAX_CONCURRENT_UNITS': 43, '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': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 99007.42998924006, 'LEVERAGE': 22, 'UNIT_BUDGET': 2283.8997214479323, 'INITIAL_MARGIN_PER_UNIT': 7.19074080283603, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99007.42998924006, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.19074080283603, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021644503455445596, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.0376616967264374, 'MAX_PENALTY_DURATION_HOURS': 1124, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.710358564888344, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.039292653841496515, 'max_pnl_target': 0.10242898850607146, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.0554742652627701, 'max_pnl_target': 0.30278668279845056, 'max_calls_for_rule': 248}}
|
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