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
|
|---|---|---|---|---|
1,300 |
XRPUSD
|
{'omega': 0.41278495980773416, 'alpha': [0.07494724015078143], 'beta': [0.9030086302931839], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3962, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 871.1832699348662, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 225, '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': 92524.64309891238, 'LEVERAGE': 97, 'UNIT_BUDGET': 2036.4265447620169, 'INITIAL_MARGIN_PER_UNIT': 8.981270824070785, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92524.64309891238, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.981270824070785, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004249834531922338, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.336450943996684, 'MAX_PENALTY_DURATION_HOURS': 1022, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3766356177994615, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.040642341102527645, 'max_pnl_target': 0.14081160731071501, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.0733939958368008, 'max_pnl_target': 0.2318202552580837, 'max_calls_for_rule': 161}}
|
1,301 |
NIFTY500
|
{'omega': 2335.9171671986896, 'alpha': [0.00044270604696140613], 'beta': [0.02759530127491859], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.126065459952247, 'historical_segment_start_price': 3423.0, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 153.0031090283007, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, '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': 159427.46647294177, 'LEVERAGE': 16, 'UNIT_BUDGET': 948.5802238541107, 'INITIAL_MARGIN_PER_UNIT': 9.562694314268795, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159427.46647294177, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.562694314268795, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036089490878665714, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 2.626462411474814, 'MAX_PENALTY_DURATION_HOURS': 463, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5935339463898676, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.02113774796461054, 'max_pnl_target': 0.12579482668950562, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07372226648186293, 'max_pnl_target': 0.19469714446854175, 'max_calls_for_rule': 84}}
|
1,302 |
IHSG_BBRI
|
{'omega': 7014232.172335844, 'alpha': [0.0006103618684546292], 'beta': [0.0939377351708324], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.1509835781268483, 'historical_segment_start_price': 4670, 'asset_source_name': 'IHSG_BBRI'}
|
{'POSITION_SIZE_PER_UNIT': 1209.4995200957878, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 22, 'MAX_CONCURRENT_UNITS': 198, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 62606.40506582545, 'LEVERAGE': 91, 'UNIT_BUDGET': 314.9233746661274, 'INITIAL_MARGIN_PER_UNIT': 13.291203517536129, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62606.40506582545, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.291203517536129, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011253448283482645, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.729028070785364, 'MAX_PENALTY_DURATION_HOURS': 863, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6019718006579756, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 32, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 1920}
|
{'small_calls': {'min_pnl_target': 0.02396352310936876, 'max_pnl_target': 0.13639020677281638, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.0836852368409439, 'max_pnl_target': 0.19229694921480744, 'max_calls_for_rule': 16}}
|
1,303 |
BTCUSD
|
{'omega': 1.1020380036252853, 'alpha': [0.09052699841910267], 'beta': [0.9052440648442865], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29694.91, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 415.7899586138317, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 645, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 164617.1378238498, 'LEVERAGE': 54, 'UNIT_BUDGET': 254.95435829407558, 'INITIAL_MARGIN_PER_UNIT': 7.69981404840429, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164617.1378238498, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.69981404840429, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016492927326352698, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.8383756770806325, 'MAX_PENALTY_DURATION_HOURS': 901, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36564762816171165, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.01829093132444159, 'max_pnl_target': 0.08741068334053657, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.08395522441500054, 'max_pnl_target': 0.28190555056805566, 'max_calls_for_rule': 21}}
|
1,304 |
ETHUSD
|
{'omega': 0.6674244256084547, 'alpha': [0.07016543803889264], 'beta': [0.9278345619611075], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3405.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 998.9405484728929, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, 'MAX_CONCURRENT_UNITS': 249, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 141202.1588553674, 'LEVERAGE': 89, 'UNIT_BUDGET': 566.1021173966788, 'INITIAL_MARGIN_PER_UNIT': 11.224051106436999, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141202.1588553674, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.224051106436999, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001870219827020164, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 2.7048496036410272, 'MAX_PENALTY_DURATION_HOURS': 391, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16522324456914408, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.04789356488282474, 'max_pnl_target': 0.11118132453043851, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.06274500012798831, 'max_pnl_target': 0.2502326333756888, 'max_calls_for_rule': 47}}
|
1,305 |
BNBUSD
|
{'omega': 0.8651312774655161, 'alpha': [0.0773486093406758], 'beta': [0.9206513906593241], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010636546117064709, 'historical_segment_start_price': 411.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1126.8883328870586, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 118029.07537790283, 'LEVERAGE': 76, 'UNIT_BUDGET': 1255.1044696816193, 'INITIAL_MARGIN_PER_UNIT': 14.827478064303403, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118029.07537790283, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.827478064303403, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033627893416211503, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.575557706089688, 'MAX_PENALTY_DURATION_HOURS': 947, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25286215867102146, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.007317589210609786, 'max_pnl_target': 0.15167098425504336, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.03507585817902899, 'max_pnl_target': 0.14907001575294876, 'max_calls_for_rule': 52}}
|
1,306 |
NIFTYBANK
|
{'omega': 0.29093206047956705, 'alpha': [0.09590053820364398], 'beta': [0.902099461796356], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.982302290231226, 'historical_segment_start_price': 44055.75, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 703.2210475341203, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 409, 'MAX_CONCURRENT_UNITS': 24, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60634.511581270715, 'LEVERAGE': 116, 'UNIT_BUDGET': 2490.798594187829, 'INITIAL_MARGIN_PER_UNIT': 6.062250409776899, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60634.511581270715, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.062250409776899, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004998461171504266, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.3758066828540167, 'MAX_PENALTY_DURATION_HOURS': 867, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5794637952302586, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.04933292409103511, 'max_pnl_target': 0.128007835597714, 'max_calls_for_rule': 224}, 'moderate_calls': {'min_pnl_target': 0.038655274888657144, 'max_pnl_target': 0.24042114295316055, 'max_calls_for_rule': 304}}
|
1,307 |
ETHUSD
|
{'omega': 2.4297780752180578, 'alpha': [0.10501620746441635], 'beta': [0.8929837925355837], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 147.77, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 674.2918197930279, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 66694.20737763112, 'LEVERAGE': 95, 'UNIT_BUDGET': 1147.4089119489527, 'INITIAL_MARGIN_PER_UNIT': 7.097808629400294, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66694.20737763112, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.097808629400294, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004793360616451853, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 1.8595182874436413, 'MAX_PENALTY_DURATION_HOURS': 746, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07788424369580928, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.038813900682548585, 'max_pnl_target': 0.16763928783005405, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.08465049653704981, 'max_pnl_target': 0.2534665433754733, 'max_calls_for_rule': 134}}
|
1,308 |
XRPUSD
|
{'omega': 1.1404415021509873, 'alpha': [0.08334985024479406], 'beta': [0.9146501497552059], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.91040167218112, 'historical_segment_start_price': 1.0878, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 646.6379822086407, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 309, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128732.62096282993, 'LEVERAGE': 94, 'UNIT_BUDGET': 2134.4052686882587, 'INITIAL_MARGIN_PER_UNIT': 6.879127470304688, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128732.62096282993, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.879127470304688, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002290547239228445, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 1.96320814637847, 'MAX_PENALTY_DURATION_HOURS': 1156, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31073789820176434, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.030234528908326837, 'max_pnl_target': 0.09487491756925509, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.021926214689359937, 'max_pnl_target': 0.16538762724074918, 'max_calls_for_rule': 190}}
|
1,309 |
NIFTYFIN
|
{'omega': 0.41753072047655104, 'alpha': [0.06178884861096376], 'beta': [0.9362111513890363], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01145615842338906, 'historical_segment_start_price': 15740.6, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 252.01968648905026, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, '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': 120377.91799700748, 'LEVERAGE': 20, 'UNIT_BUDGET': 1631.0169751987373, 'INITIAL_MARGIN_PER_UNIT': 12.600984324452513, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120377.91799700748, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.600984324452513, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026471549611864183, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 2.196772399436701, 'MAX_PENALTY_DURATION_HOURS': 1051, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37482756198055356, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.02783900471821015, 'max_pnl_target': 0.15003637691882846, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.025827632201133086, 'max_pnl_target': 0.24853412607026, 'max_calls_for_rule': 121}}
|
1,310 |
BNBUSD
|
{'omega': 0.3219966607905016, 'alpha': [0.07276930728971477], 'beta': [0.8520782202027628], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 660.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 815.9684981109713, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 218, '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': 157967.78138472122, 'LEVERAGE': 120, 'UNIT_BUDGET': 1489.6157682576873, 'INITIAL_MARGIN_PER_UNIT': 6.7997374842580935, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157967.78138472122, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.7997374842580935, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034082581656545716, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 1.6397638248084472, 'MAX_PENALTY_DURATION_HOURS': 1096, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7026227783847487, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.01707979023695587, 'max_pnl_target': 0.1270055580510931, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.021558227895338206, 'max_pnl_target': 0.2317994838745925, 'max_calls_for_rule': 195}}
|
1,311 |
ETHUSD
|
{'omega': 1.297040782173694, 'alpha': [0.08831906529136677], 'beta': [0.9103520437253151], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.416856732236049, 'historical_segment_start_price': 1529.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 895.9584998896927, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, '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': 191339.53973141362, 'LEVERAGE': 79, 'UNIT_BUDGET': 1947.244242506587, 'INITIAL_MARGIN_PER_UNIT': 11.341246834046743, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191339.53973141362, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.341246834046743, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003957339263923992, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.8912269965874, 'MAX_PENALTY_DURATION_HOURS': 1397, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1681513903976415, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.010277527123747462, 'max_pnl_target': 0.06484303548013862, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.08170448325444257, 'max_pnl_target': 0.3091383400943426, 'max_calls_for_rule': 126}}
|
1,312 |
ADAUSD
|
{'omega': 3.5534208169608186, 'alpha': [0.10256318443530008], 'beta': [0.8486310080532706], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.06057, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1101.0199005953468, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57792.30693370765, 'LEVERAGE': 90, 'UNIT_BUDGET': 2024.6709228324016, 'INITIAL_MARGIN_PER_UNIT': 12.233554451059408, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57792.30693370765, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.233554451059408, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002411386600367614, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 1.6801445765238714, 'MAX_PENALTY_DURATION_HOURS': 871, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22267500786152025, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.05048949934156844, 'max_pnl_target': 0.11087328246298855, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.06246639103958913, 'max_pnl_target': 0.2104092822800735, 'max_calls_for_rule': 116}}
