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
|
|---|---|---|---|---|
1,000 |
NIFTYFMCG
|
{'omega': 0.37859389783989006, 'alpha': [0.10047190117153841], 'beta': [0.89482718737956], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010661278099722936, 'historical_segment_start_price': 37987.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 657.8988035717902, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, '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': 60814.460631526505, 'LEVERAGE': 56, 'UNIT_BUDGET': 1739.4154229943535, 'INITIAL_MARGIN_PER_UNIT': 11.748192920924824, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60814.460631526505, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.748192920924824, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019042496454524764, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.5445201965334827, 'MAX_PENALTY_DURATION_HOURS': 650, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7329887075561748, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.04158486191441497, 'max_pnl_target': 0.13535378142133792, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.09078982122494536, 'max_pnl_target': 0.19653253497085002, 'max_calls_for_rule': 122}}
|
1,001 |
ETHUSD
|
{'omega': 2.23443517791069, 'alpha': [0.08613494348496797], 'beta': [0.8342650247774773], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.435709998473184, 'historical_segment_start_price': 1527.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 406.9072617509539, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 198, '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': 98436.97836441157, 'LEVERAGE': 53, 'UNIT_BUDGET': 1532.126700650817, 'INITIAL_MARGIN_PER_UNIT': 7.6774955047349795, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98436.97836441157, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.6774955047349795, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027783022685797677, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 1.6333783758562725, 'MAX_PENALTY_DURATION_HOURS': 259, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44109980355608336, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.013638891524464316, 'max_pnl_target': 0.11277975036603186, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.019209642862650166, 'max_pnl_target': 0.2647869005789821, 'max_calls_for_rule': 171}}
|
1,002 |
XRPUSD
|
{'omega': 0.5823191601080827, 'alpha': [0.08205796408056686], 'beta': [0.9159420359194332], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010408282362571818, 'historical_segment_start_price': 0.5191, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 266.6190018196855, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 172, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 76017.64279349546, 'LEVERAGE': 28, 'UNIT_BUDGET': 439.489060026313, 'INITIAL_MARGIN_PER_UNIT': 9.52210720784591, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76017.64279349546, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.52210720784591, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029836067367833767, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 40, 'PENALTY_DURATION_MULTIPLIER': 1.8637723641892538, 'MAX_PENALTY_DURATION_HOURS': 293, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.026225886543661335, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 33, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 1980}
|
{'small_calls': {'min_pnl_target': 0.0261928779800904, 'max_pnl_target': 0.1337196131156282, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.014684329331525603, 'max_pnl_target': 0.2253927649992681, 'max_calls_for_rule': 40}}
|
1,003 |
ETHUSD
|
{'omega': 4.222496682249672, 'alpha': [0.08694793002867728], 'beta': [0.8608147035721239], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 134.52, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 253.50398503430603, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 259, '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': 156628.62852354714, 'LEVERAGE': 27, 'UNIT_BUDGET': 2442.896835528345, 'INITIAL_MARGIN_PER_UNIT': 9.389036482752076, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156628.62852354714, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.389036482752076, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004499589174600291, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 1.759694513989734, 'MAX_PENALTY_DURATION_HOURS': 903, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.574525217498002, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.025625349156439603, 'max_pnl_target': 0.1621509554814628, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.06823820866514053, 'max_pnl_target': 0.17080027802387568, 'max_calls_for_rule': 188}}
|
1,004 |
GOOGLUSD
|
{'omega': 0.2655300971264879, 'alpha': [0.0763642063484008], 'beta': [0.9216357936515993], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03162049375143253, 'historical_segment_start_price': 2290.26, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1592.385085276616, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 114, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170235.9700865919, 'LEVERAGE': 114, 'UNIT_BUDGET': 1488.6984270801295, 'INITIAL_MARGIN_PER_UNIT': 13.968290221724702, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170235.9700865919, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.968290221724702, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004986508707498938, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 166, 'PENALTY_DURATION_MULTIPLIER': 2.1644775357787274, 'MAX_PENALTY_DURATION_HOURS': 1218, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7315687502331277, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.03147229609126132, 'max_pnl_target': 0.13011252683688687, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.02305786580886547, 'max_pnl_target': 0.1317348099095435, 'max_calls_for_rule': 93}}
|
1,005 |
NIFTYFMCG
|
{'omega': 1.1327503880936902, 'alpha': [0.14765497994973517], 'beta': [0.7633717758038324], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.031439435927149, 'historical_segment_start_price': 20360.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 305.8854513091063, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 336, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 120062.35623865284, 'LEVERAGE': 40, 'UNIT_BUDGET': 356.5573265952216, 'INITIAL_MARGIN_PER_UNIT': 7.647136282727658, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120062.35623865284, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.647136282727658, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00375848119250852, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 1.8913254841171643, 'MAX_PENALTY_DURATION_HOURS': 1330, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26882585514919505, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.04611285267867686, 'max_pnl_target': 0.1752777420979879, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.045003774482373825, 'max_pnl_target': 0.18154766783210696, 'max_calls_for_rule': 43}}
|
1,006 |
BTCUSD
|
{'omega': 0.11192546984537968, 'alpha': [0.12677502502801305], 'beta': [0.868078205499154], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16802.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1207.34876624318, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 150030.99363719329, 'LEVERAGE': 86, 'UNIT_BUDGET': 1584.7529777458294, 'INITIAL_MARGIN_PER_UNIT': 14.038939142362558, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150030.99363719329, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.038939142362558, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004490018296619884, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.6663284521496755, 'MAX_PENALTY_DURATION_HOURS': 182, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6824417547734714, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.014120818300642494, 'max_pnl_target': 0.07616031791131449, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.05785697274899533, 'max_pnl_target': 0.2087919891814669, 'max_calls_for_rule': 95}}
|
1,007 |
BNBUSD
|
{'omega': 0.539747615539621, 'alpha': [0.07809257764683245], 'beta': [0.9199074223531675], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017405809264692044, 'historical_segment_start_price': 270.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 558.6817385906936, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, 'MAX_CONCURRENT_UNITS': 93, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 81336.33892904295, 'LEVERAGE': 77, 'UNIT_BUDGET': 866.1708083004013, 'INITIAL_MARGIN_PER_UNIT': 7.2556069946843325, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81336.33892904295, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.2556069946843325, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004980518802553589, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 2.971250658179553, 'MAX_PENALTY_DURATION_HOURS': 569, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2599575441512402, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 49, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2940}
|
{'small_calls': {'min_pnl_target': 0.047565669626303146, 'max_pnl_target': 0.16853679663059493, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.061609909098824064, 'max_pnl_target': 0.1987688785194484, 'max_calls_for_rule': 71}}
|
1,008 |
TSLAUSD
|
{'omega': 0.6277178849992454, 'alpha': [0.07997017714621417], 'beta': [0.8468971055382151], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.018251060277246062, 'historical_segment_start_price': 561.59, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 643.6482498361331, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, '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': 159877.2881286805, 'LEVERAGE': 48, 'UNIT_BUDGET': 1760.538466458853, 'INITIAL_MARGIN_PER_UNIT': 13.409338538252772, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159877.2881286805, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.409338538252772, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00268649923609976, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.4765798057460113, 'MAX_PENALTY_DURATION_HOURS': 933, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3229173983851535, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.05023639979957964, 'max_pnl_target': 0.1692577994651793, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.08601812494657154, 'max_pnl_target': 0.2643878197192211, 'max_calls_for_rule': 98}}
|
1,009 |
NIFTYIT
|
{'omega': 0.5530891458840964, 'alpha': [0.08473733099402427], 'beta': [0.9089017634926314], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009431279024620964, 'historical_segment_start_price': 12498.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1658.3848043775156, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, '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': 102414.51433058392, 'LEVERAGE': 118, 'UNIT_BUDGET': 1935.7005250374573, 'INITIAL_MARGIN_PER_UNIT': 14.05410851167386, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102414.51433058392, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.05410851167386, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002808347790117221, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 2.804780535695059, 'MAX_PENALTY_DURATION_HOURS': 1368, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31442784379671107, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.04415518909991873, 'max_pnl_target': 0.12039894596531475, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.09283781659965193, 'max_pnl_target': 0.23688062620077247, 'max_calls_for_rule': 83}}
|
1,010 |
NIFTY50
|
{'omega': 0.1404281156416392, 'alpha': [0.0851721283553391], 'beta': [0.9131183266286091], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009348794126392276, 'historical_segment_start_price': 10164.7, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 865.4873792865138, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, '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': 99361.37116271892, 'LEVERAGE': 63, 'UNIT_BUDGET': 1114.2783130599025, 'INITIAL_MARGIN_PER_UNIT': 13.737894909309743, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99361.37116271892, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.737894909309743, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002048872323689603, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 1.626818360876452, 'MAX_PENALTY_DURATION_HOURS': 388, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2526098383197527, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.027536870000447425, 'max_pnl_target': 0.08385325423952647, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.059700430058934946, 'max_pnl_target': 0.3013415430206858, 'max_calls_for_rule': 66}}
|
1,011 |
ETHUSD
|
{'omega': 0.9923909656258321, 'alpha': [0.07776072959586168], 'beta': [0.8353772099707315], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010583082703591989, 'historical_segment_start_price': 2882.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 597.3565951931175, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 347, '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': 131330.6307959422, 'LEVERAGE': 88, 'UNIT_BUDGET': 2368.145546166563, 'INITIAL_MARGIN_PER_UNIT': 6.788143127194517, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131330.6307959422, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.788143127194517, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026577383058404088, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.2556189318519966, 'MAX_PENALTY_DURATION_HOURS': 839, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4183249932568404, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 2760}
|
{'small_calls': {'min_pnl_target': 0.013036349711980784, 'max_pnl_target': 0.09486434919805138, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.059343267092619514, 'max_pnl_target': 0.24105358344759625, 'max_calls_for_rule': 277}}
|
1,012 |
NIFTYIT
|
