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
|
|---|---|---|---|---|
1,200 |
XRPUSD
|
{'omega': 3.7662360853417405, 'alpha': [0.15585302658597847], 'beta': [0.8421469734140214], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.26162, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 189.9550419316985, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 61, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 100484.98134713415, 'LEVERAGE': 18, 'UNIT_BUDGET': 1646.6705713429749, 'INITIAL_MARGIN_PER_UNIT': 10.553057885094361, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100484.98134713415, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.553057885094361, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003416024408436919, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 1.8559562093900541, 'MAX_PENALTY_DURATION_HOURS': 820, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24579742797581858, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.030147087426431022, 'max_pnl_target': 0.16218704890039848, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.04434358183344678, 'max_pnl_target': 0.27003057440641853, 'max_calls_for_rule': 139}}
|
1,201 |
ETHUSD
|
{'omega': 1.8357213703746644, 'alpha': [0.09529015338811382], 'beta': [0.8848820486198169], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 375.57, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 213.62923436873805, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 110092.66176405377, 'LEVERAGE': 29, 'UNIT_BUDGET': 1494.0828776378246, 'INITIAL_MARGIN_PER_UNIT': 7.366525323059933, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110092.66176405377, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.366525323059933, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028572568194019862, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 1.6501742424443069, 'MAX_PENALTY_DURATION_HOURS': 1176, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.593732853340962, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.007345853992075358, 'max_pnl_target': 0.10078292624371127, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.0806457540430286, 'max_pnl_target': 0.2150078936861209, 'max_calls_for_rule': 187}}
|
1,202 |
BTCUSD
|
{'omega': 5.303458979871887, 'alpha': [0.11416247983036676], 'beta': [0.7919297132138852], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020163735217078187, 'historical_segment_start_price': 7926.32, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1398.6564548093702, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, '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': 104263.56868346984, 'LEVERAGE': 99, 'UNIT_BUDGET': 1980.030620462911, 'INITIAL_MARGIN_PER_UNIT': 14.127842977872426, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104263.56868346984, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.127842977872426, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0046858701429316595, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.9657315370138226, 'MAX_PENALTY_DURATION_HOURS': 521, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10230763120421553, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.008979911871951433, 'max_pnl_target': 0.09477994633283883, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.025411010543918124, 'max_pnl_target': 0.247297382385989, 'max_calls_for_rule': 117}}
|
1,203 |
NIFTYBANK
|
{'omega': 1.208280838357765, 'alpha': [0.1385340436470757], 'beta': [0.790936975565295], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03215826203615467, 'historical_segment_start_price': 18794.65, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1102.9648421100133, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 100, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109295.33578123138, 'LEVERAGE': 81, 'UNIT_BUDGET': 1088.4408769539377, 'INITIAL_MARGIN_PER_UNIT': 13.616849902592756, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109295.33578123138, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.616849902592756, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034644024706742154, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.7443359579627926, 'MAX_PENALTY_DURATION_HOURS': 1126, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4800766038643372, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.011785121369363803, 'max_pnl_target': 0.11179317250312072, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.016869089380133134, 'max_pnl_target': 0.12428176117971329, 'max_calls_for_rule': 72}}
|
1,204 |
ADAUSD
|
{'omega': 2.6842429892476694, 'alpha': [0.0809935388638693], 'beta': [0.8441164825462099], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0248460250600783, 'historical_segment_start_price': 0.4693, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 533.0037568960848, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 38, 'MAX_CONCURRENT_UNITS': 218, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103442.38312168329, 'LEVERAGE': 44, 'UNIT_BUDGET': 473.37347047875767, 'INITIAL_MARGIN_PER_UNIT': 12.113721747638293, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103442.38312168329, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.113721747638293, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025777886403304437, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 1.8403947046021116, 'MAX_PENALTY_DURATION_HOURS': 1229, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3372742223565777, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.028904485947709613, 'max_pnl_target': 0.14487462759522923, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.020131799080613605, 'max_pnl_target': 0.21633540691552527, 'max_calls_for_rule': 27}}
|
1,205 |
NIFTYBANK
|
{'omega': 0.7206027011827166, 'alpha': [0.10896821736884012], 'beta': [0.8890317826311598], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.057751693055788, 'historical_segment_start_price': 17968.95, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1675.714148895385, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 252, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 183480.82218726008, 'LEVERAGE': 124, 'UNIT_BUDGET': 726.0964115097756, 'INITIAL_MARGIN_PER_UNIT': 13.513823781414395, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183480.82218726008, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.513823781414395, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003470759222237106, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 1.556202381966213, 'MAX_PENALTY_DURATION_HOURS': 1396, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26198808390623857, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 37, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 2220}
|
{'small_calls': {'min_pnl_target': 0.01756275878909203, 'max_pnl_target': 0.13533781685298452, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.03614861262453144, 'max_pnl_target': 0.2574998193929525, 'max_calls_for_rule': 31}}
|
1,206 |
BTCUSD
|
{'omega': 4.7950588570183195, 'alpha': [0.15442242527206862], 'beta': [0.8435775747279313], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 898.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 306.3662228297908, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 323, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 137232.96426688042, 'LEVERAGE': 53, 'UNIT_BUDGET': 1876.6359882419247, 'INITIAL_MARGIN_PER_UNIT': 5.780494770373411, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137232.96426688042, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.780494770373411, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031640440801861992, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.251024688198834, 'MAX_PENALTY_DURATION_HOURS': 1031, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13994344950785267, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.02076115114650744, 'max_pnl_target': 0.15055105014698206, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.06520931973581826, 'max_pnl_target': 0.23101398806613943, 'max_calls_for_rule': 282}}
|
1,207 |
BNBUSD
|
{'omega': 0.29305627484190266, 'alpha': [0.08547576967087792], 'beta': [0.8393184497667744], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 603.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 233.10765886402285, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 86596.30943594927, 'LEVERAGE': 18, 'UNIT_BUDGET': 2290.2382589083427, 'INITIAL_MARGIN_PER_UNIT': 12.950425492445714, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86596.30943594927, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.950425492445714, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024375960056258897, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.529791219862303, 'MAX_PENALTY_DURATION_HOURS': 978, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5154833848486498, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.018944937259933892, 'max_pnl_target': 0.1592406514900939, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.06420253419778563, 'max_pnl_target': 0.20117183913138265, 'max_calls_for_rule': 105}}
|
1,208 |
NIFTYFMCG
|
{'omega': 0.24952815292551947, 'alpha': [0.0974889180092623], 'beta': [0.9005110819907376], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013052730739544983, 'historical_segment_start_price': 34267.25, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 225.12691551757996, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 111, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69582.55547167508, 'LEVERAGE': 24, 'UNIT_BUDGET': 622.9520188451868, 'INITIAL_MARGIN_PER_UNIT': 9.380288146565832, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69582.55547167508, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.380288146565832, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003647216519450161, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.588165344596719, 'MAX_PENALTY_DURATION_HOURS': 925, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2048389086431836, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.04317099006392711, 'max_pnl_target': 0.1788769652033672, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.01702387964778549, 'max_pnl_target': 0.1305726054049773, 'max_calls_for_rule': 62}}
|
1,209 |
ETHUSD
|
{'omega': 1.3284988865833962, 'alpha': [0.08149190860854216], 'beta': [0.9165080913914578], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3005.47719726, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 228.9668804976981, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, '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': 55670.504429625464, 'LEVERAGE': 26, 'UNIT_BUDGET': 1060.3622475286163, 'INITIAL_MARGIN_PER_UNIT': 8.806418480680696, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55670.504429625464, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.806418480680696, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002747640937629963, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 2.889405687492523, 'MAX_PENALTY_DURATION_HOURS': 1431, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5339254406162668, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.008103790933906242, 'max_pnl_target': 0.14197034528755964, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.014883649206964705, 'max_pnl_target': 0.20512617803778213, 'max_calls_for_rule': 73}}
|
1,210 |
ADAUSD
|
{'omega': 2.2983134281781954, 'alpha': [0.04970368040319644], 'beta': [0.9119977790281137], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.041003471441071, 'historical_segment_start_price': 1.607, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 396.1556448609111, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 19, 'MAX_CONCURRENT_UNITS': 639, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165718.61137253846, 'LEVERAGE': 32, 'UNIT_BUDGET': 259.1503854815107, 'INITIAL_MARGIN_PER_UNIT': 12.379863901903471, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165718.61137253846, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.379863901903471, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031159688113906294, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.431259642129894, 'MAX_PENALTY_DURATION_HOURS': 837, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5044868529210784, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.021413030422708413, 'max_pnl_target': 0.14423058970078603, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.07867993303980036, 'max_pnl_target': 0.2998280258483297, 'max_calls_for_rule': 15}}
|
1,211 |
BTCUSD
|
{'omega': 1.4892784385577853, 'alpha': [0.07799738960760084], 'beta': [0.9200026103923991], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01851138789683245, 'historical_segment_start_price': 41068.43, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 679.0481740549006, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 58, 'MAX_CONCURRENT_UNITS': 118, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101440.13228103632, 'LEVERAGE': 47, 'UNIT_BUDGET': 854.6386793693127, 'INITIAL_MARGIN_PER_UNIT': 14.447833490529801, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101440.13228103632, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.447833490529801, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031953316981043036, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 2.3804265504197346, 'MAX_PENALTY_DURATION_HOURS': 364, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4732660939344186, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 19, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.04794075720533676, 'max_pnl_target': 0.17582654011506788, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.06882850521588814, 'max_pnl_target': 0.20156389900127825, 'max_calls_for_rule': 45}}
|
1,212 |
NIFTY50
|