|
1,313 |
ADAUSD
|
{'omega': 2.4836326199197387, 'alpha': [0.06430310584993652], 'beta': [0.9336968941500635], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012082353750256574, 'historical_segment_start_price': 0.04538, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 197.73057824708354, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 89668.62317149289, 'LEVERAGE': 18, 'UNIT_BUDGET': 1998.2512389541537, 'INITIAL_MARGIN_PER_UNIT': 10.985032124837975, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89668.62317149289, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.985032124837975, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032425252159300646, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 2.9772073392974825, 'MAX_PENALTY_DURATION_HOURS': 174, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5805406873045211, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.01757816485719041, 'max_pnl_target': 0.15824795497572977, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.05706243538217251, 'max_pnl_target': 0.15797194584827975, 'max_calls_for_rule': 176}}
|
1,314 |
NIFTYIT
|
{'omega': 0.504226808985358, 'alpha': [0.11488193423293307], 'beta': [0.8228907872001726], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.032046075800549224, 'historical_segment_start_price': 12674.0, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 436.8469947364873, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 47, 'MAX_CONCURRENT_UNITS': 279, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77232.25275699318, 'LEVERAGE': 77, 'UNIT_BUDGET': 276.294017699432, 'INITIAL_MARGIN_PER_UNIT': 5.673337593980355, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77232.25275699318, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.673337593980355, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004118314955962727, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.8853691853858927, 'MAX_PENALTY_DURATION_HOURS': 1436, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37513946584555147, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.012204047381552473, 'max_pnl_target': 0.07197045592493018, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.05211454685701557, 'max_pnl_target': 0.15722364263537117, 'max_calls_for_rule': 45}}
|
1,315 |
ETHUSD
|
{'omega': 0.764874491036444, 'alpha': [0.07084636149490398], 'beta': [0.8850597728360364], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008560384788055906, 'historical_segment_start_price': 2334.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 624.4888164330267, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 141, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 129048.37273409036, 'LEVERAGE': 71, 'UNIT_BUDGET': 912.0815661402306, 'INITIAL_MARGIN_PER_UNIT': 8.795617132859531, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129048.37273409036, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.795617132859531, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027558343249378357, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 2.830760742529474, 'MAX_PENALTY_DURATION_HOURS': 977, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.737144405339062, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.0489901017693368, 'max_pnl_target': 0.13931157781357043, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.03420717730242037, 'max_pnl_target': 0.17675954445062494, 'max_calls_for_rule': 81}}
|
1,316 |
IHSG_BBRI
|
{'omega': 7469564.328353263, 'alpha': [0.0006294992300371454], 'beta': [0.09661167564374201], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.1, 'historical_segment_start_price': 4670, 'asset_source_name': 'IHSG_BBRI'}
|
{'POSITION_SIZE_PER_UNIT': 1002.3161905426325, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 120, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104403.80299697045, 'LEVERAGE': 90, 'UNIT_BUDGET': 868.4593586983893, 'INITIAL_MARGIN_PER_UNIT': 11.136846561584806, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104403.80299697045, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.136846561584806, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004526946408969417, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 1.983759450831658, 'MAX_PENALTY_DURATION_HOURS': 1374, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6396447548604595, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.03540399107872982, 'max_pnl_target': 0.1558335655588803, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.07234540514731826, 'max_pnl_target': 0.2695170120677693, 'max_calls_for_rule': 71}}
|
1,317 |
NIFTYFIN
|
{'omega': 0.33720797941939834, 'alpha': [0.0914449031930063], 'beta': [0.7945464887462445], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.5017152094967905, 'historical_segment_start_price': 10458.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 243.42123367046463, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, 'MAX_CONCURRENT_UNITS': 119, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191358.51483141122, 'LEVERAGE': 27, 'UNIT_BUDGET': 1595.7599079088695, 'INITIAL_MARGIN_PER_UNIT': 9.015601247054246, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191358.51483141122, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.015601247054246, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018865324951519904, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.6105679007304516, 'MAX_PENALTY_DURATION_HOURS': 1288, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.580877433610483, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.03182297887143998, 'max_pnl_target': 0.12005752564596509, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.01979240323503284, 'max_pnl_target': 0.1522644431320741, 'max_calls_for_rule': 161}}
|
1,318 |
ADAUSD
|
{'omega': 1.2116347065180884, 'alpha': [0.058625626351462755], 'beta': [0.8696526319484132], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010335163345800327, 'historical_segment_start_price': 1.1771, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 50.25128303608662, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 451, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98971.52693485821, 'LEVERAGE': 10, 'UNIT_BUDGET': 2272.3181265793874, 'INITIAL_MARGIN_PER_UNIT': 5.025128303608662, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98971.52693485821, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.025128303608662, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011555123980779508, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 1.6892499430726866, 'MAX_PENALTY_DURATION_HOURS': 1023, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5351992932430252, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.049413521258929574, 'max_pnl_target': 0.10580398946273542, 'max_calls_for_rule': 173}, 'moderate_calls': {'min_pnl_target': 0.055012559656760204, 'max_pnl_target': 0.1814765079758559, 'max_calls_for_rule': 379}}
|
1,319 |
ETHUSD
|
{'omega': 0.7898397584521059, 'alpha': [0.06706700610798128], 'beta': [0.8938659614498777], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3156.50873467, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1139.9001453506362, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 108003.12478174848, 'LEVERAGE': 101, 'UNIT_BUDGET': 1788.775677022439, 'INITIAL_MARGIN_PER_UNIT': 11.286140052976597, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108003.12478174848, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.286140052976597, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004739723167978673, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.499969355934284, 'MAX_PENALTY_DURATION_HOURS': 1380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4868693832718821, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.0065814260858633195, 'max_pnl_target': 0.13968047922334154, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.06092920035110639, 'max_pnl_target': 0.1794830307625622, 'max_calls_for_rule': 139}}
|
1,320 |
ADAUSD
|
{'omega': 1.6578047517019268, 'alpha': [0.06772332645778525], 'beta': [0.9302766735422147], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8325915682070355, 'historical_segment_start_price': 0.04057, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 918.8283776456099, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 132, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194838.6580749865, 'LEVERAGE': 101, 'UNIT_BUDGET': 1473.0967502662274, 'INITIAL_MARGIN_PER_UNIT': 9.097310669758514, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194838.6580749865, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.097310669758514, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00470242122366623, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 2.8423566333951014, 'MAX_PENALTY_DURATION_HOURS': 393, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08145015336642658, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.009625757921207515, 'max_pnl_target': 0.07458794369128016, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.01604627772891382, 'max_pnl_target': 0.20237298368048745, 'max_calls_for_rule': 145}}
|
1,321 |
NIFTYFIN
|
{'omega': 0.5974508388091251, 'alpha': [0.11912941084399388], 'beta': [0.859799754791196], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.382981247451886, 'historical_segment_start_price': 7331.55, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 303.07621578451693, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 100, 'MAX_CONCURRENT_UNITS': 236, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 196785.10018690923, 'LEVERAGE': 37, 'UNIT_BUDGET': 833.0681159111259, 'INITIAL_MARGIN_PER_UNIT': 8.191249075257215, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196785.10018690923, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.191249075257215, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003932152279724932, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.477145727733289, 'MAX_PENALTY_DURATION_HOURS': 1293, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09514400902109453, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.04782318895305715, 'max_pnl_target': 0.15101091697808874, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.05840962688528385, 'max_pnl_target': 0.2235657892998973, 'max_calls_for_rule': 81}}
|
1,322 |
BTCUSD
|
{'omega': 0.12577402964619533, 'alpha': [0.06522448280596865], 'beta': [0.9327755171940313], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 60147.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1286.8298508375292, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, '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': 169296.50308241055, 'LEVERAGE': 121, 'UNIT_BUDGET': 1480.8982683574834, 'INITIAL_MARGIN_PER_UNIT': 10.634957444938259, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169296.50308241055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.634957444938259, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018773061657444683, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 2.7570662528917147, 'MAX_PENALTY_DURATION_HOURS': 790, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4444394067649716, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.029375506240905305, 'max_pnl_target': 0.08166755900843221, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.019802020947746544, 'max_pnl_target': 0.17958523097032514, 'max_calls_for_rule': 115}}
|
1,323 |
ETHUSD
|
{'omega': 1.2261865722377652, 'alpha': [0.09370726255593335], 'beta': [0.8178806500515535], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2650.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 348.5649606763483, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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': 128703.28057986783, 'LEVERAGE': 36, 'UNIT_BUDGET': 1152.3545105439562, 'INITIAL_MARGIN_PER_UNIT': 9.682360018787453, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128703.28057986783, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.682360018787453, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010427414210216503, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 1.7225597695560377, 'MAX_PENALTY_DURATION_HOURS': 1299, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6495199270136255, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 49, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2940}
|
{'small_calls': {'min_pnl_target': 0.04448190838511524, 'max_pnl_target': 0.17346591265819777, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.08407665789551039, 'max_pnl_target': 0.29569400811771857, 'max_calls_for_rule': 81}}
|
1,324 |
NIFTYIT
|
{'omega': 0.37124802950842967, 'alpha': [0.14214476384875394], 'beta': [0.8061204634024957], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.082090698625954, 'historical_segment_start_price': 10185.25, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 276.05589605702414, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 281, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 85136.14929592088, 'LEVERAGE': 38, 'UNIT_BUDGET': 2055.3759779351294, 'INITIAL_MARGIN_PER_UNIT': 7.264628843605898, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85136.14929592088, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.264628843605898, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022106153174802643, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 1.8888702523384602, 'MAX_PENALTY_DURATION_HOURS': 957, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6104587432237816, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.0385512966305795, 'max_pnl_target': 0.1659741183272929, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.021717784079512165, 'max_pnl_target': 0.13072368022673533, 'max_calls_for_rule': 265}}
