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
|
|---|---|---|---|---|
1,700 |
ADAUSD
|
{'omega': 2.164534745085264, 'alpha': [0.10173498078314976], 'beta': [0.8684186535611887], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0512, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 168.09265228787257, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, 'MAX_CONCURRENT_UNITS': 261, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167496.25900291454, 'LEVERAGE': 23, 'UNIT_BUDGET': 640.0103008185201, 'INITIAL_MARGIN_PER_UNIT': 7.308376186429243, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167496.25900291454, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.308376186429243, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002397891381147439, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.464267587215933, 'MAX_PENALTY_DURATION_HOURS': 728, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.045440134442062186, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 33, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 1980}
|
{'small_calls': {'min_pnl_target': 0.009537406575960413, 'max_pnl_target': 0.10502906224709785, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.054745137036877035, 'max_pnl_target': 0.17786657244891196, 'max_calls_for_rule': 69}}
|
1,701 |
NIFTY50
|
{'omega': 0.14574975309457724, 'alpha': [0.08917070787940867], 'beta': [0.9088292921205913], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017707913263207684, 'historical_segment_start_price': 8593.2, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 617.2306016155856, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 202, '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': 143113.58112250693, 'LEVERAGE': 74, 'UNIT_BUDGET': 1694.952990223464, 'INITIAL_MARGIN_PER_UNIT': 8.340954075886291, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143113.58112250693, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.340954075886291, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004145325403789048, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 1.5039114778635219, 'MAX_PENALTY_DURATION_HOURS': 340, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5435339440125116, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.04703512366295879, 'max_pnl_target': 0.1616390094001015, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.08115441415761071, 'max_pnl_target': 0.3030629971259503, 'max_calls_for_rule': 201}}
|
1,702 |
BNBUSD
|
{'omega': 0.6528458945216117, 'alpha': [0.045195674727424244], 'beta': [0.8385311647438657], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.307808068204453, 'historical_segment_start_price': 213.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 223.5599674615196, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, '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': 59880.49870366749, 'LEVERAGE': 21, 'UNIT_BUDGET': 1777.7855274251763, 'INITIAL_MARGIN_PER_UNIT': 10.645712736262837, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59880.49870366749, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.645712736262837, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004322036140672517, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.4633007371573195, 'MAX_PENALTY_DURATION_HOURS': 751, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.39245060552798067, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.03420357173494662, 'max_pnl_target': 0.18149574648571984, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.05830209726540664, 'max_pnl_target': 0.21459813837713915, 'max_calls_for_rule': 123}}
|
1,703 |
NIFTY50
|
{'omega': 0.16561628477925414, 'alpha': [0.08854751074903269], 'beta': [0.8652874524420163], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014954000476185145, 'historical_segment_start_price': 10438.5, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 908.4670290413527, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 198, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158943.81754591072, 'LEVERAGE': 76, 'UNIT_BUDGET': 801.9944950015304, 'INITIAL_MARGIN_PER_UNIT': 11.953513540017799, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158943.81754591072, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.953513540017799, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011493233224255093, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.2575939972359227, 'MAX_PENALTY_DURATION_HOURS': 628, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.742412990240339, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.04443434587668072, 'max_pnl_target': 0.1278700887518428, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.01920018156363853, 'max_pnl_target': 0.1871982643370381, 'max_calls_for_rule': 59}}
|
1,704 |
NIFTY500
|
{'omega': 0.3685108522847967, 'alpha': [0.09379520093059113], 'beta': [0.9042047990694089], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017450346972393352, 'historical_segment_start_price': 9069.1, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 1598.3613613830173, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 70337.53907185093, 'LEVERAGE': 124, 'UNIT_BUDGET': 1004.0008589538056, 'INITIAL_MARGIN_PER_UNIT': 12.890010978895301, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70337.53907185093, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.890010978895301, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019728862334306998, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.8275456480085763, 'MAX_PENALTY_DURATION_HOURS': 881, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3410796347415657, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.015346125415386613, 'max_pnl_target': 0.1403153408920782, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.09487155637260311, 'max_pnl_target': 0.21991128232018844, 'max_calls_for_rule': 52}}
|
1,705 |
NIFTYENERGY
|