{'omega': 0.24813292592015623, 'alpha': [0.09444262816777367], 'beta': [0.9035573718322263], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.18708099280138, 'historical_segment_start_price': 28419.2, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 694.1596558761644, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 137, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 107143.74895562287, 'LEVERAGE': 51, 'UNIT_BUDGET': 781.9411872879786, 'INITIAL_MARGIN_PER_UNIT': 13.610973644630674, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107143.74895562287, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.610973644630674, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0043348557994077625, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 2.9948948104496194, 'MAX_PENALTY_DURATION_HOURS': 883, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5982010220513858, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.025715861600580994, 'max_pnl_target': 0.12795284746527874, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.09700571091078465, 'max_pnl_target': 0.2743197729334552, 'max_calls_for_rule': 41}}
|
1,013 |
NIFTYFIN
|
{'omega': 0.5829202472092738, 'alpha': [0.1233614785555748], 'beta': [0.8746385214444252], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.132647556311592, 'historical_segment_start_price': 6464.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 180.74336259039478, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, 'MAX_CONCURRENT_UNITS': 31, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 66873.38982352617, 'LEVERAGE': 15, 'UNIT_BUDGET': 2101.461861809121, 'INITIAL_MARGIN_PER_UNIT': 12.049557506026318, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66873.38982352617, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.049557506026318, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031196392150152374, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 1.7436988242550633, 'MAX_PENALTY_DURATION_HOURS': 1060, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6578025210424053, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.03964592318931839, 'max_pnl_target': 0.16678935625566713, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.05266247822596687, 'max_pnl_target': 0.2213156788752626, 'max_calls_for_rule': 108}}
|
1,014 |
NIFTY50
|
{'omega': 0.6710784258972476, 'alpha': [0.010529537022056026], 'beta': [0.9445766190070312], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9859452459813083, 'historical_segment_start_price': 11398.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 514.9922812189506, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, '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': 193437.676788722, 'LEVERAGE': 38, 'UNIT_BUDGET': 2088.234574036217, 'INITIAL_MARGIN_PER_UNIT': 13.552428453130277, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193437.676788722, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.552428453130277, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003931356493765652, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 1.8194186773109862, 'MAX_PENALTY_DURATION_HOURS': 273, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7202063828832556, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.044534692744210694, 'max_pnl_target': 0.1438420193658484, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.0910458180515199, 'max_pnl_target': 0.29938631652830483, 'max_calls_for_rule': 116}}
|
1,015 |
BNBUSD
|
{'omega': 0.5692263822206304, 'alpha': [0.07109649953817718], 'beta': [0.8807613599220759], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012325836219514602, 'historical_segment_start_price': 281.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 611.9802820271395, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 221, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 81706.44046819222, 'LEVERAGE': 71, 'UNIT_BUDGET': 1913.6513983318541, 'INITIAL_MARGIN_PER_UNIT': 8.619440591931543, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81706.44046819222, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.619440591931543, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002211093816054313, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.3040554392839363, 'MAX_PENALTY_DURATION_HOURS': 536, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6527418141871787, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.0474235282254914, 'max_pnl_target': 0.1832713736625402, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.07016214206772926, 'max_pnl_target': 0.2818359635231753, 'max_calls_for_rule': 156}}
|
1,016 |
NIFTYFMCG
|
{'omega': 1.4630123735758696, 'alpha': [0.19379574727093737], 'beta': [0.8042042527290625], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.2765330843457154, 'historical_segment_start_price': 19297.85, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1207.1841220654087, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 72, 'MAX_CONCURRENT_UNITS': 184, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 175229.37469359118, 'LEVERAGE': 93, 'UNIT_BUDGET': 949.24894133268, 'INITIAL_MARGIN_PER_UNIT': 12.980474430810846, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175229.37469359118, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.980474430810846, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002862801786640357, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.1241033937667293, 'MAX_PENALTY_DURATION_HOURS': 603, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10496337405284686, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.021008444015370314, 'max_pnl_target': 0.07776257531466681, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.01937060830670112, 'max_pnl_target': 0.19342249520578964, 'max_calls_for_rule': 59}}
|
1,017 |
ADAUSD
|
{'omega': 0.8129328590137452, 'alpha': [0.09560274540775841], 'beta': [0.8607740582617098], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025736400876152674, 'historical_segment_start_price': 0.4502, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1108.9811880599314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 174704.73526613007, 'LEVERAGE': 121, 'UNIT_BUDGET': 1899.7111977591417, 'INITIAL_MARGIN_PER_UNIT': 9.165133785619268, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174704.73526613007, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.165133785619268, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011041703189412883, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.153618443265895, 'MAX_PENALTY_DURATION_HOURS': 700, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34762407948247886, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.03585629558776545, 'max_pnl_target': 0.08640422436207756, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.051254279387894015, 'max_pnl_target': 0.26644063677947927, 'max_calls_for_rule': 200}}
|
1,018 |
BTCUSD
|
{'omega': 0.8351631569198539, 'alpha': [0.10959159520139775], 'beta': [0.8884084047986024], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20666.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 199.07896997361115, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 68, 'MAX_CONCURRENT_UNITS': 123, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 77618.60285078193, 'LEVERAGE': 22, 'UNIT_BUDGET': 627.8648303810972, 'INITIAL_MARGIN_PER_UNIT': 9.049044089709598, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77618.60285078193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.049044089709598, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003492560696128438, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 2.213291323031791, 'MAX_PENALTY_DURATION_HOURS': 1349, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42378959309955416, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.04873201021082898, 'max_pnl_target': 0.15526835343048923, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.09822619046743324, 'max_pnl_target': 0.3101562345946473, 'max_calls_for_rule': 51}}
|
1,019 |
ETHUSD
|
{'omega': 2.2151975373999413, 'alpha': [0.18370448849041066], 'beta': [0.8142955115095893], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1769.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1291.906340365025, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 185, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 161240.1221922874, 'LEVERAGE': 98, 'UNIT_BUDGET': 870.4379028047479, 'INITIAL_MARGIN_PER_UNIT': 13.182717758826787, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161240.1221922874, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.182717758826787, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004480381225689537, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.7462942837965523, 'MAX_PENALTY_DURATION_HOURS': 386, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33608264796800996, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.009572919814564724, 'max_pnl_target': 0.09811389566483311, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.03050564206157258, 'max_pnl_target': 0.1844320022301659, 'max_calls_for_rule': 59}}
|
1,020 |
BTCUSD
|
{'omega': 0.9255882652731983, 'alpha': [0.09881800823449188], 'beta': [0.8418019885505689], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024526766249509783, 'historical_segment_start_price': 38091.95, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 351.14206242742887, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 167, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 144605.27623211683, 'LEVERAGE': 61, 'UNIT_BUDGET': 863.8057325406925, 'INITIAL_MARGIN_PER_UNIT': 5.75642725290867, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144605.27623211683, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.75642725290867, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004951684464304529, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.879555535486058, 'MAX_PENALTY_DURATION_HOURS': 574, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08811563667248, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.04875247185184472, 'max_pnl_target': 0.14861616570583575, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.027150650708504018, 'max_pnl_target': 0.24767331034294354, 'max_calls_for_rule': 98}}
|
1,021 |
BNBUSD
|
{'omega': 1.9437879429611689, 'alpha': [0.08861611028547009], 'beta': [0.9071180627658967], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.1186, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 868.6113497586972, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 365, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 174752.16692983374, 'LEVERAGE': 122, 'UNIT_BUDGET': 478.68495015502845, 'INITIAL_MARGIN_PER_UNIT': 7.1197651619565345, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174752.16692983374, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.1197651619565345, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021298320622914185, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 1.888842631461784, 'MAX_PENALTY_DURATION_HOURS': 870, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.421276759938596, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.044668129927205966, 'max_pnl_target': 0.1080557517545121, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.06789436855827437, 'max_pnl_target': 0.21532020723784417, 'max_calls_for_rule': 56}}
|
1,022 |
BNBUSD
|
{'omega': 3.4504022668987337, 'alpha': [0.12577498968088874], 'beta': [0.8024638597443933], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01245857931376079, 'historical_segment_start_price': 17.6526, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 538.4422663671412, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 369, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 108453.78305683483, 'LEVERAGE': 93, 'UNIT_BUDGET': 2145.333150587252, 'INITIAL_MARGIN_PER_UNIT': 5.789701788893992, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108453.78305683483, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.789701788893992, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032662638939906763, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.6773250302978577, 'MAX_PENALTY_DURATION_HOURS': 1185, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.415516212781496, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.012010800794698965, 'max_pnl_target': 0.14972195338104216, 'max_calls_for_rule': 194}, 'moderate_calls': {'min_pnl_target': 0.0506384935660371, 'max_pnl_target': 0.20368776115534865, 'max_calls_for_rule': 226}}
|
1,023 |
NIFTY50
|
{'omega': 0.14130551270951414, 'alpha': [0.1063342811022988], 'beta': [0.8533647960422662], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028614137339655857, 'historical_segment_start_price': 9588.6, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1419.4736173600465, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 27, 'MAX_CONCURRENT_UNITS': 561, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 196467.2470700742, 'LEVERAGE': 116, 'UNIT_BUDGET': 349.9403287946368, 'INITIAL_MARGIN_PER_UNIT': 12.236841528965918, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196467.2470700742, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.236841528965918, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002311093099625011, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 1.5701075938537437, 'MAX_PENALTY_DURATION_HOURS': 216, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6331419366567976, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.014237117804126585, 'max_pnl_target': 0.11675409491091127, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.0640170555630276, 'max_pnl_target': 0.2228005619199201, 'max_calls_for_rule': 20}}
|
1,024 |
ADAUSD
|
{'omega': 0.3609708522683382, 'alpha': [0.04445115962342752], 'beta': [0.8983960391401609], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01419504392328477, 'historical_segment_start_price': 0.2476, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 350.1192840852274, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 53975.8034155956, 'LEVERAGE': 27, 'UNIT_BUDGET': 744.3486568879189, 'INITIAL_MARGIN_PER_UNIT': 12.967380892045458, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53975.8034155956, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.967380892045458, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032957463464646504, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.683128899219095, 'MAX_PENALTY_DURATION_HOURS': 264, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1300287259750801, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.011920875713851992, 'max_pnl_target': 0.15685113330368125, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.011812428346883966, 'max_pnl_target': 0.14450328311968075, 'max_calls_for_rule': 52}}
