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
|
|---|---|---|---|---|
1,400 |
ADAUSD
|
{'omega': 0.4962554685177742, 'alpha': [0.04797164391666732], 'beta': [0.8589343045131588], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.680802873291342, 'historical_segment_start_price': 0.3444, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 557.9778626121387, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 257, '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': 59155.46422180842, 'LEVERAGE': 59, 'UNIT_BUDGET': 2448.9418321381295, 'INITIAL_MARGIN_PER_UNIT': 9.457251908680316, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59155.46422180842, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.457251908680316, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010050989023223887, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.263588657776771, 'MAX_PENALTY_DURATION_HOURS': 772, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05376679150042286, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.03396581873028001, 'max_pnl_target': 0.11591072925536011, 'max_calls_for_rule': 108}, 'moderate_calls': {'min_pnl_target': 0.07923516764646871, 'max_pnl_target': 0.3059766107372675, 'max_calls_for_rule': 227}}
|
1,401 |
NIFTYENERGY
|
{'omega': 0.21503912588577215, 'alpha': [0.08589168613141336], 'beta': [0.8474808345927338], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009883317929722628, 'historical_segment_start_price': 24239.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1528.6752441855938, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 61, 'MAX_CONCURRENT_UNITS': 136, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104435.75902742529, 'LEVERAGE': 125, 'UNIT_BUDGET': 767.0753277174823, 'INITIAL_MARGIN_PER_UNIT': 12.22940195348475, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104435.75902742529, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.22940195348475, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018787741810784824, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 2.670542068304319, 'MAX_PENALTY_DURATION_HOURS': 1008, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5184732548725072, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.025846278312195325, 'max_pnl_target': 0.15348516060445072, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.09958380497334494, 'max_pnl_target': 0.304353975422648, 'max_calls_for_rule': 45}}
|
1,402 |
XRPUSD
|
{'omega': 0.5857742197173451, 'alpha': [0.06159927471123969], 'beta': [0.9364007252887603], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.905949426391593, 'historical_segment_start_price': 2.9068, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 790.3775928950695, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 274, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 160028.2730118019, 'LEVERAGE': 99, 'UNIT_BUDGET': 582.1848371524468, 'INITIAL_MARGIN_PER_UNIT': 7.983612049445147, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160028.2730118019, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.983612049445147, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003299545903512301, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 78, 'PENALTY_DURATION_MULTIPLIER': 2.7168226121341252, 'MAX_PENALTY_DURATION_HOURS': 505, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13759518443765725, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.04715691105479517, 'max_pnl_target': 0.19196118685475763, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.07231430516067965, 'max_pnl_target': 0.21812043227722094, 'max_calls_for_rule': 59}}
|
1,403 |
BNBUSD
|
{'omega': 1.891422043947086, 'alpha': [0.08210864943277718], 'beta': [0.91509695089719], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.047545855715619416, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 807.6882328736183, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 307, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 176693.07578387586, 'LEVERAGE': 65, 'UNIT_BUDGET': 575.5435732425287, 'INITIAL_MARGIN_PER_UNIT': 12.425972813440282, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176693.07578387586, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.425972813440282, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022551768790164545, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 166, 'PENALTY_DURATION_MULTIPLIER': 1.6845744449618516, 'MAX_PENALTY_DURATION_HOURS': 386, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2627489806183983, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.011466014012296528, 'max_pnl_target': 0.1530162552864348, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.09544367008946975, 'max_pnl_target': 0.2540871724307563, 'max_calls_for_rule': 33}}
|
1,404 |
BNBUSD
|
{'omega': 0.9007222570481095, 'alpha': [0.07126895339879012], 'beta': [0.9276426828532763], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 27.8721, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1354.3585743101241, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 46, 'MAX_CONCURRENT_UNITS': 243, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165746.92028627853, 'LEVERAGE': 95, 'UNIT_BUDGET': 680.8696085261786, 'INITIAL_MARGIN_PER_UNIT': 14.256406045369728, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165746.92028627853, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.256406045369728, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036947276471782768, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.9866212545428987, 'MAX_PENALTY_DURATION_HOURS': 459, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09370979886193435, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.015738904629336897, 'max_pnl_target': 0.07608746279006594, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.022252458304789363, 'max_pnl_target': 0.12507669633158738, 'max_calls_for_rule': 36}}
|
1,405 |
BTCUSD
|
{'omega': 4.302157076201281, 'alpha': [0.131376971738665], 'beta': [0.7935815503495659], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015071455870787726, 'historical_segment_start_price': 8416.99, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 645.2430517945525, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, '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': 96952.81741969188, 'LEVERAGE': 67, 'UNIT_BUDGET': 1421.9917213822291, 'INITIAL_MARGIN_PER_UNIT': 9.630493310366454, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96952.81741969188, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.630493310366454, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040133627648628704, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 109, 'PENALTY_DURATION_MULTIPLIER': 2.6541814443972274, 'MAX_PENALTY_DURATION_HOURS': 475, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2852412898093561, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.006210170469618552, 'max_pnl_target': 0.09045542696122742, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.07608387741670716, 'max_pnl_target': 0.2153520337697585, 'max_calls_for_rule': 119}}
|
1,406 |
NIFTYENERGY
|
{'omega': 0.7268069354098696, 'alpha': [0.12721060524481778], 'beta': [0.7938669656565736], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.942091484160461, 'historical_segment_start_price': 8505.8, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1128.381991346397, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, 'MAX_CONCURRENT_UNITS': 25, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 51878.73629587545, 'LEVERAGE': 116, 'UNIT_BUDGET': 1995.5724467410587, 'INITIAL_MARGIN_PER_UNIT': 9.727430959882732, 'MAX_TRADING_CAPITAL_FOR_UNITS': 51878.73629587545, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.727430959882732, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004798135979107068, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.411108703607752, 'MAX_PENALTY_DURATION_HOURS': 227, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5330203041259668, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.033488911356549425, 'max_pnl_target': 0.17030604907487046, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.0962132635143654, 'max_pnl_target': 0.32193048818656744, 'max_calls_for_rule': 165}}
|
1,407 |
NIFTY50
|
{'omega': 0.2140342731476466, 'alpha': [0.0754277548581681], 'beta': [0.9225722451418318], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.282025320946339, 'historical_segment_start_price': 13744.85, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 226.3344546120613, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 152, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91424.21954579416, 'LEVERAGE': 30, 'UNIT_BUDGET': 597.7586753857686, 'INITIAL_MARGIN_PER_UNIT': 7.544481820402043, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91424.21954579416, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.544481820402043, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015113960397023724, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 1.8576703366252905, 'MAX_PENALTY_DURATION_HOURS': 639, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3707230988808329, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.028074062906304775, 'max_pnl_target': 0.13027852942314888, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.04135230054005827, 'max_pnl_target': 0.1694791221080394, 'max_calls_for_rule': 65}}
|
1,408 |
BTCUSD
|
{'omega': 20.234030367649932, 'alpha': [0.175312981400544], 'beta': [0.7893203039148723], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 91.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1391.0461444831653, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 18, 'MAX_CONCURRENT_UNITS': 655, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182048.3913005323, 'LEVERAGE': 96, 'UNIT_BUDGET': 277.6208268444095, 'INITIAL_MARGIN_PER_UNIT': 14.490064005032973, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182048.3913005323, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.490064005032973, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003176887945051941, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.0720842942338877, 'MAX_PENALTY_DURATION_HOURS': 479, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2704486490242584, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.045267782139472024, 'max_pnl_target': 0.15796390014960815, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.07785845240134204, 'max_pnl_target': 0.2724281174291278, 'max_calls_for_rule': 15}}
|
1,409 |
ETHUSD
|
{'omega': 5.189697790616043, 'alpha': [0.11221756384343677], 'beta': [0.8440598899145307], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1219.29048742, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 698.1740539445058, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 116, 'MAX_CONCURRENT_UNITS': 148, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122956.4085212246, 'LEVERAGE': 99, 'UNIT_BUDGET': 829.548016198145, 'INITIAL_MARGIN_PER_UNIT': 7.052263171156624, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122956.4085212246, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.052263171156624, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00183925995419282, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 1.6699921589349516, 'MAX_PENALTY_DURATION_HOURS': 916, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1947553741468272, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.03949332588706124, 'max_pnl_target': 0.14628340055734906, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.03759574428781324, 'max_pnl_target': 0.24732312183786984, 'max_calls_for_rule': 90}}
|
1,410 |
BNBUSD
|
{'omega': 0.4843131834185254, 'alpha': [0.04895036307325348], 'beta': [0.8512678217190155], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010314571807162692, 'historical_segment_start_price': 210.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 912.9468760797455, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 183009.6291651634, 'LEVERAGE': 61, 'UNIT_BUDGET': 2207.0885702575265, 'INITIAL_MARGIN_PER_UNIT': 14.9663422308155, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183009.6291651634, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.9663422308155, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003596331530843724, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.368691537078599, 'MAX_PENALTY_DURATION_HOURS': 428, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08025934252339356, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.020242814785000666, 'max_pnl_target': 0.11356774923051141, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.048183271461859585, 'max_pnl_target': 0.2317797524441734, 'max_calls_for_rule': 93}}
|
1,411 |
BTCUSD
|
{'omega': 34.188127696657666, 'alpha': [0.16461886205475085], 'beta': [0.7419889107692316], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 621.99, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 868.6250783969468, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, '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': 125855.33805557444, 'LEVERAGE': 61, 'UNIT_BUDGET': 1882.974960954992, 'INITIAL_MARGIN_PER_UNIT': 14.239755383556506, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125855.33805557444, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.239755383556506, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002480778302691374, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 1.6378275979891748, 'MAX_PENALTY_DURATION_HOURS': 1240, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23613637711936655, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.0440277612897798, 'max_pnl_target': 0.16894907887029845, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.01549395616777969, 'max_pnl_target': 0.1357305206399213, 'max_calls_for_rule': 93}}
|
1,412 |
ADAUSD
|
