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
|
|---|---|---|---|---|
100 |
ETHUSD
|
{'omega': 0.5934406050182135, 'alpha': [0.06060215403352294], 'beta': [0.8873291412221287], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014328371966053279, 'historical_segment_start_price': 3587.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 322.7030533251165, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 100, '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': 63431.021652794065, 'LEVERAGE': 41, 'UNIT_BUDGET': 797.4022273704749, 'INITIAL_MARGIN_PER_UNIT': 7.870806178661378, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63431.021652794065, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.870806178661378, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002595542605600764, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 2.602363833143322, 'MAX_PENALTY_DURATION_HOURS': 485, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5534187049049343, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.04736427308374396, 'max_pnl_target': 0.15080059239400537, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.0990755626299214, 'max_pnl_target': 0.28774674404798944, 'max_calls_for_rule': 79}}
|
101 |
NIFTYENERGY
|
{'omega': 0.28674956260030154, 'alpha': [0.10223240234394726], 'beta': [0.8957675976560526], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009194482540220575, 'historical_segment_start_price': 27405.25, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1051.1375814427736, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 164, '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': 156738.7173337157, 'LEVERAGE': 73, 'UNIT_BUDGET': 951.6882619326863, 'INITIAL_MARGIN_PER_UNIT': 14.39914495127087, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156738.7173337157, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.39914495127087, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004927845776074162, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 56, 'PENALTY_DURATION_MULTIPLIER': 2.994174637718869, 'MAX_PENALTY_DURATION_HOURS': 404, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6267576156210684, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.037960722990402464, 'max_pnl_target': 0.18781127499908762, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.09222280329892156, 'max_pnl_target': 0.2949161578236424, 'max_calls_for_rule': 50}}
|
102 |
ETHUSD
|
{'omega': 1.100983695765783, 'alpha': [0.07279719574085457], 'beta': [0.9252028042591454], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2226.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 66.1202253580631, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 245, 'MAX_CONCURRENT_UNITS': 38, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 51841.64677142309, 'LEVERAGE': 12, 'UNIT_BUDGET': 1357.854532968404, 'INITIAL_MARGIN_PER_UNIT': 5.510018779838592, 'MAX_TRADING_CAPITAL_FOR_UNITS': 51841.64677142309, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.510018779838592, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003838320873641686, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 1.874069096736796, 'MAX_PENALTY_DURATION_HOURS': 248, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.510624537967929, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.030663306271714697, 'max_pnl_target': 0.11312238733305277, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.08119421349417812, 'max_pnl_target': 0.28676817631486134, 'max_calls_for_rule': 219}}
|
103 |
NIFTYIT
|
{'omega': 0.35425496799019257, 'alpha': [0.11098332340117391], 'beta': [0.7973626228906672], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011594571312303405, 'historical_segment_start_price': 29872.05, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1509.8937021436368, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, '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': 127023.61521419187, 'LEVERAGE': 113, 'UNIT_BUDGET': 1865.7539503773153, 'INITIAL_MARGIN_PER_UNIT': 13.361891169412715, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127023.61521419187, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.361891169412715, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016923040336092642, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.3321480399735517, 'MAX_PENALTY_DURATION_HOURS': 221, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04736543483584777, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.02741760975643932, 'max_pnl_target': 0.11414054803625627, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.10024070101607307, 'max_pnl_target': 0.2711966592387162, 'max_calls_for_rule': 109}}
|
104 |
NIFTYENERGY
|
{'omega': 0.9462886017489051, 'alpha': [0.11550434524396212], 'beta': [0.7905475747839045], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.435579955922206, 'historical_segment_start_price': 8518.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1397.5114468508136, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 143, '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': 91458.6105936757, 'LEVERAGE': 96, 'UNIT_BUDGET': 638.6759903881093, 'INITIAL_MARGIN_PER_UNIT': 14.557410904695974, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91458.6105936757, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.557410904695974, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003093083834014484, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.2274152590411442, 'MAX_PENALTY_DURATION_HOURS': 283, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18518923635959106, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.0136274901201335, 'max_pnl_target': 0.08407200629242714, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.059921261678057565, 'max_pnl_target': 0.30133026685645353, 'max_calls_for_rule': 28}}
|
105 |
ETHUSD
|
{'omega': 2.61858277680784, 'alpha': [0.08261211594626208], 'beta': [0.9153878840537378], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 294.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 637.0896053332717, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, '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': 152830.02129991428, 'LEVERAGE': 45, 'UNIT_BUDGET': 2282.1580902378732, 'INITIAL_MARGIN_PER_UNIT': 14.157546785183815, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152830.02129991428, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.157546785183815, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011180087754557406, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.216345918006358, 'MAX_PENALTY_DURATION_HOURS': 356, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11614284234099766, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.042077490357910856, 'max_pnl_target': 0.11048643869116423, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.038409992422427514, 'max_pnl_target': 0.13968607328263455, 'max_calls_for_rule': 117}}
|
106 |
ETHUSD
|
{'omega': 1.4065229169304123, 'alpha': [0.06929319784419466], 'beta': [0.9234867537385779], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2330.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 500.17127178925625, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, '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': 70673.80630777511, 'LEVERAGE': 50, 'UNIT_BUDGET': 1206.2040472880244, 'INITIAL_MARGIN_PER_UNIT': 10.003425435785125, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70673.80630777511, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.003425435785125, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004234994235036323, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 2.494389734849907, 'MAX_PENALTY_DURATION_HOURS': 929, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34943591310149613, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 31, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 1860}
|
{'small_calls': {'min_pnl_target': 0.043763553994820674, 'max_pnl_target': 0.18199620903273067, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.04167436538960821, 'max_pnl_target': 0.18534758057018813, 'max_calls_for_rule': 85}}
|
107 |
ADAUSD
|
{'omega': 2.517431081346896, 'alpha': [0.07207045164099823], 'beta': [0.9259295483590019], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00771181921192821, 'historical_segment_start_price': 0.03612, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1448.0080352012187, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, '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': 65101.25783896214, 'LEVERAGE': 123, 'UNIT_BUDGET': 1892.0788387557645, 'INITIAL_MARGIN_PER_UNIT': 11.772423050416412, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65101.25783896214, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.772423050416412, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004511073820241749, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 2.158717881388071, 'MAX_PENALTY_DURATION_HOURS': 318, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3817658636605857, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.009908370390624787, 'max_pnl_target': 0.12220330607662445, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.07185075925242107, 'max_pnl_target': 0.30952463644696615, 'max_calls_for_rule': 125}}
|
108 |
XRPUSD
|
{'omega': 0.7582715537178683, 'alpha': [0.08051191201481576], 'beta': [0.9174880879851842], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3689, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 732.1600089606924, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 239, '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': 125239.11392526771, 'LEVERAGE': 111, 'UNIT_BUDGET': 521.8583617493053, 'INITIAL_MARGIN_PER_UNIT': 6.596036116762995, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125239.11392526771, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.596036116762995, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031035369844527928, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 1.9201346433960524, 'MAX_PENALTY_DURATION_HOURS': 1309, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05934280559749362, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.03920951782993934, 'max_pnl_target': 0.15222460152698208, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.07813183325517101, 'max_pnl_target': 0.1813140590195721, 'max_calls_for_rule': 65}}
|
109 |
ADAUSD
|
{'omega': 2.7167032314023056, 'alpha': [0.08553122543955724], 'beta': [0.8829043216952149], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021312557670665255, 'historical_segment_start_price': 0.4693, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 672.9815928736666, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, 'MAX_CONCURRENT_UNITS': 173, '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': 160045.61858206935, 'LEVERAGE': 68, 'UNIT_BUDGET': 923.7124096937762, 'INITIAL_MARGIN_PER_UNIT': 9.896788130495096, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160045.61858206935, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.896788130495096, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004336533720858144, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.813508219415178, 'MAX_PENALTY_DURATION_HOURS': 562, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27615785644450136, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.03900577330529281, 'max_pnl_target': 0.10532177009155885, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.060789788086932146, 'max_pnl_target': 0.22058465690328, 'max_calls_for_rule': 76}}
|
110 |
NIFTYIT
|
{'omega': 0.3947445745082315, 'alpha': [0.11274690168359065], 'beta': [0.8852530983164093], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009678480365761001, 'historical_segment_start_price': 29872.05, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1238.6413688617076, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, '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': 155991.54978100696, 'LEVERAGE': 110, 'UNIT_BUDGET': 1109.159116645772, 'INITIAL_MARGIN_PER_UNIT': 11.26037608056098, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155991.54978100696, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.26037608056098, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022218404978950066, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 1.9216155390361342, 'MAX_PENALTY_DURATION_HOURS': 1151, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.707972855612136, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.03536676006506404, 'max_pnl_target': 0.13944003174599615, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.06554546521664448, 'max_pnl_target': 0.22036239015178222, 'max_calls_for_rule': 79}}
|
111 |
NIFTY500
|
{'omega': 0.21223775244045406, 'alpha': [0.12257062828012723], 'beta': [0.7949346192749857], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.739043891755256, 'historical_segment_start_price': 14879.95, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 489.7668048139166, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 233, 'MAX_CONCURRENT_UNITS': 23, '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': 56275.57004536687, 'LEVERAGE': 49, 'UNIT_BUDGET': 2345.0861227520613, 'INITIAL_MARGIN_PER_UNIT': 9.995240914569727, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56275.57004536687, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.995240914569727, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013100504885779213, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 154, 'PENALTY_DURATION_MULTIPLIER': 2.7842829371568314, 'MAX_PENALTY_DURATION_HOURS': 969, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.057648821502488734, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.006647382982119099, 'max_pnl_target': 0.12310803291154296, 'max_calls_for_rule': 128}, 'moderate_calls': {'min_pnl_target': 0.08814656765273317, 'max_pnl_target': 0.23996950320202798, 'max_calls_for_rule': 193}}
|
112 |
GOOGLUSD
|