|
1,025 |
ETHUSD
|
{'omega': 0.6355338934133764, 'alpha': [0.054248574382956535], 'beta': [0.9437514256170434], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014772137350450784, 'historical_segment_start_price': 3587.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 811.1998089082217, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 169, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 181900.15278600107, 'LEVERAGE': 93, 'UNIT_BUDGET': 1075.840610587373, 'INITIAL_MARGIN_PER_UNIT': 8.722578590410986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181900.15278600107, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.722578590410986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015770451606026286, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.2394322298050895, 'MAX_PENALTY_DURATION_HOURS': 820, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4674250098750796, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.03785074394389426, 'max_pnl_target': 0.1816737434981044, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.08807058022395159, 'max_pnl_target': 0.2616565038525015, 'max_calls_for_rule': 96}}
|
1,026 |
NIFTYIT
|
{'omega': 0.3903483768281859, 'alpha': [0.09082420832338335], 'beta': [0.9071757916766167], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.020451025380549, 'historical_segment_start_price': 24059.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 967.8511961537502, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, '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': 99304.1497591509, 'LEVERAGE': 91, 'UNIT_BUDGET': 1307.1528370298824, 'INITIAL_MARGIN_PER_UNIT': 10.63572743026099, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99304.1497591509, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.63572743026099, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004835146493084108, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.642926056254977, 'MAX_PENALTY_DURATION_HOURS': 1184, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3689935888035176, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.00687361213617643, 'max_pnl_target': 0.06814704014624678, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.0991032483380569, 'max_pnl_target': 0.1993778221196973, 'max_calls_for_rule': 111}}
|
1,027 |
XRPUSD
|
{'omega': 3.7098152230983525, 'alpha': [0.1524665015465319], 'beta': [0.8455334984534681], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.26162, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1550.7999165005324, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 35, 'MAX_CONCURRENT_UNITS': 260, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 122790.34422704688, 'LEVERAGE': 119, 'UNIT_BUDGET': 471.1876247291475, 'INITIAL_MARGIN_PER_UNIT': 13.031932071433046, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122790.34422704688, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.031932071433046, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023902025245024984, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 2.127659742596567, 'MAX_PENALTY_DURATION_HOURS': 1282, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33961778383511254, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.022790842493921597, 'max_pnl_target': 0.09985203774171927, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.04809649930745876, 'max_pnl_target': 0.15784542610522145, 'max_calls_for_rule': 30}}
|
1,028 |
ADAUSD
|
{'omega': 3.693393460122235, 'alpha': [0.07595238527728632], 'beta': [0.9220476147227137], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009154840869340047, 'historical_segment_start_price': 0.07073, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 644.1415469976735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 46, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77239.9356035885, 'LEVERAGE': 61, 'UNIT_BUDGET': 1652.0422596246276, 'INITIAL_MARGIN_PER_UNIT': 10.559697491765139, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77239.9356035885, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.559697491765139, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024436471589939224, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.9723545539803595, 'MAX_PENALTY_DURATION_HOURS': 889, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.014742061604301998, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.043069994274177056, 'max_pnl_target': 0.11964192610729082, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.10043005180677496, 'max_pnl_target': 0.34688360376338223, 'max_calls_for_rule': 152}}
|
1,029 |
NIFTY50
|
{'omega': 0.20081371437189396, 'alpha': [0.07428153250908978], 'beta': [0.9237184674909102], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.168668919372848, 'historical_segment_start_price': 13744.85, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 492.7009991545677, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 70239.23522115558, 'LEVERAGE': 33, 'UNIT_BUDGET': 1302.183709904098, 'INITIAL_MARGIN_PER_UNIT': 14.930333307714172, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70239.23522115558, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.930333307714172, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045789311114259375, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.973657160684871, 'MAX_PENALTY_DURATION_HOURS': 1351, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6438546272809083, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.008620921395134616, 'max_pnl_target': 0.07284353109397412, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.05988775599365369, 'max_pnl_target': 0.1851443239702354, 'max_calls_for_rule': 77}}
|
1,030 |
ADAUSD
|
{'omega': 5.420735630223765, 'alpha': [0.12048004029807359], 'beta': [0.7716227832230236], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.811895401244747, 'historical_segment_start_price': 0.03632, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1007.8094883953538, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 263, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 150404.95327352828, 'LEVERAGE': 117, 'UNIT_BUDGET': 2279.6643387050353, 'INITIAL_MARGIN_PER_UNIT': 8.6137563110714, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150404.95327352828, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.6137563110714, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003136600653393257, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.4465471111607986, 'MAX_PENALTY_DURATION_HOURS': 919, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.30902110847310094, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.028157459820956385, 'max_pnl_target': 0.11132532254837413, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.08531595168391132, 'max_pnl_target': 0.3004590172577531, 'max_calls_for_rule': 168}}
|
1,031 |
BTCUSD
|
{'omega': 1.9116180796622402, 'alpha': [0.0703933755283144], 'beta': [0.8315243144408985], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.629570115890218, 'historical_segment_start_price': 33974.81, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 239.88305626370231, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 84, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 123504.26193870853, 'LEVERAGE': 17, 'UNIT_BUDGET': 1201.6170528618636, 'INITIAL_MARGIN_PER_UNIT': 14.110768015511901, 'MAX_TRADING_CAPITAL_FOR_UNITS': 123504.26193870853, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.110768015511901, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016086560906161482, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.9612140398252995, 'MAX_PENALTY_DURATION_HOURS': 1389, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38314702909295256, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 30, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 1800}
|
{'small_calls': {'min_pnl_target': 0.018191187979301675, 'max_pnl_target': 0.09579112658227384, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.01927048733197125, 'max_pnl_target': 0.1761040466394934, 'max_calls_for_rule': 70}}
|
1,032 |
BNBUSD
|
{'omega': 0.6908063797995344, 'alpha': [0.07069869240403896], 'beta': [0.850333529188579], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04048614584800723, 'historical_segment_start_price': 432.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1196.0578649433357, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 174, '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': 137291.35101418622, 'LEVERAGE': 91, 'UNIT_BUDGET': 2311.3991130289037, 'INITIAL_MARGIN_PER_UNIT': 13.143493021355338, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137291.35101418622, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.143493021355338, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003391014197329602, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 2.6956371737828437, 'MAX_PENALTY_DURATION_HOURS': 1040, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3944027313465836, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.034966797127464214, 'max_pnl_target': 0.14321342419968985, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.036569527685155374, 'max_pnl_target': 0.28203110505069073, 'max_calls_for_rule': 146}}
|
1,033 |
XRPUSD
|
{'omega': 0.8970693732768985, 'alpha': [0.09141886728866903], 'beta': [0.9065811327113309], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020212193420962244, 'historical_segment_start_price': 0.4786, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1483.9715044899053, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, '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': 54637.22866011128, 'LEVERAGE': 121, 'UNIT_BUDGET': 1843.8757162716686, 'INITIAL_MARGIN_PER_UNIT': 12.264227309833927, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54637.22866011128, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.264227309833927, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035865482501819435, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.62939263914512, 'MAX_PENALTY_DURATION_HOURS': 1331, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5156752550022329, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.024134715930565376, 'max_pnl_target': 0.08623811954204164, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.09478126044082272, 'max_pnl_target': 0.253407460085783, 'max_calls_for_rule': 144}}
|
1,034 |
ETHUSD
|
{'omega': 2.0952738581808514, 'alpha': [0.12070974997293521], 'beta': [0.7740942307997293], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 138.64, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 493.6989417123433, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 229, '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': 146215.59124852053, 'LEVERAGE': 69, 'UNIT_BUDGET': 1645.7029356866174, 'INITIAL_MARGIN_PER_UNIT': 7.155057126265845, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146215.59124852053, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.155057126265845, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015120616268114299, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 1.6031737759035463, 'MAX_PENALTY_DURATION_HOURS': 610, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7064736091375532, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.029832579995786205, 'max_pnl_target': 0.16855610736331117, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.036184665708848325, 'max_pnl_target': 0.20028198445088155, 'max_calls_for_rule': 220}}
|
1,035 |
ADAUSD
|
{'omega': 3.1820930122105637, 'alpha': [0.11601817838995139], 'beta': [0.8114859378229761], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0828, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 993.9486971569456, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 249, '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': 140081.68437270104, 'LEVERAGE': 105, 'UNIT_BUDGET': 2374.1897440686967, 'INITIAL_MARGIN_PER_UNIT': 9.466178068161387, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140081.68437270104, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.466178068161387, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002119827380494068, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.806442736165776, 'MAX_PENALTY_DURATION_HOURS': 1071, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45172761440291825, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.025818667204772817, 'max_pnl_target': 0.1683928693501749, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.03021913800671972, 'max_pnl_target': 0.18694493811232427, 'max_calls_for_rule': 173}}
|
1,036 |
ETHUSD
|
{'omega': 0.7928918333145594, 'alpha': [0.07469557440497217], 'beta': [0.9233044255950278], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3407.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 885.6444995279054, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 68, 'MAX_CONCURRENT_UNITS': 167, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 117659.54321904443, 'LEVERAGE': 88, 'UNIT_BUDGET': 702.0872736621691, 'INITIAL_MARGIN_PER_UNIT': 10.064142040089834, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117659.54321904443, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.064142040089834, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001962068425766005, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.3089136422118846, 'MAX_PENALTY_DURATION_HOURS': 249, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7118297877083016, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.023417685643841852, 'max_pnl_target': 0.09630566006428509, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07827968584781503, 'max_pnl_target': 0.2272979687888781, 'max_calls_for_rule': 54}}
|
1,037 |
NIFTY50
|