{'omega': 0.12822952526879142, 'alpha': [0.07438662341389882], 'beta': [0.9236133765861011], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008684361871234333, 'historical_segment_start_price': 10164.7, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 455.1651250225236, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 134, 'MAX_CONCURRENT_UNITS': 180, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 142056.03889264324, 'LEVERAGE': 78, 'UNIT_BUDGET': 788.4401226145845, 'INITIAL_MARGIN_PER_UNIT': 5.835450320801585, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142056.03889264324, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.835450320801585, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004819042244971327, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.0602766760835878, 'MAX_PENALTY_DURATION_HOURS': 635, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5080455646753689, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.0281018488159864, 'max_pnl_target': 0.16763485934711267, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.0918665665773677, 'max_pnl_target': 0.20399868883969813, 'max_calls_for_rule': 92}}
|
1,213 |
NIFTYFMCG
|
{'omega': 0.48643541124427114, 'alpha': [0.12597294160671457], 'beta': [0.8720270583932853], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007975696430663847, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1110.6537187699287, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 190, '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': 175253.2669873513, 'LEVERAGE': 120, 'UNIT_BUDGET': 1770.3597931576255, 'INITIAL_MARGIN_PER_UNIT': 9.255447656416072, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175253.2669873513, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.255447656416072, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017694154041615296, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 52, 'PENALTY_DURATION_MULTIPLIER': 2.3429478025428017, 'MAX_PENALTY_DURATION_HOURS': 652, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5349465572727735, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.02727993072939955, 'max_pnl_target': 0.1166162666530551, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.09927346704946396, 'max_pnl_target': 0.31691280647642484, 'max_calls_for_rule': 138}}
|
1,214 |
ADAUSD
|
{'omega': 0.8621102884743829, 'alpha': [0.06359380339857627], 'beta': [0.9344061966014238], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5745, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 870.630593726037, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, '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': 124671.38817981661, 'LEVERAGE': 77, 'UNIT_BUDGET': 1940.9676069543316, 'INITIAL_MARGIN_PER_UNIT': 11.30689082761087, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124671.38817981661, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.30689082761087, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032851350889174804, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.989472662784551, 'MAX_PENALTY_DURATION_HOURS': 1303, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3836009112687632, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.03133587624506307, 'max_pnl_target': 0.15270512922901985, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.06402753632823166, 'max_pnl_target': 0.3046839576725111, 'max_calls_for_rule': 161}}
|
1,215 |
BTCUSD
|
{'omega': 0.229075918613502, 'alpha': [0.07651759791840547], 'beta': [0.9183911213265104], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 66386.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 486.12884642142376, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 298, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 162381.63613303663, 'LEVERAGE': 64, 'UNIT_BUDGET': 543.5221738034802, 'INITIAL_MARGIN_PER_UNIT': 7.595763225334746, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162381.63613303663, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.595763225334746, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026648563133349666, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.4272687317100052, 'MAX_PENALTY_DURATION_HOURS': 567, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09665771603282497, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.028187827443983397, 'max_pnl_target': 0.09820607706179349, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.044415984164208326, 'max_pnl_target': 0.28208653906549574, 'max_calls_for_rule': 66}}
|
1,216 |
BNBUSD
|
{'omega': 0.5093888869413639, 'alpha': [0.07581149731874402], 'beta': [0.8889016147117383], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011069773696745165, 'historical_segment_start_price': 281.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1227.5543943030125, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, 'MAX_CONCURRENT_UNITS': 158, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 152350.80434211573, 'LEVERAGE': 119, 'UNIT_BUDGET': 963.0280165515195, 'INITIAL_MARGIN_PER_UNIT': 10.315583145403465, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152350.80434211573, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.315583145403465, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029860020244602023, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.7204005780756653, 'MAX_PENALTY_DURATION_HOURS': 1099, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6357788204576327, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.04645244917521638, 'max_pnl_target': 0.1725883559191694, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.04563125372282386, 'max_pnl_target': 0.17126260812074437, 'max_calls_for_rule': 84}}
|
1,217 |
BTCUSD
|
{'omega': 2.9391956579338596, 'alpha': [0.11751102336184505], 'beta': [0.8235287016632048], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 414.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 411.24955967472226, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, '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': 195110.92600701615, 'LEVERAGE': 34, 'UNIT_BUDGET': 2114.5876444712367, 'INITIAL_MARGIN_PER_UNIT': 12.095575284550655, 'MAX_TRADING_CAPITAL_FOR_UNITS': 195110.92600701615, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.095575284550655, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004178031697002348, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 1.9264868148375536, 'MAX_PENALTY_DURATION_HOURS': 1354, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2324642594823585, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.026457031819670237, 'max_pnl_target': 0.143149849331758, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.09864077864819973, 'max_pnl_target': 0.2584065932779607, 'max_calls_for_rule': 167}}
|
1,218 |
XRPUSD
|
{'omega': 0.46289658220862057, 'alpha': [0.0817138855539838], 'beta': [0.8978619676097361], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0363060230762361, 'historical_segment_start_price': 0.3512, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 406.85402267447313, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 309, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190885.27262091244, 'LEVERAGE': 50, 'UNIT_BUDGET': 616.2307764180171, 'INITIAL_MARGIN_PER_UNIT': 8.137080453489462, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190885.27262091244, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.137080453489462, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003893261634735573, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.1081719952707916, 'MAX_PENALTY_DURATION_HOURS': 463, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5883420621598272, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.02442474354374066, 'max_pnl_target': 0.10629488289697536, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.06241643660988891, 'max_pnl_target': 0.2097504698083705, 'max_calls_for_rule': 68}}
|
1,219 |
ETHUSD
|
{'omega': 2.308442387449172, 'alpha': [0.08584437774749838], 'beta': [0.8332356070477602], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 313.33, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 553.999513607149, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 176, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127950.49700102648, 'LEVERAGE': 49, 'UNIT_BUDGET': 2004.3519908382816, 'INITIAL_MARGIN_PER_UNIT': 11.306112522594876, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127950.49700102648, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.306112522594876, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004104729415793007, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 2.9518490466098553, 'MAX_PENALTY_DURATION_HOURS': 1373, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.596158571422555, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.01614535764906315, 'max_pnl_target': 0.13532902883441478, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.036027853286702854, 'max_pnl_target': 0.20285928302836845, 'max_calls_for_rule': 113}}
|
1,220 |
XRPUSD
|
{'omega': 1.984116959805749, 'alpha': [0.10177768280085453], 'beta': [0.8962223171991454], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013479230960554651, 'historical_segment_start_price': 1.0984, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 905.6304048539004, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, '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': 153473.32034107193, 'LEVERAGE': 65, 'UNIT_BUDGET': 1700.4462534438114, 'INITIAL_MARGIN_PER_UNIT': 13.932775459290776, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153473.32034107193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.932775459290776, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025496507706295702, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 154, 'PENALTY_DURATION_MULTIPLIER': 2.8979466587222293, 'MAX_PENALTY_DURATION_HOURS': 1086, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5980247319197115, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.04770008622426031, 'max_pnl_target': 0.1541030771501591, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.09000821580349334, 'max_pnl_target': 0.2877029145738069, 'max_calls_for_rule': 89}}
|
1,221 |
ADAUSD
|
{'omega': 0.946091478338952, 'alpha': [0.07464781494146097], 'beta': [0.8529800227055088], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.07586, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1058.1308267892814, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, 'MAX_CONCURRENT_UNITS': 86, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 120839.31342229187, 'LEVERAGE': 74, 'UNIT_BUDGET': 1399.119622799922, 'INITIAL_MARGIN_PER_UNIT': 14.299065226882181, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120839.31342229187, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.299065226882181, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004620708828381871, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 2.8599282654166505, 'MAX_PENALTY_DURATION_HOURS': 755, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06825735563992974, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.019164420450220897, 'max_pnl_target': 0.12996457305646802, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.09043885013011317, 'max_pnl_target': 0.2943713868102171, 'max_calls_for_rule': 89}}
|
1,222 |
BNBUSD
|
{'omega': 1.789436264028534, 'alpha': [0.07808224743291514], 'beta': [0.8987441646502621], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.7939, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 360.07068038834984, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, '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': 79315.2142953284, 'LEVERAGE': 25, 'UNIT_BUDGET': 1148.9155564676869, 'INITIAL_MARGIN_PER_UNIT': 14.402827215533993, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79315.2142953284, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.402827215533993, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014843314542557606, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 1.5006113280839077, 'MAX_PENALTY_DURATION_HOURS': 1182, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5538702666147328, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.036101146745026416, 'max_pnl_target': 0.15834485769491521, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.0950775327809836, 'max_pnl_target': 0.27908435556723, 'max_calls_for_rule': 48}}
|
1,223 |
XRPUSD
|
{'omega': 0.4897852054581272, 'alpha': [0.08524229482556787], 'beta': [0.8554805101907481], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.06668462902355705, 'historical_segment_start_price': 0.5221, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 319.0703784007057, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, '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': 59625.543073972935, 'LEVERAGE': 63, 'UNIT_BUDGET': 779.5620794298799, 'INITIAL_MARGIN_PER_UNIT': 5.064609180963583, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59625.543073972935, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.064609180963583, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004895751351718167, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 1.957826680413781, 'MAX_PENALTY_DURATION_HOURS': 371, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.47953920374152864, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.010265991160329384, 'max_pnl_target': 0.11111977332982573, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.02206488906276355, 'max_pnl_target': 0.17615121922222485, 'max_calls_for_rule': 135}}
|
1,224 |
ETHUSD
|
{'omega': 1.3822182888299188, 'alpha': [0.09418060674496316], 'beta': [0.8648064099518008], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.1250305236056155, 'historical_segment_start_price': 3085.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 663.5620985391315, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, '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': 150922.82533307158, 'LEVERAGE': 120, 'UNIT_BUDGET': 1331.719207807664, 'INITIAL_MARGIN_PER_UNIT': 5.529684154492763, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150922.82533307158, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.529684154492763, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030676721555131527, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.783771700900554, 'MAX_PENALTY_DURATION_HOURS': 740, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4205270820414266, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.04116659636776377, 'max_pnl_target': 0.16061496306260528, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.06556222018134174, 'max_pnl_target': 0.2060193947140831, 'max_calls_for_rule': 220}}