{'omega': 0.25554090111760125, 'alpha': [0.0785769714330448], 'beta': [0.8958056958185547], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.027037799704847643, 'historical_segment_start_price': 1072.79, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 600.2524853033075, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, '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': 166408.8254212445, 'LEVERAGE': 46, 'UNIT_BUDGET': 2086.925427398147, 'INITIAL_MARGIN_PER_UNIT': 13.048967071811033, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166408.8254212445, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.048967071811033, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002404911151638829, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 1.6910660328300768, 'MAX_PENALTY_DURATION_HOURS': 493, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.671686228069693, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.026611660606186995, 'max_pnl_target': 0.1564280949103161, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.08732622937013274, 'max_pnl_target': 0.19800221744883537, 'max_calls_for_rule': 101}}
|
113 |
BTCUSD
|
{'omega': 0.36790384158634654, 'alpha': [0.10080484895118182], 'beta': [0.8971951510488182], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 59002.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 105.62410528725384, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 267, 'MAX_CONCURRENT_UNITS': 62, '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': 118964.0636994643, 'LEVERAGE': 15, 'UNIT_BUDGET': 1889.1451601844094, 'INITIAL_MARGIN_PER_UNIT': 7.041607019150256, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118964.0636994643, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.041607019150256, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003520753189487721, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 2.55074283080983, 'MAX_PENALTY_DURATION_HOURS': 836, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5052514045990963, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.030105225460671486, 'max_pnl_target': 0.11683048468594903, 'max_calls_for_rule': 147}, 'moderate_calls': {'min_pnl_target': 0.016108238344863815, 'max_pnl_target': 0.20615124378313887, 'max_calls_for_rule': 237}}
|
114 |
ADAUSD
|
{'omega': 2.0791205898025105, 'alpha': [0.06831153460951542], 'beta': [0.9296884653904846], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.015257685981088, 'historical_segment_start_price': 0.07002, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 968.2622240383112, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, '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': 139546.7626911681, 'LEVERAGE': 71, 'UNIT_BUDGET': 2207.6253205636704, 'INITIAL_MARGIN_PER_UNIT': 13.63749611321565, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139546.7626911681, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.63749611321565, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003112870616261598, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.893339842376376, 'MAX_PENALTY_DURATION_HOURS': 482, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27666151659347865, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.03447671691993105, 'max_pnl_target': 0.16985657393492298, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.06109389525756868, 'max_pnl_target': 0.21899521526082827, 'max_calls_for_rule': 159}}
|
115 |
ADAUSD
|
{'omega': 8.68766211105965, 'alpha': [0.10768158778254355], 'beta': [0.7815000712581566], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.13358, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 642.7188595236918, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 263, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121741.8411540074, 'LEVERAGE': 80, 'UNIT_BUDGET': 2128.7731550002945, 'INITIAL_MARGIN_PER_UNIT': 8.033985744046147, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121741.8411540074, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.033985744046147, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015077294831011634, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.049565572066709, 'MAX_PENALTY_DURATION_HOURS': 633, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5877945240197191, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.029622597107114255, 'max_pnl_target': 0.11810491372558093, 'max_calls_for_rule': 142}, 'moderate_calls': {'min_pnl_target': 0.028409095196838353, 'max_pnl_target': 0.2552640752809337, 'max_calls_for_rule': 237}}
|
116 |
NIFTYFIN
|
{'omega': 0.38422631726940687, 'alpha': [0.09763263598714826], 'beta': [0.8633358866213059], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.711289950187668, 'historical_segment_start_price': 11074.85, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 233.56580769625083, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 221, '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': 167629.54094818555, 'LEVERAGE': 38, 'UNIT_BUDGET': 757.8510969316255, 'INITIAL_MARGIN_PER_UNIT': 6.146468623585548, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167629.54094818555, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.146468623585548, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004862915622203992, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.6439170849093365, 'MAX_PENALTY_DURATION_HOURS': 647, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22476026643121857, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.007119740849034355, 'max_pnl_target': 0.08275366995461413, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.017966262943540572, 'max_pnl_target': 0.23088500451118166, 'max_calls_for_rule': 101}}
|
117 |
XRPUSD
|
{'omega': 2.2728461552277723, 'alpha': [0.12628244147639092], 'beta': [0.7861319261174212], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01919915069474542, 'historical_segment_start_price': 0.38182, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 479.65652487029064, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 346, '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': 138796.71526314074, 'LEVERAGE': 77, 'UNIT_BUDGET': 2162.6154393107345, 'INITIAL_MARGIN_PER_UNIT': 6.229305517795982, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138796.71526314074, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.229305517795982, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003058995682204096, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 1.6910816565868227, 'MAX_PENALTY_DURATION_HOURS': 257, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16742280961250108, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.050641894039954546, 'max_pnl_target': 0.19610196547364794, 'max_calls_for_rule': 186}, 'moderate_calls': {'min_pnl_target': 0.08074789372807825, 'max_pnl_target': 0.23195672955887964, 'max_calls_for_rule': 323}}
|
118 |
IHSG_PGAS
|
{'omega': 15.661685588053977, 'alpha': [0.6690286220083395], 'beta': [0.21381293141478575], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014895153721146078, 'historical_segment_start_price': 1545, 'asset_source_name': 'IHSG_PGAS'}
|
{'POSITION_SIZE_PER_UNIT': 513.7672780229454, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 404, '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': 102947.37825164893, 'LEVERAGE': 98, 'UNIT_BUDGET': 2126.2288558887367, 'INITIAL_MARGIN_PER_UNIT': 5.242523245132096, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102947.37825164893, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.242523245132096, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00418024645801029, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 2.5273357071207743, 'MAX_PENALTY_DURATION_HOURS': 202, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38323497525390576, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.01680420238530307, 'max_pnl_target': 0.1649643965324072, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.08589082316511586, 'max_pnl_target': 0.24811705719646332, 'max_calls_for_rule': 270}}
|
119 |
BTCUSD
|
{'omega': 6.228749120650347, 'alpha': [0.12452038649136528], 'beta': [0.7904034657733997], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01699056895880392, 'historical_segment_start_price': 7926.32, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 572.6393143192772, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 189, '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': 98520.635210605, 'LEVERAGE': 63, 'UNIT_BUDGET': 520.4735353374735, 'INITIAL_MARGIN_PER_UNIT': 9.089512925702813, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98520.635210605, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.089512925702813, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004221143321727778, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.9010317907913654, 'MAX_PENALTY_DURATION_HOURS': 898, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6048519270279193, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 39, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 2340}
|
{'small_calls': {'min_pnl_target': 0.049633903773006915, 'max_pnl_target': 0.15806231431953127, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07435041164622792, 'max_pnl_target': 0.1757969758157229, 'max_calls_for_rule': 53}}
|
120 |
BTCUSD
|
{'omega': 2.4603138105484184, 'alpha': [0.21119033685941555], 'beta': [0.7868096631405843], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029371493458566697, 'historical_segment_start_price': 3784.21, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1204.193625256013, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69444.51185794557, 'LEVERAGE': 94, 'UNIT_BUDGET': 1252.6462605001946, 'INITIAL_MARGIN_PER_UNIT': 12.810570481446948, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69444.51185794557, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.810570481446948, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015738175914032997, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.6215584722402863, 'MAX_PENALTY_DURATION_HOURS': 382, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.057672682555306255, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.018296010101908112, 'max_pnl_target': 0.16036274908748555, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.03875562949689584, 'max_pnl_target': 0.2509449780847797, 'max_calls_for_rule': 92}}
|
121 |
XRPUSD
|
{'omega': 3.1388080077068077, 'alpha': [0.08982668516965904], 'beta': [0.9081733148303411], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.43241, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 720.8571143038736, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 213, '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': 112775.1777329279, 'LEVERAGE': 75, 'UNIT_BUDGET': 527.4800436997407, 'INITIAL_MARGIN_PER_UNIT': 9.611428190718314, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112775.1777329279, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.611428190718314, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003422181308506128, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 154, 'PENALTY_DURATION_MULTIPLIER': 2.2655378111371727, 'MAX_PENALTY_DURATION_HOURS': 1179, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35253715362812055, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.032145699745876666, 'max_pnl_target': 0.11250111050260357, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.051106004365477874, 'max_pnl_target': 0.26850000645607175, 'max_calls_for_rule': 46}}
|
122 |
XRPUSD
|
{'omega': 1.284595416232848, 'alpha': [0.07596989129720566], 'beta': [0.8568073387144102], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018242999806814406, 'historical_segment_start_price': 0.3925, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 69.9130887335287, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 629, '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': 175475.96008939634, 'LEVERAGE': 11, 'UNIT_BUDGET': 278.6334162847211, 'INITIAL_MARGIN_PER_UNIT': 6.3557353394117, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175475.96008939634, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.3557353394117, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002891824940107866, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 1.6767531628991623, 'MAX_PENALTY_DURATION_HOURS': 577, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46490356371508373, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.045271658418857226, 'max_pnl_target': 0.14081540438399232, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.08586460187623131, 'max_pnl_target': 0.24423964361035433, 'max_calls_for_rule': 27}}
|
123 |
ETHUSD
|
{'omega': 1.6935546027152077, 'alpha': [0.07711914222539015], 'beta': [0.876920058487823], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 297.31, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1369.1388636657648, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, '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': 151996.0359420005, 'LEVERAGE': 92, 'UNIT_BUDGET': 1969.1447790394618, 'INITIAL_MARGIN_PER_UNIT': 14.881944170280052, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151996.0359420005, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.881944170280052, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001871089150438512, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 2.3295853710956997, 'MAX_PENALTY_DURATION_HOURS': 968, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5990972672341583, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.013003250507124798, 'max_pnl_target': 0.12577085269814486, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.03248789203004197, 'max_pnl_target': 0.15661415775913212, 'max_calls_for_rule': 127}}
|
124 |
XRPUSD
|
{'omega': 2.488822732294742, 'alpha': [0.09815921336158409], 'beta': [0.8518550295344033], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.36322, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 788.7447650380099, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 178, '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': 173668.35950439313, 'LEVERAGE': 73, 'UNIT_BUDGET': 1936.4397663724733, 'INITIAL_MARGIN_PER_UNIT': 10.80472280873986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173668.35950439313, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.80472280873986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004943032166053742, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.220466026878999, 'MAX_PENALTY_DURATION_HOURS': 1342, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18003978009094784, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.024692754584252543, 'max_pnl_target': 0.07956589900026993, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.03224558949322596, 'max_pnl_target': 0.24469925508869958, 'max_calls_for_rule': 173}}