{'omega': 0.3983232816050744, 'alpha': [0.12775101486956197], 'beta': [0.8425346249496093], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.041648170473923926, 'historical_segment_start_price': 8288.15, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 584.8208689704112, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 134997.89866287276, 'LEVERAGE': 39, 'UNIT_BUDGET': 1930.6017293897394, 'INITIAL_MARGIN_PER_UNIT': 14.995406896677212, 'MAX_TRADING_CAPITAL_FOR_UNITS': 134997.89866287276, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.995406896677212, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002426899869575158, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.529671597058405, 'MAX_PENALTY_DURATION_HOURS': 1064, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20676611523264263, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.0394024115670386, 'max_pnl_target': 0.16864806110663572, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.05174170184599099, 'max_pnl_target': 0.24381082669026355, 'max_calls_for_rule': 107}}
|
1,038 |
BNBUSD
|
{'omega': 0.30179963275213006, 'alpha': [0.06923968969414178], 'beta': [0.841364049475172], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026310594271121805, 'historical_segment_start_price': 532.8, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 313.53914285615076, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 187, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190516.57194824718, 'LEVERAGE': 38, 'UNIT_BUDGET': 1015.572396929208, 'INITIAL_MARGIN_PER_UNIT': 8.251030075161863, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190516.57194824718, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.251030075161863, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013330103910343639, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 2.0125805723013634, 'MAX_PENALTY_DURATION_HOURS': 216, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2422813218051355, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.02336774446737628, 'max_pnl_target': 0.14382485721659619, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.09327245237440744, 'max_pnl_target': 0.3040857989080942, 'max_calls_for_rule': 84}}
|
1,039 |
ETHUSD
|
{'omega': 2.4568094947866173, 'alpha': [0.0767615646574277], 'beta': [0.9212384353425723], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.857421725176966, 'historical_segment_start_price': 2732.36353992, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 805.3770710540355, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57087.9967325014, 'LEVERAGE': 96, 'UNIT_BUDGET': 744.3802453353308, 'INITIAL_MARGIN_PER_UNIT': 8.389344490146202, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57087.9967325014, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.389344490146202, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020584504392382567, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 2.5846670773117264, 'MAX_PENALTY_DURATION_HOURS': 532, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6966464987804856, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.010115622954550704, 'max_pnl_target': 0.12240063939226417, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.01882604345622305, 'max_pnl_target': 0.15428740347109396, 'max_calls_for_rule': 84}}
|
1,040 |
BNBUSD
|
{'omega': 0.3893082682998723, 'alpha': [0.05560500116610939], 'beta': [0.9060800138443538], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.044701747303349, 'historical_segment_start_price': 286.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 357.7017087214976, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 98, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 176940.25222253476, 'LEVERAGE': 31, 'UNIT_BUDGET': 1802.2217919547802, 'INITIAL_MARGIN_PER_UNIT': 11.538764797467664, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176940.25222253476, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.538764797467664, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027239159220244957, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.6210132036721063, 'MAX_PENALTY_DURATION_HOURS': 415, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.58045803613792, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.01507921172738557, 'max_pnl_target': 0.0683253377494237, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.07958354480324363, 'max_pnl_target': 0.189269492565292, 'max_calls_for_rule': 119}}
|
1,041 |
BTCUSD
|
{'omega': 0.436946088323229, 'alpha': [0.07169494748640796], 'beta': [0.9263050525135919], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.376761292167287, 'historical_segment_start_price': 9271.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 770.1024099089933, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 161, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 151461.12541243475, 'LEVERAGE': 81, 'UNIT_BUDGET': 936.2094004777405, 'INITIAL_MARGIN_PER_UNIT': 9.507437159370287, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151461.12541243475, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.507437159370287, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021675373041668954, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 1.9558988373601318, 'MAX_PENALTY_DURATION_HOURS': 361, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6519147013618386, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.030310638203201266, 'max_pnl_target': 0.11045114404667794, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.08190971729931797, 'max_pnl_target': 0.22153042750067636, 'max_calls_for_rule': 77}}
|
1,042 |
ADAUSD
|
{'omega': 0.2576754800150299, 'alpha': [0.053941928345354745], 'beta': [0.9440580716546453], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03108113729417328, 'historical_segment_start_price': 0.2581, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1260.5035783293395, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, 'MAX_CONCURRENT_UNITS': 27, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 67820.97451655897, 'LEVERAGE': 103, 'UNIT_BUDGET': 2465.003484182323, 'INITIAL_MARGIN_PER_UNIT': 12.237898818731452, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67820.97451655897, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.237898818731452, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004152246637113286, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.820709198886546, 'MAX_PENALTY_DURATION_HOURS': 1393, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07072596458849159, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.04592332107284082, 'max_pnl_target': 0.16769556570173733, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.035513222710523436, 'max_pnl_target': 0.2265163429825438, 'max_calls_for_rule': 160}}
|
1,043 |
NIFTYENERGY
|
{'omega': 0.2310222602672794, 'alpha': [0.08680787875036619], 'beta': [0.840638718207217], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009783251450253575, 'historical_segment_start_price': 24239.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 542.891844901995, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, 'MAX_CONCURRENT_UNITS': 125, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 130605.33939490309, 'LEVERAGE': 40, 'UNIT_BUDGET': 1044.8284229019519, 'INITIAL_MARGIN_PER_UNIT': 13.572296122549876, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130605.33939490309, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.572296122549876, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026636835405765263, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 1.6876470931703969, 'MAX_PENALTY_DURATION_HOURS': 1357, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5623074995907655, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.01996318559161322, 'max_pnl_target': 0.16726449014988395, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.03966861271447246, 'max_pnl_target': 0.19206507434720105, 'max_calls_for_rule': 53}}
|
1,044 |
XRPUSD
|
{'omega': 1.4259695303933018, 'alpha': [0.14424928744580337], 'beta': [0.8537507125541967], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32368, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 297.13726683078914, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 247, 'MAX_CONCURRENT_UNITS': 93, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186517.09426510942, 'LEVERAGE': 37, 'UNIT_BUDGET': 1994.1359743832552, 'INITIAL_MARGIN_PER_UNIT': 8.03073694137268, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186517.09426510942, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.03073694137268, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001167736932593721, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.0982411335144926, 'MAX_PENALTY_DURATION_HOURS': 755, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3880893970231181, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.04846962520616864, 'max_pnl_target': 0.13848879798411645, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.05270094590551218, 'max_pnl_target': 0.28945436077166287, 'max_calls_for_rule': 193}}
|
1,045 |
BNBUSD
|
{'omega': 3.5339748717076267, 'alpha': [0.12319729709659412], 'beta': [0.8294739270638607], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01972511856642208, 'historical_segment_start_price': 32.7197, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 667.1584142105124, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 234, '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': 159783.1830617106, 'LEVERAGE': 111, 'UNIT_BUDGET': 1412.9488651248948, 'INITIAL_MARGIN_PER_UNIT': 6.010436164058671, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159783.1830617106, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.010436164058671, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003960726673894837, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 2.0295479195080004, 'MAX_PENALTY_DURATION_HOURS': 928, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7265572707971816, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.03452088300854096, 'max_pnl_target': 0.09003171374226088, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.09414726909005616, 'max_pnl_target': 0.33558673141524215, 'max_calls_for_rule': 186}}
|
1,046 |
BNBUSD
|
{'omega': 1.9185535234635502, 'alpha': [0.07514749693170732], 'beta': [0.9228525030682926], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04729889366755473, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 944.8366336875223, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 79215.72457513455, 'LEVERAGE': 70, 'UNIT_BUDGET': 1872.9656190990906, 'INITIAL_MARGIN_PER_UNIT': 13.497666195536032, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79215.72457513455, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.497666195536032, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003030665893166447, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 2.4322552853323565, 'MAX_PENALTY_DURATION_HOURS': 914, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6932492931058752, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.021849403175140468, 'max_pnl_target': 0.1314110513782012, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.09851161906897435, 'max_pnl_target': 0.30520777559292933, 'max_calls_for_rule': 103}}
|
1,047 |
BTCUSD
|
{'omega': 1.9202071303843413, 'alpha': [0.07774695354419547], 'beta': [0.9126511613711882], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.13902652976801, 'historical_segment_start_price': 7201.5, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 833.816609171997, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 89, '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': 66587.81142603618, 'LEVERAGE': 89, 'UNIT_BUDGET': 847.256292256525, 'INITIAL_MARGIN_PER_UNIT': 9.368725945752775, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66587.81142603618, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.368725945752775, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010596610756825214, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 1.8288568425628047, 'MAX_PENALTY_DURATION_HOURS': 1211, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25322395000864584, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.024992178180256047, 'max_pnl_target': 0.1535669805122266, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.040913903156093424, 'max_pnl_target': 0.21922656053820963, 'max_calls_for_rule': 70}}
|
1,048 |
GOOGLUSD
|
{'omega': 0.4694120983578664, 'alpha': [0.09208925046468394], 'beta': [0.905910749535316], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0348126129049872, 'historical_segment_start_price': 1079.73, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1255.219447607461, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 23, 'MAX_CONCURRENT_UNITS': 528, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 181905.1976808092, 'LEVERAGE': 90, 'UNIT_BUDGET': 344.0593980440706, 'INITIAL_MARGIN_PER_UNIT': 13.94688275119401, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181905.1976808092, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.94688275119401, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004050164392276722, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.3062303818141854, 'MAX_PENALTY_DURATION_HOURS': 598, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.64294004658793, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.022009954322169876, 'max_pnl_target': 0.07704150540031979, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.04204678913823966, 'max_pnl_target': 0.28737305752074155, 'max_calls_for_rule': 14}}
|
1,049 |
ADAUSD
|
{'omega': 0.7300852598295835, 'alpha': [0.05987466743912509], 'beta': [0.9381253325608749], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7529, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 957.3417189439255, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 179, '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': 77871.07067319858, 'LEVERAGE': 71, 'UNIT_BUDGET': 2427.583714704223, 'INITIAL_MARGIN_PER_UNIT': 13.483686182308809, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77871.07067319858, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.483686182308809, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0043475377773762305, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.159562524451398, 'MAX_PENALTY_DURATION_HOURS': 1039, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23436635553600602, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.03438089530435103, 'max_pnl_target': 0.11984942092602188, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.03223178107643093, 'max_pnl_target': 0.15349193619038104, 'max_calls_for_rule': 145}}
|
1,050 |
NIFTYENERGY
|