|
1,325 |
ADAUSD
|
{'omega': 0.8673956649153227, 'alpha': [0.06942598461502017], 'beta': [0.879532553609446], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5745, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1219.7391926507842, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 89, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92271.38346984284, 'LEVERAGE': 101, 'UNIT_BUDGET': 1090.1190221583065, 'INITIAL_MARGIN_PER_UNIT': 12.076625669809744, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92271.38346984284, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.076625669809744, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012866625386796881, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 123, 'PENALTY_DURATION_MULTIPLIER': 2.5854044539994607, 'MAX_PENALTY_DURATION_HOURS': 1169, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5457393378424255, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.048318443395817486, 'max_pnl_target': 0.1549632388259906, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.03151043775690042, 'max_pnl_target': 0.2383064624851317, 'max_calls_for_rule': 67}}
|
1,326 |
ETHUSD
|
{'omega': 1.0554864801239663, 'alpha': [0.08311601912698635], 'beta': [0.888392843549833], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 230.86423071, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 310.57551782481545, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 95, 'MAX_CONCURRENT_UNITS': 93, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 90494.84463425315, 'LEVERAGE': 31, 'UNIT_BUDGET': 965.7150558827387, 'INITIAL_MARGIN_PER_UNIT': 10.01856509112308, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90494.84463425315, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.01856509112308, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016065890914438974, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 1.8956437681689842, 'MAX_PENALTY_DURATION_HOURS': 961, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35728959804253707, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.012902055444919248, 'max_pnl_target': 0.15898096116270394, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.02832915255128536, 'max_pnl_target': 0.23419257454585624, 'max_calls_for_rule': 94}}
|
1,327 |
TSLAUSD
|
{'omega': 1.061175765826341, 'alpha': [0.07364177008845597], 'beta': [0.924358229911544], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019335342141850342, 'historical_segment_start_price': 356.79, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 410.84186833937287, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, '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': 131337.51835788175, 'LEVERAGE': 45, 'UNIT_BUDGET': 2198.120060820949, 'INITIAL_MARGIN_PER_UNIT': 9.129819296430508, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131337.51835788175, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.129819296430508, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023356531595894138, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 72, 'PENALTY_DURATION_MULTIPLIER': 2.6119619486372265, 'MAX_PENALTY_DURATION_HOURS': 980, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5652438828611299, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.02599137053577383, 'max_pnl_target': 0.16037639952962035, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.03732658326998032, 'max_pnl_target': 0.19167418797584784, 'max_calls_for_rule': 200}}
|
1,328 |
XRPUSD
|
{'omega': 3.394595768811476, 'alpha': [0.1637672253724648], 'beta': [0.8206342807638197], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.26162, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 672.2419891851949, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 55025.246717290625, 'LEVERAGE': 88, 'UNIT_BUDGET': 1235.589232007971, 'INITIAL_MARGIN_PER_UNIT': 7.639113513468124, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55025.246717290625, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.639113513468124, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004269309657316508, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.997496334396744, 'MAX_PENALTY_DURATION_HOURS': 514, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36162711958021454, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.0275615654061932, 'max_pnl_target': 0.08923987218188076, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.031326342275189156, 'max_pnl_target': 0.17998615161413747, 'max_calls_for_rule': 142}}
|
1,329 |
XRPUSD
|
{'omega': 1.430380906244045, 'alpha': [0.07009052516378082], 'beta': [0.9279094748362192], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03278350881921224, 'historical_segment_start_price': 0.3736, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 337.64892543590156, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 455, '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': 124024.52199849914, 'LEVERAGE': 63, 'UNIT_BUDGET': 2444.565110185746, 'INITIAL_MARGIN_PER_UNIT': 5.359506752950819, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124024.52199849914, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.359506752950819, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004112919461652443, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 1.5303344175710702, 'MAX_PENALTY_DURATION_HOURS': 955, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0381181348788408, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.02896998833782769, 'max_pnl_target': 0.15957798259955305, 'max_calls_for_rule': 178}, 'moderate_calls': {'min_pnl_target': 0.09307268609196943, 'max_pnl_target': 0.3180011448623486, 'max_calls_for_rule': 412}}
|
1,330 |
BTCUSD
|
{'omega': 0.940284600072674, 'alpha': [0.11437505096842758], 'beta': [0.8508105408506511], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.571893511745219, 'historical_segment_start_price': 8354.07, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 664.9418687007714, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131343.4500028431, 'LEVERAGE': 73, 'UNIT_BUDGET': 1846.2423515890973, 'INITIAL_MARGIN_PER_UNIT': 9.108792721928374, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131343.4500028431, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.108792721928374, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003921227640328283, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 1.6769263190899533, 'MAX_PENALTY_DURATION_HOURS': 1025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33927982761401615, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 26, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 1560}
|
{'small_calls': {'min_pnl_target': 0.030669633601153205, 'max_pnl_target': 0.08172764576425395, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.09157429845817963, 'max_pnl_target': 0.24999318830129819, 'max_calls_for_rule': 155}}
|
1,331 |
GOOGLUSD
|
{'omega': 1.2980924668196714, 'alpha': [0.08387891559323153], 'beta': [0.9141210844067685], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03260858357601043, 'historical_segment_start_price': 104.38, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1059.1582938090603, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, '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': 181588.6884036076, 'LEVERAGE': 72, 'UNIT_BUDGET': 1052.775973389325, 'INITIAL_MARGIN_PER_UNIT': 14.710531858459172, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181588.6884036076, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.710531858459172, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019071948007573108, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 2.5473235761323827, 'MAX_PENALTY_DURATION_HOURS': 346, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5889154552990361, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.013303092606584303, 'max_pnl_target': 0.10071360642186802, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.0842936028107535, 'max_pnl_target': 0.24444352264244817, 'max_calls_for_rule': 48}}
|
1,332 |
ADAUSD
|
{'omega': 6.502747050491012, 'alpha': [0.09724641341826477], 'beta': [0.8728079454562594], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.1178, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 714.6108086063045, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 163, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 189467.9399424125, 'LEVERAGE': 89, 'UNIT_BUDGET': 1160.2860273456795, 'INITIAL_MARGIN_PER_UNIT': 8.029334928160726, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189467.9399424125, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.029334928160726, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017214094525593749, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 2.8609363864836013, 'MAX_PENALTY_DURATION_HOURS': 615, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6192080989357173, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.048671348129329293, 'max_pnl_target': 0.1326474680913787, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.012471351322072896, 'max_pnl_target': 0.1743291375175401, 'max_calls_for_rule': 130}}
|
1,333 |
BNBUSD
|
{'omega': 1.1514424946536688, 'alpha': [0.0696660380909238], 'beta': [0.9283339619090761], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0221825990354988, 'historical_segment_start_price': 485.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 189.1350819047108, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 349, 'MAX_CONCURRENT_UNITS': 27, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 56301.154522791156, 'LEVERAGE': 32, 'UNIT_BUDGET': 2074.356636505294, 'INITIAL_MARGIN_PER_UNIT': 5.910471309522213, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56301.154522791156, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.910471309522213, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004177171660964549, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 1.537653191777721, 'MAX_PENALTY_DURATION_HOURS': 1214, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20702143476831908, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 54, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3240}
|
{'small_calls': {'min_pnl_target': 0.0075903824664066335, 'max_pnl_target': 0.0815248413320591, 'max_calls_for_rule': 133}, 'moderate_calls': {'min_pnl_target': 0.012670424240444612, 'max_pnl_target': 0.1344289457856702, 'max_calls_for_rule': 333}}
|
1,334 |
BNBUSD
|
{'omega': 3.8475432203259166, 'alpha': [0.12262014463815002], 'beta': [0.7934869515678515], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.4325, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 316.69159053194466, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 314, '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': 125989.88614042706, 'LEVERAGE': 47, 'UNIT_BUDGET': 2127.6940588966418, 'INITIAL_MARGIN_PER_UNIT': 6.738118947488184, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125989.88614042706, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.738118947488184, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004450642994916626, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 1.5895033545000905, 'MAX_PENALTY_DURATION_HOURS': 1416, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03899405823477829, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.04427984498528029, 'max_pnl_target': 0.15525768013849378, 'max_calls_for_rule': 169}, 'moderate_calls': {'min_pnl_target': 0.06703374806282786, 'max_pnl_target': 0.17080937021090642, 'max_calls_for_rule': 296}}
|
1,335 |
NIFTYFMCG
|
{'omega': 0.3071951415427473, 'alpha': [0.09417980773634503], 'beta': [0.9036007541413574], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009706981453922955, 'historical_segment_start_price': 29297.35, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 500.1531384761124, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131836.66436358663, 'LEVERAGE': 37, 'UNIT_BUDGET': 1397.7658488511256, 'INITIAL_MARGIN_PER_UNIT': 13.517652391246282, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131836.66436358663, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.517652391246282, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003485560221494656, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.704243584391204, 'MAX_PENALTY_DURATION_HOURS': 895, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6512194472268897, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.01103359622488169, 'max_pnl_target': 0.13339505104391097, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.04008481646243662, 'max_pnl_target': 0.2687017370458153, 'max_calls_for_rule': 93}}
|
1,336 |
XRPUSD
|
{'omega': 2.030006179038064, 'alpha': [0.10281204748148409], 'beta': [0.895187952518516], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23177, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 155.04974072616895, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, 'MAX_CONCURRENT_UNITS': 162, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182330.0635636734, 'LEVERAGE': 17, 'UNIT_BUDGET': 1118.802325245546, 'INITIAL_MARGIN_PER_UNIT': 9.120572983892291, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182330.0635636734, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.120572983892291, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032948229967822303, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.541574796387944, 'MAX_PENALTY_DURATION_HOURS': 187, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5076091324506788, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.0112268205498745, 'max_pnl_target': 0.15814423618460655, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.045764589605072625, 'max_pnl_target': 0.14828718330263385, 'max_calls_for_rule': 113}}
|
1,337 |
XRPUSD
|