|
125 |
IHSG_TLKM
|
{'omega': 0.00039444286606742893, 'alpha': [0.9230594986230136], 'beta': [0.0005627810004359134], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.1, 'historical_segment_start_price': 3810, 'asset_source_name': 'IHSG_TLKM'}
|
{'POSITION_SIZE_PER_UNIT': 140.87216531333698, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 378, 'MAX_CONCURRENT_UNITS': 29, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 64941.68003171042, 'LEVERAGE': 24, 'UNIT_BUDGET': 2225.23396164552, 'INITIAL_MARGIN_PER_UNIT': 5.869673554722374, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64941.68003171042, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.869673554722374, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003722656289514529, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.3454227565342496, 'MAX_PENALTY_DURATION_HOURS': 929, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.016038347975657972, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.014361911937611622, 'max_pnl_target': 0.10021356165518583, 'max_calls_for_rule': 149}, 'moderate_calls': {'min_pnl_target': 0.08065669044652564, 'max_pnl_target': 0.27223395363276254, 'max_calls_for_rule': 234}}
|
126 |
NIFTYIT
|
{'omega': 0.3989130458150849, 'alpha': [0.1419008365719885], 'beta': [0.8560991634280114], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.746273991734013, 'historical_segment_start_price': 10185.25, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 884.5054309867367, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 195, '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': 178788.92019588736, 'LEVERAGE': 59, 'UNIT_BUDGET': 913.5670503157626, 'INITIAL_MARGIN_PER_UNIT': 14.991617474351468, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178788.92019588736, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.991617474351468, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00222900830144732, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 2.4656193941452687, 'MAX_PENALTY_DURATION_HOURS': 465, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7497121262202993, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.04186324193617376, 'max_pnl_target': 0.18023362372522522, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.01794852009878606, 'max_pnl_target': 0.1298809123532778, 'max_calls_for_rule': 35}}
|
127 |
ETHUSD
|
{'omega': 1.9497700703973042, 'alpha': [0.08820763215744962], 'beta': [0.9097923678425504], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.53516407410188, 'historical_segment_start_price': 1885.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 740.6429699547766, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, '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': 78898.44505009298, 'LEVERAGE': 62, 'UNIT_BUDGET': 1223.6911861571693, 'INITIAL_MARGIN_PER_UNIT': 11.9458543541093, 'MAX_TRADING_CAPITAL_FOR_UNITS': 78898.44505009298, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.9458543541093, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016501448622697431, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 1.540416021476669, 'MAX_PENALTY_DURATION_HOURS': 638, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5299746659471726, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.02609065063492138, 'max_pnl_target': 0.1543720796393338, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.045816179028165434, 'max_pnl_target': 0.24750295682443846, 'max_calls_for_rule': 61}}
|
128 |
ETHUSD
|
{'omega': 5.802599140580935, 'alpha': [0.10598694409425945], 'beta': [0.8920130559057405], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1219.29048742, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 396.25571927456275, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 285, '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': 186582.57477243923, 'LEVERAGE': 52, 'UNIT_BUDGET': 2185.3360613117693, 'INITIAL_MARGIN_PER_UNIT': 7.620302293741592, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186582.57477243923, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.620302293741592, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035912967758633656, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 1.9966630092066082, 'MAX_PENALTY_DURATION_HOURS': 1435, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0703465596811186, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.03722066975715437, 'max_pnl_target': 0.08901450671229322, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.024317548728267635, 'max_pnl_target': 0.19914707907860468, 'max_calls_for_rule': 203}}
|
129 |
XRPUSD
|
{'omega': 0.8571938022307888, 'alpha': [0.08283266727879646], 'beta': [0.9151673327212035], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.28943, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 613.6443933117312, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 223, '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': 182977.0403843746, 'LEVERAGE': 64, 'UNIT_BUDGET': 2156.804442071152, 'INITIAL_MARGIN_PER_UNIT': 9.5881936454958, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182977.0403843746, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.5881936454958, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002062870958865198, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.1635737033958184, 'MAX_PENALTY_DURATION_HOURS': 922, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5143662563627694, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.035075975467008774, 'max_pnl_target': 0.11758980385972614, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.012225469324662444, 'max_pnl_target': 0.16173757948533105, 'max_calls_for_rule': 197}}
|
130 |
TSLAUSD
|
{'omega': 2.058987363100494, 'alpha': [0.05511979456305564], 'beta': [0.928772531945386], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.027767920005442873, 'historical_segment_start_price': 120.21, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1199.3319194892047, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 601, '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': 198776.23236351844, 'LEVERAGE': 114, 'UNIT_BUDGET': 330.6915508253214, 'INITIAL_MARGIN_PER_UNIT': 10.520455434115831, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198776.23236351844, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.520455434115831, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036882945840445505, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.2323952630161337, 'MAX_PENALTY_DURATION_HOURS': 277, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2305784408438142, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.03473913856139743, 'max_pnl_target': 0.12335616911930174, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.048443830429630616, 'max_pnl_target': 0.20018756063557408, 'max_calls_for_rule': 29}}
|
131 |
ADAUSD
|
{'omega': 2.433270491024408, 'alpha': [0.09891895284228235], 'beta': [0.8671946308806672], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022487741890102213, 'historical_segment_start_price': 0.5168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 352.93988902333217, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 173, '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': 100850.5325256836, 'LEVERAGE': 37, 'UNIT_BUDGET': 580.6789064010627, 'INITIAL_MARGIN_PER_UNIT': 9.538915919549519, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100850.5325256836, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.538915919549519, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030830194186199683, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 1.796096115349317, 'MAX_PENALTY_DURATION_HOURS': 1307, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.626495533686263, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.04195660741565419, 'max_pnl_target': 0.18348131999153408, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07582833955542792, 'max_pnl_target': 0.3095860455569647, 'max_calls_for_rule': 50}}
|
132 |
NIFTYIT
|
{'omega': 2.713936585592421, 'alpha': [0.1897449600182923], 'beta': [0.7893586236120742], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15099.9, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 187.47954173015023, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, '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': 99826.11663515435, 'LEVERAGE': 14, 'UNIT_BUDGET': 1455.7098078828683, 'INITIAL_MARGIN_PER_UNIT': 13.391395837867874, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99826.11663515435, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.391395837867874, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0048721424451600905, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 1.7399195232950717, 'MAX_PENALTY_DURATION_HOURS': 238, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36646447168200913, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.010791409238769308, 'max_pnl_target': 0.14645108851038796, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.06701541170858046, 'max_pnl_target': 0.2509583025401903, 'max_calls_for_rule': 72}}
|
133 |
XRPUSD
|
{'omega': 1.665339805883545, 'alpha': [0.07810595468773557], 'beta': [0.9198940453122644], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.030632533613753746, 'historical_segment_start_price': 0.3643, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 902.7289880323685, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 285, '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': 190005.17137804773, 'LEVERAGE': 116, 'UNIT_BUDGET': 2233.1180821641055, 'INITIAL_MARGIN_PER_UNIT': 7.782146448554901, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190005.17137804773, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.782146448554901, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024468723442405615, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 1.8276553082893348, 'MAX_PENALTY_DURATION_HOURS': 979, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42001461196391093, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.04091651638043549, 'max_pnl_target': 0.11332419885111207, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.06699984990540443, 'max_pnl_target': 0.2717669130858247, 'max_calls_for_rule': 196}}
|
134 |
ETHUSD
|
{'omega': 6.292420838683822, 'alpha': [0.12913395487155055], 'beta': [0.8688660451284496], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 112.45, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 283.3619759382135, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 143, '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': 140756.91058460894, 'LEVERAGE': 44, 'UNIT_BUDGET': 979.8018139809593, 'INITIAL_MARGIN_PER_UNIT': 6.440044907686671, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140756.91058460894, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.440044907686671, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004446692775683188, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.015833503466647, 'MAX_PENALTY_DURATION_HOURS': 1435, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08885752900430265, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.0193713922513026, 'max_pnl_target': 0.16449776512152006, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.0754791380787193, 'max_pnl_target': 0.18148090889070378, 'max_calls_for_rule': 150}}
|
135 |
TSLAUSD
|
{'omega': 1.7494373270005548, 'alpha': [0.056065504756698525], 'beta': [0.9419344952433014], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04207276364588605, 'historical_segment_start_price': 168.29, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 464.03875959186706, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 100, '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': 145586.94646273574, 'LEVERAGE': 41, 'UNIT_BUDGET': 1150.0483169542795, 'INITIAL_MARGIN_PER_UNIT': 11.318018526630905, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145586.94646273574, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.318018526630905, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018201949150675129, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 2.2464163460306734, 'MAX_PENALTY_DURATION_HOURS': 846, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.389104538553938, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.05046183800715457, 'max_pnl_target': 0.13404238411602773, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.06610934986510536, 'max_pnl_target': 0.20216340142914307, 'max_calls_for_rule': 83}}
|
136 |
GOOGLUSD
|
{'omega': 1.0125567857558802, 'alpha': [0.08685087800307285], 'beta': [0.8930846228488561], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.042478680712172194, 'historical_segment_start_price': 91.83, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 290.9007360320919, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 106, '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': 88725.86511490108, 'LEVERAGE': 20, 'UNIT_BUDGET': 831.2247580978202, 'INITIAL_MARGIN_PER_UNIT': 14.545036801604596, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88725.86511490108, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.545036801604596, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004933392823597336, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 78, 'PENALTY_DURATION_MULTIPLIER': 1.5693531662440758, 'MAX_PENALTY_DURATION_HOURS': 1010, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6864639114056698, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.007008085422308744, 'max_pnl_target': 0.08619381920257425, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.07780243814957837, 'max_pnl_target': 0.3045028848118504, 'max_calls_for_rule': 43}}
|
137 |
BTCUSD
|