{'omega': 0.20010938086819477, 'alpha': [0.0841454165699428], 'beta': [0.8511480035954302], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009565039688660834, 'historical_segment_start_price': 24239.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 468.9727308385335, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 141, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 74358.06479617045, 'LEVERAGE': 92, 'UNIT_BUDGET': 726.0662339713456, 'INITIAL_MARGIN_PER_UNIT': 5.097529683027538, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74358.06479617045, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.097529683027538, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00400004431639568, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.974684838567171, 'MAX_PENALTY_DURATION_HOURS': 701, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6212557336963338, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.04159627546894366, 'max_pnl_target': 0.14866716279432915, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.057127905336061484, 'max_pnl_target': 0.30482381564670974, 'max_calls_for_rule': 133}}
|
1,051 |
BTCUSD
|
{'omega': 16.41624971591036, 'alpha': [0.1678294130679826], 'beta': [0.8301705869320174], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 315.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 665.3423858767061, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 374, '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': 160620.54919969017, 'LEVERAGE': 103, 'UNIT_BUDGET': 2428.6105411449903, 'INITIAL_MARGIN_PER_UNIT': 6.459634814336952, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160620.54919969017, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.459634814336952, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027977476096106594, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.4719978929982744, 'MAX_PENALTY_DURATION_HOURS': 1339, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16427817132310726, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.04715925814152632, 'max_pnl_target': 0.14116315541083888, 'max_calls_for_rule': 190}, 'moderate_calls': {'min_pnl_target': 0.037082243378573444, 'max_pnl_target': 0.28429912390775586, 'max_calls_for_rule': 260}}
|
1,052 |
ADAUSD
|
{'omega': 1.9055596833509851, 'alpha': [0.04191638829211674], 'beta': [0.9560836117078833], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.886687294863449, 'historical_segment_start_price': 1.279, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1123.968477430557, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, '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': 59515.23684217589, 'LEVERAGE': 121, 'UNIT_BUDGET': 701.1420550411697, 'INITIAL_MARGIN_PER_UNIT': 9.288995681244272, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59515.23684217589, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.288995681244272, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004835419935655984, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.5977840371968055, 'MAX_PENALTY_DURATION_HOURS': 1190, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.059264909933389766, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.042094486744023864, 'max_pnl_target': 0.12770666985941115, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.08269135176950437, 'max_pnl_target': 0.27949896960187604, 'max_calls_for_rule': 69}}
|
1,053 |
BTCUSD
|
{'omega': 1.6760057903280705, 'alpha': [0.07214180686380982], 'beta': [0.9258581931361901], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011499191368456858, 'historical_segment_start_price': 20373.92, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 331.7102454100708, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 58, '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': 96675.83422276616, 'LEVERAGE': 26, 'UNIT_BUDGET': 762.6814881616385, 'INITIAL_MARGIN_PER_UNIT': 12.7580863619258, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96675.83422276616, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.7580863619258, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022953171182214915, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 1.7417120059171292, 'MAX_PENALTY_DURATION_HOURS': 1331, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5499610455551657, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.04865501246602092, 'max_pnl_target': 0.10385406837605785, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.08358217133034944, 'max_pnl_target': 0.20882576992587654, 'max_calls_for_rule': 36}}
|
1,054 |
BTCUSD
|
{'omega': 1.8250960570823855e-06, 'alpha': [0.35316028271839994], 'beta': [0.6448397172816001], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.025103016906743353, 'historical_segment_start_price': 709.87, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 97.97422520912068, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 249, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 89539.5612487036, 'LEVERAGE': 19, 'UNIT_BUDGET': 1291.8626984460773, 'INITIAL_MARGIN_PER_UNIT': 5.156538168901088, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89539.5612487036, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.156538168901088, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004982290928751507, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 1.9200931038128861, 'MAX_PENALTY_DURATION_HOURS': 594, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6163864145725946, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.030741079748324206, 'max_pnl_target': 0.11474206119287228, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.06316658422190144, 'max_pnl_target': 0.3023199135541715, 'max_calls_for_rule': 181}}
|
1,055 |
ADAUSD
|
{'omega': 1.6640112127488866, 'alpha': [0.09006994802401352], 'beta': [0.9079300519759864], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.16262, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1029.2815866862347, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 178, 'MAX_CONCURRENT_UNITS': 33, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83514.38284748694, 'LEVERAGE': 74, 'UNIT_BUDGET': 2491.2140584574777, 'INITIAL_MARGIN_PER_UNIT': 13.909210630895064, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83514.38284748694, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.909210630895064, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004719926737836865, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 1.6966336893978478, 'MAX_PENALTY_DURATION_HOURS': 1129, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7351522735224868, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.02417788290297134, 'max_pnl_target': 0.16431817384316, 'max_calls_for_rule': 99}, 'moderate_calls': {'min_pnl_target': 0.026883169787687997, 'max_pnl_target': 0.1881957765536469, 'max_calls_for_rule': 117}}
|
1,056 |
ADAUSD
|
{'omega': 1.147752930510343, 'alpha': [0.05462739139387158], 'beta': [0.8919242772137586], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02052430082509031, 'historical_segment_start_price': 0.7227, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1106.7428295768952, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, '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': 74359.43416055373, 'LEVERAGE': 82, 'UNIT_BUDGET': 834.2384571139041, 'INITIAL_MARGIN_PER_UNIT': 13.496863775327991, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74359.43416055373, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.496863775327991, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004604123157828884, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 1.5126719879369546, 'MAX_PENALTY_DURATION_HOURS': 732, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7399662513493562, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.02163818409855284, 'max_pnl_target': 0.09028752960185062, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.054539807400939215, 'max_pnl_target': 0.27113546442306186, 'max_calls_for_rule': 36}}
|
1,057 |
XRPUSD
|
{'omega': 1.589160177751652, 'alpha': [0.08036227550026902], 'beta': [0.9176377244997309], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.39601, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 476.46183027966043, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, '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': 50781.729709454296, 'LEVERAGE': 59, 'UNIT_BUDGET': 267.998325941113, 'INITIAL_MARGIN_PER_UNIT': 8.075624242028143, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50781.729709454296, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.075624242028143, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002035279439926289, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.627364085999841, 'MAX_PENALTY_DURATION_HOURS': 1056, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4774315208959281, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.0388274397684447, 'max_pnl_target': 0.16837066474300083, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.03181201829745482, 'max_pnl_target': 0.22762937158389218, 'max_calls_for_rule': 26}}
|
1,058 |
GOOGLUSD
|
{'omega': 0.46304242239896953, 'alpha': [0.10400220988017793], 'beta': [0.8154903732098289], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03498469471678946, 'historical_segment_start_price': 1079.73, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 639.0086492675841, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 292, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161812.4285130438, 'LEVERAGE': 84, 'UNIT_BUDGET': 2229.6337250105453, 'INITIAL_MARGIN_PER_UNIT': 7.607245824614097, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161812.4285130438, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.607245824614097, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022989979275834967, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.7540093778434214, 'MAX_PENALTY_DURATION_HOURS': 490, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5779354605178487, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.01107763806191418, 'max_pnl_target': 0.13799534990812537, 'max_calls_for_rule': 140}, 'moderate_calls': {'min_pnl_target': 0.02728603687373745, 'max_pnl_target': 0.1926366866191817, 'max_calls_for_rule': 205}}
|
1,059 |
NIFTYFMCG
|
{'omega': 0.3661603506389026, 'alpha': [0.09911542920046179], 'beta': [0.8737109509908882], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.234291329431968, 'historical_segment_start_price': 25837.4, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 93.69141665478128, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, 'MAX_CONCURRENT_UNITS': 108, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 115611.86850329996, 'LEVERAGE': 18, 'UNIT_BUDGET': 1067.4051331936262, 'INITIAL_MARGIN_PER_UNIT': 5.205078703043404, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115611.86850329996, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.205078703043404, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002864448152904725, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 1.926592344906992, 'MAX_PENALTY_DURATION_HOURS': 195, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7437433270575363, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.04627129621197503, 'max_pnl_target': 0.12350929122826101, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.06516842122922645, 'max_pnl_target': 0.28934035482431464, 'max_calls_for_rule': 135}}
|
1,060 |
ADAUSD
|
{'omega': 0.8244014236908269, 'alpha': [0.05627590172247112], 'beta': [0.9417240982775289], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.511248070643878, 'historical_segment_start_price': 0.9918, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 109.83899222278048, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, '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': 103400.09758888258, 'LEVERAGE': 10, 'UNIT_BUDGET': 984.3240000975612, 'INITIAL_MARGIN_PER_UNIT': 10.983899222278048, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103400.09758888258, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.983899222278048, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024658760680058038, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 2.5896089614452777, 'MAX_PENALTY_DURATION_HOURS': 1223, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6168407517892228, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.01573367963918012, 'max_pnl_target': 0.08476276990718173, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.08721005489406837, 'max_pnl_target': 0.3284197863701391, 'max_calls_for_rule': 64}}
|
1,061 |
BNBUSD
|
{'omega': 1.23823980945625, 'alpha': [0.07852757389400228], 'beta': [0.8834482706532119], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 28.5635, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 959.9000528619936, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, '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': 107008.43436526455, 'LEVERAGE': 65, 'UNIT_BUDGET': 2367.386806195206, 'INITIAL_MARGIN_PER_UNIT': 14.767693120953748, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107008.43436526455, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.767693120953748, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002470365711977687, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.4497574137446443, 'MAX_PENALTY_DURATION_HOURS': 798, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44264951861181073, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.015503729720882764, 'max_pnl_target': 0.16085573930161004, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.06926304131642899, 'max_pnl_target': 0.22311670261671337, 'max_calls_for_rule': 139}}
|
1,062 |
BTCUSD
|
{'omega': 1.8943755272988736, 'alpha': [0.10242084622045239], 'beta': [0.8955791537795476], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.027385659208463132, 'historical_segment_start_price': 53991.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 255.25650226310458, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 291, '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': 67837.76450321202, 'LEVERAGE': 42, 'UNIT_BUDGET': 1779.4293754269072, 'INITIAL_MARGIN_PER_UNIT': 6.077535768169157, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67837.76450321202, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.077535768169157, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035851818012260896, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 2.91663372612232, 'MAX_PENALTY_DURATION_HOURS': 515, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44697202040711465, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.04057355612838955, 'max_pnl_target': 0.18846178840530733, 'max_calls_for_rule': 166}, 'moderate_calls': {'min_pnl_target': 0.09869858996087091, 'max_pnl_target': 0.2923452378794129, 'max_calls_for_rule': 245}}