{'omega': 0.3576131978115976, 'alpha': [0.06295197227889564], 'beta': [0.9265812109242944], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.743127209293932, 'historical_segment_start_price': 0.5989, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 452.99886872579964, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, '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': 186655.6646431204, 'LEVERAGE': 33, 'UNIT_BUDGET': 1765.1033022160802, 'INITIAL_MARGIN_PER_UNIT': 13.727238446236353, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186655.6646431204, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.727238446236353, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001080676912202079, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 78, 'PENALTY_DURATION_MULTIPLIER': 2.4709972956154287, 'MAX_PENALTY_DURATION_HOURS': 732, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3826780038933082, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.0505351205932338, 'max_pnl_target': 0.185874044166137, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.06079982522465711, 'max_pnl_target': 0.21267291803044697, 'max_calls_for_rule': 107}}
|
1,338 |
BNBUSD
|
{'omega': 0.5162618088491979, 'alpha': [0.07755498472167194], 'beta': [0.9171463758305393], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017756255085081038, 'historical_segment_start_price': 270.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1222.370163791001, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 144, 'MAX_CONCURRENT_UNITS': 34, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 62415.345310451594, 'LEVERAGE': 97, 'UNIT_BUDGET': 1829.3565902721145, 'INITIAL_MARGIN_PER_UNIT': 12.601754265886608, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62415.345310451594, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.601754265886608, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011239340015731436, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 1.8106879104735176, 'MAX_PENALTY_DURATION_HOURS': 1086, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2676634070203728, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.024333585049415875, 'max_pnl_target': 0.11975852588995953, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.07924570242437792, 'max_pnl_target': 0.19194941259902976, 'max_calls_for_rule': 124}}
|
1,339 |
XRPUSD
|
{'omega': 0.8196644365973469, 'alpha': [0.11611721851604165], 'beta': [0.7910969584605002], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.31346, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 583.0063197151476, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 191, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148913.99156865495, 'LEVERAGE': 46, 'UNIT_BUDGET': 778.1134692957754, 'INITIAL_MARGIN_PER_UNIT': 12.674050428590164, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148913.99156865495, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.674050428590164, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020250472865241337, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 1.5808389781091976, 'MAX_PENALTY_DURATION_HOURS': 1033, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4097062977495348, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.04546151802972515, 'max_pnl_target': 0.12966197712421848, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.01393378645791767, 'max_pnl_target': 0.16649547892478148, 'max_calls_for_rule': 48}}
|
1,340 |
NIFTYFMCG
|
{'omega': 0.2635853154616174, 'alpha': [0.07444937470926145], 'beta': [0.9235506252907385], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019885586364046633, 'historical_segment_start_price': 29966.5, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1298.205372888486, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, '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': 136365.85410888412, 'LEVERAGE': 93, 'UNIT_BUDGET': 1379.5245449000834, 'INITIAL_MARGIN_PER_UNIT': 13.959197557940708, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136365.85410888412, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.959197557940708, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004032252535051479, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.5333245826096364, 'MAX_PENALTY_DURATION_HOURS': 1253, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3148622555171448, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.010244702811492517, 'max_pnl_target': 0.10751784702277146, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.06761201179035703, 'max_pnl_target': 0.23159592256070782, 'max_calls_for_rule': 88}}
|
1,341 |
NIFTYBANK
|
{'omega': 0.7661459381262352, 'alpha': [0.06644368433291353], 'beta': [0.8280289963688879], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020409235160024988, 'historical_segment_start_price': 36594.0, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1061.4607576252224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 51, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 84802.546734884, 'LEVERAGE': 94, 'UNIT_BUDGET': 1635.5767537822157, 'INITIAL_MARGIN_PER_UNIT': 11.29213571941726, 'MAX_TRADING_CAPITAL_FOR_UNITS': 84802.546734884, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.29213571941726, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003671833184739036, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.0245506394175217, 'MAX_PENALTY_DURATION_HOURS': 380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04995506567092056, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.02775613624720042, 'max_pnl_target': 0.1236003724821784, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.06485971120328604, 'max_pnl_target': 0.23846994423268286, 'max_calls_for_rule': 103}}
|
1,342 |
NIFTYENERGY
|
{'omega': 0.7949973945453952, 'alpha': [0.11678554783660447], 'beta': [0.8257764559209041], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.755122062601463, 'historical_segment_start_price': 21107.4, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1437.6527139143877, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 47, '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': 94208.25019007726, 'LEVERAGE': 103, 'UNIT_BUDGET': 679.4645606883303, 'INITIAL_MARGIN_PER_UNIT': 13.95779333897464, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94208.25019007726, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.95779333897464, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019478885426380274, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 1.6575938664961392, 'MAX_PENALTY_DURATION_HOURS': 973, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26865340888286826, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.04238714702526626, 'max_pnl_target': 0.14894906219843684, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.06985750635260303, 'max_pnl_target': 0.3022900398664927, 'max_calls_for_rule': 28}}
|
1,343 |
BNBUSD
|
{'omega': 3.8760328886989006, 'alpha': [0.0974800914880089], 'beta': [0.900519908511991], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 9.8702, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1045.8658166984649, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 143507.59320984205, 'LEVERAGE': 82, 'UNIT_BUDGET': 1406.1154004330938, 'INITIAL_MARGIN_PER_UNIT': 12.75446117924957, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143507.59320984205, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.75446117924957, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004957839401824813, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 1.8175219310936563, 'MAX_PENALTY_DURATION_HOURS': 797, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08291547596167723, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.0183080434232998, 'max_pnl_target': 0.07596882172624389, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.082384916556596, 'max_pnl_target': 0.21436705243906354, 'max_calls_for_rule': 85}}
|
1,344 |
NIFTYBANK
|
{'omega': 1.1751893836948386, 'alpha': [0.009296768383585225], 'beta': [0.9887032316164148], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9037445706505998, 'historical_segment_start_price': 30709.25, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1338.3603140176597, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 79, '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': 55381.389483953186, 'LEVERAGE': 111, 'UNIT_BUDGET': 972.4559770434619, 'INITIAL_MARGIN_PER_UNIT': 12.057300126285222, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55381.389483953186, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.057300126285222, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004877437190325844, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 2.3152521382713487, 'MAX_PENALTY_DURATION_HOURS': 1142, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2548568035154253, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.039123963945448086, 'max_pnl_target': 0.18724705489439913, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.09513181233924102, 'max_pnl_target': 0.2908481488745499, 'max_calls_for_rule': 74}}
|
1,345 |
BTCUSD
|
{'omega': 1.0288461156918214, 'alpha': [0.0639109300198066], 'beta': [0.9132032121856768], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012889685960226962, 'historical_segment_start_price': 9349.77, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 539.8866003127456, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, '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': 74046.82592028374, 'LEVERAGE': 57, 'UNIT_BUDGET': 728.0269606396296, 'INITIAL_MARGIN_PER_UNIT': 9.47169474232887, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74046.82592028374, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.47169474232887, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035349499982159703, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 1.953447426326096, 'MAX_PENALTY_DURATION_HOURS': 757, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6138722134112177, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.019765416661910413, 'max_pnl_target': 0.13636672433215138, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.03916117651682054, 'max_pnl_target': 0.2844042142201848, 'max_calls_for_rule': 68}}
|
1,346 |
BTCUSD
|
{'omega': 1.185149703284252, 'alpha': [0.0631698955572919], 'beta': [0.9348301044427081], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00876912513430839, 'historical_segment_start_price': 56421.7, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 353.8398109934481, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158013.3776284631, 'LEVERAGE': 37, 'UNIT_BUDGET': 1996.190554752031, 'INITIAL_MARGIN_PER_UNIT': 9.563238134958057, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158013.3776284631, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.563238134958057, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004587250784025915, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 1.5429262660669307, 'MAX_PENALTY_DURATION_HOURS': 1289, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23307427541862272, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 2760}
|
{'small_calls': {'min_pnl_target': 0.04324272357832849, 'max_pnl_target': 0.11957989298000872, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.07683668490429407, 'max_pnl_target': 0.24472753251325202, 'max_calls_for_rule': 178}}
|
1,347 |
GOOGLUSD
|
{'omega': 0.692328521206794, 'alpha': [0.07386951385018445], 'beta': [0.9241304861498155], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03878569055621048, 'historical_segment_start_price': 1406.4, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1203.2838351733233, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, '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': 92308.31621549104, 'LEVERAGE': 82, 'UNIT_BUDGET': 1000.7179315069949, 'INITIAL_MARGIN_PER_UNIT': 14.674193111869796, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92308.31621549104, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.674193111869796, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017146919296095922, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 1.7798107320476335, 'MAX_PENALTY_DURATION_HOURS': 1073, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22753066237247158, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 27, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 1620}
|
{'small_calls': {'min_pnl_target': 0.010887309174500676, 'max_pnl_target': 0.10342512898947928, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.09680897964281952, 'max_pnl_target': 0.2665654871061217, 'max_calls_for_rule': 66}}
|
1,348 |
BTCUSD
|
{'omega': 1.8552016782398464, 'alpha': [0.1120860887889761], 'beta': [0.8859139112110239], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023638006815375995, 'historical_segment_start_price': 53991.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 831.3546445136622, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 299, 'MAX_CONCURRENT_UNITS': 23, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57700.534488462676, 'LEVERAGE': 103, 'UNIT_BUDGET': 2423.2544335008597, 'INITIAL_MARGIN_PER_UNIT': 8.071404315666623, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57700.534488462676, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.071404315666623, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004474929332918584, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 1.865643529465208, 'MAX_PENALTY_DURATION_HOURS': 1362, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7169738007364402, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.023276045823485136, 'max_pnl_target': 0.07598043255056976, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.08755845870550424, 'max_pnl_target': 0.26002124495966783, 'max_calls_for_rule': 231}}
|
1,349 |
NIFTYENERGY
|
{'omega': 0.9439753749566508, 'alpha': [0.11277639139028443], 'beta': [0.7918566123125553], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.207235562900341, 'historical_segment_start_price': 8518.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 515.9809312149446, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, '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': 129357.68673564553, 'LEVERAGE': 38, 'UNIT_BUDGET': 1283.5290958707596, 'INITIAL_MARGIN_PER_UNIT': 13.578445558288015, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129357.68673564553, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.578445558288015, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004386404095321492, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.9690263386917644, 'MAX_PENALTY_DURATION_HOURS': 901, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3244480429278283, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.04425269992802993, 'max_pnl_target': 0.14750783079118315, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.05840764875199325, 'max_pnl_target': 0.2565589802941787, 'max_calls_for_rule': 76}}