{'omega': 2.0894808357403774, 'alpha': [0.08813600072438448], 'beta': [0.8744900058704463], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.808456607076765, 'historical_segment_start_price': 0.09022, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1445.0711663427433, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, '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': 97353.34864773774, 'LEVERAGE': 98, 'UNIT_BUDGET': 1221.9698720047013, 'INITIAL_MARGIN_PER_UNIT': 14.745624146354523, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97353.34864773774, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.745624146354523, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00470891280099526, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 1.7187337816991257, 'MAX_PENALTY_DURATION_HOURS': 787, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15774729240622956, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.02767077743279529, 'max_pnl_target': 0.12602692651142783, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.08205333637989991, 'max_pnl_target': 0.23923328176574793, 'max_calls_for_rule': 76}}
|
1,413 |
ETHUSD
|
{'omega': 2.7187193673757637, 'alpha': [0.15161278438009543], 'beta': [0.8463872156199045], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 108.55, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 721.1288711113566, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 262, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179805.42736351636, 'LEVERAGE': 59, 'UNIT_BUDGET': 686.1074783267986, 'INITIAL_MARGIN_PER_UNIT': 12.222523239175535, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179805.42736351636, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.222523239175535, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0044098107821321664, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.821756389563041, 'MAX_PENALTY_DURATION_HOURS': 1278, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4530036043449111, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.049088757518218604, 'max_pnl_target': 0.12321145451654038, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.04544423837610649, 'max_pnl_target': 0.2767159936137716, 'max_calls_for_rule': 34}}
|
1,414 |
BTCUSD
|
{'omega': 0.7004806374145629, 'alpha': [0.075855399242549], 'beta': [0.8691178171417158], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01266140427783812, 'historical_segment_start_price': 10869.12, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 793.3303537007779, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 281, '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': 130646.60309071025, 'LEVERAGE': 97, 'UNIT_BUDGET': 2313.9745893635995, 'INITIAL_MARGIN_PER_UNIT': 8.178663440214205, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130646.60309071025, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.178663440214205, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004072182105058708, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 1.54334601182559, 'MAX_PENALTY_DURATION_HOURS': 735, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5583512326561028, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.015316553231870925, 'max_pnl_target': 0.11560280651575508, 'max_calls_for_rule': 139}, 'moderate_calls': {'min_pnl_target': 0.05474099413246754, 'max_pnl_target': 0.15538169261100881, 'max_calls_for_rule': 248}}
|
1,415 |
ETHUSD
|
{'omega': 1.1721088119244762, 'alpha': [0.09192395108494503], 'beta': [0.8907997361165583], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.812647578827189, 'historical_segment_start_price': 1529.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 620.9724559530656, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 454, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173038.27302672854, 'LEVERAGE': 52, 'UNIT_BUDGET': 380.70734447684686, 'INITIAL_MARGIN_PER_UNIT': 11.941777999097416, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173038.27302672854, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.941777999097416, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012860399176826348, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 164, 'PENALTY_DURATION_MULTIPLIER': 2.202391595809676, 'MAX_PENALTY_DURATION_HOURS': 1033, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5597301667424268, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.023110249494832057, 'max_pnl_target': 0.12306685854361718, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.035981329449057034, 'max_pnl_target': 0.20933716260444096, 'max_calls_for_rule': 26}}
|
1,416 |
BTCUSD
|
{'omega': 5.662436321569092, 'alpha': [0.14751110432754067], 'beta': [0.8396519338653389], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 777.963821632581, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, 'MAX_CONCURRENT_UNITS': 176, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 183157.47349121902, 'LEVERAGE': 125, 'UNIT_BUDGET': 1034.9220230724732, 'INITIAL_MARGIN_PER_UNIT': 6.223710573060648, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183157.47349121902, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.223710573060648, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036735707305899203, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.1500678908515973, 'MAX_PENALTY_DURATION_HOURS': 789, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33203867259088005, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.01927102249757303, 'max_pnl_target': 0.13922175626232303, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.01665625690194619, 'max_pnl_target': 0.15461252630940428, 'max_calls_for_rule': 158}}
|
1,417 |
NIFTYIT
|
{'omega': 0.3409394515292592, 'alpha': [0.10423711455832126], 'beta': [0.7995883807543549], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011507738233599426, 'historical_segment_start_price': 29872.05, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 157.75984837956446, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 90, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92973.66980136308, 'LEVERAGE': 25, 'UNIT_BUDGET': 1023.0440458021112, 'INITIAL_MARGIN_PER_UNIT': 6.310393935182578, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92973.66980136308, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.310393935182578, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002820286342955598, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.4806528291166035, 'MAX_PENALTY_DURATION_HOURS': 1415, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2328872395115191, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.02803338940958802, 'max_pnl_target': 0.15240322243152074, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.05532797831448924, 'max_pnl_target': 0.22714351078196254, 'max_calls_for_rule': 142}}
|
1,418 |
BTCUSD
|
{'omega': 0.7318717152552549, 'alpha': [0.05877420970628421], 'beta': [0.8618880826583925], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.553431542328643, 'historical_segment_start_price': 50819.81, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 623.1317913700872, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 217, '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': 182676.60694843865, 'LEVERAGE': 79, 'UNIT_BUDGET': 1726.7960236160995, 'INITIAL_MARGIN_PER_UNIT': 7.887744194558065, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182676.60694843865, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.887744194558065, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033289232207598623, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 2.668577492033279, 'MAX_PENALTY_DURATION_HOURS': 728, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5193674547762407, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.02205667036106825, 'max_pnl_target': 0.12261659075461527, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.06225603367272913, 'max_pnl_target': 0.2358879689112401, 'max_calls_for_rule': 139}}
|
1,419 |
XRPUSD
|
{'omega': 1.4811160711350173, 'alpha': [0.07343414363684006], 'beta': [0.9245658563631598], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.39601, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 363.5497551193468, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 191, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 195314.23686080743, 'LEVERAGE': 34, 'UNIT_BUDGET': 2053.598716911826, 'INITIAL_MARGIN_PER_UNIT': 10.692639856451377, 'MAX_TRADING_CAPITAL_FOR_UNITS': 195314.23686080743, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.692639856451377, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001374146675431001, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 2.5541647602678133, 'MAX_PENALTY_DURATION_HOURS': 745, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6114075928594143, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.007337009639698739, 'max_pnl_target': 0.07935490798483538, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.03503079111828476, 'max_pnl_target': 0.13905989191839463, 'max_calls_for_rule': 150}}
|
1,420 |
BNBUSD
|
{'omega': 0.4868690161347825, 'alpha': [0.07090466082235196], 'beta': [0.9270953391776481], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02043661921136642, 'historical_segment_start_price': 548.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1138.9582726120002, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 27, 'MAX_CONCURRENT_UNITS': 641, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167730.90954798931, 'LEVERAGE': 124, 'UNIT_BUDGET': 261.4305249239582, 'INITIAL_MARGIN_PER_UNIT': 9.185147359774195, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167730.90954798931, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.185147359774195, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00258134713496191, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.1952291638091435, 'MAX_PENALTY_DURATION_HOURS': 888, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7273367517667606, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.04982732531494975, 'max_pnl_target': 0.10017124959942, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.09630755835097268, 'max_pnl_target': 0.24698172481700922, 'max_calls_for_rule': 21}}
|
1,421 |
ADAUSD
|
{'omega': 1.4554975191442974, 'alpha': [0.07676329048108961], 'beta': [0.8328279552092763], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014190332731060963, 'historical_segment_start_price': 3.041, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1031.7943955800333, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, 'MAX_CONCURRENT_UNITS': 90, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 144435.97268269764, 'LEVERAGE': 78, 'UNIT_BUDGET': 1591.6492107385366, 'INITIAL_MARGIN_PER_UNIT': 13.228133276667094, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144435.97268269764, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.228133276667094, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003374199312379624, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 1.570812594655858, 'MAX_PENALTY_DURATION_HOURS': 931, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6254637327612754, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.049043945328270055, 'max_pnl_target': 0.10777775625398081, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.0837527286498652, 'max_pnl_target': 0.29369701995225306, 'max_calls_for_rule': 108}}
|
1,422 |
BNBUSD
|
{'omega': 3.0786694716095373, 'alpha': [0.13678284145566197], 'beta': [0.8612171585443381], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.8367, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 766.7163397391271, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 150, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122939.0767602635, 'LEVERAGE': 57, 'UNIT_BUDGET': 814.4863372999888, 'INITIAL_MARGIN_PER_UNIT': 13.451163855072405, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122939.0767602635, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.451163855072405, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017700848555212909, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 1.6360514239612323, 'MAX_PENALTY_DURATION_HOURS': 343, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18715742422945875, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.018624637211150423, 'max_pnl_target': 0.07783300313707879, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.0162856378287939, 'max_pnl_target': 0.12871215829037408, 'max_calls_for_rule': 52}}
|
1,423 |
NIFTYFMCG
|
{'omega': 0.2442574331878496, 'alpha': [0.08436990085373547], 'beta': [0.8283358477129693], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.706522177655179, 'historical_segment_start_price': 53958.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1136.2730758463615, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, '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': 176639.85113223433, 'LEVERAGE': 111, 'UNIT_BUDGET': 1418.4914935206452, 'INITIAL_MARGIN_PER_UNIT': 10.236694376994247, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176639.85113223433, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.236694376994247, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030453076209966136, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 74, 'PENALTY_DURATION_MULTIPLIER': 1.6926241990073616, 'MAX_PENALTY_DURATION_HOURS': 679, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6138752259477411, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.01553626779125132, 'max_pnl_target': 0.08692768243921249, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.019143850411140396, 'max_pnl_target': 0.18537647606538482, 'max_calls_for_rule': 98}}
|
1,424 |
NIFTYIT
|
{'omega': 2.499104776793004, 'alpha': [0.19695865620423106], 'beta': [0.7408668158723435], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15099.9, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 876.8333847648173, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 16, 'MAX_CONCURRENT_UNITS': 655, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167740.16227282578, 'LEVERAGE': 60, 'UNIT_BUDGET': 255.9963583418658, 'INITIAL_MARGIN_PER_UNIT': 14.613889746080288, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167740.16227282578, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.613889746080288, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016358566301377703, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 2.6515927304441975, 'MAX_PENALTY_DURATION_HOURS': 491, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25060086752176225, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.03956156292452649, 'max_pnl_target': 0.10862971591209356, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.06515631445024285, 'max_pnl_target': 0.23656954483857118, 'max_calls_for_rule': 13}}
|
1,425 |