|
1,225 |
BTCUSD
|
{'omega': 1.2641716992447372, 'alpha': [0.07742348234268878], 'beta': [0.9007372911393875], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.016422099189812953, 'historical_segment_start_price': 60681.67, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 571.9167388353931, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, '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': 61348.61945186142, 'LEVERAGE': 58, 'UNIT_BUDGET': 2442.793860458271, 'INITIAL_MARGIN_PER_UNIT': 9.860633428196433, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61348.61945186142, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.860633428196433, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022632966790092105, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 2.500236242332118, 'MAX_PENALTY_DURATION_HOURS': 649, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13678807990221797, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.019760384107343106, 'max_pnl_target': 0.09743474587203452, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.018859219196228075, 'max_pnl_target': 0.2506577496040659, 'max_calls_for_rule': 240}}
|
1,226 |
ETHUSD
|
{'omega': 9.756269915854283, 'alpha': [0.12094398820927574], 'beta': [0.872548002444173], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 248.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 800.3203013684994, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 268, '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': 129924.68195734425, 'LEVERAGE': 95, 'UNIT_BUDGET': 2274.3966668845765, 'INITIAL_MARGIN_PER_UNIT': 8.424424224931572, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129924.68195734425, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.424424224931572, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00201442200625503, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 1.8400309730505904, 'MAX_PENALTY_DURATION_HOURS': 1152, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.042372767633921504, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.008427190399628635, 'max_pnl_target': 0.1024357230624636, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.01901563414987659, 'max_pnl_target': 0.14915160044670445, 'max_calls_for_rule': 223}}
|
1,227 |
XRPUSD
|
{'omega': 0.6827089940569484, 'alpha': [0.09521037148187342], 'beta': [0.9027896285181266], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3689, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 432.8983230298763, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, 'MAX_CONCURRENT_UNITS': 67, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91748.01634493336, 'LEVERAGE': 53, 'UNIT_BUDGET': 1360.076476935509, 'INITIAL_MARGIN_PER_UNIT': 8.167892887356157, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91748.01634493336, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.167892887356157, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004664725215116378, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 144, 'PENALTY_DURATION_MULTIPLIER': 2.616478756456236, 'MAX_PENALTY_DURATION_HOURS': 1375, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6718516527293403, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.008791692347544294, 'max_pnl_target': 0.0954184505408915, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.07466802430625899, 'max_pnl_target': 0.23563488587217535, 'max_calls_for_rule': 160}}
|
1,228 |
ETHUSD
|
{'omega': 0.6362500256165695, 'alpha': [0.07972980731780269], 'beta': [0.9182701926821972], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02129690874427953, 'historical_segment_start_price': 1560.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 373.2605553014273, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, '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': 77051.06353572472, 'LEVERAGE': 40, 'UNIT_BUDGET': 616.1619219540032, 'INITIAL_MARGIN_PER_UNIT': 9.331513882535683, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77051.06353572472, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.331513882535683, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004802413216425052, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.272821579966404, 'MAX_PENALTY_DURATION_HOURS': 1196, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12882908834770593, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.019315929397569685, 'max_pnl_target': 0.12643576997950198, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.05598746649498347, 'max_pnl_target': 0.1773423300376567, 'max_calls_for_rule': 48}}
|
1,229 |
BNBUSD
|
{'omega': 0.2250244070104004, 'alpha': [0.06227766634611122], 'beta': [0.9357223336538889], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 554.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 549.6976618319876, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, 'MAX_CONCURRENT_UNITS': 168, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156731.77888076415, 'LEVERAGE': 92, 'UNIT_BUDGET': 929.1234916458783, 'INITIAL_MARGIN_PER_UNIT': 5.9749745851303, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156731.77888076415, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.9749745851303, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004045623371897473, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.3586395713351163, 'MAX_PENALTY_DURATION_HOURS': 1432, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5778451110753146, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.01493797548665277, 'max_pnl_target': 0.16453743506875074, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.05305037359742488, 'max_pnl_target': 0.1706291161138979, 'max_calls_for_rule': 127}}
|
1,230 |
BTCUSD
|
{'omega': 1.6774913372538578, 'alpha': [0.05534124411447354], 'beta': [0.9426587558855264], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.018724831138451307, 'historical_segment_start_price': 57960.98, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 285.74608084179613, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 148, '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': 57289.18637383382, 'LEVERAGE': 24, 'UNIT_BUDGET': 1776.4998570306761, 'INITIAL_MARGIN_PER_UNIT': 11.906086701741506, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57289.18637383382, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.906086701741506, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016903316891712416, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 1.6925946163793644, 'MAX_PENALTY_DURATION_HOURS': 956, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3434642746633832, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.03494676951540839, 'max_pnl_target': 0.1304112981083354, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.07876245575325272, 'max_pnl_target': 0.20238638308211357, 'max_calls_for_rule': 93}}
|
1,231 |
ADAUSD
|
{'omega': 0.7703214620745761, 'alpha': [0.05501775645853584], 'beta': [0.8821562928697942], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.704085288410425, 'historical_segment_start_price': 0.6335, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 338.47377073451986, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, 'MAX_CONCURRENT_UNITS': 129, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156897.62070770032, 'LEVERAGE': 43, 'UNIT_BUDGET': 1214.4137875640931, 'INITIAL_MARGIN_PER_UNIT': 7.871483040337671, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156897.62070770032, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.871483040337671, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036122693468053583, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.694390541192369, 'MAX_PENALTY_DURATION_HOURS': 838, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7411762220214165, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.023390547200608104, 'max_pnl_target': 0.15834588912494454, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.06902366042129422, 'max_pnl_target': 0.17895848957746063, 'max_calls_for_rule': 114}}
|
1,232 |
BNBUSD
|
{'omega': 3.4992103582240492, 'alpha': [0.12774246626890814], 'beta': [0.8616538205087735], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.0455, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 401.08244441623106, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57760.5335627623, 'LEVERAGE': 41, 'UNIT_BUDGET': 1553.9707489662678, 'INITIAL_MARGIN_PER_UNIT': 9.782498644298318, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57760.5335627623, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.782498644298318, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003336425719245718, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 1.549759397150285, 'MAX_PENALTY_DURATION_HOURS': 424, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09658877690143365, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.01317886261329533, 'max_pnl_target': 0.11076187326563923, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.0984827465880538, 'max_pnl_target': 0.22394449753260148, 'max_calls_for_rule': 148}}
|
1,233 |
NIFTYFIN
|
{'omega': 4.483275960499804, 'alpha': [0.050593538315600185], 'beta': [0.9222240405386101], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 14444.5, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 763.3834515709115, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 224, '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': 152885.99217725138, 'LEVERAGE': 119, 'UNIT_BUDGET': 1448.1562557477603, 'INITIAL_MARGIN_PER_UNIT': 6.4149869879908525, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152885.99217725138, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.4149869879908525, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003231626706379327, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 1.7379223425503612, 'MAX_PENALTY_DURATION_HOURS': 1102, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7129529654852377, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.015340391037438925, 'max_pnl_target': 0.10894174631915887, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.06465702451955942, 'max_pnl_target': 0.27002570338644516, 'max_calls_for_rule': 202}}
|
1,234 |
XRPUSD
|
{'omega': 2.942110981436511, 'alpha': [0.095790671775892], 'beta': [0.9022093282241079], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3303, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 167.66692645971224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 229, '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': 88092.03135762518, 'LEVERAGE': 22, 'UNIT_BUDGET': 1756.035161310279, 'INITIAL_MARGIN_PER_UNIT': 7.62122392998692, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88092.03135762518, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.62122392998692, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030749665213625084, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.1154347122949844, 'MAX_PENALTY_DURATION_HOURS': 1381, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6365350903375601, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.03999844990372743, 'max_pnl_target': 0.17780661341642456, 'max_calls_for_rule': 120}, 'moderate_calls': {'min_pnl_target': 0.022137839339810863, 'max_pnl_target': 0.18414462968217066, 'max_calls_for_rule': 207}}
|
1,235 |
XRPUSD
|
{'omega': 1.0795192510133969, 'alpha': [0.12031633383997026], 'beta': [0.8092876146124599], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23228, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 456.89704273611454, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, 'MAX_CONCURRENT_UNITS': 174, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156201.72853634675, 'LEVERAGE': 62, 'UNIT_BUDGET': 894.7445035403539, 'INITIAL_MARGIN_PER_UNIT': 7.369307140905073, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156201.72853634675, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.369307140905073, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002256033334097564, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 1.7626512720511949, 'MAX_PENALTY_DURATION_HOURS': 847, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6414681082062381, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.0448181879962738, 'max_pnl_target': 0.14709133634426194, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.069766778888153, 'max_pnl_target': 0.2895900634984717, 'max_calls_for_rule': 114}}
|
1,236 |
ETHUSD
|
{'omega': 1.507959862102917, 'alpha': [0.08649653781167102], 'beta': [0.911503462188329], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 293.46, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 712.3815818338179, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 209, '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': 182094.31524031627, 'LEVERAGE': 83, 'UNIT_BUDGET': 1809.1939185841686, 'INITIAL_MARGIN_PER_UNIT': 8.58291062450383, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182094.31524031627, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.58291062450383, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004112691737499967, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.825947695468614, 'MAX_PENALTY_DURATION_HOURS': 520, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0576143530484245, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.02101128504242902, 'max_pnl_target': 0.15398482164510038, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.09395483047813559, 'max_pnl_target': 0.3089422336261552, 'max_calls_for_rule': 183}}
|
1,237 |
XRPUSD
|
{'omega': 1.4687874017325087, 'alpha': [0.07739808713251063], 'beta': [0.8687390134767374], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03562034877580444, 'historical_segment_start_price': 0.3736, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1464.1215194943147, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, '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': 88409.04562472829, 'LEVERAGE': 102, 'UNIT_BUDGET': 1352.9163566499878, 'INITIAL_MARGIN_PER_UNIT': 14.354132544061908, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88409.04562472829, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.354132544061908, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034174597359799136, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 2.4257215900737563, 'MAX_PENALTY_DURATION_HOURS': 1238, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.578362303424012, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.016364029480953588, 'max_pnl_target': 0.09951763464382322, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.060434975224370094, 'max_pnl_target': 0.16094268639811526, 'max_calls_for_rule': 90}}