|
1,350 |
ETHUSD
|
{'omega': 2.512121035771203, 'alpha': [0.13496980009297332], 'beta': [0.7726414021232462], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 140.56, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1640.1750716161077, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 246, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187203.3868545182, 'LEVERAGE': 111, 'UNIT_BUDGET': 760.9014118123689, 'INITIAL_MARGIN_PER_UNIT': 14.77635199654151, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187203.3868545182, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.77635199654151, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040560150475031365, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.8889968592035724, 'MAX_PENALTY_DURATION_HOURS': 369, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33688320301508007, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.016662294402284145, 'max_pnl_target': 0.0854344154025365, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.037577679715754646, 'max_pnl_target': 0.23862770577445905, 'max_calls_for_rule': 48}}
|
1,351 |
ADAUSD
|
{'omega': 1.819727444242674, 'alpha': [0.08536641751134155], 'beta': [0.9126335824886586], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024493882157500983, 'historical_segment_start_price': 0.12421, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 915.4508401274741, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, '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': 80598.99919393522, 'LEVERAGE': 104, 'UNIT_BUDGET': 691.2588376977592, 'INITIAL_MARGIN_PER_UNIT': 8.802411924302636, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80598.99919393522, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.802411924302636, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014931876236945719, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.728179543916797, 'MAX_PENALTY_DURATION_HOURS': 544, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44739217583184365, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.016427227863372664, 'max_pnl_target': 0.0675315222328097, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.07253083127027417, 'max_pnl_target': 0.2988630221378201, 'max_calls_for_rule': 48}}
|
1,352 |
BNBUSD
|
{'omega': 2.9539763259220804, 'alpha': [0.11024525537109553], 'beta': [0.8877547446289046], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.2898, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 676.3987087082235, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 54, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 114434.41066157584, 'LEVERAGE': 48, 'UNIT_BUDGET': 2116.541779889867, 'INITIAL_MARGIN_PER_UNIT': 14.091639764754655, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114434.41066157584, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.091639764754655, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004343285859550494, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.267138088767217, 'MAX_PENALTY_DURATION_HOURS': 1218, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5325325507336408, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.04605461442484615, 'max_pnl_target': 0.14667586197001453, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.08821675648002222, 'max_pnl_target': 0.29613624156872875, 'max_calls_for_rule': 103}}
|
1,353 |
ADAUSD
|
{'omega': 1.4410296340755815, 'alpha': [0.07102969675574695], 'beta': [0.926970303244253], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.01201693836829, 'historical_segment_start_price': 0.04057, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 369.1926356793935, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58064.08352122071, 'LEVERAGE': 28, 'UNIT_BUDGET': 2016.5440913248854, 'INITIAL_MARGIN_PER_UNIT': 13.185451274264054, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58064.08352122071, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.185451274264054, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020918227729645683, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 1.6362969264981702, 'MAX_PENALTY_DURATION_HOURS': 1438, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2407393256577133, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.030950439968958396, 'max_pnl_target': 0.08682152968562509, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.0649216991591584, 'max_pnl_target': 0.2040352807035543, 'max_calls_for_rule': 117}}
|
1,354 |
BTCUSD
|
{'omega': 0.7194820518180783, 'alpha': [0.05243067912993343], 'beta': [0.8658763352143246], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.229506087446819, 'historical_segment_start_price': 48915.31, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 660.4241810308278, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, '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': 136318.17994382523, 'LEVERAGE': 108, 'UNIT_BUDGET': 1551.7802127114503, 'INITIAL_MARGIN_PER_UNIT': 6.115038713248405, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136318.17994382523, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.115038713248405, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003121525360023559, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.159339478632286, 'MAX_PENALTY_DURATION_HOURS': 644, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7421628263652489, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.03362447790851163, 'max_pnl_target': 0.1473080881366436, 'max_calls_for_rule': 114}, 'moderate_calls': {'min_pnl_target': 0.06359179463827104, 'max_pnl_target': 0.20423841449114105, 'max_calls_for_rule': 204}}
|
1,355 |
NIFTYFMCG
|
{'omega': 0.15880056297529724, 'alpha': [0.10147684075448367], 'beta': [0.8320163531674165], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017126337718497454, 'historical_segment_start_price': 28854.7, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 165.39909956000906, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, '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': 52581.86358586886, 'LEVERAGE': 17, 'UNIT_BUDGET': 1610.2224652761818, 'INITIAL_MARGIN_PER_UNIT': 9.729358797647592, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52581.86358586886, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.729358797647592, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002659556370488988, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.35204762213855, 'MAX_PENALTY_DURATION_HOURS': 212, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5838393826298636, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.03144402875026592, 'max_pnl_target': 0.1646850913826715, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.08169292879108726, 'max_pnl_target': 0.30336266591463656, 'max_calls_for_rule': 148}}
|
1,356 |
ADAUSD
|
{'omega': 2.6445098332339505, 'alpha': [0.11289140173634242], 'beta': [0.7979042729382815], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018011148582754082, 'historical_segment_start_price': 0.10313, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 565.0911686843698, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, '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': 110420.22990605768, 'LEVERAGE': 49, 'UNIT_BUDGET': 697.727718741985, 'INITIAL_MARGIN_PER_UNIT': 11.532472830293262, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110420.22990605768, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.532472830293262, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002540741136676015, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 72, 'PENALTY_DURATION_MULTIPLIER': 2.841548897818506, 'MAX_PENALTY_DURATION_HOURS': 964, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6778351214065592, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.017015906671654507, 'max_pnl_target': 0.14865808416721701, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.02875507372065525, 'max_pnl_target': 0.14678687861162706, 'max_calls_for_rule': 43}}
|
1,357 |
XRPUSD
|
{'omega': 1.4692807353849422, 'alpha': [0.07885926698565825], 'beta': [0.8913759291429814], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025969684662286923, 'historical_segment_start_price': 0.3643, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1089.055892423591, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, 'MAX_CONCURRENT_UNITS': 124, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 181304.08328275752, 'LEVERAGE': 91, 'UNIT_BUDGET': 1455.6547857670478, 'INITIAL_MARGIN_PER_UNIT': 11.967647169490013, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181304.08328275752, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.967647169490013, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023128953199444253, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 2.2991485131150173, 'MAX_PENALTY_DURATION_HOURS': 1257, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.330365525831171, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.01793931756065441, 'max_pnl_target': 0.07046741248229169, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.07058793477506616, 'max_pnl_target': 0.31410508626065264, 'max_calls_for_rule': 77}}
|
1,358 |
BNBUSD
|
{'omega': 0.3814040740418036, 'alpha': [0.03921261914859608], 'beta': [0.958787380851404], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.452551002992527, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 528.1055060166309, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 140679.21691937157, 'LEVERAGE': 42, 'UNIT_BUDGET': 2060.401469432103, 'INITIAL_MARGIN_PER_UNIT': 12.573940619443594, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140679.21691937157, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.573940619443594, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003928046422000736, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.731214930442722, 'MAX_PENALTY_DURATION_HOURS': 926, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4043883426680995, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 20, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.037294975729181654, 'max_pnl_target': 0.1859000721828326, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.048475622754797366, 'max_pnl_target': 0.2923635022300205, 'max_calls_for_rule': 113}}
|
1,359 |
BNBUSD
|
{'omega': 3.723657196999379, 'alpha': [0.12713813698039247], 'beta': [0.8708618630196076], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 39.2967, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 813.5247162103992, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, 'MAX_CONCURRENT_UNITS': 51, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91297.93919829953, 'LEVERAGE': 58, 'UNIT_BUDGET': 1781.437577566714, 'INITIAL_MARGIN_PER_UNIT': 14.026288210524125, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91297.93919829953, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.026288210524125, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003425078275941082, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 1.8342917947295292, 'MAX_PENALTY_DURATION_HOURS': 886, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3815781696838469, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.0366630467322186, 'max_pnl_target': 0.10498907826063603, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.05328101988502555, 'max_pnl_target': 0.2270689665167001, 'max_calls_for_rule': 88}}
|
1,360 |
BNBUSD
|
{'omega': 0.6353663155505487, 'alpha': [0.07077477813817505], 'beta': [0.8653296640421472], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03598274551032878, 'historical_segment_start_price': 432.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 343.62115491316774, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80561.05789197236, 'LEVERAGE': 41, 'UNIT_BUDGET': 1327.0595413462622, 'INITIAL_MARGIN_PER_UNIT': 8.381003778369944, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80561.05789197236, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.381003778369944, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004428879091909212, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 1.7934832295845755, 'MAX_PENALTY_DURATION_HOURS': 1195, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.39834063464567443, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.00971686329410471, 'max_pnl_target': 0.11135507121191726, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.06948525455969291, 'max_pnl_target': 0.2390938934839026, 'max_calls_for_rule': 152}}
|
1,361 |
NIFTYBANK
|
{'omega': 0.3404426223898444, 'alpha': [0.07361304080766386], 'beta': [0.9243869591923362], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.756991419426624, 'historical_segment_start_price': 24149.05, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1837.6592872013014, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83141.38935166168, 'LEVERAGE': 125, 'UNIT_BUDGET': 1862.5182198196069, 'INITIAL_MARGIN_PER_UNIT': 14.70127429761041, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83141.38935166168, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.70127429761041, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004972440661632648, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.2648365832637363, 'MAX_PENALTY_DURATION_HOURS': 659, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20851059455477497, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 134, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8040}
|
{'small_calls': {'min_pnl_target': 0.0317652982217878, 'max_pnl_target': 0.10400885640622964, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.08177611600755033, 'max_pnl_target': 0.24219549313423738, 'max_calls_for_rule': 93}}
|
1,362 |
TSLAUSD
|