ETHUSD
|
{'omega': 3.3177181474012434, 'alpha': [0.07131212501145698], 'beta': [0.8883271255798311], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.576856928897691, 'historical_segment_start_price': 1826.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 72.98695824962351, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 211, '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': 114430.33838699324, 'LEVERAGE': 10, 'UNIT_BUDGET': 1549.933605164127, 'INITIAL_MARGIN_PER_UNIT': 7.298695824962351, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114430.33838699324, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.298695824962351, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004466214915571748, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 1.9603780933576032, 'MAX_PENALTY_DURATION_HOURS': 1268, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5449115864475769, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.04397285537514991, 'max_pnl_target': 0.12858580245393605, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.03766635663957767, 'max_pnl_target': 0.2862620628009752, 'max_calls_for_rule': 187}}
|
1,426 |
ADAUSD
|
{'omega': 0.4714569636339408, 'alpha': [0.06668329593741101], 'beta': [0.912403837614756], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010679806853571857, 'historical_segment_start_price': 0.2998, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 990.622451326141, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 282, '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': 124789.4707475989, 'LEVERAGE': 117, 'UNIT_BUDGET': 2403.2437029461025, 'INITIAL_MARGIN_PER_UNIT': 8.466858558343086, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124789.4707475989, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.466858558343086, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004985048785032843, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 1.5444874106957296, 'MAX_PENALTY_DURATION_HOURS': 734, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5181177132938114, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.02947685481179112, 'max_pnl_target': 0.14968234180718257, 'max_calls_for_rule': 156}, 'moderate_calls': {'min_pnl_target': 0.06464689424032727, 'max_pnl_target': 0.27220686869064165, 'max_calls_for_rule': 208}}
|
1,427 |
GOOGLUSD
|
{'omega': 1.379434306731717, 'alpha': [0.08650584921256327], 'beta': [0.8312164688409888], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028888501883576802, 'historical_segment_start_price': 104.38, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1673.280009975616, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60924.47273408307, 'LEVERAGE': 121, 'UNIT_BUDGET': 811.7219100221181, 'INITIAL_MARGIN_PER_UNIT': 13.82876041302162, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60924.47273408307, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.82876041302162, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004810980212462781, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.795623640644686, 'MAX_PENALTY_DURATION_HOURS': 359, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26436017875964624, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.051158565475419915, 'max_pnl_target': 0.14328525193484368, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.032488007964889355, 'max_pnl_target': 0.22690676369481647, 'max_calls_for_rule': 56}}
|
1,428 |
BNBUSD
|
{'omega': 0.5785516179081454, 'alpha': [0.0629861089628548], 'beta': [0.859944571052439], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008164844735843012, 'historical_segment_start_price': 294.8, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 709.4751900918249, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 280, 'MAX_CONCURRENT_UNITS': 48, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 106840.61285219346, 'LEVERAGE': 91, 'UNIT_BUDGET': 2197.4687957962706, 'INITIAL_MARGIN_PER_UNIT': 7.796430660349724, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106840.61285219346, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.796430660349724, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003665638301298618, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 1.6195278706606737, 'MAX_PENALTY_DURATION_HOURS': 1024, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44741748886466315, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.020587837596024054, 'max_pnl_target': 0.1081718606025214, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.057500204742558944, 'max_pnl_target': 0.22124224283133687, 'max_calls_for_rule': 176}}
|
1,429 |
BNBUSD
|
{'omega': 3.4399452444345973, 'alpha': [0.13113775505133787], 'beta': [0.8488607109795838], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.4325, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 874.1331526918124, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 279, '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': 95082.13806901322, 'LEVERAGE': 118, 'UNIT_BUDGET': 2076.9791133071876, 'INITIAL_MARGIN_PER_UNIT': 7.407908073659427, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95082.13806901322, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.407908073659427, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004634941628964234, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 1.6754768239891562, 'MAX_PENALTY_DURATION_HOURS': 367, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2503538504233244, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.01606861493306864, 'max_pnl_target': 0.06871620043713973, 'max_calls_for_rule': 151}, 'moderate_calls': {'min_pnl_target': 0.026113837582001254, 'max_pnl_target': 0.20644109967479812, 'max_calls_for_rule': 202}}
|
1,430 |
BTCUSD
|
{'omega': 23.885751831735053, 'alpha': [0.18934651846037526], 'beta': [0.8086534815396248], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 647.03, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1246.9241243555432, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161796.28171772114, 'LEVERAGE': 108, 'UNIT_BUDGET': 1982.399073393545, 'INITIAL_MARGIN_PER_UNIT': 11.545593744032807, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161796.28171772114, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.545593744032807, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012638809957102222, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.538182228846476, 'MAX_PENALTY_DURATION_HOURS': 737, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.603673096600413, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5460}
|
{'small_calls': {'min_pnl_target': 0.0485410250734126, 'max_pnl_target': 0.13147287811755481, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.04351708616713253, 'max_pnl_target': 0.2183679686635565, 'max_calls_for_rule': 107}}
|
1,431 |
ETHUSD
|
{'omega': 1.880010571714707, 'alpha': [0.09214996850339519], 'beta': [0.9058500314966048], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 375.57, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 606.3004155958248, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 190, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124347.22455646042, 'LEVERAGE': 89, 'UNIT_BUDGET': 653.6505051244393, 'INITIAL_MARGIN_PER_UNIT': 6.812364220177807, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124347.22455646042, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.812364220177807, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002660380170324445, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.406508744065468, 'MAX_PENALTY_DURATION_HOURS': 344, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19897517332973283, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 32, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 1920}
|
{'small_calls': {'min_pnl_target': 0.03243097330648528, 'max_pnl_target': 0.13077269910017805, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.10026643532776375, 'max_pnl_target': 0.2198019570023397, 'max_calls_for_rule': 78}}
|
1,432 |
ADAUSD
|
{'omega': 1.2329799220904623, 'alpha': [0.09490204796413855], 'beta': [0.9030979520358616], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008140318864392216, 'historical_segment_start_price': 0.3905, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 573.4322142081014, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 96, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 149956.37048924272, 'LEVERAGE': 43, 'UNIT_BUDGET': 1557.836512662927, 'INITIAL_MARGIN_PER_UNIT': 13.335632888560497, 'MAX_TRADING_CAPITAL_FOR_UNITS': 149956.37048924272, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.335632888560497, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003241124987609676, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 1.629253911189188, 'MAX_PENALTY_DURATION_HOURS': 1318, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05967327335391567, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.010776636917864641, 'max_pnl_target': 0.09804668643483996, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.07501595713655354, 'max_pnl_target': 0.2912782562987822, 'max_calls_for_rule': 95}}
|
1,433 |
XRPUSD
|
{'omega': 6.420854178742434, 'alpha': [0.10149509988369723], 'beta': [0.8551259336577235], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.60301, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1240.9872155764276, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 332, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186290.95713825323, 'LEVERAGE': 86, 'UNIT_BUDGET': 560.0264299879559, 'INITIAL_MARGIN_PER_UNIT': 14.430083902051484, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186290.95713825323, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.430083902051484, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024048198398678887, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 1.9584853252074244, 'MAX_PENALTY_DURATION_HOURS': 1166, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5047806419643064, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.028346074414876913, 'max_pnl_target': 0.10271562134966962, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.011525294038980704, 'max_pnl_target': 0.16473992137454826, 'max_calls_for_rule': 29}}
|
1,434 |
XRPUSD
|
{'omega': 0.624033007491449, 'alpha': [0.07928944700133561], 'beta': [0.8876635711897038], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010732641673736389, 'historical_segment_start_price': 0.5191, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 788.0699069218789, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 258, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127019.43632754829, 'LEVERAGE': 124, 'UNIT_BUDGET': 1650.306115262036, 'INITIAL_MARGIN_PER_UNIT': 6.355402475176443, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127019.43632754829, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.355402475176443, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001895115644235907, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.625421401545758, 'MAX_PENALTY_DURATION_HOURS': 709, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11370504766466477, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.0497399787982692, 'max_pnl_target': 0.16570740967990716, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.09161464878822241, 'max_pnl_target': 0.27067823373177347, 'max_calls_for_rule': 242}}
|
1,435 |
XRPUSD
|
{'omega': 1.454377416962293, 'alpha': [0.12709379507709562], 'beta': [0.8487625855787921], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.35358, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 581.8681318053001, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, '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': 132723.34431250513, 'LEVERAGE': 40, 'UNIT_BUDGET': 1943.9117514123293, 'INITIAL_MARGIN_PER_UNIT': 14.546703295132502, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132723.34431250513, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.546703295132502, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0043276953283115805, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 1.699786163504284, 'MAX_PENALTY_DURATION_HOURS': 552, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2304774855752279, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.03307575072922318, 'max_pnl_target': 0.15913927758757912, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.05881492777908261, 'max_pnl_target': 0.30165809154424683, 'max_calls_for_rule': 91}}
|
1,436 |
BTCUSD
|
{'omega': 0.953880205970372, 'alpha': [0.08488960383333356], 'beta': [0.834855906804493], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022413779483593566, 'historical_segment_start_price': 38091.95, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 431.87187693945936, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, 'MAX_CONCURRENT_UNITS': 108, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199626.46880219437, 'LEVERAGE': 41, 'UNIT_BUDGET': 1840.2803170811014, 'INITIAL_MARGIN_PER_UNIT': 10.533460413157545, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199626.46880219437, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.533460413157545, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017737230293978295, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 2.6184493207827315, 'MAX_PENALTY_DURATION_HOURS': 624, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06584224805436079, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.03249403603107551, 'max_pnl_target': 0.15878210413989105, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.04781289257673843, 'max_pnl_target': 0.1877481969494375, 'max_calls_for_rule': 150}}
|
1,437 |
BTCUSD
|
{'omega': 5.569499255858203, 'alpha': [0.09892927522138334], 'beta': [0.8990707247786167], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2197.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 354.8148040863841, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 332, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 96679.1927661451, 'LEVERAGE': 38, 'UNIT_BUDGET': 290.7920059764032, 'INITIAL_MARGIN_PER_UNIT': 9.337231686483792, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96679.1927661451, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.337231686483792, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014773899962493013, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 2.951702068620039, 'MAX_PENALTY_DURATION_HOURS': 763, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.338913031796841, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.03795861067079582, 'max_pnl_target': 0.18600360593409865, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.023086692020311918, 'max_pnl_target': 0.1725370625252148, 'max_calls_for_rule': 24}}