{'omega': 0.4996082060664724, 'alpha': [0.1363265467168405], 'beta': [0.8616734532831594], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.012051137851692, 'historical_segment_start_price': 10077.65, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 434.3480560569322, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 100, 'MAX_CONCURRENT_UNITS': 140, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 108904.07889981763, 'LEVERAGE': 57, 'UNIT_BUDGET': 776.5688838242291, 'INITIAL_MARGIN_PER_UNIT': 7.620141334332144, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108904.07889981763, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.620141334332144, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017048063191332542, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 1.8879161576718126, 'MAX_PENALTY_DURATION_HOURS': 719, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45370896991308596, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.01794972804620962, 'max_pnl_target': 0.0725908523916112, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.045016971188040635, 'max_pnl_target': 0.2482919088651556, 'max_calls_for_rule': 74}}
|
1,706 |
ADAUSD
|
{'omega': 1.5673788115160254, 'alpha': [0.07352312509538617], 'beta': [0.9057813083608198], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.042269649905204716, 'historical_segment_start_price': 1.5909, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 626.8412116059117, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, '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': 105517.42042528058, 'LEVERAGE': 46, 'UNIT_BUDGET': 2199.5986438665423, 'INITIAL_MARGIN_PER_UNIT': 13.62698286099808, 'MAX_TRADING_CAPITAL_FOR_UNITS': 105517.42042528058, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.62698286099808, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004307633907306041, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.5932314351972936, 'MAX_PENALTY_DURATION_HOURS': 373, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3305394215529056, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.0243496885781644, 'max_pnl_target': 0.0772835770301953, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.049625503341354314, 'max_pnl_target': 0.2744433822448325, 'max_calls_for_rule': 135}}
|
1,707 |
BNBUSD
|
{'omega': 1.7085250232649236, 'alpha': [0.08099347920945987], 'beta': [0.9170065207905401], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04578427076460962, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 232.1334914473891, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 285, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 176027.54725499987, 'LEVERAGE': 21, 'UNIT_BUDGET': 617.6272047130315, 'INITIAL_MARGIN_PER_UNIT': 11.053975783209005, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176027.54725499987, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.053975783209005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016470587699639503, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 2.0339486224037286, 'MAX_PENALTY_DURATION_HOURS': 695, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5539638919944945, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.028259349894323375, 'max_pnl_target': 0.12461298873858931, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.09523945530087594, 'max_pnl_target': 0.2114214774471286, 'max_calls_for_rule': 44}}
|
1,708 |
XRPUSD
|
{'omega': 0.9841326284604152, 'alpha': [0.08451041734764522], 'beta': [0.9134895826523548], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011323778266579982, 'historical_segment_start_price': 0.4876, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 272.4227473158922, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 238, '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': 175231.24132108598, 'LEVERAGE': 27, 'UNIT_BUDGET': 2412.5430120136916, 'INITIAL_MARGIN_PER_UNIT': 10.089731382070081, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175231.24132108598, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.089731382070081, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011844151618976696, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.0602831547105103, 'MAX_PENALTY_DURATION_HOURS': 1315, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02528334990205928, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.010356338083677792, 'max_pnl_target': 0.15408644376517175, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.07718524406868393, 'max_pnl_target': 0.2883253694347322, 'max_calls_for_rule': 200}}
|
1,709 |
NIFTYBANK
|
{'omega': 0.26163483220333017, 'alpha': [0.07974552870312639], 'beta': [0.8901108422839646], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.53982314407577, 'historical_segment_start_price': 38657.7, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 629.0280488892417, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, 'MAX_CONCURRENT_UNITS': 194, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177811.5973690797, 'LEVERAGE': 96, 'UNIT_BUDGET': 914.1564048569073, 'INITIAL_MARGIN_PER_UNIT': 6.552375509262935, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177811.5973690797, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.552375509262935, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023790876908166315, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 2.0773532112826594, 'MAX_PENALTY_DURATION_HOURS': 1139, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15580187140574267, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.03982952943518115, 'max_pnl_target': 0.16161199643015564, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.03201242565136294, 'max_pnl_target': 0.14154947100193185, 'max_calls_for_rule': 88}}
|
1,710 |
ETHUSD
|
{'omega': 0.8614448468442036, 'alpha': [0.06938586259675572], 'beta': [0.9286141374032443], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.525939836611269, 'historical_segment_start_price': 2229.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 227.25549997589914, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 203, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65458.39865101891, 'LEVERAGE': 45, 'UNIT_BUDGET': 1032.7177594965974, 'INITIAL_MARGIN_PER_UNIT': 5.050122221686648, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65458.39865101891, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.050122221686648, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004716085518753016, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.5795916035107336, 'MAX_PENALTY_DURATION_HOURS': 919, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7266070536765821, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.03568443809419469, 'max_pnl_target': 0.09989108974429697, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.05851385373970223, 'max_pnl_target': 0.18684947938583799, 'max_calls_for_rule': 138}}