{'omega': 1.8749044029029298, 'alpha': [0.053007432434563385], 'beta': [0.9449925675654366], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4603.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 972.3546615483259, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 241, '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': 122281.45913201623, 'LEVERAGE': 123, 'UNIT_BUDGET': 1916.6119932800552, 'INITIAL_MARGIN_PER_UNIT': 7.905322451612406, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122281.45913201623, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.905322451612406, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017301593960334701, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 2.267109169714379, 'MAX_PENALTY_DURATION_HOURS': 283, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23710672419638626, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.021384003454818116, 'max_pnl_target': 0.16990451653482974, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.02811716325451654, 'max_pnl_target': 0.26358663820015266, 'max_calls_for_rule': 176}}
|
138 |
BNBUSD
|
{'omega': 0.9241563170350635, 'alpha': [0.07549312652083442], 'beta': [0.9225068734791655], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 27.8721, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 497.04781923924935, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 444, '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': 130907.97650238936, 'LEVERAGE': 89, 'UNIT_BUDGET': 2490.7062139398663, 'INITIAL_MARGIN_PER_UNIT': 5.584806957744375, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130907.97650238936, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.584806957744375, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038063746004961545, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 1.8610457394443547, 'MAX_PENALTY_DURATION_HOURS': 372, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6543079385347199, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.007063217955960608, 'max_pnl_target': 0.07914927275344509, 'max_calls_for_rule': 241}, 'moderate_calls': {'min_pnl_target': 0.041074988255237865, 'max_pnl_target': 0.19224414980121585, 'max_calls_for_rule': 376}}
|
139 |
BTCUSD
|
{'omega': 1.41073078162879, 'alpha': [0.06704529008949117], 'beta': [0.9309547099105087], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013079497006837873, 'historical_segment_start_price': 22711.87, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1112.5763033777387, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 129, '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': 186408.20991519783, 'LEVERAGE': 117, 'UNIT_BUDGET': 1443.3474692472907, 'INITIAL_MARGIN_PER_UNIT': 9.509199174168707, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186408.20991519783, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.509199174168707, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004406162544696361, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 1.6442290197946203, 'MAX_PENALTY_DURATION_HOURS': 767, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17403933609434424, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.04782817065679992, 'max_pnl_target': 0.17824667315053297, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.032754546640627144, 'max_pnl_target': 0.2669555046948484, 'max_calls_for_rule': 107}}
|
140 |
NIFTY50
|
{'omega': 0.6357888241450227, 'alpha': [0.010767480557366182], 'beta': [0.9872325194426339], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.354263294553136, 'historical_segment_start_price': 11398.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 117.86168778111447, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, 'MAX_CONCURRENT_UNITS': 166, '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': 127734.23765715981, 'LEVERAGE': 12, 'UNIT_BUDGET': 766.9723871040064, 'INITIAL_MARGIN_PER_UNIT': 9.821807315092872, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127734.23765715981, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.821807315092872, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003679355320146687, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.8102676222217338, 'MAX_PENALTY_DURATION_HOURS': 487, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24789850537567604, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.015117004017578903, 'max_pnl_target': 0.16366811231862635, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.07935438676782111, 'max_pnl_target': 0.26107712108807224, 'max_calls_for_rule': 48}}
|
141 |
BTCUSD
|
{'omega': 4.411144531364521, 'alpha': [0.12116033380185419], 'beta': [0.8768396661981457], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 651.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 977.7231467524541, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, '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': 64197.2877238993, 'LEVERAGE': 105, 'UNIT_BUDGET': 1607.3105648351723, 'INITIAL_MARGIN_PER_UNIT': 9.311649016690039, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64197.2877238993, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.311649016690039, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012919355907482833, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.8836831724491434, 'MAX_PENALTY_DURATION_HOURS': 866, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43597299896472175, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.03731593542103095, 'max_pnl_target': 0.1388415728747012, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.06608466693137573, 'max_pnl_target': 0.2733975977499385, 'max_calls_for_rule': 147}}
|
142 |
NIFTY50
|
{'omega': 0.2199312408217002, 'alpha': [0.07716832518726688], 'beta': [0.9208316748127332], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.004523325383224, 'historical_segment_start_price': 13744.85, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 728.8974807686741, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 249, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 150837.86904912288, 'LEVERAGE': 93, 'UNIT_BUDGET': 605.761438813945, 'INITIAL_MARGIN_PER_UNIT': 7.83760732009327, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150837.86904912288, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.83760732009327, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014973281339622367, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 1.8973884225672273, 'MAX_PENALTY_DURATION_HOURS': 813, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26781895386437227, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.027813894647520293, 'max_pnl_target': 0.17588093415043596, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.061175467260963526, 'max_pnl_target': 0.2236093709849571, 'max_calls_for_rule': 63}}
|
143 |
ADAUSD
|
{'omega': 1.618175901054518, 'alpha': [0.06562218700632987], 'beta': [0.9323778129936701], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.04060763393852469, 'historical_segment_start_price': 1.5909, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 419.3881475510575, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, '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': 130176.67123683373, 'LEVERAGE': 77, 'UNIT_BUDGET': 1090.4842394548614, 'INITIAL_MARGIN_PER_UNIT': 5.4465993188449024, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130176.67123683373, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.4465993188449024, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004325006004730561, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.6407348799212276, 'MAX_PENALTY_DURATION_HOURS': 688, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09878084059622416, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.016706412565730567, 'max_pnl_target': 0.13529727243667625, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.07841024310467443, 'max_pnl_target': 0.3088209926340715, 'max_calls_for_rule': 137}}
|
144 |
XRPUSD
|
{'omega': 0.6048598682287335, 'alpha': [0.09348097204113151], 'beta': [0.8851478840565838], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012004413210807143, 'historical_segment_start_price': 0.5191, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 561.546985722113, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 195, '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': 168781.06260781732, 'LEVERAGE': 52, 'UNIT_BUDGET': 862.0651238626776, 'INITIAL_MARGIN_PER_UNIT': 10.798980494656021, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168781.06260781732, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.798980494656021, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030199800237937827, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 1.7352222283932888, 'MAX_PENALTY_DURATION_HOURS': 343, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.01082510682217205, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.03430311262804966, 'max_pnl_target': 0.11522491022663486, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.07289535770053993, 'max_pnl_target': 0.23338971663992533, 'max_calls_for_rule': 47}}
|
145 |
ADAUSD
|
{'omega': 0.43150801727001614, 'alpha': [0.06670309397446939], 'beta': [0.9312969060255307], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022088647946826256, 'historical_segment_start_price': 0.3581, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 496.27857667014996, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 208, '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': 171284.43886919817, 'LEVERAGE': 85, 'UNIT_BUDGET': 1222.910615075772, 'INITIAL_MARGIN_PER_UNIT': 5.838571490237058, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171284.43886919817, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.838571490237058, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025153860815447524, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 2.603082461019723, 'MAX_PENALTY_DURATION_HOURS': 790, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22228734156335633, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.0356887261828638, 'max_pnl_target': 0.1823254024114827, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.09836063219717854, 'max_pnl_target': 0.34697807678280496, 'max_calls_for_rule': 142}}
|
146 |
BNBUSD
|
{'omega': 0.2809107166147168, 'alpha': [0.08071634047247377], 'beta': [0.9172836595275262], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 603.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1237.230125233314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 72, 'MAX_CONCURRENT_UNITS': 221, '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': 189089.14260503804, 'LEVERAGE': 106, 'UNIT_BUDGET': 855.255493490181, 'INITIAL_MARGIN_PER_UNIT': 11.67198231352183, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189089.14260503804, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.67198231352183, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001889242047660249, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 2.307623034387968, 'MAX_PENALTY_DURATION_HOURS': 1081, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26057942346571394, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.0310174891161908, 'max_pnl_target': 0.09253546170934365, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.02846141016171938, 'max_pnl_target': 0.2503218790882461, 'max_calls_for_rule': 71}}
|
147 |
NIFTYENERGY
|
{'omega': 0.5858553727095926, 'alpha': [0.14131361003855766], 'beta': [0.8566863899614424], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.517974467895659, 'historical_segment_start_price': 11708.85, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 870.9493840942374, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, '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': 93855.86702493361, 'LEVERAGE': 82, 'UNIT_BUDGET': 1325.3376033141133, 'INITIAL_MARGIN_PER_UNIT': 10.621333952368749, 'MAX_TRADING_CAPITAL_FOR_UNITS': 93855.86702493361, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.621333952368749, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019229550148742564, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.3802926882137663, 'MAX_PENALTY_DURATION_HOURS': 1285, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.318258958471074, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.014133802486268995, 'max_pnl_target': 0.1122498768281561, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.07160030999236194, 'max_pnl_target': 0.23061370994806987, 'max_calls_for_rule': 80}}
|
148 |
BTCUSD
|
{'omega': 4.476432219902902, 'alpha': [0.08692052283144672], 'beta': [0.9110794771685533], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3939.67, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 282.19470718594073, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 90, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169509.48029939824, 'LEVERAGE': 20, 'UNIT_BUDGET': 1868.1089226740312, 'INITIAL_MARGIN_PER_UNIT': 14.109735359297035, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169509.48029939824, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.109735359297035, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004374954752985287, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.2245327741216285, 'MAX_PENALTY_DURATION_HOURS': 1089, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5912779629873733, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.011687461435412137, 'max_pnl_target': 0.07494604212348642, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.022845811646734195, 'max_pnl_target': 0.24978646534250523, 'max_calls_for_rule': 80}}
|
149 |
NIFTYFMCG
|
{'omega': 0.8510608883453701, 'alpha': [0.18016229703690695], 'beta': [0.817837702963093], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.255474616543554, 'historical_segment_start_price': 21362.65, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 174.44340165965426, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 258, 'MAX_CONCURRENT_UNITS': 45, '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': 73032.71996280515, 'LEVERAGE': 28, 'UNIT_BUDGET': 1616.642336763967, 'INITIAL_MARGIN_PER_UNIT': 6.230121487844795, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73032.71996280515, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.230121487844795, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003165029520402761, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 139, 'PENALTY_DURATION_MULTIPLIER': 2.579945354580013, 'MAX_PENALTY_DURATION_HOURS': 1284, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2338125566004243, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.05065791021105259, 'max_pnl_target': 0.13404979992788976, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.0640317871358076, 'max_pnl_target': 0.2499252996423192, 'max_calls_for_rule': 190}}