|
1,238 |
ETHUSD
|
{'omega': 0.8185255302403159, 'alpha': [0.0774246601290942], 'beta': [0.8856767722689287], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3156.50873467, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 340.84366695043593, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 322, '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': 160085.19423976375, 'LEVERAGE': 63, 'UNIT_BUDGET': 1750.3015890059696, 'INITIAL_MARGIN_PER_UNIT': 5.4102169357212055, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160085.19423976375, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.4102169357212055, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002435758682914184, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 1.7727603640734935, 'MAX_PENALTY_DURATION_HOURS': 511, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4072240089066548, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.02718661963771622, 'max_pnl_target': 0.1030944580856361, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.012278840442434944, 'max_pnl_target': 0.23402250190534687, 'max_calls_for_rule': 207}}
|
1,239 |
XRPUSD
|
{'omega': 1.2507510705644955, 'alpha': [0.07046564561647531], 'beta': [0.8320894283956481], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.031631409210377145, 'historical_segment_start_price': 1.1899, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 107.18968026101837, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 484, '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': 124285.28624351708, 'LEVERAGE': 21, 'UNIT_BUDGET': 2478.6766084129363, 'INITIAL_MARGIN_PER_UNIT': 5.104270488619922, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124285.28624351708, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.104270488619922, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00435530687102084, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.570133627179863, 'MAX_PENALTY_DURATION_HOURS': 1416, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11805156951303418, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.010094995465833246, 'max_pnl_target': 0.13295106695427653, 'max_calls_for_rule': 154}, 'moderate_calls': {'min_pnl_target': 0.04952005531378386, 'max_pnl_target': 0.2549847973307965, 'max_calls_for_rule': 355}}
|
1,240 |
BNBUSD
|
{'omega': 7.638638507137929, 'alpha': [0.1075230859013157], 'beta': [0.8904769140986843], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3879, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 794.2756306374123, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 210, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109229.52999607885, 'LEVERAGE': 109, 'UNIT_BUDGET': 1542.104587273645, 'INITIAL_MARGIN_PER_UNIT': 7.28693239116892, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109229.52999607885, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.28693239116892, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002904189203835914, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 88, 'PENALTY_DURATION_MULTIPLIER': 2.0304226569207913, 'MAX_PENALTY_DURATION_HOURS': 708, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4200001831562997, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.0380143061822206, 'max_pnl_target': 0.11591315142768, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.07790504107334331, 'max_pnl_target': 0.1918357747541739, 'max_calls_for_rule': 161}}
|
1,241 |
BTCUSD
|
{'omega': 2.6882431467018915, 'alpha': [0.157019324425314], 'beta': [0.8409806755746859], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018042404534773557, 'historical_segment_start_price': 5831.64, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 241.71445509187336, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 124, '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': 64578.40190261489, 'LEVERAGE': 22, 'UNIT_BUDGET': 1380.6264331028779, 'INITIAL_MARGIN_PER_UNIT': 10.987020685994244, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64578.40190261489, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.987020685994244, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002358437150387866, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 2.4384476698255284, 'MAX_PENALTY_DURATION_HOURS': 1271, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04184880850528669, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.027562887969242767, 'max_pnl_target': 0.15534727946734095, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.037196041315762984, 'max_pnl_target': 0.19986778001863242, 'max_calls_for_rule': 101}}
|
1,242 |
XRPUSD
|
{'omega': 0.3297359171452862, 'alpha': [0.04988926099954339], 'beta': [0.9481107390004565], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.47594308999401, 'historical_segment_start_price': 2.3304, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 486.2890272973152, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 208, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77093.74395028218, 'LEVERAGE': 44, 'UNIT_BUDGET': 368.8746590753092, 'INITIAL_MARGIN_PER_UNIT': 11.052023347666255, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77093.74395028218, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.052023347666255, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004130381320498372, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 1.933610663712805, 'MAX_PENALTY_DURATION_HOURS': 320, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5166583614942744, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 39, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2340}
|
{'small_calls': {'min_pnl_target': 0.04337106847091108, 'max_pnl_target': 0.18945694471722785, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.0808462080471673, 'max_pnl_target': 0.18539968806734364, 'max_calls_for_rule': 28}}
|
1,243 |
NIFTYFIN
|
{'omega': 0.7987570292782536, 'alpha': [0.11921324269824182], 'beta': [0.8787867573017581], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.033952858728745136, 'historical_segment_start_price': 7531.05, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 301.44521423150684, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 146, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 192887.3921336819, 'LEVERAGE': 24, 'UNIT_BUDGET': 1317.6681711868705, 'INITIAL_MARGIN_PER_UNIT': 12.56021725964612, 'MAX_TRADING_CAPITAL_FOR_UNITS': 192887.3921336819, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.56021725964612, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019898709024919587, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.5190894132801978, 'MAX_PENALTY_DURATION_HOURS': 1233, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4599746126362166, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.009003069343390962, 'max_pnl_target': 0.13854732193076358, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.08943686711456457, 'max_pnl_target': 0.2811980428795177, 'max_calls_for_rule': 90}}
|
1,244 |
BTCUSD
|
{'omega': 9.17184787939807, 'alpha': [0.09655406666210901], 'beta': [0.8146820891398288], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11118.62, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 374.9563798300801, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 101, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 145980.04066343425, 'LEVERAGE': 25, 'UNIT_BUDGET': 1438.0982969544207, 'INITIAL_MARGIN_PER_UNIT': 14.998255193203203, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145980.04066343425, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.998255193203203, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00377818325712657, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 1.6329630827093813, 'MAX_PENALTY_DURATION_HOURS': 214, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7059544717093519, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.012769404739908629, 'max_pnl_target': 0.1216512835394994, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.07781679067535316, 'max_pnl_target': 0.3207590360888636, 'max_calls_for_rule': 70}}
|
1,245 |
BNBUSD
|
{'omega': 0.9999126197953281, 'alpha': [0.07368258815215503], 'beta': [0.8415473466622427], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 21.6211, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 223.9287197711795, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, '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': 86870.14052464024, 'LEVERAGE': 20, 'UNIT_BUDGET': 983.8608629627989, 'INITIAL_MARGIN_PER_UNIT': 11.196435988558974, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86870.14052464024, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.196435988558974, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027507552278605925, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 2.498887889507891, 'MAX_PENALTY_DURATION_HOURS': 224, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33510738934344986, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.0315687218627542, 'max_pnl_target': 0.1013034594710644, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.07250220587943894, 'max_pnl_target': 0.3015078162789717, 'max_calls_for_rule': 51}}
|
1,246 |
BNBUSD
|
{'omega': 2.9159818352552476, 'alpha': [0.12264012712786009], 'beta': [0.8655027093731352], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.0785, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 169.281760752455, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 85, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91771.98284938053, 'LEVERAGE': 24, 'UNIT_BUDGET': 1067.3682341524955, 'INITIAL_MARGIN_PER_UNIT': 7.053406698018959, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91771.98284938053, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.053406698018959, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002081327671791884, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 1.7887983942185572, 'MAX_PENALTY_DURATION_HOURS': 1226, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6179334013432639, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.03854929925563959, 'max_pnl_target': 0.1830662781535351, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.0310705317725566, 'max_pnl_target': 0.21326302828483062, 'max_calls_for_rule': 96}}
|
1,247 |
ETHUSD
|
{'omega': 2.9817042296199547, 'alpha': [0.08386216955872475], 'beta': [0.9141378304412753], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.50128945, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1015.7491857930324, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 179, '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': 178335.6357674905, 'LEVERAGE': 93, 'UNIT_BUDGET': 1975.9259029282434, 'INITIAL_MARGIN_PER_UNIT': 10.922034255839058, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178335.6357674905, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.922034255839058, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015936258298246493, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 2.0747758947564874, 'MAX_PENALTY_DURATION_HOURS': 1354, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28330126484102697, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.03802613162719195, 'max_pnl_target': 0.15015163780280996, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.08655179556039812, 'max_pnl_target': 0.3279344191243513, 'max_calls_for_rule': 168}}
|
1,248 |
NIFTY50
|
{'omega': 0.43192393772833854, 'alpha': [0.12405390555886552], 'beta': [0.8739460944411345], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04477457610815783, 'historical_segment_start_price': 8288.15, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 922.2966035054109, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, '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': 82135.83348899655, 'LEVERAGE': 67, 'UNIT_BUDGET': 1915.5272922880827, 'INITIAL_MARGIN_PER_UNIT': 13.765620947841953, 'MAX_TRADING_CAPITAL_FOR_UNITS': 82135.83348899655, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.765620947841953, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011929496380524475, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 1.56562101432289, 'MAX_PENALTY_DURATION_HOURS': 958, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4636855892866273, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 5460}
|
{'small_calls': {'min_pnl_target': 0.028701211515913098, 'max_pnl_target': 0.12638505037625053, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.05143369763080418, 'max_pnl_target': 0.1681412531069264, 'max_calls_for_rule': 128}}
|
1,249 |
BTCUSD
|
{'omega': 14.697974674876843, 'alpha': [0.1407186027088905], 'beta': [0.8572813972911095], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 315.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 889.6026184603659, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 74, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153545.97782926756, 'LEVERAGE': 60, 'UNIT_BUDGET': 2048.0324916620402, 'INITIAL_MARGIN_PER_UNIT': 14.826710307672764, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153545.97782926756, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.826710307672764, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001041362515149617, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 2.877907077529139, 'MAX_PENALTY_DURATION_HOURS': 1001, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11867078954316182, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.01085696291730925, 'max_pnl_target': 0.142195892739434, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.05068803059848713, 'max_pnl_target': 0.1507912166568571, 'max_calls_for_rule': 127}}
|
1,250 |
IHSG_UNTR
|