|
1,711 |
ADAUSD
|
{'omega': 1.9935667973078204, 'alpha': [0.049249590048678814], 'beta': [0.9361170833683519], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.148019656883195, 'historical_segment_start_price': 1.607, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 217.04471754572754, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, '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': 75558.567606354, 'LEVERAGE': 22, 'UNIT_BUDGET': 918.74192670568, 'INITIAL_MARGIN_PER_UNIT': 9.865668979351252, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75558.567606354, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.865668979351252, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015731529439654852, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 1.5750747047040496, 'MAX_PENALTY_DURATION_HOURS': 300, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7235587697142296, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.006506398483195187, 'max_pnl_target': 0.15445448354066582, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.016528243140604054, 'max_pnl_target': 0.12023742485228726, 'max_calls_for_rule': 74}}
|
1,712 |
ADAUSD
|
{'omega': 0.7522467873356473, 'alpha': [0.05832843768767343], 'beta': [0.9396715623123264], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.032331901059552, 'historical_segment_start_price': 0.6335, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 668.0961819570856, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, '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': 162894.58871327108, 'LEVERAGE': 79, 'UNIT_BUDGET': 1692.9101764816153, 'INITIAL_MARGIN_PER_UNIT': 8.456913695659312, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162894.58871327108, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.456913695659312, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003130412990962246, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 1.579220758273347, 'MAX_PENALTY_DURATION_HOURS': 609, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4718289037025197, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.01587829225121688, 'max_pnl_target': 0.12747747509436252, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.07426756921565358, 'max_pnl_target': 0.26738495781099697, 'max_calls_for_rule': 154}}
|
1,713 |
NIFTY50
|
{'omega': 0.5220215979631874, 'alpha': [0.10138042966245076], 'beta': [0.8966195703375491], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.527897624786166, 'historical_segment_start_price': 18213.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 850.6169210982619, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 149, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83533.79725666787, 'LEVERAGE': 58, 'UNIT_BUDGET': 558.1158574296646, 'INITIAL_MARGIN_PER_UNIT': 14.66580898445279, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83533.79725666787, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.66580898445279, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038476029922488593, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.722728833556201, 'MAX_PENALTY_DURATION_HOURS': 293, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7052664721054898, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.012973265027883762, 'max_pnl_target': 0.13780913880075002, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.07740139069446174, 'max_pnl_target': 0.19415411591230985, 'max_calls_for_rule': 31}}
|
1,714 |
XRPUSD
|
{'omega': 1.5565668765647023, 'alpha': [0.12680128475040586], 'beta': [0.7876191352064593], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32368, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 842.7608695978731, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 84, 'MAX_CONCURRENT_UNITS': 106, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101690.70657091631, 'LEVERAGE': 75, 'UNIT_BUDGET': 955.7279709090296, 'INITIAL_MARGIN_PER_UNIT': 11.236811594638308, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101690.70657091631, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.236811594638308, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045970598659322605, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.7428779986226663, 'MAX_PENALTY_DURATION_HOURS': 864, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.585656101706133, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.03949451519853962, 'max_pnl_target': 0.09673260368719504, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.0830882788369063, 'max_pnl_target': 0.20623928733391306, 'max_calls_for_rule': 78}}
|
1,715 |
XRPUSD
|
{'omega': 1.3808312401860499, 'alpha': [0.0863374463741803], 'beta': [0.907125703803762], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03129126622333968, 'historical_segment_start_price': 0.3643, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 587.5106144832912, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 227, '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': 103022.90473785684, 'LEVERAGE': 60, 'UNIT_BUDGET': 2236.6228981465247, 'INITIAL_MARGIN_PER_UNIT': 9.79184357472152, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103022.90473785684, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.79184357472152, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004365515408029798, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.87778679219247, 'MAX_PENALTY_DURATION_HOURS': 877, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.010365631522792079, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.02957754377905122, 'max_pnl_target': 0.10520227202589898, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.0835713235814529, 'max_pnl_target': 0.24322269673386004, 'max_calls_for_rule': 144}}
|
1,716 |
TSLAUSD
|