{'omega': 1.102969908663217, 'alpha': [0.08638707531309976], 'beta': [0.9067288064085169], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0403285944985665, 'historical_segment_start_price': 308.52, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1144.3888379146879, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, 'MAX_CONCURRENT_UNITS': 155, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182408.6825427696, 'LEVERAGE': 109, 'UNIT_BUDGET': 1173.9713915520679, 'INITIAL_MARGIN_PER_UNIT': 10.498980164354935, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182408.6825427696, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.498980164354935, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021495467028314753, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.1613371136321784, 'MAX_PENALTY_DURATION_HOURS': 1016, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15549395500699661, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.024147762936205883, 'max_pnl_target': 0.17319620662699434, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.06925900203843088, 'max_pnl_target': 0.21739648380427287, 'max_calls_for_rule': 100}}
|
1,363 |
ETHUSD
|
{'omega': 2.3157887020901575, 'alpha': [0.1145857185648897], 'beta': [0.8231739196954434], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 147.77, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 423.77402251679416, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 185, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98976.91046217472, 'LEVERAGE': 36, 'UNIT_BUDGET': 533.7886280679068, 'INITIAL_MARGIN_PER_UNIT': 11.771500625466505, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98976.91046217472, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.771500625466505, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001514718591884086, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.746099349495933, 'MAX_PENALTY_DURATION_HOURS': 715, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40442093889657527, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.031158248242244464, 'max_pnl_target': 0.10222030862656697, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.04934878936530402, 'max_pnl_target': 0.16567643123928544, 'max_calls_for_rule': 29}}
|
1,364 |
BTCUSD
|
{'omega': 48.13838112150164, 'alpha': [0.19424300317707288], 'beta': [0.7830360592663048], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 442.9, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 296.81045034401274, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, 'MAX_CONCURRENT_UNITS': 232, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 162062.98517189926, 'LEVERAGE': 46, 'UNIT_BUDGET': 697.5613048702551, 'INITIAL_MARGIN_PER_UNIT': 6.45240109443506, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162062.98517189926, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.45240109443506, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0039958206298625915, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 1.852701846823212, 'MAX_PENALTY_DURATION_HOURS': 511, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.648757093161426, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.016057089579796832, 'max_pnl_target': 0.15570268362690637, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.09793731302723863, 'max_pnl_target': 0.2257724630320772, 'max_calls_for_rule': 74}}
|
1,365 |
BNBUSD
|
{'omega': 1.7990774650716406, 'alpha': [0.07542128688389427], 'beta': [0.8451159907654069], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.049019870122898025, 'historical_segment_start_price': 392.2892, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1066.5801412832047, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, 'MAX_CONCURRENT_UNITS': 122, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103342.71161751816, 'LEVERAGE': 117, 'UNIT_BUDGET': 844.0355736581739, 'INITIAL_MARGIN_PER_UNIT': 9.116069583617135, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103342.71161751816, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.116069583617135, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004352056452657771, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.394989031322125, 'MAX_PENALTY_DURATION_HOURS': 752, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45488124155873316, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.02253262385227839, 'max_pnl_target': 0.08774656225659314, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.0869066712808564, 'max_pnl_target': 0.2441377129938191, 'max_calls_for_rule': 74}}
|
1,366 |
ETHUSD
|
{'omega': 2.3426643677945536, 'alpha': [0.07573448644194183], 'beta': [0.9222655135580582], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 220.78, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 305.02483141899404, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 319, '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': 128406.99006236334, 'LEVERAGE': 50, 'UNIT_BUDGET': 1956.7560134598775, 'INITIAL_MARGIN_PER_UNIT': 6.10049662837988, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128406.99006236334, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.10049662837988, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018393038869970123, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 2.606078846245998, 'MAX_PENALTY_DURATION_HOURS': 782, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14627507351550173, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.050907085770199596, 'max_pnl_target': 0.1421554087198603, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.07567324222252744, 'max_pnl_target': 0.31224931809197787, 'max_calls_for_rule': 282}}
|
1,367 |
BTCUSD
|
{'omega': 0.33928486582966344, 'alpha': [0.07725169515499136], 'beta': [0.8762010609224525], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 68006.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 471.02776383692367, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 140, 'MAX_CONCURRENT_UNITS': 183, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188247.6833395698, 'LEVERAGE': 65, 'UNIT_BUDGET': 1025.2928270479072, 'INITIAL_MARGIN_PER_UNIT': 7.246580982106518, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188247.6833395698, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.246580982106518, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034272081705452257, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.504462614670716, 'MAX_PENALTY_DURATION_HOURS': 311, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6032615711110559, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.028939254446980357, 'max_pnl_target': 0.17666547053762552, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.09487417398701901, 'max_pnl_target': 0.25074603870743983, 'max_calls_for_rule': 88}}
|
1,368 |
ADAUSD
|
{'omega': 0.9222321384606031, 'alpha': [0.0727757004322849], 'beta': [0.9252242995677151], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010282277677709587, 'historical_segment_start_price': 0.4212, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 435.96958935817474, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 38, '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': 54874.75242296722, 'LEVERAGE': 36, 'UNIT_BUDGET': 472.9800079937112, 'INITIAL_MARGIN_PER_UNIT': 12.11026637106041, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54874.75242296722, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.11026637106041, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016964234655916072, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 1.9192510334472317, 'MAX_PENALTY_DURATION_HOURS': 1070, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07957763291883392, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.010448795923089192, 'max_pnl_target': 0.11265368330015191, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.0724092713288419, 'max_pnl_target': 0.2306165631868269, 'max_calls_for_rule': 36}}
|
1,369 |
NIFTY500
|
{'omega': 0.3389953550377268, 'alpha': [0.10247366410280176], 'beta': [0.8005516728647124], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.231941155415416, 'historical_segment_start_price': 15139.15, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 158.864356216644, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, 'MAX_CONCURRENT_UNITS': 117, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170518.8757910667, 'LEVERAGE': 12, 'UNIT_BUDGET': 1448.5922663266017, 'INITIAL_MARGIN_PER_UNIT': 13.238696351387002, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170518.8757910667, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.238696351387002, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014004746027362791, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 1.864077248507101, 'MAX_PENALTY_DURATION_HOURS': 971, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6054990811532114, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.04681371706103941, 'max_pnl_target': 0.16062749513277694, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.040482983786751844, 'max_pnl_target': 0.2639170612658699, 'max_calls_for_rule': 101}}
|
1,370 |
NIFTYENERGY
|
{'omega': 0.5680114917473817, 'alpha': [0.13768053359399035], 'beta': [0.8603194664060095], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011288757825270971, 'historical_segment_start_price': 10793.7, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1168.2855283453348, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, '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': 183828.06191842098, 'LEVERAGE': 82, 'UNIT_BUDGET': 2483.5685967683894, 'INITIAL_MARGIN_PER_UNIT': 14.247384492016279, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183828.06191842098, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.247384492016279, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003444331843825284, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 2.648993272775689, 'MAX_PENALTY_DURATION_HOURS': 746, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02538842091013401, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.04862139459469088, 'max_pnl_target': 0.17055723492825214, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.09986107903777636, 'max_pnl_target': 0.24066414347676898, 'max_calls_for_rule': 119}}
|
1,371 |
BTCUSD
|
{'omega': 0.19478763389789513, 'alpha': [0.052228927744188726], 'beta': [0.9457710722558113], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 90983.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 694.3425784353087, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, 'MAX_CONCURRENT_UNITS': 104, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167235.68137215244, 'LEVERAGE': 94, 'UNIT_BUDGET': 1597.4804913350436, 'INITIAL_MARGIN_PER_UNIT': 7.3866231748437094, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167235.68137215244, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.3866231748437094, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017714823208306342, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 2.8040886280934085, 'MAX_PENALTY_DURATION_HOURS': 1414, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6471766035698459, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.031705810850354045, 'max_pnl_target': 0.08786353608006137, 'max_calls_for_rule': 121}, 'moderate_calls': {'min_pnl_target': 0.04409962624011391, 'max_pnl_target': 0.22846616884546775, 'max_calls_for_rule': 133}}
|
1,372 |
XRPUSD
|
{'omega': 0.5688485473239974, 'alpha': [0.08097365345344393], 'beta': [0.8690210922851985], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.07313114087957527, 'historical_segment_start_price': 0.5221, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 768.9241122871493, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, 'MAX_CONCURRENT_UNITS': 97, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 197763.37541384692, 'LEVERAGE': 63, 'UNIT_BUDGET': 2022.2010795770773, 'INITIAL_MARGIN_PER_UNIT': 12.205144639478561, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197763.37541384692, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.205144639478561, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012749826987915268, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 1.9362135077824765, 'MAX_PENALTY_DURATION_HOURS': 323, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07900251402501535, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.02439358329462537, 'max_pnl_target': 0.14113230540433558, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.0431922745794841, 'max_pnl_target': 0.16777222788834295, 'max_calls_for_rule': 143}}
|
1,373 |
ETHUSD
|
{'omega': 2.200755257809259, 'alpha': [0.08094765849676855], 'beta': [0.9160561097138482], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 313.33, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 318.86577886218396, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 144, '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': 96294.12096940744, 'LEVERAGE': 48, 'UNIT_BUDGET': 965.3143618154237, 'INITIAL_MARGIN_PER_UNIT': 6.643037059628832, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96294.12096940744, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.643037059628832, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003241303215518736, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 1.7358086421093823, 'MAX_PENALTY_DURATION_HOURS': 1035, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4827861211014439, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.01756590491441739, 'max_pnl_target': 0.15705928371319708, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.027359640326780975, 'max_pnl_target': 0.2555917304435648, 'max_calls_for_rule': 103}}
|
1,374 |
BTCUSD
|
{'omega': 2.575765827143055, 'alpha': [0.13399339616711398], 'beta': [0.8640066038328861], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 825.86, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 148.3976595368017, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 407, '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': 81537.30518386474, 'LEVERAGE': 25, 'UNIT_BUDGET': 2425.5050928602805, 'INITIAL_MARGIN_PER_UNIT': 5.935906381472068, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81537.30518386474, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.935906381472068, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022564037373772904, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 2.661405965350304, 'MAX_PENALTY_DURATION_HOURS': 786, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22529834502992543, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.02973108514797565, 'max_pnl_target': 0.1567517845286632, 'max_calls_for_rule': 176}, 'moderate_calls': {'min_pnl_target': 0.027759190640921777, 'max_pnl_target': 0.1448248625777254, 'max_calls_for_rule': 379}}