|
1,438 |
ETHUSD
|
{'omega': 2.169372858908916, 'alpha': [0.09056611032558083], 'beta': [0.8638911919799335], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 291.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1161.5215702272567, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 112, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60558.55499002929, 'LEVERAGE': 115, 'UNIT_BUDGET': 1142.813911818973, 'INITIAL_MARGIN_PER_UNIT': 10.100187567193537, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60558.55499002929, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.100187567193537, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004339309844292561, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.3683650851044074, 'MAX_PENALTY_DURATION_HOURS': 1258, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4433344066831956, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.023614710661100904, 'max_pnl_target': 0.09998183731568215, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.10096049306800949, 'max_pnl_target': 0.26891424008740894, 'max_calls_for_rule': 77}}
|
1,439 |
NIFTY50
|
{'omega': 0.14684816143487003, 'alpha': [0.07267146001430431], 'beta': [0.9253285399856956], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00871732026384494, 'historical_segment_start_price': 10164.7, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 296.01811238248126, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, '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': 97788.9747392362, 'LEVERAGE': 25, 'UNIT_BUDGET': 774.1843171942826, 'INITIAL_MARGIN_PER_UNIT': 11.84072449529925, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97788.9747392362, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.84072449529925, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004548206066737346, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 1.8796586559233384, 'MAX_PENALTY_DURATION_HOURS': 551, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1143940729984236, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.012079037399696006, 'max_pnl_target': 0.13448042081800116, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.02882356766444271, 'max_pnl_target': 0.22433696136807388, 'max_calls_for_rule': 43}}
|
1,440 |
XRPUSD
|
{'omega': 0.48323145754575936, 'alpha': [0.06877979034571541], 'beta': [0.9292202096542845], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017260330183184035, 'historical_segment_start_price': 0.5998, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 188.10935678080827, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, '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': 122867.27470798863, 'LEVERAGE': 19, 'UNIT_BUDGET': 1208.1863333074666, 'INITIAL_MARGIN_PER_UNIT': 9.900492462147804, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122867.27470798863, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.900492462147804, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003985623324090761, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.4793588273562452, 'MAX_PENALTY_DURATION_HOURS': 1207, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6944607663462627, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.008687290690075367, 'max_pnl_target': 0.15059364534161385, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.035717701058320804, 'max_pnl_target': 0.24593886526598494, 'max_calls_for_rule': 94}}
|
1,441 |
NIFTYFMCG
|
{'omega': 0.36484020877162504, 'alpha': [0.09530174839355399], 'beta': [0.8526326642019674], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.136288700429976, 'historical_segment_start_price': 25837.4, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1687.9133630911665, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, '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': 104538.80870795547, 'LEVERAGE': 120, 'UNIT_BUDGET': 910.3717457883553, 'INITIAL_MARGIN_PER_UNIT': 14.065944692426388, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104538.80870795547, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.065944692426388, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004797347379519054, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.6315695974262954, 'MAX_PENALTY_DURATION_HOURS': 750, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6496104619910549, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.04028076317538908, 'max_pnl_target': 0.1216293821485043, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.014853026430245513, 'max_pnl_target': 0.1560910512346324, 'max_calls_for_rule': 47}}
|
1,442 |
ADAUSD
|
{'omega': 2.1125876137417587, 'alpha': [0.07487311349905489], 'beta': [0.9231268865009451], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010421208619923636, 'historical_segment_start_price': 0.04189, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1081.5172977441468, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 254, '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': 69971.77140233929, 'LEVERAGE': 114, 'UNIT_BUDGET': 2419.6494666605004, 'INITIAL_MARGIN_PER_UNIT': 9.486993839860936, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69971.77140233929, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.486993839860936, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021962608097532686, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 1.7314406006492569, 'MAX_PENALTY_DURATION_HOURS': 1110, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7269577281223747, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 33, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 1980}
|
{'small_calls': {'min_pnl_target': 0.03448297664497488, 'max_pnl_target': 0.17627737024852536, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.011653053312070638, 'max_pnl_target': 0.12061156962066456, 'max_calls_for_rule': 209}}
|
1,443 |
BNBUSD
|
{'omega': 0.2797269277373986, 'alpha': [0.06203343956439354], 'beta': [0.9098056451529433], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02835696865214678, 'historical_segment_start_price': 678.94, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 155.41996129352998, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 218, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 175016.58908554504, 'LEVERAGE': 16, 'UNIT_BUDGET': 2135.396195112994, 'INITIAL_MARGIN_PER_UNIT': 9.713747580845624, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175016.58908554504, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.713747580845624, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018374842720753665, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.8775935893675415, 'MAX_PENALTY_DURATION_HOURS': 944, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7153743614117906, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.02861834918034839, 'max_pnl_target': 0.11069175893732651, 'max_calls_for_rule': 120}, 'moderate_calls': {'min_pnl_target': 0.06214038299245766, 'max_pnl_target': 0.2845950599298915, 'max_calls_for_rule': 148}}
|
1,444 |
BTCUSD
|
{'omega': 7.144496747500825, 'alpha': [0.13022772236228922], 'beta': [0.8444927719454545], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 189.80768641447455, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 174, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190739.2365179136, 'LEVERAGE': 30, 'UNIT_BUDGET': 1090.3495974621105, 'INITIAL_MARGIN_PER_UNIT': 6.326922880482485, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190739.2365179136, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.326922880482485, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004598103739394283, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 1.9752223114215708, 'MAX_PENALTY_DURATION_HOURS': 451, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41470176622417015, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 38, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2280}
|
{'small_calls': {'min_pnl_target': 0.017245488188347063, 'max_pnl_target': 0.0749751795443178, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.049896989734282124, 'max_pnl_target': 0.2678190765084398, 'max_calls_for_rule': 117}}
|
1,445 |
IHSG_PGAS
|
{'omega': 17.458629620557954, 'alpha': [0.712057848236947], 'beta': [0.22029811278970257], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.015326767252288568, 'historical_segment_start_price': 1545, 'asset_source_name': 'IHSG_PGAS'}
|
{'POSITION_SIZE_PER_UNIT': 305.4859377426683, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, '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': 117189.53380109233, 'LEVERAGE': 22, 'UNIT_BUDGET': 2005.5309028761271, 'INITIAL_MARGIN_PER_UNIT': 13.88572444284856, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117189.53380109233, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.88572444284856, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027022075548266706, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 72, 'PENALTY_DURATION_MULTIPLIER': 2.0252672991986866, 'MAX_PENALTY_DURATION_HOURS': 975, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34051494140464256, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.045637931636027404, 'max_pnl_target': 0.1665552897023651, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.038183235481085744, 'max_pnl_target': 0.15419161444039867, 'max_calls_for_rule': 133}}
|
1,446 |
BTCUSD
|
{'omega': 16.417157745442235, 'alpha': [0.17230297191314242], 'beta': [0.8125807615228633], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 315.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 295.17081342157076, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 165, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148900.97518413444, 'LEVERAGE': 43, 'UNIT_BUDGET': 899.2070526407573, 'INITIAL_MARGIN_PER_UNIT': 6.864437521431879, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148900.97518413444, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.864437521431879, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003825635441843399, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 1.8399644380022628, 'MAX_PENALTY_DURATION_HOURS': 1392, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6570350823198364, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.017667770938077376, 'max_pnl_target': 0.07940611839885818, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.05713578802547563, 'max_pnl_target': 0.15968704938884587, 'max_calls_for_rule': 97}}
|
1,447 |
BNBUSD
|
{'omega': 1.7009956340853494, 'alpha': [0.0719208442826722], 'beta': [0.9260791557173278], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04691217956070563, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 741.0866806145531, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 203, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 75765.83204404752, 'LEVERAGE': 79, 'UNIT_BUDGET': 1922.8951445659854, 'INITIAL_MARGIN_PER_UNIT': 9.380844058412064, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75765.83204404752, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.380844058412064, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026295269781592867, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 1.9184316698470076, 'MAX_PENALTY_DURATION_HOURS': 1114, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.014622249458201845, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 19, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.021757878643319607, 'max_pnl_target': 0.08622557062806291, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.05705137453560514, 'max_pnl_target': 0.21979649758481826, 'max_calls_for_rule': 172}}
|
1,448 |
BNBUSD
|
{'omega': 0.3863800978202701, 'alpha': [0.040250104829433926], 'beta': [0.9500595204236069], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.650235068146445, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 246.02802649772124, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 270, 'MAX_CONCURRENT_UNITS': 103, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 196679.3704167689, 'LEVERAGE': 35, 'UNIT_BUDGET': 1906.9606561237986, 'INITIAL_MARGIN_PER_UNIT': 7.029372185649178, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196679.3704167689, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.029372185649178, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001331132333555034, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.9397775989955304, 'MAX_PENALTY_DURATION_HOURS': 494, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5982105829151828, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.014206220953406616, 'max_pnl_target': 0.136158661448065, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.021988848188918712, 'max_pnl_target': 0.1371479238523154, 'max_calls_for_rule': 204}}
|
1,449 |
NIFTYBANK
|
{'omega': 0.24269578430807964, 'alpha': [0.07855220092372191], 'beta': [0.9051164881213665], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.6825212386586137, 'historical_segment_start_price': 44116.95, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1430.7422082128865, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, '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': 71109.29402887769, 'LEVERAGE': 98, 'UNIT_BUDGET': 748.7809573784596, 'INITIAL_MARGIN_PER_UNIT': 14.599410287886597, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71109.29402887769, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.599410287886597, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035767240654262914, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 2.8430781091192188, 'MAX_PENALTY_DURATION_HOURS': 177, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6938899574494185, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.03148081299969772, 'max_pnl_target': 0.0848870923697568, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.09367260066050732, 'max_pnl_target': 0.2405092306346696, 'max_calls_for_rule': 39}}
|
1,450 |
ADAUSD
|