|
150 |
GOOGLUSD
|
{'omega': 0.3423784451065355, 'alpha': [0.07993354454660255], 'beta': [0.8781684227554899], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.039588771305438246, 'historical_segment_start_price': 1177.03, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 630.893016386499, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 276, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 53862.44931553417, 'LEVERAGE': 94, 'UNIT_BUDGET': 1865.2526224753874, 'INITIAL_MARGIN_PER_UNIT': 6.711627833898925, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53862.44931553417, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.711627833898925, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011358618594452224, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 2.9889121666771095, 'MAX_PENALTY_DURATION_HOURS': 675, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06285013926288653, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.01819695253074407, 'max_pnl_target': 0.08057870133605541, 'max_calls_for_rule': 159}, 'moderate_calls': {'min_pnl_target': 0.047671474684676154, 'max_pnl_target': 0.257189770689822, 'max_calls_for_rule': 197}}
|
151 |
ETHUSD
|
{'omega': 1.8524617506932846, 'alpha': [0.09592666150332192], 'beta': [0.902073338496678], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 375.57, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 439.0441327539276, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 250, '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': 107446.46342892785, 'LEVERAGE': 54, 'UNIT_BUDGET': 2044.3211072050235, 'INITIAL_MARGIN_PER_UNIT': 8.130446902850512, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107446.46342892785, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.130446902850512, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001489974086502298, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 2.381795960138139, 'MAX_PENALTY_DURATION_HOURS': 570, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5414940315952329, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.036531131052832296, 'max_pnl_target': 0.10041283918752164, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.05008652087242485, 'max_pnl_target': 0.26242732621419806, 'max_calls_for_rule': 237}}
|
152 |
BNBUSD
|
{'omega': 0.5936406703206484, 'alpha': [0.06824290840919243], 'beta': [0.8888834911388092], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007240260773290435, 'historical_segment_start_price': 294.8, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 436.27162453035714, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, 'MAX_CONCURRENT_UNITS': 232, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184002.4869464133, 'LEVERAGE': 51, 'UNIT_BUDGET': 791.899025491173, 'INITIAL_MARGIN_PER_UNIT': 8.554345579026611, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184002.4869464133, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.554345579026611, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023578491571535215, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.641261333772482, 'MAX_PENALTY_DURATION_HOURS': 1391, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6589946186729568, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.043848297581728125, 'max_pnl_target': 0.19108721887723187, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.05404954819504019, 'max_pnl_target': 0.25388476032477936, 'max_calls_for_rule': 86}}
|
153 |
GOOGLUSD
|
{'omega': 0.6318696793636168, 'alpha': [0.07292137014749528], 'beta': [0.8307288657846572], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.037681796794368734, 'historical_segment_start_price': 118.36, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 922.7777166433916, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 59, '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': 61365.047455139014, 'LEVERAGE': 63, 'UNIT_BUDGET': 1034.7527188208069, 'INITIAL_MARGIN_PER_UNIT': 14.647265343545898, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61365.047455139014, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.647265343545898, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00215233410251938, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.075722307406996, 'MAX_PENALTY_DURATION_HOURS': 213, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24738157045684367, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.04231752359020125, 'max_pnl_target': 0.12691080122804047, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.09930998138412252, 'max_pnl_target': 0.2506241803942856, 'max_calls_for_rule': 68}}
|
154 |
GOOGLUSD
|
{'omega': 0.7252503327986991, 'alpha': [0.08185489323135763], 'beta': [0.8828912950211019], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02711420103199119, 'historical_segment_start_price': 1442.82, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 638.6442065927783, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 271, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191634.59387176894, 'LEVERAGE': 71, 'UNIT_BUDGET': 2455.0809351300263, 'INITIAL_MARGIN_PER_UNIT': 8.994988825250399, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191634.59387176894, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.994988825250399, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031990759342239044, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.726421116684507, 'MAX_PENALTY_DURATION_HOURS': 1200, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18646316259760282, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.04548202348691225, 'max_pnl_target': 0.09911292252267313, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.06794496583604671, 'max_pnl_target': 0.24886528419703213, 'max_calls_for_rule': 270}}
|
155 |
ADAUSD
|
{'omega': 2.2142400617204707, 'alpha': [0.08604119710946162], 'beta': [0.9119588028905383], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0512, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 465.8400122119819, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, 'MAX_CONCURRENT_UNITS': 51, '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': 96821.55321537817, 'LEVERAGE': 34, 'UNIT_BUDGET': 1884.7706560832155, 'INITIAL_MARGIN_PER_UNIT': 13.701176829764174, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96821.55321537817, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.701176829764174, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037209881854587765, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 1.5564875606506672, 'MAX_PENALTY_DURATION_HOURS': 291, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19974026127459535, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.04648564525305189, 'max_pnl_target': 0.14911820159078665, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.08099615776393645, 'max_pnl_target': 0.26438310348958016, 'max_calls_for_rule': 120}}
|
156 |
NIFTYIT
|
{'omega': 0.4739993030583635, 'alpha': [0.11486076463685684], 'beta': [0.8647293622539821], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03138956698250877, 'historical_segment_start_price': 12674.0, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 555.7302455120096, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 269, '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': 145602.26465083467, 'LEVERAGE': 66, 'UNIT_BUDGET': 2274.5366258655386, 'INITIAL_MARGIN_PER_UNIT': 8.420155235030448, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145602.26465083467, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.420155235030448, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004245679839662031, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 1.9276738634080008, 'MAX_PENALTY_DURATION_HOURS': 250, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29862280205866487, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 33, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 1980}
|
{'small_calls': {'min_pnl_target': 0.021106609542449285, 'max_pnl_target': 0.14923608801919033, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.013189346503114822, 'max_pnl_target': 0.2516932166296279, 'max_calls_for_rule': 234}}
|
157 |
GOOGLUSD
|
{'omega': 0.6528764023652209, 'alpha': [0.08470971651498327], 'beta': [0.9012054153972652], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.032001740428585654, 'historical_segment_start_price': 1442.82, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1167.2260666080988, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 32, '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': 52784.48704157997, 'LEVERAGE': 93, 'UNIT_BUDGET': 1632.8586281150724, 'INITIAL_MARGIN_PER_UNIT': 12.550817920517192, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52784.48704157997, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.550817920517192, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022971142345138253, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.2663282678044414, 'MAX_PENALTY_DURATION_HOURS': 1090, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32735641094554546, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.04350813354976661, 'max_pnl_target': 0.0958176854517384, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.07568231165391338, 'max_pnl_target': 0.2508676072618072, 'max_calls_for_rule': 92}}
|
158 |
BTCUSD
|
{'omega': 0.38359063267159466, 'alpha': [0.12994832582330076], 'beta': [0.8680516741766994], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20299.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 401.91758922565475, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 139, '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': 138764.6096549678, 'LEVERAGE': 62, 'UNIT_BUDGET': 992.1196370623439, 'INITIAL_MARGIN_PER_UNIT': 6.482541761704109, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138764.6096549678, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.482541761704109, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034868830786682387, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.609367972765599, 'MAX_PENALTY_DURATION_HOURS': 1092, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4825005339492444, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.022465026460323625, 'max_pnl_target': 0.09212748404624718, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.03064806757511994, 'max_pnl_target': 0.17573530661929454, 'max_calls_for_rule': 98}}
|
159 |
BNBUSD
|
{'omega': 0.11423477271278178, 'alpha': [0.048840070687998394], 'beta': [0.9229061964439367], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.93278253945386, 'historical_segment_start_price': 305.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 233.99846797049398, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 72, 'MAX_CONCURRENT_UNITS': 199, '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': 180751.24602450448, 'LEVERAGE': 19, 'UNIT_BUDGET': 905.5648202616262, 'INITIAL_MARGIN_PER_UNIT': 12.315708840552315, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180751.24602450448, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.315708840552315, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00370922829775093, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 1.8286293167410874, 'MAX_PENALTY_DURATION_HOURS': 193, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.021434210956058693, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.02714211137590242, 'max_pnl_target': 0.15466320218053592, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.07911055223046982, 'max_pnl_target': 0.30963849852979564, 'max_calls_for_rule': 44}}
|
160 |
BTCUSD
|
{'omega': 0.25169991267496117, 'alpha': [0.08242801724631353], 'beta': [0.9155719827536865], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 66386.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1076.7922706961717, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, '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': 184444.7335964204, 'LEVERAGE': 90, 'UNIT_BUDGET': 1890.5657270514905, 'INITIAL_MARGIN_PER_UNIT': 11.964358563290798, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184444.7335964204, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.964358563290798, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012034519545404887, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.21734027189978, 'MAX_PENALTY_DURATION_HOURS': 929, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13732153374514525, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.029608958046921995, 'max_pnl_target': 0.1410418406018448, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.03156792707024279, 'max_pnl_target': 0.15711011707906425, 'max_calls_for_rule': 123}}
|
161 |
BTCUSD
|
{'omega': 2.677513166959642, 'alpha': [0.09930589919887108], 'beta': [0.8294695505128932], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.761810237340013, 'historical_segment_start_price': 9288.62, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1455.3365359515494, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, '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': 165545.39952290192, 'LEVERAGE': 98, 'UNIT_BUDGET': 2430.3886040018724, 'INITIAL_MARGIN_PER_UNIT': 14.850372815832138, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165545.39952290192, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.850372815832138, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032441351971059843, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 139, 'PENALTY_DURATION_MULTIPLIER': 2.3440051837463343, 'MAX_PENALTY_DURATION_HOURS': 988, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37068980572552157, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.01349316613783595, 'max_pnl_target': 0.10646759313837563, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.019913730483588153, 'max_pnl_target': 0.17102529846581527, 'max_calls_for_rule': 152}}
|
162 |
XRPUSD
|