{'omega': 2.3945128358049805, 'alpha': [0.06712175246796975], 'beta': [0.9308782475320302], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.019003472791751002, 'historical_segment_start_price': 1024.11, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 815.1548176597495, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 224, 'MAX_CONCURRENT_UNITS': 104, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190762.49647696808, 'LEVERAGE': 101, 'UNIT_BUDGET': 1822.5477375695532, 'INITIAL_MARGIN_PER_UNIT': 8.0708397788094, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190762.49647696808, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.0708397788094, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031056945144481694, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 2.898745375791861, 'MAX_PENALTY_DURATION_HOURS': 1197, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5714038053993657, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.01769058872306135, 'max_pnl_target': 0.15527773639916312, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.10025796724005101, 'max_pnl_target': 0.3338527390814735, 'max_calls_for_rule': 180}}
|
1,717 |
IHSG_BMRI
|
{'omega': 9.235382933669216, 'alpha': [0.6206914006361726], 'beta': [0.28115504798540275], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.09284178462155518, 'historical_segment_start_price': 7200, 'asset_source_name': 'IHSG_BMRI'}
|
{'POSITION_SIZE_PER_UNIT': 212.0088877103011, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 175, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 155371.18236077524, 'LEVERAGE': 23, 'UNIT_BUDGET': 883.5544063606552, 'INITIAL_MARGIN_PER_UNIT': 9.21777772653483, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155371.18236077524, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.21777772653483, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024591143570487336, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.696383101810164, 'MAX_PENALTY_DURATION_HOURS': 483, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21384579121913033, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.043246730941995465, 'max_pnl_target': 0.1260019505043224, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.01456176029659282, 'max_pnl_target': 0.24978201219928314, 'max_calls_for_rule': 67}}
|
1,718 |
BTCUSD
|
{'omega': 4.491286874170457, 'alpha': [0.1394567440919899], 'beta': [0.7821280503303941], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 403.89, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 731.5257804063057, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, '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': 121145.41283260858, 'LEVERAGE': 75, 'UNIT_BUDGET': 1630.2538339774899, 'INITIAL_MARGIN_PER_UNIT': 9.753677072084075, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121145.41283260858, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.753677072084075, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029922678612004185, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.2687184692689764, 'MAX_PENALTY_DURATION_HOURS': 1408, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3151285856983553, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.04913669906743664, 'max_pnl_target': 0.17545081400015172, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.0911684362571088, 'max_pnl_target': 0.2204231522875061, 'max_calls_for_rule': 135}}
|
1,719 |
ETHUSD
|
{'omega': 1.4305728380021, 'alpha': [0.05662472467913777], 'beta': [0.9413752753208623], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2330.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1208.782535356009, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, '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': 70932.57469444754, 'LEVERAGE': 85, 'UNIT_BUDGET': 941.4300738447251, 'INITIAL_MARGIN_PER_UNIT': 14.220971004188343, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70932.57469444754, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.220971004188343, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004420824441838099, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 1.716138408941156, 'MAX_PENALTY_DURATION_HOURS': 677, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.39182826646903357, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.01965836834951046, 'max_pnl_target': 0.09119084893756443, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.051215851102333045, 'max_pnl_target': 0.28740568965780733, 'max_calls_for_rule': 40}}
|
1,720 |
NIFTYFIN
|
{'omega': 0.5799943622175658, 'alpha': [0.07831400570008101], 'beta': [0.8634151024876032], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.0175180870622165, 'historical_segment_start_price': 18129.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1273.0333310631543, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 181, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 160515.61627384444, 'LEVERAGE': 114, 'UNIT_BUDGET': 2039.728051661589, 'INITIAL_MARGIN_PER_UNIT': 11.166959044413634, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160515.61627384444, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.166959044413634, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017840163296199774, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 1.9915757054033196, 'MAX_PENALTY_DURATION_HOURS': 1171, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0861425440496469, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.04462682163671539, 'max_pnl_target': 0.1672641918989445, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.05848102581004375, 'max_pnl_target': 0.21562512583491988, 'max_calls_for_rule': 127}}
|
1,721 |
ADAUSD
|
{'omega': 2.1876016325522802, 'alpha': [0.06856129370895303], 'beta': [0.929438706291047], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.640090354832866, 'historical_segment_start_price': 0.04512, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 855.064162613676, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, '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': 114684.52790270766, 'LEVERAGE': 61, 'UNIT_BUDGET': 2352.8240929051794, 'INITIAL_MARGIN_PER_UNIT': 14.017445288748787, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114684.52790270766, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.017445288748787, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035073587500633213, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 1.6661430053799813, 'MAX_PENALTY_DURATION_HOURS': 1060, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4684747777352491, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.033209437435045695, 'max_pnl_target': 0.15938521375496842, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.0969276343136847, 'max_pnl_target': 0.2325529624054401, 'max_calls_for_rule': 163}}