|
1,063 |
TSLAUSD
|
{'omega': 2.2902059537422494, 'alpha': [0.06852113872740435], 'beta': [0.9294788612725957], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020103774998148756, 'historical_segment_start_price': 1024.11, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 896.5196389626931, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 140, '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': 96565.55603622948, 'LEVERAGE': 116, 'UNIT_BUDGET': 1091.0095270473012, 'INITIAL_MARGIN_PER_UNIT': 7.728617577264596, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96565.55603622948, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.728617577264596, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004762017533281364, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 1.6225142609895102, 'MAX_PENALTY_DURATION_HOURS': 365, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6086949453198536, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.015157434237190622, 'max_pnl_target': 0.08950615750443444, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.06347825661569936, 'max_pnl_target': 0.20444041355817325, 'max_calls_for_rule': 130}}
|
1,064 |
ADAUSD
|
{'omega': 0.9203787723142768, 'alpha': [0.0743021280033694], 'beta': [0.86306313295279], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023025634059650045, 'historical_segment_start_price': 0.2688, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1054.3806430029422, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 247, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 117489.43456716258, 'LEVERAGE': 76, 'UNIT_BUDGET': 475.1823628856845, 'INITIAL_MARGIN_PER_UNIT': 13.873429513196609, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117489.43456716258, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.873429513196609, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004524880679941606, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 1.7047310311841901, 'MAX_PENALTY_DURATION_HOURS': 1368, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.532926898620151, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 36, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2160}
|
{'small_calls': {'min_pnl_target': 0.013175434329352934, 'max_pnl_target': 0.10146524677781558, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.09119129904013491, 'max_pnl_target': 0.19516473703991, 'max_calls_for_rule': 24}}
|
1,065 |
ETHUSD
|
{'omega': 1.8772137566226355, 'alpha': [0.10837875352195175], 'beta': [0.8858543613994359], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 375.57, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 719.1657423628837, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, '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': 198857.28740954812, 'LEVERAGE': 63, 'UNIT_BUDGET': 2475.81107470759, 'INITIAL_MARGIN_PER_UNIT': 11.415329243855297, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198857.28740954812, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.415329243855297, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020670896057757406, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.5585123729823303, 'MAX_PENALTY_DURATION_HOURS': 932, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6723324981169606, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.03222441209384098, 'max_pnl_target': 0.09452600151882316, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.08420172670622916, 'max_pnl_target': 0.2239591347737955, 'max_calls_for_rule': 199}}
|
1,066 |
NIFTYFMCG
|
{'omega': 0.2472847430303471, 'alpha': [0.07578891633869995], 'beta': [0.9222110836613], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022298255864330156, 'historical_segment_start_price': 29966.5, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 634.9923788688432, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 178, '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': 125940.4913494276, 'LEVERAGE': 79, 'UNIT_BUDGET': 1445.0769225317003, 'INITIAL_MARGIN_PER_UNIT': 8.03787821352966, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125940.4913494276, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.03787821352966, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038740545406410207, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.0515560608931764, 'MAX_PENALTY_DURATION_HOURS': 1012, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16140959131173113, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.042728127072584346, 'max_pnl_target': 0.12742594667636367, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.012950357493827166, 'max_pnl_target': 0.21571581002697165, 'max_calls_for_rule': 137}}
|
1,067 |
XRPUSD
|
{'omega': 7.409054033559721, 'alpha': [0.10562170875005215], 'beta': [0.8923782912499478], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.9, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 301.85795013924644, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, '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': 73915.5014120712, 'LEVERAGE': 23, 'UNIT_BUDGET': 1616.7491816129518, 'INITIAL_MARGIN_PER_UNIT': 13.124258701706367, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73915.5014120712, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.124258701706367, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010986378320327042, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.1366701032338775, 'MAX_PENALTY_DURATION_HOURS': 1355, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3000949093649172, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.01119910427106329, 'max_pnl_target': 0.07004737941417946, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.04867403898521251, 'max_pnl_target': 0.24386114670528886, 'max_calls_for_rule': 77}}
|
1,068 |
ADAUSD
|
{'omega': 1.6557476130879742, 'alpha': [0.0759253078166465], 'beta': [0.9220746921833536], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.10259, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1096.3979746369644, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, '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': 124015.26421918202, 'LEVERAGE': 98, 'UNIT_BUDGET': 1857.092715252417, 'INITIAL_MARGIN_PER_UNIT': 11.187734435071064, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124015.26421918202, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.187734435071064, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002017451702239733, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.8825772067607782, 'MAX_PENALTY_DURATION_HOURS': 614, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22966368102786155, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.03512684183452491, 'max_pnl_target': 0.1491536569084399, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.09168392552318891, 'max_pnl_target': 0.19524570905657204, 'max_calls_for_rule': 144}}
|
1,069 |
IHSG_BMRI
|
{'omega': 9.819622677192921, 'alpha': [0.5168464388561635], 'beta': [0.27763072183408316], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.10673692594048775, 'historical_segment_start_price': 7200, 'asset_source_name': 'IHSG_BMRI'}
|
{'POSITION_SIZE_PER_UNIT': 858.7757892796084, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 28, 'MAX_CONCURRENT_UNITS': 369, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 141577.27558565335, 'LEVERAGE': 66, 'UNIT_BUDGET': 382.78470205578054, 'INITIAL_MARGIN_PER_UNIT': 13.01175438302437, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141577.27558565335, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.01175438302437, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015552485612158238, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 2.424564857838153, 'MAX_PENALTY_DURATION_HOURS': 519, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36136224504673303, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.014189141661639388, 'max_pnl_target': 0.08615510328716568, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.09313162540179831, 'max_pnl_target': 0.28321663831568256, 'max_calls_for_rule': 21}}
|
1,070 |
XRPUSD
|
{'omega': 1.2962053046862005, 'alpha': [0.09695344321182078], 'beta': [0.9010465567881792], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.6054, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1607.0391854957372, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 29, 'MAX_CONCURRENT_UNITS': 373, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 159685.75269322624, 'LEVERAGE': 113, 'UNIT_BUDGET': 427.2889830776933, 'INITIAL_MARGIN_PER_UNIT': 14.221585712351656, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159685.75269322624, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.221585712351656, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002496635883086383, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.145750308742162, 'MAX_PENALTY_DURATION_HOURS': 575, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3313222490263872, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 5460}
|
{'small_calls': {'min_pnl_target': 0.0067740057717146996, 'max_pnl_target': 0.14043255196622476, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.047484609078183256, 'max_pnl_target': 0.24801332804876358, 'max_calls_for_rule': 23}}
|
1,071 |
NIFTYIT
|
{'omega': 0.8736152886981663, 'alpha': [0.11265042423945154], 'beta': [0.8853495757605485], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.018734681180291236, 'historical_segment_start_price': 38616.4, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 530.9393194350018, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 236, 'MAX_CONCURRENT_UNITS': 46, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77974.49247623408, 'LEVERAGE': 75, 'UNIT_BUDGET': 1684.2596257192279, 'INITIAL_MARGIN_PER_UNIT': 7.079190925800024, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77974.49247623408, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.079190925800024, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0044500460324921245, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 2.4247135746336954, 'MAX_PENALTY_DURATION_HOURS': 1041, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6867303991901358, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.03381527361797543, 'max_pnl_target': 0.1491118899540827, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.04650487504765413, 'max_pnl_target': 0.2884590021665462, 'max_calls_for_rule': 212}}
|
1,072 |
BTCUSD
|
{'omega': 1.7341373168513015, 'alpha': [0.06167438433784286], 'beta': [0.9363256156621571], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4603.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 422.92076715353465, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, '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': 80096.77385764815, 'LEVERAGE': 38, 'UNIT_BUDGET': 1169.8527931756435, 'INITIAL_MARGIN_PER_UNIT': 11.129493872461438, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80096.77385764815, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.129493872461438, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004268303950606947, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.6636352965354932, 'MAX_PENALTY_DURATION_HOURS': 478, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40620791334649986, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.006634629091549668, 'max_pnl_target': 0.11807046883196078, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.10052626447868629, 'max_pnl_target': 0.2510471676509547, 'max_calls_for_rule': 67}}
|
1,073 |
BTCUSD
|
{'omega': 17.36559551182376, 'alpha': [0.16224280665688123], 'beta': [0.7509818022643945], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 771.5239375937766, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 387, 'MAX_CONCURRENT_UNITS': 36, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 88740.05659139462, 'LEVERAGE': 125, 'UNIT_BUDGET': 2399.211712732845, 'INITIAL_MARGIN_PER_UNIT': 6.172191500750213, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88740.05659139462, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.172191500750213, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017863709560624, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.8225026636993036, 'MAX_PENALTY_DURATION_HOURS': 464, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5072170418759191, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.02290935609270504, 'max_pnl_target': 0.08262751925919244, 'max_calls_for_rule': 216}, 'moderate_calls': {'min_pnl_target': 0.07174470081766549, 'max_pnl_target': 0.17237053841880656, 'max_calls_for_rule': 240}}
|
1,074 |
BNBUSD
|
{'omega': 9.720210700618564, 'alpha': [0.08401737254999743], 'beta': [0.8504287701757752], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3207, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 261.34041833075656, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 292, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 172679.2971546353, 'LEVERAGE': 19, 'UNIT_BUDGET': 589.4001011181067, 'INITIAL_MARGIN_PER_UNIT': 13.754758859513505, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172679.2971546353, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.754758859513505, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015672129902279635, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 1.686162819184983, 'MAX_PENALTY_DURATION_HOURS': 1015, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4141333335434429, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.039298208593058256, 'max_pnl_target': 0.09365971143694551, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.027986687486099907, 'max_pnl_target': 0.214052956312355, 'max_calls_for_rule': 38}}
|
1,075 |
BNBUSD
|