{'omega': 5.0657352310536234, 'alpha': [0.6688713490949515], 'beta': [0.2942104232241832], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013291834597209312, 'historical_segment_start_price': 23350, 'asset_source_name': 'IHSG_UNTR'}
|
{'POSITION_SIZE_PER_UNIT': 218.56749811166765, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 106, 'MAX_CONCURRENT_UNITS': 188, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169766.5865719354, 'LEVERAGE': 26, 'UNIT_BUDGET': 900.3335376100732, 'INITIAL_MARGIN_PER_UNIT': 8.40644223506414, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169766.5865719354, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.40644223506414, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028558479533301257, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 2.771762131418019, 'MAX_PENALTY_DURATION_HOURS': 245, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6346367801112819, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.04507145174859992, 'max_pnl_target': 0.17876097027735763, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.04196333432787116, 'max_pnl_target': 0.16383038116764492, 'max_calls_for_rule': 84}}
|
1,251 |
ADAUSD
|
{'omega': 1.4961931776187252, 'alpha': [0.08486867259009086], 'beta': [0.8418267167399078], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.09005, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1248.1417780526008, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69665.88603740055, 'LEVERAGE': 123, 'UNIT_BUDGET': 597.6081468611592, 'INITIAL_MARGIN_PER_UNIT': 10.14749413050895, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69665.88603740055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.14749413050895, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004272020903890496, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 1.5994729152246987, 'MAX_PENALTY_DURATION_HOURS': 458, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33392975699871724, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.006763790132675679, 'max_pnl_target': 0.1354442017916496, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.05954875073515334, 'max_pnl_target': 0.16473453456806075, 'max_calls_for_rule': 34}}
|
1,252 |
BNBUSD
|
{'omega': 0.8453904077535763, 'alpha': [0.08704610532043168], 'beta': [0.9101827996053135], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 411.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 639.7792003459036, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 748, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187375.0034844009, 'LEVERAGE': 81, 'UNIT_BUDGET': 250.36939922239802, 'INITIAL_MARGIN_PER_UNIT': 7.898508646245723, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187375.0034844009, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.898508646245723, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019557954681004848, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 1.5088584585115554, 'MAX_PENALTY_DURATION_HOURS': 1142, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3019997670681676, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.044683195855538094, 'max_pnl_target': 0.0961681219479911, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.09762427233923578, 'max_pnl_target': 0.2777876760710359, 'max_calls_for_rule': 24}}
|
1,253 |
ADAUSD
|
{'omega': 7.207456891542046, 'alpha': [0.10245927950866401], 'beta': [0.7930975741386852], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15363, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 927.6412536675864, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 163, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124650.15328135132, 'LEVERAGE': 100, 'UNIT_BUDGET': 1524.7126505299752, 'INITIAL_MARGIN_PER_UNIT': 9.276412536675863, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124650.15328135132, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.276412536675863, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034424709870639384, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.668162245254459, 'MAX_PENALTY_DURATION_HOURS': 240, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5632679257077555, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.02477853613171708, 'max_pnl_target': 0.15196124607697917, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.066904819510015, 'max_pnl_target': 0.18266704009194173, 'max_calls_for_rule': 120}}
|
1,254 |
ADAUSD
|
{'omega': 0.8277640067345935, 'alpha': [0.06085743254337977], 'beta': [0.9371425674566203], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.93898490279937, 'historical_segment_start_price': 0.4852, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 550.3206993778224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 163, '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': 53582.764722436375, 'LEVERAGE': 61, 'UNIT_BUDGET': 1484.4923630167011, 'INITIAL_MARGIN_PER_UNIT': 9.021650809472499, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53582.764722436375, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.021650809472499, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00310529123425415, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.6574085787588193, 'MAX_PENALTY_DURATION_HOURS': 188, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05025821855304428, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.04190524244103812, 'max_pnl_target': 0.09282684376292759, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.015494850678065844, 'max_pnl_target': 0.13630880000541154, 'max_calls_for_rule': 114}}
|
1,255 |
BNBUSD
|
{'omega': 0.6685199326507247, 'alpha': [0.04199518979847667], 'beta': [0.9560048102015233], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01118051397212433, 'historical_segment_start_price': 327.67, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 569.680378546945, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, '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': 50556.84306655488, 'LEVERAGE': 67, 'UNIT_BUDGET': 951.7993346005723, 'INITIAL_MARGIN_PER_UNIT': 8.502692217118582, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50556.84306655488, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.502692217118582, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002564502098914137, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 2.7493421972666074, 'MAX_PENALTY_DURATION_HOURS': 611, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5356424327648288, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.01719983492974084, 'max_pnl_target': 0.15251876870855996, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.040549539661279825, 'max_pnl_target': 0.1842377559962187, 'max_calls_for_rule': 91}}
|
1,256 |
ADAUSD
|
{'omega': 1.9595088594772567, 'alpha': [0.07896432612251333], 'beta': [0.9190356738774865], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023546389369074633, 'historical_segment_start_price': 0.12421, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1042.6981742501732, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, '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': 83186.5996189568, 'LEVERAGE': 81, 'UNIT_BUDGET': 655.4564011594443, 'INITIAL_MARGIN_PER_UNIT': 12.87281696605152, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83186.5996189568, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.87281696605152, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028483484658343985, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.2499921711805544, 'MAX_PENALTY_DURATION_HOURS': 1145, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23703108534327158, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.024884348226994743, 'max_pnl_target': 0.13472393123557738, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.0780848969225492, 'max_pnl_target': 0.3142878555824241, 'max_calls_for_rule': 45}}
|
1,257 |
TSLAUSD
|
{'omega': 2.1991343238456653, 'alpha': [0.06268292922735447], 'beta': [0.8736305041330974], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018604738159236807, 'historical_segment_start_price': 272.52, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1783.7168133322275, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, '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': 124520.53002960328, 'LEVERAGE': 123, 'UNIT_BUDGET': 2317.9951324900626, 'INITIAL_MARGIN_PER_UNIT': 14.50176271001811, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124520.53002960328, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.50176271001811, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011824622107750034, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 2.534272562542045, 'MAX_PENALTY_DURATION_HOURS': 325, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03288254047693502, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.039790472209532475, 'max_pnl_target': 0.13255064757269913, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.06909598121685448, 'max_pnl_target': 0.18565404216927095, 'max_calls_for_rule': 153}}
|
1,258 |
ETHUSD
|
{'omega': 1.771746866357591, 'alpha': [0.08225814749521206], 'beta': [0.915741852504788], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 459.29, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 264.1808656138483, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 187, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132161.7685055855, 'LEVERAGE': 21, 'UNIT_BUDGET': 705.3778101861678, 'INITIAL_MARGIN_PER_UNIT': 12.580041219707063, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132161.7685055855, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.580041219707063, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028210733566871836, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 1.7013828978801417, 'MAX_PENALTY_DURATION_HOURS': 1257, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6756954081139237, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.05111583235821344, 'max_pnl_target': 0.1386268163696057, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.10072633518183495, 'max_pnl_target': 0.2146824027981058, 'max_calls_for_rule': 49}}
|
1,259 |
BNBUSD
|
{'omega': 0.4540181681650261, 'alpha': [0.055872153917658963], 'beta': [0.942127846082341], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03875823680437457, 'historical_segment_start_price': 573.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 454.31247505446635, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 138, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 110047.50146153357, 'LEVERAGE': 33, 'UNIT_BUDGET': 797.2381892774861, 'INITIAL_MARGIN_PER_UNIT': 13.767044698620193, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110047.50146153357, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.767044698620193, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004326065253154201, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 1.7025222286505723, 'MAX_PENALTY_DURATION_HOURS': 1180, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3935569853945334, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.023921871603359946, 'max_pnl_target': 0.12988529700428575, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.07109264750775832, 'max_pnl_target': 0.18273800447145183, 'max_calls_for_rule': 43}}
|
1,260 |
BTCUSD
|
{'omega': 10.806097880257651, 'alpha': [0.14676826257974393], 'beta': [0.851231737420256], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1256.6198308400205, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, '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': 67044.24379297056, 'LEVERAGE': 105, 'UNIT_BUDGET': 2060.9388051980304, 'INITIAL_MARGIN_PER_UNIT': 11.967807912762101, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67044.24379297056, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.967807912762101, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025077886610335963, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 2.7538823798579575, 'MAX_PENALTY_DURATION_HOURS': 558, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6725376085930949, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.016140836830568796, 'max_pnl_target': 0.08727321421843252, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.011429878571506588, 'max_pnl_target': 0.1781375638671797, 'max_calls_for_rule': 165}}
|
1,261 |
XRPUSD
|
{'omega': 1.4552868090810254, 'alpha': [0.1282683835047261], 'beta': [0.8000521073492606], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2179, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 752.9404836070753, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, 'MAX_CONCURRENT_UNITS': 303, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 171325.4173386593, 'LEVERAGE': 113, 'UNIT_BUDGET': 563.7776028892938, 'INITIAL_MARGIN_PER_UNIT': 6.663190120416596, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171325.4173386593, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.663190120416596, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040799169859055025, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.680019310621497, 'MAX_PENALTY_DURATION_HOURS': 596, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.390872684002909, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.034684652641863795, 'max_pnl_target': 0.14565539250451245, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.0851784940506543, 'max_pnl_target': 0.21744177183630875, 'max_calls_for_rule': 57}}
|
1,262 |
BTCUSD
|
{'omega': 1.2486524116403503, 'alpha': [0.12204613586117165], 'beta': [0.8238674504901017], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.022885130311194813, 'historical_segment_start_price': 10199.88, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 176.07879063080435, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, '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': 108182.17119407517, 'LEVERAGE': 13, 'UNIT_BUDGET': 1100.6245037555218, 'INITIAL_MARGIN_PER_UNIT': 13.544522356215719, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108182.17119407517, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.544522356215719, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001961979487784022, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 1.7087407746712866, 'MAX_PENALTY_DURATION_HOURS': 704, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28174594619555504, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.007324462690537583, 'max_pnl_target': 0.15662624215530166, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07432670076429079, 'max_pnl_target': 0.2327487965767946, 'max_calls_for_rule': 52}}