|
1,375 |
ETHUSD
|
{'omega': 2.135953754994126, 'alpha': [0.10145254057840103], 'beta': [0.8252438108999615], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 147.77, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 150.87385900103558, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 52214.769740849646, 'LEVERAGE': 22, 'UNIT_BUDGET': 1282.2763223364768, 'INITIAL_MARGIN_PER_UNIT': 6.857902681865254, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52214.769740849646, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.857902681865254, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004191861216308736, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 2.4768680655013338, 'MAX_PENALTY_DURATION_HOURS': 1091, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24903108230451165, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.038892075628445794, 'max_pnl_target': 0.13103946925222082, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.04230656903304399, 'max_pnl_target': 0.14975977976825186, 'max_calls_for_rule': 132}}
|
1,376 |
NIFTYENERGY
|
{'omega': 0.9723289481437254, 'alpha': [0.10602372460437164], 'beta': [0.8741102791016754], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.333601389992666, 'historical_segment_start_price': 8518.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 740.128830510524, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 73, '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': 52628.622401680375, 'LEVERAGE': 92, 'UNIT_BUDGET': 596.5219161250393, 'INITIAL_MARGIN_PER_UNIT': 8.044878592505697, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52628.622401680375, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.044878592505697, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003074631570845896, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 1.60177500555751, 'MAX_PENALTY_DURATION_HOURS': 1093, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6460245154385658, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.015794931480202706, 'max_pnl_target': 0.13652651900536522, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.05467605119431033, 'max_pnl_target': 0.18611996107308448, 'max_calls_for_rule': 55}}
|
1,377 |
BTCUSD
|
{'omega': 0.8340057526627062, 'alpha': [0.06331804150400717], 'beta': [0.9166121498473231], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023325229237577332, 'historical_segment_start_price': 60138.05, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1084.5399281224743, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, 'MAX_CONCURRENT_UNITS': 181, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 193562.4521116358, 'LEVERAGE': 91, 'UNIT_BUDGET': 1064.4427374598017, 'INITIAL_MARGIN_PER_UNIT': 11.918021188159058, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193562.4521116358, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.918021188159058, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004999815440465181, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 2.0164733820278222, 'MAX_PENALTY_DURATION_HOURS': 495, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4151228902758166, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.050133471567813954, 'max_pnl_target': 0.11695218743609934, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.026455453758097887, 'max_pnl_target': 0.24397428634809726, 'max_calls_for_rule': 74}}
|
1,378 |
NIFTYBANK
|
{'omega': 0.7565666544312685, 'alpha': [0.11644392130835322], 'beta': [0.8815560786916466], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02645729617889812, 'historical_segment_start_price': 18580.65, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 635.6261321437455, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 242, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80671.88759233862, 'LEVERAGE': 79, 'UNIT_BUDGET': 1961.4848704001124, 'INITIAL_MARGIN_PER_UNIT': 8.045900406882854, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80671.88759233862, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.045900406882854, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002001085465904339, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 1.561897404844224, 'MAX_PENALTY_DURATION_HOURS': 361, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14485755660930538, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.04451131639330408, 'max_pnl_target': 0.18148825377548222, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.054562862205384144, 'max_pnl_target': 0.29634241220665153, 'max_calls_for_rule': 186}}
|
1,379 |
BTCUSD
|
{'omega': 4.244576215611477, 'alpha': [0.12798942162731397], 'beta': [0.8700105783726858], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 403.89, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 170.0397825170553, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, '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': 92890.08124044961, 'LEVERAGE': 29, 'UNIT_BUDGET': 1012.3809987258805, 'INITIAL_MARGIN_PER_UNIT': 5.863440776450183, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92890.08124044961, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.863440776450183, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016712063245942193, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.5704803260462836, 'MAX_PENALTY_DURATION_HOURS': 1184, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6657838047740904, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.04925980310151051, 'max_pnl_target': 0.1398855776681892, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.08553917255770807, 'max_pnl_target': 0.1867438464301942, 'max_calls_for_rule': 124}}
|
1,380 |
NIFTYBANK
|
{'omega': 0.3259599331135142, 'alpha': [0.10828702163651947], 'beta': [0.8209527969620232], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.39226538474867, 'historical_segment_start_price': 23586.15, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1224.4967830505789, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 68, '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': 89768.55071290681, 'LEVERAGE': 100, 'UNIT_BUDGET': 847.573514041824, 'INITIAL_MARGIN_PER_UNIT': 12.244967830505788, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89768.55071290681, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.244967830505788, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003935413079548126, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 1.688357224467718, 'MAX_PENALTY_DURATION_HOURS': 472, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.333952901298819, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 54, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3240}
|
{'small_calls': {'min_pnl_target': 0.03497628019141461, 'max_pnl_target': 0.13704836211157925, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.09065645279426025, 'max_pnl_target': 0.23760428339084771, 'max_calls_for_rule': 59}}
|
1,381 |
ADAUSD
|
{'omega': 2.5665762556876985, 'alpha': [0.08358193483911902], 'beta': [0.8454093122441882], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5355, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 629.0647689736822, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, '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': 108273.5933289876, 'LEVERAGE': 59, 'UNIT_BUDGET': 1621.5660811431026, 'INITIAL_MARGIN_PER_UNIT': 10.662114728367495, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108273.5933289876, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.662114728367495, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003964996732786717, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.769117741530933, 'MAX_PENALTY_DURATION_HOURS': 1026, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5992858594643409, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.030568457782850104, 'max_pnl_target': 0.08783908492927298, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.07549289559230532, 'max_pnl_target': 0.3200088534980303, 'max_calls_for_rule': 138}}
|
1,382 |
BTCUSD
|
{'omega': 3.0852033179430824, 'alpha': [0.0674786228420795], 'beta': [0.9305213771579206], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5504.42, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 827.9500798907608, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, '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': 67798.94214296243, 'LEVERAGE': 63, 'UNIT_BUDGET': 581.155718149974, 'INITIAL_MARGIN_PER_UNIT': 13.142064760170806, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67798.94214296243, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.142064760170806, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010168724243391392, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 1.5502390797532994, 'MAX_PENALTY_DURATION_HOURS': 489, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5163299049561167, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.010781701588191113, 'max_pnl_target': 0.15594302135343865, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.07446594396038708, 'max_pnl_target': 0.2687275891595906, 'max_calls_for_rule': 35}}
|
1,383 |
NIFTYHEALTHCARE
|
{'omega': 0.2488034913479315, 'alpha': [0.08504610067351494], 'beta': [0.851240999112932], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.409814918890948, 'historical_segment_start_price': 7817.65, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 381.41561161980025, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 220, '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': 145467.67074952874, 'LEVERAGE': 75, 'UNIT_BUDGET': 1124.5806186244972, 'INITIAL_MARGIN_PER_UNIT': 5.0855414882640035, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145467.67074952874, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.0855414882640035, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003588581896791798, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 2.1101366607106398, 'MAX_PENALTY_DURATION_HOURS': 477, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.47682086523949485, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.04209616105650557, 'max_pnl_target': 0.1168407449211154, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.07053890489342472, 'max_pnl_target': 0.21607522825740294, 'max_calls_for_rule': 217}}
|
1,384 |
NIFTYFMCG
|
{'omega': 0.26065751882807675, 'alpha': [0.09105366168364797], 'beta': [0.8902636177179634], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.030896058310406, 'historical_segment_start_price': 45632.3, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1339.5705061795866, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 278, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186927.35340688314, 'LEVERAGE': 91, 'UNIT_BUDGET': 671.3508018396228, 'INITIAL_MARGIN_PER_UNIT': 14.720555012962489, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186927.35340688314, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.720555012962489, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004889167629947759, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.973368928344446, 'MAX_PENALTY_DURATION_HOURS': 885, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27342578952008556, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.03698442540717619, 'max_pnl_target': 0.14606414860526018, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.03148468537599632, 'max_pnl_target': 0.16795677466845202, 'max_calls_for_rule': 42}}
|
1,385 |
XRPUSD
|
{'omega': 1.5829700032785283, 'alpha': [0.08352238147610386], 'beta': [0.8525552888560235], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.39601, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 242.9268763665472, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, 'MAX_CONCURRENT_UNITS': 141, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185227.44374148812, 'LEVERAGE': 40, 'UNIT_BUDGET': 1312.6239819642883, 'INITIAL_MARGIN_PER_UNIT': 6.07317190916368, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185227.44374148812, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.07317190916368, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021107292995535994, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 2.869964009555662, 'MAX_PENALTY_DURATION_HOURS': 237, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6576876904247067, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.006469755379472206, 'max_pnl_target': 0.1522899732220989, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.02829973784390237, 'max_pnl_target': 0.25393038906927345, 'max_calls_for_rule': 152}}
|
1,386 |
BNBUSD
|
{'omega': 1.0119042030896404, 'alpha': [0.056127293862108275], 'beta': [0.9418727061378918], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 22.4771, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1117.2223423854455, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, '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': 69008.54770348196, 'LEVERAGE': 119, 'UNIT_BUDGET': 934.2692909850344, 'INITIAL_MARGIN_PER_UNIT': 9.388423045255845, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69008.54770348196, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.388423045255845, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004650437781249135, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.7720938668545325, 'MAX_PENALTY_DURATION_HOURS': 1209, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38572844453373933, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.025093294321419365, 'max_pnl_target': 0.13169834612831205, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.013856331381437674, 'max_pnl_target': 0.16724716272487952, 'max_calls_for_rule': 95}}
|
1,387 |
XRPUSD
|