{'omega': 0.8166694792186977, 'alpha': [0.10002847112550958], 'beta': [0.8516480649926764], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.502, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 214.7559736057253, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, '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': 72998.51558304511, 'LEVERAGE': 21, 'UNIT_BUDGET': 1513.5699290919717, 'INITIAL_MARGIN_PER_UNIT': 10.226474933605967, 'MAX_TRADING_CAPITAL_FOR_UNITS': 72998.51558304511, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.226474933605967, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004663961713086448, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.7350614154958928, 'MAX_PENALTY_DURATION_HOURS': 1299, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06808980296951372, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.023949386750695884, 'max_pnl_target': 0.14370013358253517, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.04695424404121987, 'max_pnl_target': 0.25652378957967636, 'max_calls_for_rule': 124}}
|
163 |
GOOGLUSD
|
{'omega': 0.3020169963702194, 'alpha': [0.08095172878091345], 'beta': [0.9170482712190866], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03446911492020276, 'historical_segment_start_price': 2290.26, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 401.5017642206341, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 219, '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': 155383.81705688668, 'LEVERAGE': 50, 'UNIT_BUDGET': 1772.4046749850386, 'INITIAL_MARGIN_PER_UNIT': 8.030035284412682, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155383.81705688668, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.030035284412682, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020431859848176544, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.6384627416479938, 'MAX_PENALTY_DURATION_HOURS': 478, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.024789579474686844, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 36, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 2160}
|
{'small_calls': {'min_pnl_target': 0.012221101996708072, 'max_pnl_target': 0.1612951592806331, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.05869422717283492, 'max_pnl_target': 0.24883368959751653, 'max_calls_for_rule': 189}}
|
164 |
BTCUSD
|
{'omega': 4.529678741323879, 'alpha': [0.12593834563591913], 'beta': [0.8720616543640808], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5485.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 530.5919560705927, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 118, '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': 51798.75190048978, 'LEVERAGE': 46, 'UNIT_BUDGET': 436.09376553118796, 'INITIAL_MARGIN_PER_UNIT': 11.53460774066506, 'MAX_TRADING_CAPITAL_FOR_UNITS': 51798.75190048978, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.53460774066506, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004944224471069868, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 1.6765351483091377, 'MAX_PENALTY_DURATION_HOURS': 987, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7190621222021067, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.04506854916231677, 'max_pnl_target': 0.16809582900589848, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.0919149569266908, 'max_pnl_target': 0.2666262692002892, 'max_calls_for_rule': 24}}
|
165 |
ADAUSD
|
{'omega': 1.6030680779785424, 'alpha': [0.07360545333006112], 'beta': [0.9041293163739613], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013884829720344266, 'historical_segment_start_price': 3.041, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 995.6732514062741, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, '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': 139531.72573350486, 'LEVERAGE': 69, 'UNIT_BUDGET': 1248.9214382640448, 'INITIAL_MARGIN_PER_UNIT': 14.430047121830059, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139531.72573350486, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.430047121830059, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004840693115914457, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.8117590917654063, 'MAX_PENALTY_DURATION_HOURS': 242, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.028336160347298252, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.04982210624930552, 'max_pnl_target': 0.19320837168754032, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.03751472197548851, 'max_pnl_target': 0.2096871031325927, 'max_calls_for_rule': 81}}
|
166 |
NIFTYFIN
|
{'omega': 0.25670264699008105, 'alpha': [0.089733521501441], 'beta': [0.897655460020475], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.09625480168866, 'historical_segment_start_price': 10199.0, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 300.2254260733229, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 298, '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': 172985.0288020291, 'LEVERAGE': 55, 'UNIT_BUDGET': 1632.190530911181, 'INITIAL_MARGIN_PER_UNIT': 5.4586441104240535, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172985.0288020291, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.4586441104240535, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004874070998557637, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 1.7559971898267634, 'MAX_PENALTY_DURATION_HOURS': 1112, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3982859562202681, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.017521161000161694, 'max_pnl_target': 0.1173738568444188, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.07398347478222597, 'max_pnl_target': 0.19353511550574254, 'max_calls_for_rule': 190}}
|
167 |
ADAUSD
|
{'omega': 3.2968774526175033, 'alpha': [0.0981343321029114], 'beta': [0.8998656678970884], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.03678, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1506.2831166178355, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, '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': 83852.84623591739, 'LEVERAGE': 104, 'UNIT_BUDGET': 811.5472004895394, 'INITIAL_MARGIN_PER_UNIT': 14.483491505940727, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83852.84623591739, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.483491505940727, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034392483751330616, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 52, 'PENALTY_DURATION_MULTIPLIER': 2.290807861102388, 'MAX_PENALTY_DURATION_HOURS': 587, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5759277539070875, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.04651739864643355, 'max_pnl_target': 0.1125365108777227, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.048681664312829616, 'max_pnl_target': 0.2911605657383147, 'max_calls_for_rule': 40}}
|
168 |
XRPUSD
|
{'omega': 2.0032835252719066, 'alpha': [0.08711937758963353], 'beta': [0.8920111595168547], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.45655, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 814.4553547076932, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103949.26380739002, 'LEVERAGE': 96, 'UNIT_BUDGET': 1317.72481460547, 'INITIAL_MARGIN_PER_UNIT': 8.483909944871804, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103949.26380739002, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.483909944871804, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004752786900420997, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.959616336188221, 'MAX_PENALTY_DURATION_HOURS': 1081, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4473875826155309, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.0417304591996121, 'max_pnl_target': 0.18523822304180138, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.07233018450241427, 'max_pnl_target': 0.19384972878406165, 'max_calls_for_rule': 128}}
|
169 |
ETHUSD
|
{'omega': 1.0086907951318271, 'alpha': [0.056213885523381704], 'beta': [0.9417861144766182], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013153592873727681, 'historical_segment_start_price': 2491.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 170.36868423611304, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 328, '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': 95621.71978674397, 'LEVERAGE': 19, 'UNIT_BUDGET': 291.5135383236028, 'INITIAL_MARGIN_PER_UNIT': 8.966772854532266, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95621.71978674397, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.966772854532266, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038546844662521464, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.5760274624080335, 'MAX_PENALTY_DURATION_HOURS': 722, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16338323843326027, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.01991154279301621, 'max_pnl_target': 0.16299195274556938, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.022837718522501084, 'max_pnl_target': 0.1657114013790416, 'max_calls_for_rule': 19}}
|
170 |
NIFTYFMCG
|
{'omega': 0.2070529172186407, 'alpha': [0.07709610272196996], 'beta': [0.9209038972780301], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.616633069722791, 'historical_segment_start_price': 52599.4, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 520.3978664585742, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, 'MAX_CONCURRENT_UNITS': 283, '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': 142185.6772452505, 'LEVERAGE': 55, 'UNIT_BUDGET': 500.6623454352172, 'INITIAL_MARGIN_PER_UNIT': 9.461779390155893, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142185.6772452505, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.461779390155893, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002868732005577454, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 2.13073888570193, 'MAX_PENALTY_DURATION_HOURS': 670, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24199206864433764, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.03219753034356165, 'max_pnl_target': 0.13513716375923188, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.06089437827392373, 'max_pnl_target': 0.1617707706797093, 'max_calls_for_rule': 48}}
|
171 |
BTCUSD
|
{'omega': 4.324876456664652, 'alpha': [0.13905985200752669], 'beta': [0.8206954782718454], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 403.89, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1239.764894696441, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 183233.5041769131, 'LEVERAGE': 96, 'UNIT_BUDGET': 1919.7960953080135, 'INITIAL_MARGIN_PER_UNIT': 12.914217653087926, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183233.5041769131, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.914217653087926, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025583341033689334, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 2.931070991989981, 'MAX_PENALTY_DURATION_HOURS': 595, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29699905984241465, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.037563593851046205, 'max_pnl_target': 0.17824335518708315, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.05741922689771366, 'max_pnl_target': 0.2442581161799099, 'max_calls_for_rule': 97}}
|
172 |
ETHUSD
|
{'omega': 1.2631202705672884, 'alpha': [0.08762371150511106], 'beta': [0.910376288494889], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3338.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 112.7558614325577, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, 'MAX_CONCURRENT_UNITS': 26, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 61628.41176831149, 'LEVERAGE': 11, 'UNIT_BUDGET': 2334.6189410971706, 'INITIAL_MARGIN_PER_UNIT': 10.250532857505245, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61628.41176831149, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.250532857505245, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002158293582023671, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 2.2165324401804023, 'MAX_PENALTY_DURATION_HOURS': 1428, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1918544385223174, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.04948538024604286, 'max_pnl_target': 0.10957278742152574, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.05192485215845629, 'max_pnl_target': 0.28002183934341346, 'max_calls_for_rule': 188}}
|
173 |
BTCUSD
|
{'omega': 0.2321978535889189, 'alpha': [0.07192522341915879], 'beta': [0.9260747765808413], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 66386.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 364.92861277589054, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 90, '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': 112190.22766972001, 'LEVERAGE': 26, 'UNIT_BUDGET': 1278.9015838036091, 'INITIAL_MARGIN_PER_UNIT': 14.035715875995791, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112190.22766972001, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.035715875995791, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004279105817690591, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 1.6912527044465238, 'MAX_PENALTY_DURATION_HOURS': 1003, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09189932479185112, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.01821445093160977, 'max_pnl_target': 0.11678716740215268, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.05092392092011493, 'max_pnl_target': 0.25534755256904423, 'max_calls_for_rule': 55}}
|
174 |
BTCUSD
|
{'omega': 0.4787897247950038, 'alpha': [0.07628697318654364], 'beta': [0.9217130268134565], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 70171.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 342.3553795460962, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 335, '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': 191778.0475916721, 'LEVERAGE': 40, 'UNIT_BUDGET': 572.4294429292404, 'INITIAL_MARGIN_PER_UNIT': 8.558884488652405, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191778.0475916721, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.558884488652405, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004089387645512848, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 2.1165173704534954, 'MAX_PENALTY_DURATION_HOURS': 1044, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04115225267383161, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.02066580859098656, 'max_pnl_target': 0.15390303981856562, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.06791933306826016, 'max_pnl_target': 0.2852588616283308, 'max_calls_for_rule': 43}}