|
1,263 |
TSLAUSD
|
{'omega': 2.4704264127624485, 'alpha': [0.08058692209775803], 'beta': [0.899410334318258], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013890537459881032, 'historical_segment_start_price': 807.55, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 957.7006465768751, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, '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': 176342.37638858534, 'LEVERAGE': 76, 'UNIT_BUDGET': 1671.1532584625184, 'INITIAL_MARGIN_PER_UNIT': 12.601324297064146, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176342.37638858534, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.601324297064146, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001969454589816594, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 2.6489949808405266, 'MAX_PENALTY_DURATION_HOURS': 1313, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2621411442399341, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.030799544449058573, 'max_pnl_target': 0.1413245146334055, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.03857989228350181, 'max_pnl_target': 0.281125786926574, 'max_calls_for_rule': 111}}
|
1,264 |
BNBUSD
|
{'omega': 0.5779228546602823, 'alpha': [0.05647190345967076], 'beta': [0.9415280965403291], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010433972511085037, 'historical_segment_start_price': 227.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 395.54180170331716, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, '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': 139031.53372225357, 'LEVERAGE': 43, 'UNIT_BUDGET': 1317.9263521436967, 'INITIAL_MARGIN_PER_UNIT': 9.198646551239934, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139031.53372225357, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.198646551239934, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037946462729185355, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 2.868166581156019, 'MAX_PENALTY_DURATION_HOURS': 893, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1049483657717381, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.03347749317131108, 'max_pnl_target': 0.10428131092556983, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.02970146288506567, 'max_pnl_target': 0.15803495243605298, 'max_calls_for_rule': 92}}
|
1,265 |
GOOGLUSD
|
{'omega': 0.2649732718110848, 'alpha': [0.07971447421417709], 'beta': [0.8529642488585811], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02407456699186357, 'historical_segment_start_price': 1072.79, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 245.79807843087102, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, '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': 60499.72141525058, 'LEVERAGE': 37, 'UNIT_BUDGET': 529.8473081825072, 'INITIAL_MARGIN_PER_UNIT': 6.64319130894246, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60499.72141525058, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.64319130894246, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004935803022651675, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 1.5070784225649516, 'MAX_PENALTY_DURATION_HOURS': 1336, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6778503565180536, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.015676665669322843, 'max_pnl_target': 0.11765054431638457, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.06740295745632806, 'max_pnl_target': 0.263026235044526, 'max_calls_for_rule': 47}}
|
1,266 |
NIFTY50
|
{'omega': 0.5652494662885532, 'alpha': [0.0976751831722312], 'beta': [0.8101718089939552], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.3920895500846, 'historical_segment_start_price': 18213.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 718.0168575678459, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 248, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 67958.09308584507, 'LEVERAGE': 99, 'UNIT_BUDGET': 1809.8869024346059, 'INITIAL_MARGIN_PER_UNIT': 7.252695530988342, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67958.09308584507, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.252695530988342, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001966955951084889, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.822776031777316, 'MAX_PENALTY_DURATION_HOURS': 522, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2606777218484668, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.030226520371691077, 'max_pnl_target': 0.10340256057017273, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.08580143526262284, 'max_pnl_target': 0.2862511988775501, 'max_calls_for_rule': 149}}
|
1,267 |
IHSG_UNVR
|
{'omega': 7810361.688640024, 'alpha': [0], 'beta': [0], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.2100947686696797, 'historical_segment_start_price': 4490, 'asset_source_name': 'IHSG_UNVR'}
|
{'POSITION_SIZE_PER_UNIT': 1536.6148740174992, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, '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': 102091.76719788843, 'LEVERAGE': 122, 'UNIT_BUDGET': 1726.4657238195769, 'INITIAL_MARGIN_PER_UNIT': 12.595203885389338, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102091.76719788843, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.595203885389338, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004291133438491027, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 1.812032103157059, 'MAX_PENALTY_DURATION_HOURS': 1057, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2096846064767565, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.05057563431059023, 'max_pnl_target': 0.1709681382401101, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.08163510867786283, 'max_pnl_target': 0.29642068156313084, 'max_calls_for_rule': 94}}
|
1,268 |
BTCUSD
|
{'omega': 2.3235214806208573, 'alpha': [0.15382778338719424], 'beta': [0.7693275872845939], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01922117222404112, 'historical_segment_start_price': 6724.78, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 828.6607263202492, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 287, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170854.94989973714, 'LEVERAGE': 58, 'UNIT_BUDGET': 594.0365857100915, 'INITIAL_MARGIN_PER_UNIT': 14.287253902073262, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170854.94989973714, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.287253902073262, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032908707874831325, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 139, 'PENALTY_DURATION_MULTIPLIER': 2.4917765384879083, 'MAX_PENALTY_DURATION_HOURS': 262, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2107145306126393, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.01851324493853014, 'max_pnl_target': 0.07760682457746192, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.04204364180456029, 'max_pnl_target': 0.2518744713689639, 'max_calls_for_rule': 39}}
|
1,269 |
ETHUSD
|
{'omega': 2.0077543429032594, 'alpha': [0.0691706999774173], 'beta': [0.9288293000225826], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 142.36929342, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 964.8903046399975, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, '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': 61148.24074281006, 'LEVERAGE': 68, 'UNIT_BUDGET': 1840.1551074032122, 'INITIAL_MARGIN_PER_UNIT': 14.189563303529374, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61148.24074281006, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.189563303529374, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001040503786637168, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.0296128918897614, 'MAX_PENALTY_DURATION_HOURS': 518, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05207878210753725, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.01589071543855214, 'max_pnl_target': 0.1656812827104554, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.09874261056092522, 'max_pnl_target': 0.22878139686795634, 'max_calls_for_rule': 109}}
|
1,270 |
ETHUSD
|
{'omega': 1.1273627179405201, 'alpha': [0.09564585126420257], 'beta': [0.8335421059911662], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2650.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1736.8951846258424, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, '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': 129505.52676044547, 'LEVERAGE': 120, 'UNIT_BUDGET': 1285.754425012051, 'INITIAL_MARGIN_PER_UNIT': 14.474126538548687, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129505.52676044547, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.474126538548687, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011004711489290026, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 1.9491092045137, 'MAX_PENALTY_DURATION_HOURS': 310, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.014629032068803307, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.013381019446079674, 'max_pnl_target': 0.1285811355153903, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.01819709118092212, 'max_pnl_target': 0.24414957321111344, 'max_calls_for_rule': 68}}
|
1,271 |
ADAUSD
|
{'omega': 0.6040966090020286, 'alpha': [0.08169588750795757], 'beta': [0.846337463518811], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023030258144309684, 'historical_segment_start_price': 0.4413, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 612.8487227563797, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 264, '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': 128251.02757809438, 'LEVERAGE': 85, 'UNIT_BUDGET': 1916.7935558160334, 'INITIAL_MARGIN_PER_UNIT': 7.209984973604468, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128251.02757809438, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.209984973604468, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002736857473512194, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.2443295082491064, 'MAX_PENALTY_DURATION_HOURS': 1009, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4419912379352262, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.024997439516217464, 'max_pnl_target': 0.10592621199894765, 'max_calls_for_rule': 99}, 'moderate_calls': {'min_pnl_target': 0.01705689798285403, 'max_pnl_target': 0.23841759149765746, 'max_calls_for_rule': 244}}
|
1,272 |
BTCUSD
|
{'omega': 6.938928852036675, 'alpha': [0.16067441635399923], 'beta': [0.8373255836460008], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 295.21, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 247.4594386226137, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, 'MAX_CONCURRENT_UNITS': 151, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98990.19897775352, 'LEVERAGE': 32, 'UNIT_BUDGET': 652.4207072651799, 'INITIAL_MARGIN_PER_UNIT': 7.733107456956678, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98990.19897775352, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.733107456956678, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045907534415995255, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 2.500451022662555, 'MAX_PENALTY_DURATION_HOURS': 1157, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3476400363034529, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.034150970525842386, 'max_pnl_target': 0.17635227421646915, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.01867826943073841, 'max_pnl_target': 0.1554778855354908, 'max_calls_for_rule': 80}}
|
1,273 |
NIFTYFMCG
|
{'omega': 0.3236864234294407, 'alpha': [0.08956777993734605], 'beta': [0.872215295304077], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01787466985313757, 'historical_segment_start_price': 44224.7, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 662.2555821619311, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 106, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199839.13377968507, 'LEVERAGE': 45, 'UNIT_BUDGET': 1885.0536729296189, 'INITIAL_MARGIN_PER_UNIT': 14.71679071470958, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199839.13377968507, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.71679071470958, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001418476121547191, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.029072178398911, 'MAX_PENALTY_DURATION_HOURS': 761, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09620262814238839, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.0450216731635042, 'max_pnl_target': 0.18982797920749495, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.05968800874559111, 'max_pnl_target': 0.22091058137076935, 'max_calls_for_rule': 80}}
|
1,274 |
TSLAUSD
|
{'omega': 2.150706651194361, 'alpha': [0.08726697925836903], 'beta': [0.9107330207416311], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01738954450924519, 'historical_segment_start_price': 352.83, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1191.880884729431, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 310, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167108.40204744434, 'LEVERAGE': 100, 'UNIT_BUDGET': 537.6156879923601, 'INITIAL_MARGIN_PER_UNIT': 11.918808847294311, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167108.40204744434, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.918808847294311, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025417513675607102, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.8016008615339363, 'MAX_PENALTY_DURATION_HOURS': 1099, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3109654021066163, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.017742560300944687, 'max_pnl_target': 0.13845088255948343, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.04515616826248816, 'max_pnl_target': 0.14908480123009782, 'max_calls_for_rule': 34}}
|
1,275 |
BNBUSD
|