{'omega': 0.4974099492313256, 'alpha': [0.07560533311961082], 'beta': [0.9223946668803892], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.030569870987932055, 'historical_segment_start_price': 0.3857, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 912.74195507212, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, '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': 89506.52058584274, 'LEVERAGE': 88, 'UNIT_BUDGET': 1262.376965651672, 'INITIAL_MARGIN_PER_UNIT': 10.372067671274092, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89506.52058584274, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.372067671274092, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004067972437315456, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.2085749255929037, 'MAX_PENALTY_DURATION_HOURS': 500, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24903975313908172, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.006708800977391654, 'max_pnl_target': 0.08407584753676954, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.09204682107286662, 'max_pnl_target': 0.26977439547187254, 'max_calls_for_rule': 116}}
|
1,388 |
XRPUSD
|
{'omega': 0.4646251746292119, 'alpha': [0.10456176752606972], 'beta': [0.8934382324739303], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8448106033920286, 'historical_segment_start_price': 0.5356, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 245.81116957009564, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 95, 'MAX_CONCURRENT_UNITS': 231, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148783.36987957498, 'LEVERAGE': 37, 'UNIT_BUDGET': 642.0738184780938, 'INITIAL_MARGIN_PER_UNIT': 6.643545123516098, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148783.36987957498, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.643545123516098, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014400535488937121, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 2.491928358510957, 'MAX_PENALTY_DURATION_HOURS': 876, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35115668025191266, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.04675383362162849, 'max_pnl_target': 0.10424872923282455, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.052137341290857495, 'max_pnl_target': 0.2914601558827122, 'max_calls_for_rule': 94}}
|
1,389 |
XRPUSD
|
{'omega': 1.2597267835131574, 'alpha': [0.1359297891118823], 'beta': [0.8211285913827031], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2179, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1155.015063708858, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, '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': 186063.32612934805, 'LEVERAGE': 125, 'UNIT_BUDGET': 1468.1987116218104, 'INITIAL_MARGIN_PER_UNIT': 9.240120509670863, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186063.32612934805, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.240120509670863, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023106420810881235, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.034471831220567, 'MAX_PENALTY_DURATION_HOURS': 195, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0952874141737931, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.017044180802727602, 'max_pnl_target': 0.08009369587167289, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.04228079142713478, 'max_pnl_target': 0.22406798092276428, 'max_calls_for_rule': 102}}
|
1,390 |
BTCUSD
|
{'omega': 20.279340450053848, 'alpha': [0.17124708102505112], 'beta': [0.8267529189749487], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 91.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 251.58430194588223, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 233, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 149529.08597335522, 'LEVERAGE': 24, 'UNIT_BUDGET': 2453.9633658924645, 'INITIAL_MARGIN_PER_UNIT': 10.482679247745093, 'MAX_TRADING_CAPITAL_FOR_UNITS': 149529.08597335522, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.482679247745093, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028830525833346532, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 1.9650727387719757, 'MAX_PENALTY_DURATION_HOURS': 322, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3637480901271102, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.009523411593998261, 'max_pnl_target': 0.095298864161597, 'max_calls_for_rule': 135}, 'moderate_calls': {'min_pnl_target': 0.0637264507007471, 'max_pnl_target': 0.22749124144737715, 'max_calls_for_rule': 156}}
|
1,391 |
BTCUSD
|
{'omega': 0.19998609846123097, 'alpha': [0.08118937443777702], 'beta': [0.8498844890234938], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 40604.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1163.1785883776888, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, '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': 184548.37373469002, 'LEVERAGE': 108, 'UNIT_BUDGET': 883.6826399444233, 'INITIAL_MARGIN_PER_UNIT': 10.77017211460823, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184548.37373469002, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.77017211460823, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010168802173251437, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.2466454632692594, 'MAX_PENALTY_DURATION_HOURS': 1426, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43071626535543484, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.018949498391439758, 'max_pnl_target': 0.13209208420882976, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.05958906681099598, 'max_pnl_target': 0.18518875046863806, 'max_calls_for_rule': 61}}
|
1,392 |
NIFTYFMCG
|
{'omega': 0.20594488701122035, 'alpha': [0.08435536626443092], 'beta': [0.9136446337355691], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02285613970959877, 'historical_segment_start_price': 34153.75, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 537.2123202028191, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, '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': 184763.4957644472, 'LEVERAGE': 54, 'UNIT_BUDGET': 1154.2987784917718, 'INITIAL_MARGIN_PER_UNIT': 9.948376300052205, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184763.4957644472, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.948376300052205, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001972241453131119, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 1.5555158781457508, 'MAX_PENALTY_DURATION_HOURS': 969, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13437787622705177, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.02342377609687691, 'max_pnl_target': 0.1519506014764723, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.08243748878726466, 'max_pnl_target': 0.2943912771041936, 'max_calls_for_rule': 96}}
|
1,393 |
NIFTYFIN
|
{'omega': 0.6772449208113048, 'alpha': [0.06897569467390507], 'beta': [0.929024305326095], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01623222047281627, 'historical_segment_start_price': 18129.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 733.9369530458664, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 140, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102818.31698337267, 'LEVERAGE': 65, 'UNIT_BUDGET': 731.3603640680312, 'INITIAL_MARGIN_PER_UNIT': 11.291337739167176, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102818.31698337267, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.291337739167176, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0046302866215707705, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 2.955210372841872, 'MAX_PENALTY_DURATION_HOURS': 663, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3950886688431994, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.025596495195561147, 'max_pnl_target': 0.1717382109850034, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.08545937834441816, 'max_pnl_target': 0.31588857654461977, 'max_calls_for_rule': 58}}
|
1,394 |
NIFTYBANK
|
{'omega': 0.43548467344265396, 'alpha': [0.10355391731615311], 'beta': [0.8688313699291941], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.621628569583917, 'historical_segment_start_price': 18945.2, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 549.7586476788722, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 321, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 141416.4816198213, 'LEVERAGE': 85, 'UNIT_BUDGET': 440.49497097426917, 'INITIAL_MARGIN_PER_UNIT': 6.4677487962220255, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141416.4816198213, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.4677487962220255, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022171621032366366, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.660092705762174, 'MAX_PENALTY_DURATION_HOURS': 550, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07019134540822378, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.021566212330673632, 'max_pnl_target': 0.09094107811969708, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.07433677053750677, 'max_pnl_target': 0.2634169189753334, 'max_calls_for_rule': 66}}
|
1,395 |
XRPUSD
|
{'omega': 0.5297489195359936, 'alpha': [0.08312431968289855], 'beta': [0.9148756803171015], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007759418707130706, 'historical_segment_start_price': 0.6094, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1292.105141766496, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 95, 'MAX_CONCURRENT_UNITS': 83, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 100926.89375190524, 'LEVERAGE': 104, 'UNIT_BUDGET': 1203.023429308878, 'INITIAL_MARGIN_PER_UNIT': 12.424087901600924, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100926.89375190524, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.424087901600924, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003668947557754232, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 1.864380584235304, 'MAX_PENALTY_DURATION_HOURS': 800, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6956333395400326, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.03059754445995288, 'max_pnl_target': 0.1081270789091808, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.03888234143714259, 'max_pnl_target': 0.18109222873389616, 'max_calls_for_rule': 74}}
|
1,396 |
BTCUSD
|
{'omega': 3.505838769326201, 'alpha': [0.09074895345306402], 'beta': [0.907251046546936], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 951.2679236996505, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 237, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 56214.935634034024, 'LEVERAGE': 113, 'UNIT_BUDGET': 2005.4282188516165, 'INITIAL_MARGIN_PER_UNIT': 8.41830020973142, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56214.935634034024, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.41830020973142, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028771010709742377, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.041614601246815, 'MAX_PENALTY_DURATION_HOURS': 819, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.519792476436121, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.029253305845307484, 'max_pnl_target': 0.143913013758813, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.049299419379442266, 'max_pnl_target': 0.17108864630220832, 'max_calls_for_rule': 230}}
|
1,397 |
ETHUSD
|
{'omega': 1.1745768621778887, 'alpha': [0.08564325848959552], 'beta': [0.8411683192724181], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.28, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 419.7908921289787, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 29, 'MAX_CONCURRENT_UNITS': 328, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 145867.8008934668, 'LEVERAGE': 29, 'UNIT_BUDGET': 444.01040623581173, 'INITIAL_MARGIN_PER_UNIT': 14.475548004447543, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145867.8008934668, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.475548004447543, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028949726670602803, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 1.7631457898676517, 'MAX_PENALTY_DURATION_HOURS': 652, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1491294064518607, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.035825501529322006, 'max_pnl_target': 0.11099807961479005, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.022964998168665474, 'max_pnl_target': 0.19069836477543733, 'max_calls_for_rule': 21}}
|
1,398 |
BNBUSD
|
{'omega': 0.12454182099821563, 'alpha': [0.046290218481269386], 'beta': [0.9413131833054232], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.330125043599663, 'historical_segment_start_price': 305.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 894.9230250419499, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 119, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 135169.29923322948, 'LEVERAGE': 114, 'UNIT_BUDGET': 1130.711922377428, 'INITIAL_MARGIN_PER_UNIT': 7.850201974052192, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135169.29923322948, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.850201974052192, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034469960779201967, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 2.318794027642089, 'MAX_PENALTY_DURATION_HOURS': 519, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6455240690688945, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.02407737357985277, 'max_pnl_target': 0.17304574522143523, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.06902463654891995, 'max_pnl_target': 0.2895239330508282, 'max_calls_for_rule': 138}}
|
1,399 |
ETHUSD
|
{'omega': 3.916469740150139, 'alpha': [0.08819552554829833], 'beta': [0.9098044744517017], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 134.52, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 414.4554737062983, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 159, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188674.69829684676, 'LEVERAGE': 28, 'UNIT_BUDGET': 1183.2037719094146, 'INITIAL_MARGIN_PER_UNIT': 14.801981203796368, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188674.69829684676, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.801981203796368, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017897530588444556, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.2126696879910623, 'MAX_PENALTY_DURATION_HOURS': 1114, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18963645382376737, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.04481223438099063, 'max_pnl_target': 0.15889447489542796, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.041392410300485814, 'max_pnl_target': 0.2395092695360393, 'max_calls_for_rule': 53}}
|
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