{'omega': 0.2695057768105668, 'alpha': [0.05039433599646506], 'beta': [0.8719589987687933], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.972192027520061, 'historical_segment_start_price': 324.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 344.09189318359006, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 412, 'MAX_CONCURRENT_UNITS': 33, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83545.39696895862, 'LEVERAGE': 57, 'UNIT_BUDGET': 2498.387500554684, 'INITIAL_MARGIN_PER_UNIT': 6.0366998804138605, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83545.39696895862, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.0366998804138605, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016213656150704443, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.2873151394472773, 'MAX_PENALTY_DURATION_HOURS': 1363, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6769552340675404, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.021173012341339496, 'max_pnl_target': 0.12280833935721655, 'max_calls_for_rule': 179}, 'moderate_calls': {'min_pnl_target': 0.0856695971775307, 'max_pnl_target': 0.2794715778597988, 'max_calls_for_rule': 345}}
|
1,076 |
NIFTYBANK
|
{'omega': 0.4291785888315311, 'alpha': [0.11210291610658733], 'beta': [0.8340040031350401], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.590690551560135, 'historical_segment_start_price': 20170.15, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 276.89975547241033, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 46, 'MAX_CONCURRENT_UNITS': 490, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 189098.27471726917, 'LEVERAGE': 34, 'UNIT_BUDGET': 385.4106344488558, 'INITIAL_MARGIN_PER_UNIT': 8.144110455070892, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189098.27471726917, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.144110455070892, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004927223907479234, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.9029818727313956, 'MAX_PENALTY_DURATION_HOURS': 552, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7273505256138568, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.026592628669692704, 'max_pnl_target': 0.08050584780265484, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.07983173608778232, 'max_pnl_target': 0.3289760221131893, 'max_calls_for_rule': 37}}
|
1,077 |
BNBUSD
|
{'omega': 1.248181954503888, 'alpha': [0.10222308684762828], 'beta': [0.8686520947791055], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 17.1081, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 580.5607671149721, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 292, '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': 145252.2324079436, 'LEVERAGE': 91, 'UNIT_BUDGET': 1872.6428941902661, 'INITIAL_MARGIN_PER_UNIT': 6.379788649615078, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145252.2324079436, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.379788649615078, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003507370590759128, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 2.8360075990756233, 'MAX_PENALTY_DURATION_HOURS': 195, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5640067227875191, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.04441746089096629, 'max_pnl_target': 0.16437805425125873, 'max_calls_for_rule': 137}, 'moderate_calls': {'min_pnl_target': 0.06395426847915758, 'max_pnl_target': 0.281058514152646, 'max_calls_for_rule': 201}}
|
1,078 |
ETHUSD
|
{'omega': 5.05689041690555, 'alpha': [0.1970062252609897], 'beta': [0.8009937747390103], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 130.55, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 283.2945883715172, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, 'MAX_CONCURRENT_UNITS': 182, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 162362.12980808388, 'LEVERAGE': 30, 'UNIT_BUDGET': 891.5443404471529, 'INITIAL_MARGIN_PER_UNIT': 9.44315294571724, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162362.12980808388, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.44315294571724, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030225866484753765, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 2.5737386407906797, 'MAX_PENALTY_DURATION_HOURS': 517, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.191838384161898, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.012021556488682961, 'max_pnl_target': 0.10699091730213464, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.014217115814250201, 'max_pnl_target': 0.21351044639984146, 'max_calls_for_rule': 67}}
|
1,079 |
NIFTYBANK
|
{'omega': 0.43516137987509024, 'alpha': [0.07906086656726011], 'beta': [0.9189391334327399], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.689192152646624, 'historical_segment_start_price': 26169.6, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 319.0682136322188, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 35, 'MAX_CONCURRENT_UNITS': 521, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 148688.48424793506, 'LEVERAGE': 41, 'UNIT_BUDGET': 284.9235860511457, 'INITIAL_MARGIN_PER_UNIT': 7.782151552005336, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148688.48424793506, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.782151552005336, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013516908561521626, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.2922222906014653, 'MAX_PENALTY_DURATION_HOURS': 1338, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1376412484687949, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.02155371178625384, 'max_pnl_target': 0.09426068884272289, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.09995768470856459, 'max_pnl_target': 0.2520641318790293, 'max_calls_for_rule': 31}}
|
1,080 |
BTCUSD
|
{'omega': 0.7748117457764805, 'alpha': [0.058336556412622996], 'beta': [0.9396634435873771], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020934446003625724, 'historical_segment_start_price': 11257.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 569.5025624622044, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, 'MAX_CONCURRENT_UNITS': 100, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 144694.45564363617, 'LEVERAGE': 92, 'UNIT_BUDGET': 1446.776355480463, 'INITIAL_MARGIN_PER_UNIT': 6.190245244154395, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144694.45564363617, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.190245244154395, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018507141461883956, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 1.6216304560963735, 'MAX_PENALTY_DURATION_HOURS': 286, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6403572863482535, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.024210635494910905, 'max_pnl_target': 0.14637766371873528, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.09298951643296567, 'max_pnl_target': 0.20595928970047986, 'max_calls_for_rule': 143}}
|
1,081 |
NIFTYBANK
|
{'omega': 4.736199276939122, 'alpha': [0.047316671696587105], 'beta': [0.9379772524818956], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.073590833239152, 'historical_segment_start_price': 31499.5, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 192.36282099440837, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, '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': 81665.42218232872, 'LEVERAGE': 18, 'UNIT_BUDGET': 1271.4130380262432, 'INITIAL_MARGIN_PER_UNIT': 10.686823388578242, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81665.42218232872, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.686823388578242, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036964711528618714, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 2.537115176365887, 'MAX_PENALTY_DURATION_HOURS': 916, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38978238998042125, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 37, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 2220}
|
{'small_calls': {'min_pnl_target': 0.024597584809242994, 'max_pnl_target': 0.08787923521221136, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.036257926467285734, 'max_pnl_target': 0.2460486628036845, 'max_calls_for_rule': 97}}
|
1,082 |
BNBUSD
|
{'omega': 2.7053892781418853, 'alpha': [0.11301718692285835], 'beta': [0.8014596728523236], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.979774940758636, 'historical_segment_start_price': 21.1848, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1358.12864391053, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 137, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 82694.84620412489, 'LEVERAGE': 100, 'UNIT_BUDGET': 600.6487683093458, 'INITIAL_MARGIN_PER_UNIT': 13.5812864391053, 'MAX_TRADING_CAPITAL_FOR_UNITS': 82694.84620412489, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.5812864391053, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001076340953935743, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 1.5621630186542665, 'MAX_PENALTY_DURATION_HOURS': 1153, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.027459630709213236, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.03827183322586543, 'max_pnl_target': 0.09619547179797783, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.07107644561626321, 'max_pnl_target': 0.2586889159075651, 'max_calls_for_rule': 40}}
|
1,083 |
NIFTY50
|
{'omega': 0.34659473791109696, 'alpha': [0.11491263158613996], 'beta': [0.8830873684138599], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012351322184653023, 'historical_segment_start_price': 7918.3, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 695.7351600378277, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, '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': 55662.0953978879, 'LEVERAGE': 54, 'UNIT_BUDGET': 489.5654260951606, 'INITIAL_MARGIN_PER_UNIT': 12.883984445144957, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55662.0953978879, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.883984445144957, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019326803568054012, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.989648964711394, 'MAX_PENALTY_DURATION_HOURS': 666, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37668039902676514, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.011127009729053897, 'max_pnl_target': 0.1460951488409014, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.08802359539456132, 'max_pnl_target': 0.23313028909754202, 'max_calls_for_rule': 29}}
|
1,084 |
BTCUSD
|
{'omega': 5.853764150246924, 'alpha': [0.1278688733393483], 'beta': [0.8701311266606516], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.46, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1295.1490777207184, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, 'MAX_CONCURRENT_UNITS': 154, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 181042.27076505747, 'LEVERAGE': 90, 'UNIT_BUDGET': 1173.4894032203606, 'INITIAL_MARGIN_PER_UNIT': 14.390545308007983, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181042.27076505747, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.390545308007983, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025268135520477453, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 1.9467531230095438, 'MAX_PENALTY_DURATION_HOURS': 330, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6463602056947436, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.03234841956310878, 'max_pnl_target': 0.10245493900962646, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.05272149140608616, 'max_pnl_target': 0.1630465374614442, 'max_calls_for_rule': 52}}
|
1,085 |
BTCUSD
|
{'omega': 2.01570956134827, 'alpha': [0.11405476095336772], 'beta': [0.7902101074350917], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023219864837087722, 'historical_segment_start_price': 53991.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 373.54883052385054, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 271, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102680.87192216521, 'LEVERAGE': 43, 'UNIT_BUDGET': 2363.2901187666566, 'INITIAL_MARGIN_PER_UNIT': 8.687182105205826, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102680.87192216521, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.687182105205826, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015710232296318569, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 1.6604694885508582, 'MAX_PENALTY_DURATION_HOURS': 1188, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49101933666308195, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.024735539784248695, 'max_pnl_target': 0.12458706566351754, 'max_calls_for_rule': 151}, 'moderate_calls': {'min_pnl_target': 0.058055500963322085, 'max_pnl_target': 0.30444677532639847, 'max_calls_for_rule': 263}}
|
1,086 |
GOOGLUSD
|
{'omega': 0.18672459192223878, 'alpha': [0.08767001383160072], 'beta': [0.9103299861683992], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.07951072848578342, 'historical_segment_start_price': 977.02, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 82.00576309681067, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 453, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 125564.84487353309, 'LEVERAGE': 10, 'UNIT_BUDGET': 276.970392449172, 'INITIAL_MARGIN_PER_UNIT': 8.200576309681066, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125564.84487353309, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.200576309681066, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003800659629315348, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.8573659861392624, 'MAX_PENALTY_DURATION_HOURS': 543, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32223444483169866, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.037355860002345184, 'max_pnl_target': 0.09085403973947169, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.025023202447899857, 'max_pnl_target': 0.180534143894606, 'max_calls_for_rule': 23}}
|
1,087 |
NIFTYBANK
|
{'omega': 0.37252686403628416, 'alpha': [0.08484510649963681], 'beta': [0.9131548935003632], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.007839429227904442, 'historical_segment_start_price': 26819.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 372.2975355458077, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 388, 'MAX_CONCURRENT_UNITS': 24, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 52653.100667220424, 'LEVERAGE': 67, 'UNIT_BUDGET': 2163.2094694046746, 'INITIAL_MARGIN_PER_UNIT': 5.556679635012055, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52653.100667220424, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.556679635012055, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018166675544143084, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 1.661373631894035, 'MAX_PENALTY_DURATION_HOURS': 855, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14500404650965174, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.04247575218029832, 'max_pnl_target': 0.09335023844821844, 'max_calls_for_rule': 208}, 'moderate_calls': {'min_pnl_target': 0.02552247754893332, 'max_pnl_target': 0.2655137595491711, 'max_calls_for_rule': 384}}