{'omega': 7.101556053535537, 'alpha': [0.11234115977662759], 'beta': [0.8648198264268113], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.013227393454859, 'historical_segment_start_price': 16.6991, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 570.8415229693647, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 111, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194777.91661155963, 'LEVERAGE': 53, 'UNIT_BUDGET': 1743.1846371952008, 'INITIAL_MARGIN_PER_UNIT': 10.770594773006883, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194777.91661155963, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.770594773006883, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004160835233402891, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 1.8973915754384287, 'MAX_PENALTY_DURATION_HOURS': 295, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23742425707694612, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.04691726112853627, 'max_pnl_target': 0.13068556164456185, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.03455873427438708, 'max_pnl_target': 0.2726817670284957, 'max_calls_for_rule': 155}}
|
1,276 |
ADAUSD
|
{'omega': 5.694108834868176, 'alpha': [0.08608423129099158], 'beta': [0.8538664634505452], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011450699329087932, 'historical_segment_start_price': 0.08304, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1156.5626523629319, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 35, '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': 85592.69520507938, 'LEVERAGE': 94, 'UNIT_BUDGET': 450.9705030942399, 'INITIAL_MARGIN_PER_UNIT': 12.303858003860977, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85592.69520507938, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.303858003860977, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003277981295675514, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 2.5778378334515226, 'MAX_PENALTY_DURATION_HOURS': 1334, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5680540150769127, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.04694534740583632, 'max_pnl_target': 0.1698094409535159, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.08032644480165729, 'max_pnl_target': 0.2771056988048717, 'max_calls_for_rule': 25}}
|
1,277 |
GOOGLUSD
|
{'omega': 0.27351651717198233, 'alpha': [0.07514766528542098], 'beta': [0.8843279297882205], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02709866918216433, 'historical_segment_start_price': 1072.79, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 782.3321952734525, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 338, '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': 140324.4194726894, 'LEVERAGE': 109, 'UNIT_BUDGET': 2439.811169724422, 'INITIAL_MARGIN_PER_UNIT': 7.177359589664702, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140324.4194726894, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.177359589664702, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010748581687619616, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 1.952059398125939, 'MAX_PENALTY_DURATION_HOURS': 272, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4345758488395217, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.010673734315643259, 'max_pnl_target': 0.06479686886940864, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.0333153395276283, 'max_pnl_target': 0.2065283165963055, 'max_calls_for_rule': 316}}
|
1,278 |
ADAUSD
|
{'omega': 2.129334394266017, 'alpha': [0.04909841580191512], 'beta': [0.8792016963808501], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.394384846482135, 'historical_segment_start_price': 1.607, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 89.34439560663442, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 328, 'MAX_CONCURRENT_UNITS': 48, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95110.23025021929, 'LEVERAGE': 15, 'UNIT_BUDGET': 1960.9645547422476, 'INITIAL_MARGIN_PER_UNIT': 5.9562930404422945, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95110.23025021929, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.9562930404422945, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00255519409112343, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.1546408984214076, 'MAX_PENALTY_DURATION_HOURS': 259, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.013290063674077618, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.03044656113348895, 'max_pnl_target': 0.10197948139427304, 'max_calls_for_rule': 130}, 'moderate_calls': {'min_pnl_target': 0.05571810314739799, 'max_pnl_target': 0.23282360733112756, 'max_calls_for_rule': 265}}
|
1,279 |
BNBUSD
|
{'omega': 0.7932288886800138, 'alpha': [0.06644044702753628], 'beta': [0.9315595529724637], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 27.8721, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 321.92217526921127, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 35, 'MAX_CONCURRENT_UNITS': 352, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 189118.91083606382, 'LEVERAGE': 22, 'UNIT_BUDGET': 536.1299550442421, 'INITIAL_MARGIN_PER_UNIT': 14.632826148600513, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189118.91083606382, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.632826148600513, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002708701367139789, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 1.830347072607831, 'MAX_PENALTY_DURATION_HOURS': 1331, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5525207538963636, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.02063087213603519, 'max_pnl_target': 0.12941614237344728, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.017204839997093428, 'max_pnl_target': 0.11936366634417336, 'max_calls_for_rule': 34}}
|
1,280 |
ETHUSD
|
{'omega': 2.3816016286198187, 'alpha': [0.06986454226796587], 'beta': [0.928135457732034], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 220.78, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 562.2449962126691, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 25, 'MAX_CONCURRENT_UNITS': 454, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 147741.51680979237, 'LEVERAGE': 46, 'UNIT_BUDGET': 325.35134851600964, 'INITIAL_MARGIN_PER_UNIT': 12.222717308971067, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147741.51680979237, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.222717308971067, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016861675028763297, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 164, 'PENALTY_DURATION_MULTIPLIER': 2.835579545686503, 'MAX_PENALTY_DURATION_HOURS': 1041, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1763201476494789, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.006295164980244129, 'max_pnl_target': 0.14801139050523743, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.01466614689687197, 'max_pnl_target': 0.129971402466935, 'max_calls_for_rule': 24}}
|
1,281 |
BTCUSD
|
{'omega': 2.039918701945012, 'alpha': [0.09873661650631443], 'beta': [0.8992633834936855], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 314.1941825684021, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, 'MAX_CONCURRENT_UNITS': 109, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138300.77267531116, 'LEVERAGE': 44, 'UNIT_BUDGET': 1262.2877061575623, 'INITIAL_MARGIN_PER_UNIT': 7.140776876554592, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138300.77267531116, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.140776876554592, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011632019294476406, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.245436798843018, 'MAX_PENALTY_DURATION_HOURS': 1416, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5847446551386131, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.04215154361204669, 'max_pnl_target': 0.09490495896808482, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.028439810147264093, 'max_pnl_target': 0.24898027013730592, 'max_calls_for_rule': 137}}
|
1,282 |
BTCUSD
|
{'omega': 2.6738403281999776, 'alpha': [0.13390069795649806], 'beta': [0.7616282355956083], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.03133116082862375, 'historical_segment_start_price': 10360.09, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 604.129982464151, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, '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': 76481.43965360384, 'LEVERAGE': 47, 'UNIT_BUDGET': 1683.180872450271, 'INITIAL_MARGIN_PER_UNIT': 12.853829414130871, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76481.43965360384, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.853829414130871, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003362874610763979, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 1.9030972219397144, 'MAX_PENALTY_DURATION_HOURS': 171, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7151008083366284, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 31, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 1860}
|
{'small_calls': {'min_pnl_target': 0.006388459764096182, 'max_pnl_target': 0.057784865336339836, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.09189998961865295, 'max_pnl_target': 0.2892916904448142, 'max_calls_for_rule': 84}}
|
1,283 |
XRPUSD
|
{'omega': 2.039731561524594, 'alpha': [0.07434025370505704], 'beta': [0.9214829132563487], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.03399761575820235, 'historical_segment_start_price': 0.6171, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 471.3219052907069, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 56, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 141016.2349434258, 'LEVERAGE': 47, 'UNIT_BUDGET': 2483.0683757206675, 'INITIAL_MARGIN_PER_UNIT': 10.028125644483126, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141016.2349434258, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.028125644483126, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015064386336518859, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.0659563447821565, 'MAX_PENALTY_DURATION_HOURS': 460, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3094003471786273, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.012844700391482559, 'max_pnl_target': 0.10192630192665916, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.08725895018153097, 'max_pnl_target': 0.23633399569834024, 'max_calls_for_rule': 224}}
|
1,284 |
NIFTY50
|
{'omega': 2.6035912045126235, 'alpha': [0.043787272062278115], 'beta': [0.9542127279377219], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8387036999174966, 'historical_segment_start_price': 11966.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 290.7991554287216, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 285, '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': 86141.47825581758, 'LEVERAGE': 52, 'UNIT_BUDGET': 1604.308509782642, 'INITIAL_MARGIN_PER_UNIT': 5.592291450552338, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86141.47825581758, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.592291450552338, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002741796982028759, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.1918490616268302, 'MAX_PENALTY_DURATION_HOURS': 713, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07243510137587532, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.016579950273326493, 'max_pnl_target': 0.15904294854697537, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.07357557990569775, 'max_pnl_target': 0.3105027198816622, 'max_calls_for_rule': 242}}
|
1,285 |
ETHUSD
|
{'omega': 2.2453454604123593, 'alpha': [0.18310878362928085], 'beta': [0.796400429115513], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1769.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 469.70089126894055, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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': 137389.59176384925, 'LEVERAGE': 43, 'UNIT_BUDGET': 1304.977283769524, 'INITIAL_MARGIN_PER_UNIT': 10.923276541138152, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137389.59176384925, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.923276541138152, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028957643739095425, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.1712287439286246, 'MAX_PENALTY_DURATION_HOURS': 1057, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.39785865439940227, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 49, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2940}
|
{'small_calls': {'min_pnl_target': 0.04880405379590277, 'max_pnl_target': 0.1769747746510474, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.09461300643949153, 'max_pnl_target': 0.32248781437807633, 'max_calls_for_rule': 109}}
|
1,286 |
ADAUSD
|
{'omega': 0.8181657591474527, 'alpha': [0.05163167601506775], 'beta': [0.904191296645255], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.460095772611954, 'historical_segment_start_price': 0.9918, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 299.043857125992, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159862.47528733453, 'LEVERAGE': 20, 'UNIT_BUDGET': 2282.3767615192974, 'INITIAL_MARGIN_PER_UNIT': 14.952192856299602, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159862.47528733453, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.952192856299602, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004253852638873163, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 1.6870599067805299, 'MAX_PENALTY_DURATION_HOURS': 592, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24818987772589593, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.033619207770475654, 'max_pnl_target': 0.15379626891251583, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.035186723681679674, 'max_pnl_target': 0.24242313384843805, 'max_calls_for_rule': 127}}
|
1,287 |
XRPUSD
|
{'omega': 0.3453264374767476, 'alpha': [0.05500980137118116], 'beta': [0.915034561338117], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.777884012383874, 'historical_segment_start_price': 2.3304, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1372.4598544090525, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, 'MAX_CONCURRENT_UNITS': 136, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194021.19631816723, 'LEVERAGE': 107, 'UNIT_BUDGET': 1425.855933331806, 'INITIAL_MARGIN_PER_UNIT': 12.826727611299555, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194021.19631816723, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.826727611299555, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004890134050963801, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.875811514213748, 'MAX_PENALTY_DURATION_HOURS': 285, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4148304309862604, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.02852898498401869, 'max_pnl_target': 0.1744741526975506, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.09989989954640917, 'max_pnl_target': 0.20115224628982997, 'max_calls_for_rule': 83}}