{'omega': 1.9895076348111278, 'alpha': [0.09491101030336753], 'beta': [0.8368332677884855], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.10433, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 303.6094910548785, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 368, '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': 71809.82558977857, 'LEVERAGE': 52, 'UNIT_BUDGET': 2157.9485692644694, 'INITIAL_MARGIN_PER_UNIT': 5.838644058747663, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71809.82558977857, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.838644058747663, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004359524994161533, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.942421413642082, 'MAX_PENALTY_DURATION_HOURS': 426, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45853862825706593, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 45, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 2700}
|
{'small_calls': {'min_pnl_target': 0.03070506780159784, 'max_pnl_target': 0.1488966028549641, 'max_calls_for_rule': 218}, 'moderate_calls': {'min_pnl_target': 0.0684648259513402, 'max_pnl_target': 0.1775428250643275, 'max_calls_for_rule': 281}}
|
1,451 |
BTCUSD
|
{'omega': 0.923051310301277, 'alpha': [0.09775468264398915], 'beta': [0.9002453173560108], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.785303120987719, 'historical_segment_start_price': 8354.07, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 555.6942429570552, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, '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': 122855.94625218338, 'LEVERAGE': 47, 'UNIT_BUDGET': 1652.8792349520768, 'INITIAL_MARGIN_PER_UNIT': 11.823281765043726, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122855.94625218338, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.823281765043726, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033802380416777474, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 1.979646237998768, 'MAX_PENALTY_DURATION_HOURS': 1233, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03904082958275888, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.03397900366597122, 'max_pnl_target': 0.09788616508578599, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.0740201317537267, 'max_pnl_target': 0.26486059244207016, 'max_calls_for_rule': 115}}
|
1,452 |
BTCUSD
|
{'omega': 4.548659864720219, 'alpha': [0.12699795031114589], 'beta': [0.7865117570447886], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 651.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 987.4977047083456, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, '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': 121788.39400713354, 'LEVERAGE': 87, 'UNIT_BUDGET': 2077.323129823517, 'INITIAL_MARGIN_PER_UNIT': 11.350548329980985, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121788.39400713354, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.350548329980985, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029509220216207273, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 123, 'PENALTY_DURATION_MULTIPLIER': 2.807909886579351, 'MAX_PENALTY_DURATION_HOURS': 1112, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5486763774809273, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.02114620440585292, 'max_pnl_target': 0.08451743120667228, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.011701090577950594, 'max_pnl_target': 0.19182907738465618, 'max_calls_for_rule': 167}}
|
1,453 |
BTCUSD
|
{'omega': 2.535066631665759, 'alpha': [0.08429053201232817], 'beta': [0.8863602442042255], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029265699386801597, 'historical_segment_start_price': 9128.59, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 259.03437239177606, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 305, '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': 83503.62449813899, 'LEVERAGE': 32, 'UNIT_BUDGET': 2483.9125846666007, 'INITIAL_MARGIN_PER_UNIT': 8.094824137243002, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83503.62449813899, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.094824137243002, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00274524352737972, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 2.2566844297220867, 'MAX_PENALTY_DURATION_HOURS': 1091, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6803307195813082, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.008341733525643373, 'max_pnl_target': 0.11621106839291309, 'max_calls_for_rule': 151}, 'moderate_calls': {'min_pnl_target': 0.05421618867891642, 'max_pnl_target': 0.2862460778463032, 'max_calls_for_rule': 244}}
|
1,454 |
XRPUSD
|
{'omega': 1.5153841612975623, 'alpha': [0.14438979961276263], 'beta': [0.7855865837441935], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.35358, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1159.6051512281756, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, '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': 143840.86819189857, 'LEVERAGE': 90, 'UNIT_BUDGET': 1562.8974356871463, 'INITIAL_MARGIN_PER_UNIT': 12.884501680313061, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143840.86819189857, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.884501680313061, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034332903837143076, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 1.5284015982394803, 'MAX_PENALTY_DURATION_HOURS': 1250, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3520680257608216, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.01421921885825084, 'max_pnl_target': 0.11663987115227684, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.08439717147973907, 'max_pnl_target': 0.23750386826716008, 'max_calls_for_rule': 78}}
|
1,455 |
BNBUSD
|
{'omega': 1.683584105140305, 'alpha': [0.064715163091867], 'beta': [0.9308093757056825], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01697636517962672, 'historical_segment_start_price': 255.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 301.43011897635154, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 395, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94145.4624916777, 'LEVERAGE': 48, 'UNIT_BUDGET': 2490.6839386665183, 'INITIAL_MARGIN_PER_UNIT': 6.279794145340658, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94145.4624916777, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.279794145340658, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029710774413045774, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 1.5393265057572105, 'MAX_PENALTY_DURATION_HOURS': 1008, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7406171402736572, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 2760}
|
{'small_calls': {'min_pnl_target': 0.03209391709115138, 'max_pnl_target': 0.14547158460546256, 'max_calls_for_rule': 163}, 'moderate_calls': {'min_pnl_target': 0.028147985056879918, 'max_pnl_target': 0.2690727823286428, 'max_calls_for_rule': 339}}
|
1,456 |
BTCUSD
|
{'omega': 0.8882444793708554, 'alpha': [0.0752550422126004], 'beta': [0.89381444032795], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.236915477934986, 'historical_segment_start_price': 23391.92, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1208.171717657181, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, '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': 146596.44278441797, 'LEVERAGE': 103, 'UNIT_BUDGET': 1847.473523048236, 'INITIAL_MARGIN_PER_UNIT': 11.72982250152603, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146596.44278441797, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.72982250152603, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030329310090763486, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.858969170690851, 'MAX_PENALTY_DURATION_HOURS': 287, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07577270876368696, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.008867198228809034, 'max_pnl_target': 0.09096682682910186, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.033248553080299156, 'max_pnl_target': 0.184033878702605, 'max_calls_for_rule': 114}}
|
1,457 |
BNBUSD
|
{'omega': 1.4022412145517025, 'alpha': [0.0819324244308449], 'beta': [0.9160675755691552], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.7127, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 148.51267884983534, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 275, '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': 150431.42489846522, 'LEVERAGE': 25, 'UNIT_BUDGET': 1644.8349149292321, 'INITIAL_MARGIN_PER_UNIT': 5.940507153993414, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150431.42489846522, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.940507153993414, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024323024805320516, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.0711387315384444, 'MAX_PENALTY_DURATION_HOURS': 1203, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4312159391253287, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2760}
|
{'small_calls': {'min_pnl_target': 0.006277923084357791, 'max_pnl_target': 0.08154094066708532, 'max_calls_for_rule': 150}, 'moderate_calls': {'min_pnl_target': 0.04264249392921822, 'max_pnl_target': 0.21320064391473925, 'max_calls_for_rule': 239}}
|
1,458 |
ADAUSD
|
{'omega': 11.378784141738397, 'alpha': [0.15486608551883213], 'beta': [0.8240531185269026], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2182, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 704.1419539227423, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 53037.62996018854, 'LEVERAGE': 74, 'UNIT_BUDGET': 1109.1576434308852, 'INITIAL_MARGIN_PER_UNIT': 9.515431809766788, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53037.62996018854, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.515431809766788, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011235358420097722, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.6833223582221635, 'MAX_PENALTY_DURATION_HOURS': 696, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3921768321536713, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.027911155795134233, 'max_pnl_target': 0.09477510006977252, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.02726876547817194, 'max_pnl_target': 0.17575967212255247, 'max_calls_for_rule': 99}}
|
1,459 |
BNBUSD
|
{'omega': 0.8782899229301608, 'alpha': [0.06885742537229039], 'beta': [0.9291425746277098], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 22.4771, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 902.0841155438058, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103482.48514796095, 'LEVERAGE': 69, 'UNIT_BUDGET': 1598.1701439382202, 'INITIAL_MARGIN_PER_UNIT': 13.0736828339682, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103482.48514796095, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.0736828339682, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002424522041510305, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.6999892713118596, 'MAX_PENALTY_DURATION_HOURS': 899, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3628051866466364, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 134, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 8040}
|
{'small_calls': {'min_pnl_target': 0.03283946460173954, 'max_pnl_target': 0.08422679483251559, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.10005534473068724, 'max_pnl_target': 0.30255592775519796, 'max_calls_for_rule': 120}}
|
1,460 |
NIFTYHEALTHCARE
|
{'omega': 0.22499606508919281, 'alpha': [0.08267461055905127], 'beta': [0.8398848167984082], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008638407397019219, 'historical_segment_start_price': 8040.95, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 309.98531158835317, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 257, 'MAX_CONCURRENT_UNITS': 36, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58065.332101979446, 'LEVERAGE': 51, 'UNIT_BUDGET': 1570.6193046648043, 'INITIAL_MARGIN_PER_UNIT': 6.078143364477513, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58065.332101979446, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.078143364477513, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020592821557790988, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 2.081575058707754, 'MAX_PENALTY_DURATION_HOURS': 1211, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3625846029010807, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.00674341703122233, 'max_pnl_target': 0.06341633214472771, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.04318918655714448, 'max_pnl_target': 0.17322124631033187, 'max_calls_for_rule': 163}}
|
1,461 |
XRPUSD
|
{'omega': 1.7452801872044343, 'alpha': [0.07897623076300012], 'beta': [0.8950704619230785], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23507, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 166.1436426113517, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, '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': 56492.80040591831, 'LEVERAGE': 12, 'UNIT_BUDGET': 2437.6948704920796, 'INITIAL_MARGIN_PER_UNIT': 13.845303550945976, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56492.80040591831, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.845303550945976, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026268141407285173, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 1.7819592515098588, 'MAX_PENALTY_DURATION_HOURS': 329, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6330220981484127, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.04045364536762566, 'max_pnl_target': 0.1888118689528852, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.08922483163822938, 'max_pnl_target': 0.26323871841318675, 'max_calls_for_rule': 127}}
|
1,462 |
GOOGLUSD
|