|
175 |
NIFTY500
|
{'omega': 0.09555137146296235, 'alpha': [0.07715782789167823], 'beta': [0.8992579540775315], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.627354413807179, 'historical_segment_start_price': 15457.95, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 271.73762922719686, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 211, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 126741.86478730384, 'LEVERAGE': 26, 'UNIT_BUDGET': 2216.1220258836956, 'INITIAL_MARGIN_PER_UNIT': 10.45144727796911, 'MAX_TRADING_CAPITAL_FOR_UNITS': 126741.86478730384, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.45144727796911, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003957097215475417, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 1.738198311015516, 'MAX_PENALTY_DURATION_HOURS': 283, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3262143398926457, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.006523177204552519, 'max_pnl_target': 0.09852279096985318, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.07752077279095758, 'max_pnl_target': 0.3050219787892164, 'max_calls_for_rule': 181}}
|
176 |
BNBUSD
|
{'omega': 0.8785437171336902, 'alpha': [0.08186170713221452], 'beta': [0.9161382928677855], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 411.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 160.12657855979543, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, 'MAX_CONCURRENT_UNITS': 240, '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': 158686.92188240457, 'LEVERAGE': 27, 'UNIT_BUDGET': 659.4496323840679, 'INITIAL_MARGIN_PER_UNIT': 5.930614020733164, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158686.92188240457, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.930614020733164, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004886556878103625, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.4965335148032564, 'MAX_PENALTY_DURATION_HOURS': 749, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5281810947095446, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5460}
|
{'small_calls': {'min_pnl_target': 0.04312355290405085, 'max_pnl_target': 0.17302395684190536, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.03939100477093946, 'max_pnl_target': 0.2520033619188149, 'max_calls_for_rule': 77}}
|
177 |
BTCUSD
|
{'omega': 0.7089553132617831, 'alpha': [0.053597429836003595], 'beta': [0.9035214038163577], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.5951818649626786, 'historical_segment_start_price': 50819.81, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1501.7637107282292, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, 'MAX_CONCURRENT_UNITS': 109, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 116364.54656654397, 'LEVERAGE': 111, 'UNIT_BUDGET': 1062.8532551067315, 'INITIAL_MARGIN_PER_UNIT': 13.529402799353416, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116364.54656654397, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.529402799353416, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033536530409134574, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.185155281352693, 'MAX_PENALTY_DURATION_HOURS': 642, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6596824524478176, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.035765723486028966, 'max_pnl_target': 0.11871807987101404, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.09060183904773078, 'max_pnl_target': 0.3186850356485857, 'max_calls_for_rule': 72}}
|
178 |
ADAUSD
|
{'omega': 1.5163937629094868, 'alpha': [0.06982284979110764], 'beta': [0.9239529067763995], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.03999883868937596, 'historical_segment_start_price': 1.5909, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 831.2003022221908, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 61277.75834560112, 'LEVERAGE': 114, 'UNIT_BUDGET': 1290.0384235105726, 'INITIAL_MARGIN_PER_UNIT': 7.291230721247287, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61277.75834560112, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.291230721247287, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045745034561675505, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 2.0163317164813046, 'MAX_PENALTY_DURATION_HOURS': 1269, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5035969626585244, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.03957500555453637, 'max_pnl_target': 0.12522831735788997, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.09106271336399663, 'max_pnl_target': 0.2755455409373402, 'max_calls_for_rule': 159}}
|
179 |
BTCUSD
|
{'omega': 0.11673258839648241, 'alpha': [0.11964879856362845], 'beta': [0.8196700788606303], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16802.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 221.86724702703353, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 327, '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': 191214.1794410415, 'LEVERAGE': 34, 'UNIT_BUDGET': 2146.372322841825, 'INITIAL_MARGIN_PER_UNIT': 6.525507265500986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191214.1794410415, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.525507265500986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003919853210722726, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 1.8079804856015962, 'MAX_PENALTY_DURATION_HOURS': 1224, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6074015004827845, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 41, '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': 0.04805419717908692, 'max_pnl_target': 0.13086106448758011, 'max_calls_for_rule': 159}, 'moderate_calls': {'min_pnl_target': 0.06331103461718203, 'max_pnl_target': 0.1797373903346003, 'max_calls_for_rule': 301}}
|
180 |
ADAUSD
|
{'omega': 1.994261421763649, 'alpha': [0.07421104406408062], 'beta': [0.854937123785117], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15877, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 72.74756350015193, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 276, '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': 141408.88281452193, 'LEVERAGE': 10, 'UNIT_BUDGET': 2019.213016479212, 'INITIAL_MARGIN_PER_UNIT': 7.274756350015192, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141408.88281452193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.274756350015192, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003572849299806442, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 1.7082553870440222, 'MAX_PENALTY_DURATION_HOURS': 1316, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6580663963299147, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.022720108563352086, 'max_pnl_target': 0.08696938443907044, 'max_calls_for_rule': 151}, 'moderate_calls': {'min_pnl_target': 0.09458203206473142, 'max_pnl_target': 0.31584966126289105, 'max_calls_for_rule': 201}}
|
181 |
NIFTYIT
|
{'omega': 0.3320191285234011, 'alpha': [0.08938908244385614], 'beta': [0.8637422469525405], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02531352707272041, 'historical_segment_start_price': 14354.9, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1370.2259381789008, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 281, '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': 184095.28218791055, 'LEVERAGE': 116, 'UNIT_BUDGET': 654.8542961456601, 'INITIAL_MARGIN_PER_UNIT': 11.812292570507767, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184095.28218791055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.812292570507767, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004855375680686504, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 1.9447781674012745, 'MAX_PENALTY_DURATION_HOURS': 1375, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2761344217055216, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.03402431699167213, 'max_pnl_target': 0.17727939110382096, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.08057719807805584, 'max_pnl_target': 0.1948739393643713, 'max_calls_for_rule': 37}}
|
182 |
ADAUSD
|
{'omega': 1.171145344956769, 'alpha': [0.060390634960844125], 'beta': [0.9376093650391559], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.026728916960492944, 'historical_segment_start_price': 1.1754, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 465.0162927095472, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 88, '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': 112208.87096141075, 'LEVERAGE': 39, 'UNIT_BUDGET': 1266.828296143814, 'INITIAL_MARGIN_PER_UNIT': 11.923494684860184, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112208.87096141075, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.923494684860184, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00493265757937062, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 2.2990942964523478, 'MAX_PENALTY_DURATION_HOURS': 1110, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34742295267029316, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.044164254892992034, 'max_pnl_target': 0.1444376945365327, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.022816219278183433, 'max_pnl_target': 0.2200633368345557, 'max_calls_for_rule': 103}}
|
183 |
NIFTYHEALTHCARE
|
{'omega': 0.22537971805896737, 'alpha': [0.10058133627767021], 'beta': [0.8175093446477225], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.021332955233328, 'historical_segment_start_price': 8023.25, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 942.4477810578808, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 130, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198518.87051398514, 'LEVERAGE': 89, 'UNIT_BUDGET': 1517.4627527671153, 'INITIAL_MARGIN_PER_UNIT': 10.589300910762706, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198518.87051398514, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.589300910762706, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016588641511411386, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 1.705390970594555, 'MAX_PENALTY_DURATION_HOURS': 324, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5922720223099286, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.03871811582576951, 'max_pnl_target': 0.18545637783239916, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.029431030847595907, 'max_pnl_target': 0.26204208695203035, 'max_calls_for_rule': 90}}
|
184 |
NIFTYBANK
|
{'omega': 0.8575921092695951, 'alpha': [0.12599397994960396], 'beta': [0.7882557477924118], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025361617275857853, 'historical_segment_start_price': 18580.65, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 920.7454206834307, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 263, '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': 134515.46011082438, 'LEVERAGE': 124, 'UNIT_BUDGET': 1963.7622653468181, 'INITIAL_MARGIN_PER_UNIT': 7.4253662958341184, 'MAX_TRADING_CAPITAL_FOR_UNITS': 134515.46011082438, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.4253662958341184, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004172066481112586, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 2.6934332549718696, 'MAX_PENALTY_DURATION_HOURS': 1053, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11176301711411689, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.01995459100532964, 'max_pnl_target': 0.09505960203230232, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.05194021869508737, 'max_pnl_target': 0.186221085710303, 'max_calls_for_rule': 253}}
|
185 |
XRPUSD
|
{'omega': 1.455202844424122, 'alpha': [0.14156188689959182], 'beta': [0.8564381131004083], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32368, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 388.7491864599552, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 255, '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': 107789.63112775469, 'LEVERAGE': 31, 'UNIT_BUDGET': 422.190913261609, 'INITIAL_MARGIN_PER_UNIT': 12.540296337417908, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107789.63112775469, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.540296337417908, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016566371048185357, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.396724870045249, 'MAX_PENALTY_DURATION_HOURS': 1400, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29188461574283403, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.017686606940424923, 'max_pnl_target': 0.1262204422769438, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.07025663976607346, 'max_pnl_target': 0.2871737423031665, 'max_calls_for_rule': 31}}
|
186 |
NIFTY50
|
{'omega': 0.4275053291318525, 'alpha': [0.009304642508840218], 'beta': [0.9574444946272861], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9546317574524195, 'historical_segment_start_price': 8288.3, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 692.0851589897147, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 27, 'MAX_CONCURRENT_UNITS': 681, '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': 196108.4215428558, 'LEVERAGE': 69, 'UNIT_BUDGET': 287.9458289701136, 'INITIAL_MARGIN_PER_UNIT': 10.030219695503112, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196108.4215428558, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.030219695503112, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012458873162052484, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 2.2244231664361003, 'MAX_PENALTY_DURATION_HOURS': 902, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5090739308081635, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.027258149650469576, 'max_pnl_target': 0.1291617742952345, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.09126815855185552, 'max_pnl_target': 0.3040368273411158, 'max_calls_for_rule': 18}}
|
187 |
BTCUSD
|