|
1,722 |
BNBUSD
|
{'omega': 0.30846397498833766, 'alpha': [0.06315251913781622], 'beta': [0.9348474808621838], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012653596348269572, 'historical_segment_start_price': 289.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 870.7361411406271, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 316, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 151921.5494283503, 'LEVERAGE': 99, 'UNIT_BUDGET': 479.4103930755932, 'INITIAL_MARGIN_PER_UNIT': 8.795314556976031, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151921.5494283503, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.795314556976031, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003832010925084434, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.903678349539705, 'MAX_PENALTY_DURATION_HOURS': 1344, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2931655489783213, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.035499536463502734, 'max_pnl_target': 0.12178588461012835, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.09228905190332151, 'max_pnl_target': 0.32666556268692826, 'max_calls_for_rule': 50}}
|
1,723 |
BTCUSD
|
{'omega': 3.2897570969907974, 'alpha': [0.08633793098435522], 'beta': [0.8332686760659017], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1049.49559900459, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185606.983372426, 'LEVERAGE': 108, 'UNIT_BUDGET': 2466.1343953100136, 'INITIAL_MARGIN_PER_UNIT': 9.717551842635093, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185606.983372426, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.717551842635093, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002090551567145921, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.7961446000291215, 'MAX_PENALTY_DURATION_HOURS': 1421, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4719359359848008, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.03647208268726357, 'max_pnl_target': 0.1347408833956179, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.03802664778811597, 'max_pnl_target': 0.2685004951839666, 'max_calls_for_rule': 193}}
|
1,724 |
BTCUSD
|
{'omega': 11.08104534879108, 'alpha': [0.1359163657171172], 'beta': [0.8621928806806173], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 434.6468708719153, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 461, 'MAX_CONCURRENT_UNITS': 59, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148735.60776619305, 'LEVERAGE': 81, 'UNIT_BUDGET': 2482.7934255931923, 'INITIAL_MARGIN_PER_UNIT': 5.366010751505128, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148735.60776619305, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.366010751505128, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002627419015167013, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 1.6872143800250003, 'MAX_PENALTY_DURATION_HOURS': 1064, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5039121423040551, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.02292241259375886, 'max_pnl_target': 0.10005799382255623, 'max_calls_for_rule': 150}, 'moderate_calls': {'min_pnl_target': 0.03420193247862662, 'max_pnl_target': 0.20523502651460607, 'max_calls_for_rule': 386}}
|
1,725 |
BTCUSD
|
{'omega': 0.718445323716089, 'alpha': [0.16934171408161214], 'beta': [0.8286582859183879], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6458.52, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 459.3130084841386, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, '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': 87496.68369960933, 'LEVERAGE': 56, 'UNIT_BUDGET': 1069.6588051788908, 'INITIAL_MARGIN_PER_UNIT': 8.202018008645332, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87496.68369960933, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.202018008645332, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034054802907850243, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.455355516458812, 'MAX_PENALTY_DURATION_HOURS': 465, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45782024368572605, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.013470731979094559, 'max_pnl_target': 0.14255645451797339, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.05221508663664839, 'max_pnl_target': 0.1847149850514036, 'max_calls_for_rule': 105}}
|
1,726 |
NIFTYFIN
|
{'omega': 0.7338725919607414, 'alpha': [0.1267099048365953], 'beta': [0.7857686975336243], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014635658801789261, 'historical_segment_start_price': 6997.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1433.8702484696234, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 79, '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': 56885.715488983304, 'LEVERAGE': 105, 'UNIT_BUDGET': 1097.5722177004714, 'INITIAL_MARGIN_PER_UNIT': 13.655907128282127, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56885.715488983304, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.655907128282127, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029877494618168244, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.3169301398996343, 'MAX_PENALTY_DURATION_HOURS': 288, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36945085813633294, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.01532248362328793, 'max_pnl_target': 0.1398524263632266, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.08719656499498919, 'max_pnl_target': 0.268290156309603, 'max_calls_for_rule': 48}}
|
1,727 |
BNBUSD
|