{'omega': 0.6918419731046705, 'alpha': [0.07720677489138003], 'beta': [0.92079322510862], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03193449071489412, 'historical_segment_start_price': 1442.82, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1479.90650996243, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, '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': 146476.58395177627, 'LEVERAGE': 109, 'UNIT_BUDGET': 1478.7902004025032, 'INITIAL_MARGIN_PER_UNIT': 13.577123944609449, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146476.58395177627, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.577123944609449, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036826326035948515, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.6929318100081847, 'MAX_PENALTY_DURATION_HOURS': 1423, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5679832653836028, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.0068865945362245095, 'max_pnl_target': 0.14676514352653533, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.03966691460935014, 'max_pnl_target': 0.22110752723466975, 'max_calls_for_rule': 80}}
|
1,463 |
BTCUSD
|
{'omega': 2.3090932492563576, 'alpha': [0.08593175819777245], 'beta': [0.9120682418022275], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025107763683056495, 'historical_segment_start_price': 9128.59, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 848.6621019321967, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 161, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 118080.51037968665, 'LEVERAGE': 76, 'UNIT_BUDGET': 730.9388650693013, 'INITIAL_MARGIN_PER_UNIT': 11.16660660437101, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118080.51037968665, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.16660660437101, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029547688707747366, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 1.8886128913579463, 'MAX_PENALTY_DURATION_HOURS': 1041, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7131282255877638, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.04745557237252412, 'max_pnl_target': 0.19620024198307107, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.04235705727838169, 'max_pnl_target': 0.22273460731844663, 'max_calls_for_rule': 42}}
|
1,464 |
BTCUSD
|
{'omega': 1.775424783956498, 'alpha': [0.07918545669556275], 'beta': [0.9188145433044372], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.08946649897497, 'historical_segment_start_price': 7187.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 354.55761318375477, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, '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': 190188.12056159708, 'LEVERAGE': 43, 'UNIT_BUDGET': 1706.52914643841, 'INITIAL_MARGIN_PER_UNIT': 8.245525887994297, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190188.12056159708, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.245525887994297, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002069820387932895, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 1.774814368897562, 'MAX_PENALTY_DURATION_HOURS': 382, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2818533843188112, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.010140402980162416, 'max_pnl_target': 0.12764151610025054, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.06806808184920092, 'max_pnl_target': 0.23557316524135957, 'max_calls_for_rule': 191}}
|
1,465 |
ETHUSD
|
{'omega': 1.3470962608416253, 'alpha': [0.09677763135196814], 'beta': [0.901222368648032], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.277420389474758, 'historical_segment_start_price': 1529.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 189.2418089026132, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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': 173323.94343421602, 'LEVERAGE': 13, 'UNIT_BUDGET': 1745.9416408330953, 'INITIAL_MARGIN_PER_UNIT': 14.557062223277939, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173323.94343421602, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.557062223277939, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028253157482536267, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 1.9986692386253821, 'MAX_PENALTY_DURATION_HOURS': 628, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6976873989926046, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.03159042503042825, 'max_pnl_target': 0.173746453391172, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.07222536106994897, 'max_pnl_target': 0.28366196766798163, 'max_calls_for_rule': 100}}
|
1,466 |
XRPUSD
|
{'omega': 1.5291472583497507, 'alpha': [0.07875311566948953], 'beta': [0.8469072709326523], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028659784604234316, 'historical_segment_start_price': 0.3643, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 319.2187759801963, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 133, 'MAX_CONCURRENT_UNITS': 96, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 133446.15797622973, 'LEVERAGE': 31, 'UNIT_BUDGET': 1384.4434096739808, 'INITIAL_MARGIN_PER_UNIT': 10.297379870328914, 'MAX_TRADING_CAPITAL_FOR_UNITS': 133446.15797622973, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.297379870328914, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004965234645267928, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 1.740956880856272, 'MAX_PENALTY_DURATION_HOURS': 197, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.058525776408313655, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.04230045881207373, 'max_pnl_target': 0.13785204542515897, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.016389678508044302, 'max_pnl_target': 0.2625842975356871, 'max_calls_for_rule': 132}}
|
1,467 |
ADAUSD
|
{'omega': 0.7336360111753977, 'alpha': [0.06089783670955984], 'beta': [0.901760712876107], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.877622614626613, 'historical_segment_start_price': 0.6335, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 762.8421934618154, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 228, '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': 55770.77966504767, 'LEVERAGE': 86, 'UNIT_BUDGET': 2034.817861018667, 'INITIAL_MARGIN_PER_UNIT': 8.870258063509482, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55770.77966504767, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.870258063509482, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004569434855892359, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.9532506167965833, 'MAX_PENALTY_DURATION_HOURS': 548, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26862244721444345, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.02453871718762522, 'max_pnl_target': 0.14198206040418423, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.05737071178231404, 'max_pnl_target': 0.27480021628500784, 'max_calls_for_rule': 185}}
|
1,468 |
BNBUSD
|
{'omega': 0.3224368064032592, 'alpha': [0.0557339606220092], 'beta': [0.9422660393779908], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009182215330685965, 'historical_segment_start_price': 281.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 629.3430982753383, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 109, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 149718.54438755458, 'LEVERAGE': 44, 'UNIT_BUDGET': 1364.0586246343066, 'INITIAL_MARGIN_PER_UNIT': 14.303252233530417, 'MAX_TRADING_CAPITAL_FOR_UNITS': 149718.54438755458, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.303252233530417, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030932919953187018, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 2.7332295870752468, 'MAX_PENALTY_DURATION_HOURS': 368, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6323156306600584, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.03853550605300785, 'max_pnl_target': 0.09717947556956696, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.061857813523979316, 'max_pnl_target': 0.2781124337772881, 'max_calls_for_rule': 82}}
|
1,469 |
NIFTYIT
|
{'omega': 0.701276781306544, 'alpha': [0.11933969909848377], 'beta': [0.8650992962653155], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.3343026190307725, 'historical_segment_start_price': 34626.3, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 180.27477070800418, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 144, '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': 102253.98309171924, 'LEVERAGE': 15, 'UNIT_BUDGET': 1750.3437097093322, 'INITIAL_MARGIN_PER_UNIT': 12.018318047200278, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102253.98309171924, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.018318047200278, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0049529506153580555, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 1.7659528199782002, 'MAX_PENALTY_DURATION_HOURS': 380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6274497350276338, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.034501280508441666, 'max_pnl_target': 0.17943826565133494, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.05336758690535388, 'max_pnl_target': 0.29001162748493015, 'max_calls_for_rule': 129}}
|
1,470 |
TSLAUSD
|
{'omega': 2.72392381470131, 'alpha': [0.06577421747029503], 'beta': [0.8410558313545589], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.00924315159075933, 'historical_segment_start_price': 737.2, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 449.21546955504516, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 25, 'MAX_CONCURRENT_UNITS': 272, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91615.72724916879, 'LEVERAGE': 35, 'UNIT_BUDGET': 336.82242028224107, 'INITIAL_MARGIN_PER_UNIT': 12.834727701572719, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91615.72724916879, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.834727701572719, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028671383676685514, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.422235574391236, 'MAX_PENALTY_DURATION_HOURS': 1081, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6970202893059005, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 25, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 1500}
|
{'small_calls': {'min_pnl_target': 0.04715781922765583, 'max_pnl_target': 0.11892765733969532, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.04634580103335884, 'max_pnl_target': 0.1801332583206438, 'max_calls_for_rule': 22}}
|
1,471 |
NIFTYIT
|
{'omega': 0.6160819693805881, 'alpha': [0.09896849927242464], 'beta': [0.8584378721407266], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009665831191387536, 'historical_segment_start_price': 12498.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1241.5951144835915, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, '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': 168098.028869382, 'LEVERAGE': 100, 'UNIT_BUDGET': 1812.9083187652122, 'INITIAL_MARGIN_PER_UNIT': 12.415951144835915, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168098.028869382, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.415951144835915, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002447745467693291, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.6654992379211233, 'MAX_PENALTY_DURATION_HOURS': 263, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19018965115173092, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.013883515175997181, 'max_pnl_target': 0.15039247109137788, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.022538739865265223, 'max_pnl_target': 0.2263139967275578, 'max_calls_for_rule': 92}}
|
1,472 |
NIFTYENERGY
|
{'omega': 0.48021348209024445, 'alpha': [0.08276283043207237], 'beta': [0.8584444511079904], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.196665247048838, 'historical_segment_start_price': 14150.15, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 984.2018849820076, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 145, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153155.2821586713, 'LEVERAGE': 67, 'UNIT_BUDGET': 1049.3671261319228, 'INITIAL_MARGIN_PER_UNIT': 14.689580372865786, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153155.2821586713, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.689580372865786, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00255666374019438, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 164, 'PENALTY_DURATION_MULTIPLIER': 2.934248759032292, 'MAX_PENALTY_DURATION_HOURS': 179, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3532217699094677, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.026826117386588737, 'max_pnl_target': 0.1462723837913281, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.07554806359322619, 'max_pnl_target': 0.19936826513226463, 'max_calls_for_rule': 66}}
|
1,473 |
XRPUSD
|
{'omega': 1.6869819477485961, 'alpha': [0.15065281605179362], 'beta': [0.8397884403455719], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.31541, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 475.17860673041775, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 73, 'MAX_CONCURRENT_UNITS': 212, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 108908.0105997959, 'LEVERAGE': 69, 'UNIT_BUDGET': 512.9627656285722, 'INITIAL_MARGIN_PER_UNIT': 6.88664647435388, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108908.0105997959, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.88664647435388, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00310920874095139, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 2.2990649572186, 'MAX_PENALTY_DURATION_HOURS': 253, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2795130286347098, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.00992424181173888, 'max_pnl_target': 0.10348237088163184, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.09510525549327849, 'max_pnl_target': 0.3198568550661532, 'max_calls_for_rule': 56}}
|
1,474 |
XRPUSD
|
{'omega': 0.5071022224611497, 'alpha': [0.06754525230628985], 'beta': [0.905742437993061], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016400081535506247, 'historical_segment_start_price': 0.5998, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 709.966613167882, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 326, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161118.59101785047, 'LEVERAGE': 104, 'UNIT_BUDGET': 2237.3353778554692, 'INITIAL_MARGIN_PER_UNIT': 6.826602049691173, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161118.59101785047, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.826602049691173, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026327327382887123, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.763521743095005, 'MAX_PENALTY_DURATION_HOURS': 485, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3691222607802196, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.036028590628368586, 'max_pnl_target': 0.1213167442244015, 'max_calls_for_rule': 143}, 'moderate_calls': {'min_pnl_target': 0.052882604871194755, 'max_pnl_target': 0.23788439986379545, 'max_calls_for_rule': 292}}