{'omega': 2.306458199069085, 'alpha': [0.0702157948729554], 'beta': [0.9277842051270445], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02522868348612298, 'historical_segment_start_price': 8033.92, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 183.55101088766375, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 92, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65721.88940057377, 'LEVERAGE': 14, 'UNIT_BUDGET': 708.7961506190411, 'INITIAL_MARGIN_PER_UNIT': 13.110786491975983, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65721.88940057377, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.110786491975983, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004991543890611812, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 2.806527717988872, 'MAX_PENALTY_DURATION_HOURS': 400, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22074972750463037, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.01886496861192321, 'max_pnl_target': 0.1070810756598955, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.048805491147846054, 'max_pnl_target': 0.18900427758769528, 'max_calls_for_rule': 44}}
|
188 |
BNBUSD
|
{'omega': 2.5729628245364538, 'alpha': [0.08711441455835653], 'beta': [0.9108855854416436], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20.4147, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 437.8526555220785, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 194, 'MAX_CONCURRENT_UNITS': 80, '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': 146558.00277619454, 'LEVERAGE': 47, 'UNIT_BUDGET': 1821.1286403222034, 'INITIAL_MARGIN_PER_UNIT': 9.316013947278266, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146558.00277619454, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.316013947278266, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0048535744556528725, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.3547593827849935, 'MAX_PENALTY_DURATION_HOURS': 964, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44531379989712605, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.041307845647746234, 'max_pnl_target': 0.1010150743346927, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.0951154997319694, 'max_pnl_target': 0.2584047250195098, 'max_calls_for_rule': 138}}
|
189 |
ADAUSD
|
{'omega': 3.248719561841409, 'alpha': [0.0899229106261791], 'beta': [0.9080770893738209], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.610249379019153, 'historical_segment_start_price': 0.0822, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 176.70364365772167, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 46, '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': 54703.79229879607, 'LEVERAGE': 17, 'UNIT_BUDGET': 490.1617014726469, 'INITIAL_MARGIN_PER_UNIT': 10.394331979865981, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54703.79229879607, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.394331979865981, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0048785982358226995, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 1.760046821484127, 'MAX_PENALTY_DURATION_HOURS': 1026, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7103301139012093, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.04730093958664867, 'max_pnl_target': 0.15393735242428458, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.05512091116291673, 'max_pnl_target': 0.15611796526777186, 'max_calls_for_rule': 33}}
|
190 |
BTCUSD
|
{'omega': 0.6185098379423467, 'alpha': [0.0546210867439833], 'beta': [0.9373256771535491], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.018167228354373, 'historical_segment_start_price': 48915.31, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1101.4461507294172, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 190, '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': 65946.04488477277, 'LEVERAGE': 109, 'UNIT_BUDGET': 1931.495533268243, 'INITIAL_MARGIN_PER_UNIT': 10.105010557150617, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65946.04488477277, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.105010557150617, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001242611667815147, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 2.012566655172636, 'MAX_PENALTY_DURATION_HOURS': 1056, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3655763925710036, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.018506982772738073, 'max_pnl_target': 0.11411327637896021, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.0741803850897969, 'max_pnl_target': 0.1984137671036369, 'max_calls_for_rule': 189}}
|
191 |
ETHUSD
|
{'omega': 0.5953209381275157, 'alpha': [0.0789591554744398], 'beta': [0.9190408445255602], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024427344011130534, 'historical_segment_start_price': 1560.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 880.2367418482219, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, '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': 86887.15338035997, 'LEVERAGE': 90, 'UNIT_BUDGET': 853.2087956281674, 'INITIAL_MARGIN_PER_UNIT': 9.780408242758021, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86887.15338035997, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.780408242758021, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004108072159673005, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 1.810985208212566, 'MAX_PENALTY_DURATION_HOURS': 248, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4291206424392327, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.026514814932445126, 'max_pnl_target': 0.10091186797111695, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.08216751162441535, 'max_pnl_target': 0.19548485408410038, 'max_calls_for_rule': 64}}
|
192 |
BNBUSD
|
{'omega': 3.1243021043338897, 'alpha': [0.08503552569811726], 'beta': [0.8578460374294843], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.73, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 699.6765706387787, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, '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': 80546.80068747565, 'LEVERAGE': 67, 'UNIT_BUDGET': 1797.2242875895079, 'INITIAL_MARGIN_PER_UNIT': 10.442933890131025, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80546.80068747565, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.442933890131025, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004583894124071815, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.0760973851585516, 'MAX_PENALTY_DURATION_HOURS': 533, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3791859935450887, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.020216081179325947, 'max_pnl_target': 0.16330522284101207, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.07302450483522632, 'max_pnl_target': 0.2086994549374428, 'max_calls_for_rule': 143}}
|
193 |
NIFTYFIN
|
{'omega': 0.2622294879951415, 'alpha': [0.08697783449164391], 'beta': [0.8920637671982022], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.7828459053022385, 'historical_segment_start_price': 17873.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 375.64595304725003, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 210, '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': 187946.12643410798, 'LEVERAGE': 45, 'UNIT_BUDGET': 892.7652227816866, 'INITIAL_MARGIN_PER_UNIT': 8.347687845494445, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187946.12643410798, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.347687845494445, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003925410097217488, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.075854439900212, 'MAX_PENALTY_DURATION_HOURS': 370, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42091724368811173, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.02718527165443588, 'max_pnl_target': 0.0799070009111565, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.04760518133138456, 'max_pnl_target': 0.19085413257728387, 'max_calls_for_rule': 82}}
|
194 |
ETHUSD
|
{'omega': 25.959801151655675, 'alpha': [0.14760766062653824], 'beta': [0.7773799028123615], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 44.101, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 543.3350204326473, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 119179.05281440656, 'LEVERAGE': 39, 'UNIT_BUDGET': 1675.630884604624, 'INITIAL_MARGIN_PER_UNIT': 13.931667190580699, 'MAX_TRADING_CAPITAL_FOR_UNITS': 119179.05281440656, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.931667190580699, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004224188362702253, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.910849616117405, 'MAX_PENALTY_DURATION_HOURS': 1082, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1808885255644148, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.009847668262785634, 'max_pnl_target': 0.1380673965767977, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.10050025678839287, 'max_pnl_target': 0.3466420887651119, 'max_calls_for_rule': 77}}
|
195 |
BTCUSD
|
{'omega': 7.303337825050987, 'alpha': [0.11665508827548933], 'beta': [0.8560322527159295], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1569.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 159.62519869434357, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, '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': 164237.42113188864, 'LEVERAGE': 12, 'UNIT_BUDGET': 1477.9969060419448, 'INITIAL_MARGIN_PER_UNIT': 13.302099891195297, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164237.42113188864, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.302099891195297, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029026547993132538, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.6241296738530204, 'MAX_PENALTY_DURATION_HOURS': 426, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42144578525647114, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 20, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 1200}
|
{'small_calls': {'min_pnl_target': 0.03720932009563844, 'max_pnl_target': 0.1857485122094441, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.045149556318926524, 'max_pnl_target': 0.2748729633213646, 'max_calls_for_rule': 69}}
|
196 |
BTCUSD
|
{'omega': 2.278964317626014, 'alpha': [0.07172524470036692], 'beta': [0.8696645858955826], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017105288938432217, 'historical_segment_start_price': 6915.47, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 442.2869379416412, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 550, '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': 191473.5699755816, 'LEVERAGE': 51, 'UNIT_BUDGET': 347.6227236294942, 'INITIAL_MARGIN_PER_UNIT': 8.672292900816494, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191473.5699755816, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.672292900816494, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018223022171800344, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 2.7697060434823575, 'MAX_PENALTY_DURATION_HOURS': 511, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.698101390372739, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.027733387199216353, 'max_pnl_target': 0.16437365762194464, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.029843534577968178, 'max_pnl_target': 0.2592956063558949, 'max_calls_for_rule': 32}}
|
197 |
BTCUSD
|
{'omega': 4.863726923533732, 'alpha': [0.09722532888313944], 'beta': [0.8569597977640094], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2197.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 998.7748399107035, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, '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': 176696.38206079032, 'LEVERAGE': 108, 'UNIT_BUDGET': 2343.7925164160492, 'INITIAL_MARGIN_PER_UNIT': 9.247915184358366, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176696.38206079032, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.247915184358366, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004029969784126612, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.832370979011727, 'MAX_PENALTY_DURATION_HOURS': 983, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33143210541603646, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.040011979165739946, 'max_pnl_target': 0.1581563331232796, 'max_calls_for_rule': 99}, 'moderate_calls': {'min_pnl_target': 0.099975420748989, 'max_pnl_target': 0.20713317434264317, 'max_calls_for_rule': 152}}
|
198 |
XRPUSD
|
{'omega': 1.2805031959344715, 'alpha': [0.1300583629478107], 'beta': [0.7863862337580745], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2179, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 682.8983850695188, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 257, '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': 115949.60526651781, 'LEVERAGE': 76, 'UNIT_BUDGET': 2319.838498203264, 'INITIAL_MARGIN_PER_UNIT': 8.985505066704194, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115949.60526651781, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.985505066704194, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038402011937086647, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.6610559957553763, 'MAX_PENALTY_DURATION_HOURS': 483, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2681509255505143, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.03624572907574346, 'max_pnl_target': 0.15097846446463503, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.06566054714586113, 'max_pnl_target': 0.1663010693082677, 'max_calls_for_rule': 202}}
|
199 |
XRPUSD
|
{'omega': 1.724133993686962, 'alpha': [0.10151293246207657], 'beta': [0.8652761684395455], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32526, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 479.7563100443752, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 113, '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': 67030.26933824626, 'LEVERAGE': 47, 'UNIT_BUDGET': 592.2113221481304, 'INITIAL_MARGIN_PER_UNIT': 10.20758106477394, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67030.26933824626, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.20758106477394, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004318876322128865, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 1.507314810513743, 'MAX_PENALTY_DURATION_HOURS': 759, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35881825924044386, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.040088563403582626, 'max_pnl_target': 0.18284905904125182, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.03510553835514887, 'max_pnl_target': 0.163672493418189, 'max_calls_for_rule': 49}}
|
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