|
1,088 |
ETHUSD
|
{'omega': 1.1350699052012279, 'alpha': [0.13638656280288292], 'beta': [0.7839942725512611], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1650.7723382669426, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 181, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 141574.33576311741, 'LEVERAGE': 114, 'UNIT_BUDGET': 780.5691078241528, 'INITIAL_MARGIN_PER_UNIT': 14.48045910760476, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141574.33576311741, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.48045910760476, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003251915263665683, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 1.8000093509178408, 'MAX_PENALTY_DURATION_HOURS': 507, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5309588783289093, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.03697444678768164, 'max_pnl_target': 0.0907251091067573, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.031918779014574516, 'max_pnl_target': 0.263310346579573, 'max_calls_for_rule': 44}}
|
1,089 |
NIFTYENERGY
|
{'omega': 0.5413242287075511, 'alpha': [0.11389864628980996], 'beta': [0.8126106330411813], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7446096484533786, 'historical_segment_start_price': 14575.45, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 326.45145333162844, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 330, 'MAX_CONCURRENT_UNITS': 25, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 59968.044355292106, 'LEVERAGE': 46, 'UNIT_BUDGET': 2354.265513148006, 'INITIAL_MARGIN_PER_UNIT': 7.096770724600619, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59968.044355292106, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.096770724600619, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0042046306026250115, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 1.5752477482647538, 'MAX_PENALTY_DURATION_HOURS': 385, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5099018333036572, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.044234144760726124, 'max_pnl_target': 0.12099476017721819, 'max_calls_for_rule': 128}, 'moderate_calls': {'min_pnl_target': 0.07257881727822718, 'max_pnl_target': 0.27589377251781866, 'max_calls_for_rule': 321}}
|
1,090 |
BNBUSD
|
{'omega': 0.3200860527682536, 'alpha': [0.05377750776011184], 'beta': [0.9442224922398881], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.498811426983945, 'historical_segment_start_price': 324.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 833.8853979392463, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 322, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153953.0732530413, 'LEVERAGE': 87, 'UNIT_BUDGET': 476.9985227897929, 'INITIAL_MARGIN_PER_UNIT': 9.58488963148559, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153953.0732530413, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.58488963148559, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002654121960930519, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.9784204828638243, 'MAX_PENALTY_DURATION_HOURS': 371, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1566705745384842, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 51, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 3060}
|
{'small_calls': {'min_pnl_target': 0.027410327657294977, 'max_pnl_target': 0.1770320785676853, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.06193763616017338, 'max_pnl_target': 0.23812087946559618, 'max_calls_for_rule': 31}}
|
1,091 |
ETHUSD
|
{'omega': 2.4373768545555095, 'alpha': [0.10803662725863612], 'beta': [0.8175615432171064], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 147.77, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 511.0988196724893, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 171, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 171649.6402188641, 'LEVERAGE': 74, 'UNIT_BUDGET': 997.9821788773334, 'INITIAL_MARGIN_PER_UNIT': 6.906740806384991, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171649.6402188641, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.906740806384991, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004047750572541646, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 2.2955315231568005, 'MAX_PENALTY_DURATION_HOURS': 1225, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.518832651560919, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.03914880970197679, 'max_pnl_target': 0.18705356359137015, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.037108752027253604, 'max_pnl_target': 0.21474974691402712, 'max_calls_for_rule': 142}}
|
1,092 |
ADAUSD
|
{'omega': 0.7224480989275851, 'alpha': [0.056468229838195196], 'beta': [0.9415317701618048], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.66254579801637, 'historical_segment_start_price': 0.9918, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1159.826426467988, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 16, 'MAX_CONCURRENT_UNITS': 620, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 156460.2481485402, 'LEVERAGE': 80, 'UNIT_BUDGET': 251.98509909663642, 'INITIAL_MARGIN_PER_UNIT': 14.497830330849851, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156460.2481485402, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.497830330849851, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001990773486202067, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 2.110950976845311, 'MAX_PENALTY_DURATION_HOURS': 789, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17740752452179626, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.04642811910765667, 'max_pnl_target': 0.0996277398211882, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.04776020245359285, 'max_pnl_target': 0.19559730186220917, 'max_calls_for_rule': 15}}
|
1,093 |
TSLAUSD
|
{'omega': 1.8260007550600925, 'alpha': [0.06870359191078618], 'beta': [0.882747787585158], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014494994628249845, 'historical_segment_start_price': 438.67, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 939.0215022922263, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 217, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, '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': 128899.93265117354, 'LEVERAGE': 71, 'UNIT_BUDGET': 591.4484178427117, 'INITIAL_MARGIN_PER_UNIT': 13.225654961862341, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128899.93265117354, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.225654961862341, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003204195998545391, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 1.8525423773683787, 'MAX_PENALTY_DURATION_HOURS': 395, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5092994494836005, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.010787008977192213, 'max_pnl_target': 0.10674726930943101, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.050422509794703356, 'max_pnl_target': 0.2158848720263205, 'max_calls_for_rule': 32}}
|
1,094 |
BNBUSD
|
{'omega': 3.5771399625715286, 'alpha': [0.14745654910701708], 'beta': [0.850543450892983], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.8367, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 671.2382175144247, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 359, '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': 141824.66340330074, 'LEVERAGE': 100, 'UNIT_BUDGET': 2422.036681992104, 'INITIAL_MARGIN_PER_UNIT': 6.712382175144247, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141824.66340330074, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.712382175144247, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016103726824473683, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 2.3402064349931813, 'MAX_PENALTY_DURATION_HOURS': 916, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5413658237077703, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.025157717945458097, 'max_pnl_target': 0.14615174639475698, 'max_calls_for_rule': 152}, 'moderate_calls': {'min_pnl_target': 0.035725632983433356, 'max_pnl_target': 0.20297781913330354, 'max_calls_for_rule': 251}}
|
1,095 |
NIFTYENERGY
|
{'omega': 0.3140444587403714, 'alpha': [0.08560108474997401], 'beta': [0.912398915250026], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010303274829635278, 'historical_segment_start_price': 25681.8, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 436.4192502105797, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, 'MAX_CONCURRENT_UNITS': 96, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146975.11512179777, 'LEVERAGE': 62, 'UNIT_BUDGET': 1526.7880900811422, 'INITIAL_MARGIN_PER_UNIT': 7.03902016468677, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146975.11512179777, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.03902016468677, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002897534435676163, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 1.9689264603694014, 'MAX_PENALTY_DURATION_HOURS': 595, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.697835991990285, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.006954069875791407, 'max_pnl_target': 0.10412379717548957, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.03226194073085649, 'max_pnl_target': 0.22297609194014573, 'max_calls_for_rule': 206}}
|
1,096 |
NIFTYIT
|
{'omega': 0.697648568276431, 'alpha': [0.10127994788092377], 'beta': [0.8967200521190761], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.017631277564426416, 'historical_segment_start_price': 28784.1, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 215.56198746394136, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 54, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 74585.63612808974, 'LEVERAGE': 26, 'UNIT_BUDGET': 1357.3087683222757, 'INITIAL_MARGIN_PER_UNIT': 8.290845671690052, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74585.63612808974, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.290845671690052, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004498641479198, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.681412091472703, 'MAX_PENALTY_DURATION_HOURS': 201, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07693335127539785, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.027533993532511004, 'max_pnl_target': 0.07891704848722635, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.07185227633872857, 'max_pnl_target': 0.2394667056488228, 'max_calls_for_rule': 103}}
|
1,097 |
NIFTYIT
|
{'omega': 0.876178342653489, 'alpha': [0.13096265538270574], 'beta': [0.8670373446172943], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01587379378899066, 'historical_segment_start_price': 11098.6, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1034.63371765014, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, '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': 164125.967862315, 'LEVERAGE': 120, 'UNIT_BUDGET': 1579.1241149491534, 'INITIAL_MARGIN_PER_UNIT': 8.6219476470845, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164125.967862315, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.6219476470845, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004622297961880866, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 1.541121085012953, 'MAX_PENALTY_DURATION_HOURS': 853, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3984445612992073, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.04840638348632581, 'max_pnl_target': 0.11762969268519188, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.017618005738171467, 'max_pnl_target': 0.14269944535394313, 'max_calls_for_rule': 178}}
|
1,098 |
BNBUSD
|
{'omega': 37.05230998775762, 'alpha': [0.1057402032482505], 'beta': [0.8922597967517494], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 103.6661453973331, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, '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': 79512.38396550798, 'LEVERAGE': 11, 'UNIT_BUDGET': 1389.3221987212733, 'INITIAL_MARGIN_PER_UNIT': 9.42419503612119, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79512.38396550798, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.42419503612119, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0046423594654981006, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 1.7041698001273748, 'MAX_PENALTY_DURATION_HOURS': 640, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2757333739215795, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.019289079675527218, 'max_pnl_target': 0.10399313718065852, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.0780142509929229, 'max_pnl_target': 0.31345459781415647, 'max_calls_for_rule': 120}}
|
1,099 |
ETHUSD
|
{'omega': 0.9686724650591799, 'alpha': [0.06816519156121756], 'beta': [0.8756142135605972], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013951773059453929, 'historical_segment_start_price': 2491.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1216.6127007750501, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 176, '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': 183303.43910334032, 'LEVERAGE': 115, 'UNIT_BUDGET': 1877.8162598784934, 'INITIAL_MARGIN_PER_UNIT': 10.579240876304784, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183303.43910334032, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.579240876304784, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00467147124146057, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.3904959731176514, 'MAX_PENALTY_DURATION_HOURS': 271, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7113997733801513, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.04858263557796068, 'max_pnl_target': 0.17779093942269475, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.05898191749689642, 'max_pnl_target': 0.2501300977639464, 'max_calls_for_rule': 142}}
|
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