|
1,475 |
GOOGLUSD
|
{'omega': 0.3543799444598835, 'alpha': [0.081717629092873], 'beta': [0.831288737558061], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026621333184541275, 'historical_segment_start_price': 2840.09, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 983.4305140984332, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, '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': 64772.90676373865, 'LEVERAGE': 108, 'UNIT_BUDGET': 708.6484157720686, 'INITIAL_MARGIN_PER_UNIT': 9.10583809350401, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64772.90676373865, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.10583809350401, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002753971377159742, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.8980447876908224, 'MAX_PENALTY_DURATION_HOURS': 1411, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2819658103099644, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.039103435704306674, 'max_pnl_target': 0.15754816182321046, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.036589521865616426, 'max_pnl_target': 0.25604037151251147, 'max_calls_for_rule': 46}}
|
1,476 |
ETHUSD
|
{'omega': 3.1977833956787993, 'alpha': [0.17543334759144025], 'beta': [0.8225666524085598], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 108.55, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1141.4364220814002, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 227, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 137296.70470515202, 'LEVERAGE': 106, 'UNIT_BUDGET': 603.9257384558864, 'INITIAL_MARGIN_PER_UNIT': 10.7682681328434, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137296.70470515202, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.7682681328434, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004596611985179235, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.241414839975806, 'MAX_PENALTY_DURATION_HOURS': 569, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5866522307682617, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.04605337179625382, 'max_pnl_target': 0.1912640274530804, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.034836486397424926, 'max_pnl_target': 0.14832809414103443, 'max_calls_for_rule': 50}}
|
1,477 |
NIFTYBANK
|
{'omega': 0.3696861260573275, 'alpha': [0.07007077722286384], 'beta': [0.8969134645598171], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.215774141286578, 'historical_segment_start_price': 24149.05, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 656.2072309088572, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, 'MAX_CONCURRENT_UNITS': 358, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 193200.708400509, 'LEVERAGE': 62, 'UNIT_BUDGET': 538.2363631697278, 'INITIAL_MARGIN_PER_UNIT': 10.58398759530415, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193200.708400509, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.58398759530415, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012264890946618507, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.551526462952575, 'MAX_PENALTY_DURATION_HOURS': 920, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24227817362405207, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 19, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.021309072237469587, 'max_pnl_target': 0.12808671207779676, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.08516148646587512, 'max_pnl_target': 0.18534098929072815, 'max_calls_for_rule': 39}}
|
1,478 |
ADAUSD
|
{'omega': 2.122693072235751, 'alpha': [0.08088785162678093], 'beta': [0.9171121483732191], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15877, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 317.27540238139756, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 107, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63514.17463857996, 'LEVERAGE': 22, 'UNIT_BUDGET': 590.3858994517775, 'INITIAL_MARGIN_PER_UNIT': 14.421609199154434, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63514.17463857996, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.421609199154434, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023974190964118863, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.848404784764279, 'MAX_PENALTY_DURATION_HOURS': 1385, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3305171814459595, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.018425177373703056, 'max_pnl_target': 0.12972746893871823, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.09244432744683982, 'max_pnl_target': 0.22139995543359853, 'max_calls_for_rule': 27}}
|
1,479 |
XRPUSD
|
{'omega': 0.9406238521526482, 'alpha': [0.09637984715010325], 'beta': [0.9016201528498967], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5451, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 405.12938422762585, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71021.89160937321, 'LEVERAGE': 67, 'UNIT_BUDGET': 1497.326938793839, 'INITIAL_MARGIN_PER_UNIT': 6.046707227277998, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71021.89160937321, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.046707227277998, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001022313135220807, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 2.60800609917005, 'MAX_PENALTY_DURATION_HOURS': 615, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17852913375990676, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 2760}
|
{'small_calls': {'min_pnl_target': 0.046025512572481185, 'max_pnl_target': 0.15675826651901176, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.07334234355567563, 'max_pnl_target': 0.2908680485435865, 'max_calls_for_rule': 217}}
|
1,480 |
XRPUSD
|
{'omega': 1.4543617687827015, 'alpha': [0.08777621605601009], 'beta': [0.8301567137951725], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.39601, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1204.497579837374, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 126363.87112911041, 'LEVERAGE': 104, 'UNIT_BUDGET': 2391.434532611947, 'INITIAL_MARGIN_PER_UNIT': 11.581707498436288, 'MAX_TRADING_CAPITAL_FOR_UNITS': 126363.87112911041, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.581707498436288, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003351222258603443, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 2.56631427018894, 'MAX_PENALTY_DURATION_HOURS': 653, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5408452047659364, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.02394399221144947, 'max_pnl_target': 0.10814821691737886, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.08943962939640127, 'max_pnl_target': 0.32568286470420726, 'max_calls_for_rule': 203}}
|
1,481 |
ADAUSD
|
{'omega': 0.7453280637178905, 'alpha': [0.056049316672572104], 'beta': [0.9218851952425198], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0088331542297491, 'historical_segment_start_price': 0.2668, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1409.385912896784, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 139485.26777953462, 'LEVERAGE': 100, 'UNIT_BUDGET': 1791.0716438843053, 'INITIAL_MARGIN_PER_UNIT': 14.093859128967841, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139485.26777953462, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.093859128967841, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019279511370364091, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 2.7726924511905318, 'MAX_PENALTY_DURATION_HOURS': 724, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16853198939693945, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.02518818955126277, 'max_pnl_target': 0.10529390514021528, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.06878849103545129, 'max_pnl_target': 0.23100947134630162, 'max_calls_for_rule': 84}}
|
1,482 |
BTCUSD
|
{'omega': 2.533738252508182, 'alpha': [0.07030259775448125], 'beta': [0.8469131306640287], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01907941354580022, 'historical_segment_start_price': 6915.47, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 982.6052021527025, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, 'MAX_CONCURRENT_UNITS': 46, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 70715.98224382359, 'LEVERAGE': 86, 'UNIT_BUDGET': 1521.1865846839237, 'INITIAL_MARGIN_PER_UNIT': 11.42564188549654, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70715.98224382359, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.42564188549654, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035891269328635162, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.5055735796386323, 'MAX_PENALTY_DURATION_HOURS': 1141, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3523528735695387, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 51, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3060}
|
{'small_calls': {'min_pnl_target': 0.03107923923967686, 'max_pnl_target': 0.1442819423619629, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.08856625923822255, 'max_pnl_target': 0.3170545054493858, 'max_calls_for_rule': 124}}
|
1,483 |
TSLAUSD
|
{'omega': 2.108872735285386, 'alpha': [0.0925737551918859], 'beta': [0.8214573955951425], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018206988958987553, 'historical_segment_start_price': 352.83, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 926.3711388228654, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, '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': 132795.82537971094, 'LEVERAGE': 78, 'UNIT_BUDGET': 1571.400042953378, 'INITIAL_MARGIN_PER_UNIT': 11.876553061831608, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132795.82537971094, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.876553061831608, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004400402812362267, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 1.9861525331182155, 'MAX_PENALTY_DURATION_HOURS': 795, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5309585291311673, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.013123038065423809, 'max_pnl_target': 0.08514510960748403, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.0450932160404565, 'max_pnl_target': 0.20097267271243255, 'max_calls_for_rule': 112}}
|
1,484 |
BTCUSD
|
{'omega': 2.069406321469882, 'alpha': [0.06280512861877041], 'beta': [0.8531632360618717], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016643011261102805, 'historical_segment_start_price': 10500.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 791.8966542475288, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, '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': 155633.21775462353, 'LEVERAGE': 62, 'UNIT_BUDGET': 1875.0777435793927, 'INITIAL_MARGIN_PER_UNIT': 12.772526681411755, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155633.21775462353, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.772526681411755, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004070930122632316, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 2.4602275594794816, 'MAX_PENALTY_DURATION_HOURS': 360, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7237405904875589, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.04159511149496358, 'max_pnl_target': 0.17083940853049345, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.05221955404980857, 'max_pnl_target': 0.2682300332238444, 'max_calls_for_rule': 108}}
|
1,485 |
TSLAUSD
|
{'omega': 1.4010240141460413, 'alpha': [0.0851494587363282], 'beta': [0.8377672314039812], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00773180620867803, 'historical_segment_start_price': 285.99, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 173.47067458817628, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 190, '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': 131523.33360738255, 'LEVERAGE': 20, 'UNIT_BUDGET': 1661.2120663047203, 'INITIAL_MARGIN_PER_UNIT': 8.673533729408813, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131523.33360738255, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.673533729408813, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003803837514249242, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.6426814029238406, 'MAX_PENALTY_DURATION_HOURS': 1119, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06952199555106854, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.044524755291998244, 'max_pnl_target': 0.09804717248647932, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.04119151802403149, 'max_pnl_target': 0.2308616242922198, 'max_calls_for_rule': 154}}
|
1,486 |
BTCUSD
|
{'omega': 42.13771552736308, 'alpha': [0.183660671540189], 'beta': [0.8143393284598109], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 446.78979503266424, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 256, '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': 80585.12855633517, 'LEVERAGE': 47, 'UNIT_BUDGET': 2445.4964573616858, 'INITIAL_MARGIN_PER_UNIT': 9.506165851758814, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80585.12855633517, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.506165851758814, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004565257688187716, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.520485611561497, 'MAX_PENALTY_DURATION_HOURS': 210, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6157408404631078, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.010702063003988509, 'max_pnl_target': 0.1402424737963744, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.02140403891785971, 'max_pnl_target': 0.1559273060566104, 'max_calls_for_rule': 224}}
|
1,487 |
ETHUSD
|