|
1,288 |
NIFTYFMCG
|
{'omega': 0.28549100612850453, 'alpha': [0.07963314652251614], 'beta': [0.9100733792491451], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021036206557916805, 'historical_segment_start_price': 29966.5, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 243.28678168144975, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 403, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169176.16322640236, 'LEVERAGE': 32, 'UNIT_BUDGET': 419.5641459205351, 'INITIAL_MARGIN_PER_UNIT': 7.602711927545305, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169176.16322640236, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.602711927545305, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004370857638510438, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 2.8730564151224574, 'MAX_PENALTY_DURATION_HOURS': 662, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3766546613478473, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.02158741130420052, 'max_pnl_target': 0.11656632625490496, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.051033315513552224, 'max_pnl_target': 0.25418872216212457, 'max_calls_for_rule': 40}}
|
1,289 |
GOOGLUSD
|
{'omega': 1.738933682507842, 'alpha': [0.08397213081991323], 'beta': [0.8370710320096251], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029393009461620254, 'historical_segment_start_price': 2783.92, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 952.2994419971153, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, 'MAX_CONCURRENT_UNITS': 160, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190342.67583898338, 'LEVERAGE': 95, 'UNIT_BUDGET': 1184.485753564489, 'INITIAL_MARGIN_PER_UNIT': 10.024204652601213, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190342.67583898338, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.024204652601213, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016152429554774264, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.14358808107498, 'MAX_PENALTY_DURATION_HOURS': 959, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10710270087818585, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.025839790925662066, 'max_pnl_target': 0.1216255460271209, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.042885802779244635, 'max_pnl_target': 0.2697222957432541, 'max_calls_for_rule': 115}}
|
1,290 |
BTCUSD
|
{'omega': 63.63722942036826, 'alpha': [0.17339098877974007], 'beta': [0.7098616895938489], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 559.5, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 974.0703492824673, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165768.41970624274, 'LEVERAGE': 65, 'UNIT_BUDGET': 1424.2640925271892, 'INITIAL_MARGIN_PER_UNIT': 14.985697681268729, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165768.41970624274, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.985697681268729, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004848603030367193, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.2378299101839954, 'MAX_PENALTY_DURATION_HOURS': 829, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20812303851858435, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.015009179240498046, 'max_pnl_target': 0.14082521893582406, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.013356230802470032, 'max_pnl_target': 0.25696992907695243, 'max_calls_for_rule': 80}}
|
1,291 |
BTCUSD
|
{'omega': 0.9706549904123809, 'alpha': [0.11115801186634466], 'beta': [0.8868419881336553], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20666.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 129.82216637126206, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 407, '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': 176185.56702547782, 'LEVERAGE': 23, 'UNIT_BUDGET': 2305.340790915796, 'INITIAL_MARGIN_PER_UNIT': 5.644442016141829, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176185.56702547782, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.644442016141829, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004144684669889745, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.6777571278401902, 'MAX_PENALTY_DURATION_HOURS': 256, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15425777610835087, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.030380183651891487, 'max_pnl_target': 0.09195045494685614, 'max_calls_for_rule': 146}, 'moderate_calls': {'min_pnl_target': 0.06819865276394763, 'max_pnl_target': 0.17819840195948083, 'max_calls_for_rule': 334}}
|
1,292 |
ADAUSD
|
{'omega': 0.836182034013707, 'alpha': [0.09390643343838571], 'beta': [0.9040935665616143], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023816096636662808, 'historical_segment_start_price': 0.4502, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 556.262651366126, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, 'MAX_CONCURRENT_UNITS': 67, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138679.83170057868, 'LEVERAGE': 47, 'UNIT_BUDGET': 2066.890547499228, 'INITIAL_MARGIN_PER_UNIT': 11.835375560981404, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138679.83170057868, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.835375560981404, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004474708255983377, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.701116271002425, 'MAX_PENALTY_DURATION_HOURS': 1395, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7273982893019981, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.009348473939412485, 'max_pnl_target': 0.08074120384493742, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.02261810568853421, 'max_pnl_target': 0.19623824169042584, 'max_calls_for_rule': 163}}
|
1,293 |
BNBUSD
|
{'omega': 0.13130440970383667, 'alpha': [0.04780748943347763], 'beta': [0.9501925105665223], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.439695716045213, 'historical_segment_start_price': 305.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 908.6033645668006, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, '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': 104520.28643426434, 'LEVERAGE': 97, 'UNIT_BUDGET': 1197.2270370439287, 'INITIAL_MARGIN_PER_UNIT': 9.367044995534027, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104520.28643426434, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.367044995534027, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014090276918681264, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.2681445557153137, 'MAX_PENALTY_DURATION_HOURS': 1200, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5715416425712504, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.03901575436653845, 'max_pnl_target': 0.15660563255567184, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.03665697737737557, 'max_pnl_target': 0.18258056310493742, 'max_calls_for_rule': 110}}
|
1,294 |
BNBUSD
|
{'omega': 2.451724028931702, 'alpha': [0.11575610609804499], 'beta': [0.8517085569515631], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.3352, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 829.7739538934865, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, 'MAX_CONCURRENT_UNITS': 194, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161264.609919752, 'LEVERAGE': 82, 'UNIT_BUDGET': 827.373805356747, 'INITIAL_MARGIN_PER_UNIT': 10.119194559676664, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161264.609919752, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.119194559676664, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004660072419872907, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 2.597079509768763, 'MAX_PENALTY_DURATION_HOURS': 189, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4778048778546687, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.03763454057171257, 'max_pnl_target': 0.10497104560413559, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.023151441825397898, 'max_pnl_target': 0.15338969657745455, 'max_calls_for_rule': 67}}
|
1,295 |
NIFTYENERGY
|
{'omega': 0.9181702740000685, 'alpha': [0.13853070556633193], 'beta': [0.7737817970041377], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.069954664202632, 'historical_segment_start_price': 8482.3, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 85.325709950762, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 86, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101641.8403507327, 'LEVERAGE': 11, 'UNIT_BUDGET': 1176.2518693135746, 'INITIAL_MARGIN_PER_UNIT': 7.756882722796546, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101641.8403507327, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.756882722796546, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003260685749503799, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.319314400484753, 'MAX_PENALTY_DURATION_HOURS': 1219, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.518651748534339, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.04733915139152712, 'max_pnl_target': 0.16329514814528148, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.07384541408064606, 'max_pnl_target': 0.2143889528717982, 'max_calls_for_rule': 105}}
|
1,296 |
XRPUSD
|
{'omega': 7.020684563538223, 'alpha': [0.11500913767995771], 'beta': [0.8693608146207932], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.9, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 235.3364604157964, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, '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': 175873.48915337463, 'LEVERAGE': 24, 'UNIT_BUDGET': 2017.4034937502954, 'INITIAL_MARGIN_PER_UNIT': 9.805685850658184, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175873.48915337463, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.805685850658184, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004221676019935214, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.587999152772598, 'MAX_PENALTY_DURATION_HOURS': 1283, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22923123632974382, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 39, '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': 0.028407823027615034, 'max_pnl_target': 0.1209001125525097, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.043752312571252144, 'max_pnl_target': 0.22458905763562956, 'max_calls_for_rule': 186}}
|
1,297 |
BTCUSD
|
{'omega': 14.429015402864703, 'alpha': [0.19511959551843613], 'beta': [0.7170075593535125], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 261.64, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 402.57640874985725, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 193, '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': 148954.7168369905, 'LEVERAGE': 36, 'UNIT_BUDGET': 2172.437989868482, 'INITIAL_MARGIN_PER_UNIT': 11.182678020829368, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148954.7168369905, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.182678020829368, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002211310358569116, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.8286017274101813, 'MAX_PENALTY_DURATION_HOURS': 844, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2591956820203605, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.010473120266367035, 'max_pnl_target': 0.1392919277827318, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.03670055102047031, 'max_pnl_target': 0.17903849283078885, 'max_calls_for_rule': 166}}
|
1,298 |
ADAUSD
|
{'omega': 0.5322001289358497, 'alpha': [0.049969993015694825], 'beta': [0.9480300069843053], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.174100273368911, 'historical_segment_start_price': 0.3444, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 242.18025063277702, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 99, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57347.291326328566, 'LEVERAGE': 40, 'UNIT_BUDGET': 575.9915146789976, 'INITIAL_MARGIN_PER_UNIT': 6.054506265819425, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57347.291326328566, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.054506265819425, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036826181575571435, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 164, 'PENALTY_DURATION_MULTIPLIER': 1.7116558502613592, 'MAX_PENALTY_DURATION_HOURS': 916, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36759268779459453, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2760}
|
{'small_calls': {'min_pnl_target': 0.02587486404008369, 'max_pnl_target': 0.14784639169986016, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.0799999452564212, 'max_pnl_target': 0.2850147961145928, 'max_calls_for_rule': 59}}
|
1,299 |
ETHUSD
|
{'omega': 3.399603615291272, 'alpha': [0.07694369236925355], 'beta': [0.9210563076307464], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 731.04, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 280.12031012576927, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, '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': 184683.60916646774, 'LEVERAGE': 42, 'UNIT_BUDGET': 1069.130833751819, 'INITIAL_MARGIN_PER_UNIT': 6.6695311934706965, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184683.60916646774, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.6695311934706965, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011573236802269267, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.22710327059733, 'MAX_PENALTY_DURATION_HOURS': 201, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24669903818744987, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.037589644666688266, 'max_pnl_target': 0.150554923838614, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.05268885205480806, 'max_pnl_target': 0.17207702939992903, 'max_calls_for_rule': 97}}
|
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