{'omega': 1.6452101111557618, 'alpha': [0.07145057475038723], 'beta': [0.8955493954336851], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3146.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 355.4685507952651, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 213, 'MAX_CONCURRENT_UNITS': 46, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 90234.52284732135, 'LEVERAGE': 39, 'UNIT_BUDGET': 1955.468163170929, 'INITIAL_MARGIN_PER_UNIT': 9.114578225519619, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90234.52284732135, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.114578225519619, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004993590553998421, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 2.3368167426164694, 'MAX_PENALTY_DURATION_HOURS': 430, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6236537684217358, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 19, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.014276265530171361, 'max_pnl_target': 0.07783402362179577, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.04748457482503048, 'max_pnl_target': 0.19296399722794258, 'max_calls_for_rule': 148}}
|
1,488 |
ADAUSD
|
{'omega': 0.9675960188507995, 'alpha': [0.06990770111609215], 'beta': [0.9279033063305476], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.006654037464548504, 'historical_segment_start_price': 2.159, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 716.7810490123226, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 379, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170673.64605078084, 'LEVERAGE': 115, 'UNIT_BUDGET': 450.086574619028, 'INITIAL_MARGIN_PER_UNIT': 6.232878687063675, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170673.64605078084, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.232878687063675, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027172163543082812, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.7280785635836677, 'MAX_PENALTY_DURATION_HOURS': 415, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.572416912965427, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.03403595415958281, 'max_pnl_target': 0.17498696227752908, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.03874082649368439, 'max_pnl_target': 0.2071571460378438, 'max_calls_for_rule': 64}}
|
1,489 |
BTCUSD
|
{'omega': 0.6116468531897284, 'alpha': [0.0737551280724752], 'beta': [0.9242448719275248], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011253974289982241, 'historical_segment_start_price': 10869.12, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 327.54459841834785, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 303, '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': 68529.3119875998, 'LEVERAGE': 48, 'UNIT_BUDGET': 2077.12592020372, 'INITIAL_MARGIN_PER_UNIT': 6.823845800382246, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68529.3119875998, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.823845800382246, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011170882752902398, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.9476757879423725, 'MAX_PENALTY_DURATION_HOURS': 1319, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6850286167112581, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.015562416707008211, 'max_pnl_target': 0.1527582269530608, 'max_calls_for_rule': 173}, 'moderate_calls': {'min_pnl_target': 0.04876527048309014, 'max_pnl_target': 0.25772981555642527, 'max_calls_for_rule': 193}}
|
1,490 |
GOOGLUSD
|
{'omega': 0.3090079835693865, 'alpha': [0.06981631491051216], 'beta': [0.8911615545896359], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04169129988436714, 'historical_segment_start_price': 1177.03, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1096.0826801886267, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, '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': 87132.85180924823, 'LEVERAGE': 93, 'UNIT_BUDGET': 1325.3877003549546, 'INITIAL_MARGIN_PER_UNIT': 11.785835270845448, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87132.85180924823, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.785835270845448, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037118489992394982, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 1.5663339664050753, 'MAX_PENALTY_DURATION_HOURS': 630, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3684117444125725, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.04672729551255548, 'max_pnl_target': 0.17921985507067784, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.05304790458093699, 'max_pnl_target': 0.21110237467807214, 'max_calls_for_rule': 97}}
|
1,491 |
BTCUSD
|
{'omega': 70.77539765059879, 'alpha': [0.20601942670942544], 'beta': [0.7287897757046876], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 559.5, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 457.138600821178, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 234, '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': 196764.9136052338, 'LEVERAGE': 63, 'UNIT_BUDGET': 1711.4687337742143, 'INITIAL_MARGIN_PER_UNIT': 7.256168267002825, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196764.9136052338, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.256168267002825, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001231413293318313, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.911534186082445, 'MAX_PENALTY_DURATION_HOURS': 169, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5858092401645553, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.03893694314084965, 'max_pnl_target': 0.1071187736205325, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.042563096269217615, 'max_pnl_target': 0.28800868650681966, 'max_calls_for_rule': 179}}
|
1,492 |
BTCUSD
|
{'omega': 0.4512675334087852, 'alpha': [0.11704431944088564], 'beta': [0.8478779869220612], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6411.98, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1079.5450727611922, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, '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': 150779.92243143005, 'LEVERAGE': 100, 'UNIT_BUDGET': 1606.032106481585, 'INITIAL_MARGIN_PER_UNIT': 10.795450727611922, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150779.92243143005, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.795450727611922, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004517265887796575, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.6289193272159057, 'MAX_PENALTY_DURATION_HOURS': 846, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3916910950852779, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.03231666712177319, 'max_pnl_target': 0.11538173778385091, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.030849643719146426, 'max_pnl_target': 0.15791212689138504, 'max_calls_for_rule': 113}}
|
1,493 |
ADAUSD
|
{'omega': 2.585097102166338, 'alpha': [0.08710586775460226], 'beta': [0.910894132245398], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.10579, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 543.9698037483261, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 242, 'MAX_CONCURRENT_UNITS': 118, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 171000.60108330834, 'LEVERAGE': 92, 'UNIT_BUDGET': 1438.6048060412709, 'INITIAL_MARGIN_PER_UNIT': 5.9127152581339795, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171000.60108330834, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.9127152581339795, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004592902347846633, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.9946092780884648, 'MAX_PENALTY_DURATION_HOURS': 959, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4259472471493796, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.04005242017464779, 'max_pnl_target': 0.18698526288141737, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.01193707501637819, 'max_pnl_target': 0.23625020163635735, 'max_calls_for_rule': 241}}
|
1,494 |
NIFTY50
|
{'omega': 0.25144500303237616, 'alpha': [0.0913726912387646], 'beta': [0.9066273087612354], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015762719537351016, 'historical_segment_start_price': 10715.75, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 512.262153574566, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, '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': 83429.3626040492, 'LEVERAGE': 36, 'UNIT_BUDGET': 658.9571002017717, 'INITIAL_MARGIN_PER_UNIT': 14.229504265960166, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83429.3626040492, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.229504265960166, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00248971787018971, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.5902153261325465, 'MAX_PENALTY_DURATION_HOURS': 969, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13731610765651184, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.03316972399076716, 'max_pnl_target': 0.1741125865643819, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.06552297648692215, 'max_pnl_target': 0.3071011892281704, 'max_calls_for_rule': 43}}
|
1,495 |
ADAUSD
|
{'omega': 1.739504951694028, 'alpha': [0.061371095065073634], 'beta': [0.9366289049349263], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.951988026028874, 'historical_segment_start_price': 0.1389, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 64.533259291838, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 237, 'MAX_CONCURRENT_UNITS': 62, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 87036.5669453867, 'LEVERAGE': 11, 'UNIT_BUDGET': 1396.313315056665, 'INITIAL_MARGIN_PER_UNIT': 5.866659935621636, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87036.5669453867, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.866659935621636, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002355957017197928, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 2.8955386642922765, 'MAX_PENALTY_DURATION_HOURS': 329, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45577380148503205, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.04507917324505591, 'max_pnl_target': 0.18476128697378544, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.01711647651676275, 'max_pnl_target': 0.23512525108526222, 'max_calls_for_rule': 217}}
|
1,496 |
ETHUSD
|
{'omega': 2.2786525636064754, 'alpha': [0.08164009057984566], 'beta': [0.8217472032692613], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.182967345643404, 'historical_segment_start_price': 1527.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 415.03422432049723, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 188, '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': 186523.42396847322, 'LEVERAGE': 35, 'UNIT_BUDGET': 2243.7962623134613, 'INITIAL_MARGIN_PER_UNIT': 11.85812069487135, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186523.42396847322, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.85812069487135, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00386871209707115, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 1.5510608456864485, 'MAX_PENALTY_DURATION_HOURS': 506, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4071197246892581, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.04894791909954843, 'max_pnl_target': 0.19589005663170667, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.020045012266135552, 'max_pnl_target': 0.2613909492720589, 'max_calls_for_rule': 134}}
|
1,497 |
ETHUSD
|
{'omega': 3.6489504283355205, 'alpha': [0.15295835146213374], 'beta': [0.8137501182949601], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 215.74, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1452.1028699698677, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 29, 'MAX_CONCURRENT_UNITS': 255, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 107910.31468622704, 'LEVERAGE': 104, 'UNIT_BUDGET': 423.1134078653629, 'INITIAL_MARGIN_PER_UNIT': 13.962527595864113, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107910.31468622704, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.962527595864113, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032873649871038996, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.124878673363252, 'MAX_PENALTY_DURATION_HOURS': 881, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6403257029470423, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.024010163161426443, 'max_pnl_target': 0.10772812995132804, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.03162177710728828, 'max_pnl_target': 0.18323830421054493, 'max_calls_for_rule': 27}}
|
1,498 |
ADAUSD
|
{'omega': 11.852030783240517, 'alpha': [0.1522479773747481], 'beta': [0.8457520226252518], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2182, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 237.03215229606175, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 240, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63914.90125966857, 'LEVERAGE': 47, 'UNIT_BUDGET': 1218.0602672589766, 'INITIAL_MARGIN_PER_UNIT': 5.043237282894931, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63914.90125966857, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.043237282894931, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016377500199840328, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.0939529511397907, 'MAX_PENALTY_DURATION_HOURS': 728, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5452135164225145, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.034298160296192315, 'max_pnl_target': 0.14380681510669321, 'max_calls_for_rule': 124}, 'moderate_calls': {'min_pnl_target': 0.0413292431867832, 'max_pnl_target': 0.21275468828134692, 'max_calls_for_rule': 178}}
|
1,499 |
ADAUSD
|
{'omega': 0.8859126113257728, 'alpha': [0.07849224188074377], 'beta': [0.9195077581192562], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.255197283513841, 'historical_segment_start_price': 0.3942, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 175.06815369027228, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 217, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169005.2233239254, 'LEVERAGE': 17, 'UNIT_BUDGET': 2249.3950547085346, 'INITIAL_MARGIN_PER_UNIT': 10.298126687663075, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169005.2233239254, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.298126687663075, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014178251359780254, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.5238860276972253, 'MAX_PENALTY_DURATION_HOURS': 810, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4693157697312969, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.024567156827645226, 'max_pnl_target': 0.1556121213825946, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.09479872660822897, 'max_pnl_target': 0.19888604416283598, 'max_calls_for_rule': 205}}
|
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