{'omega': 0.4714311409432339, 'alpha': [0.07367185774001299], 'beta': [0.9243281422599869], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017279441949459174, 'historical_segment_start_price': 270.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 686.0075369284656, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 72, 'MAX_CONCURRENT_UNITS': 86, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 87624.6397216029, 'LEVERAGE': 50, 'UNIT_BUDGET': 1011.9490001823897, 'INITIAL_MARGIN_PER_UNIT': 13.720150738569313, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87624.6397216029, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.720150738569313, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036628218129880737, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 1.7926388905592727, 'MAX_PENALTY_DURATION_HOURS': 288, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4275626298450464, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.0301697781189679, 'max_pnl_target': 0.10284125053247524, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.08587794859185795, 'max_pnl_target': 0.20017501082494757, 'max_calls_for_rule': 67}}
|
1,728 |
NIFTYENERGY
|
{'omega': 0.5118254085352406, 'alpha': [0.08450190400387979], 'beta': [0.8437608506038228], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.763047674411298, 'historical_segment_start_price': 14150.15, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 302.9793084567456, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 19, 'MAX_CONCURRENT_UNITS': 295, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 86481.18889251747, 'LEVERAGE': 21, 'UNIT_BUDGET': 292.7055543783142, 'INITIAL_MARGIN_PER_UNIT': 14.427586116987886, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86481.18889251747, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.427586116987886, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003091650427860926, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 2.226281493238602, 'MAX_PENALTY_DURATION_HOURS': 336, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19012156679329423, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.04872073742139511, 'max_pnl_target': 0.16706952951144236, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.029696919699730553, 'max_pnl_target': 0.13793098513680652, 'max_calls_for_rule': 17}}
|
1,729 |
NIFTYBANK
|
{'omega': 3.8037178746466114, 'alpha': [0.05277453239348302], 'beta': [0.8707767050032614], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.276428602466946, 'historical_segment_start_price': 28518.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 238.55107977138488, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, 'MAX_CONCURRENT_UNITS': 54, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95259.92092577321, 'LEVERAGE': 33, 'UNIT_BUDGET': 1738.8480886432026, 'INITIAL_MARGIN_PER_UNIT': 7.228820599132875, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95259.92092577321, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.228820599132875, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003360302767077591, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.6447521888079875, 'MAX_PENALTY_DURATION_HOURS': 416, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3119420258957471, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.04511664125176692, 'max_pnl_target': 0.15671877552826194, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.01972368326987766, 'max_pnl_target': 0.22405515590368286, 'max_calls_for_rule': 198}}
|
1,730 |
ADAUSD
|
{'omega': 0.6557178139802236, 'alpha': [0.06116782904475197], 'beta': [0.936832170955248], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01580909113025349, 'historical_segment_start_price': 0.406, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1233.8931906474893, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 217, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191784.67792147858, 'LEVERAGE': 101, 'UNIT_BUDGET': 882.0845887059074, 'INITIAL_MARGIN_PER_UNIT': 12.216764263836527, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191784.67792147858, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.216764263836527, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037643886661316035, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 1.5964497307823171, 'MAX_PENALTY_DURATION_HOURS': 1131, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4282220267412434, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.031712625602434076, 'max_pnl_target': 0.12016633206450192, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.037216817800283165, 'max_pnl_target': 0.2017547402828409, 'max_calls_for_rule': 49}}
|
1,731 |
XRPUSD
|
{'omega': 1.5367700565541147, 'alpha': [0.1519393590643356], 'beta': [0.8282299315657112], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.22852, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1173.3809223708818, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, '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': 146950.64426559745, 'LEVERAGE': 92, 'UNIT_BUDGET': 908.6252696089094, 'INITIAL_MARGIN_PER_UNIT': 12.754140460553064, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146950.64426559745, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.754140460553064, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010635482282937937, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.123988399038403, 'MAX_PENALTY_DURATION_HOURS': 1194, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1164222224277328, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.024754111401957324, 'max_pnl_target': 0.08440042341625426, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.06862518808213604, 'max_pnl_target': 0.23606177165742165, 'max_calls_for_rule': 63}}
|
1,732 |
IHSG_PGAS
|
{'omega': 15.17072076005928, 'alpha': [0.662990608692198], 'beta': [0.22586823146201784], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014263817631503502, 'historical_segment_start_price': 1545, 'asset_source_name': 'IHSG_PGAS'}
|
{'POSITION_SIZE_PER_UNIT': 1606.909815991773, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 61, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127105.23632564947, 'LEVERAGE': 112, 'UNIT_BUDGET': 2058.0584881780596, 'INITIAL_MARGIN_PER_UNIT': 14.347409071355116, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127105.23632564947, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.347409071355116, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017935894200922405, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 1.7970790686532743, 'MAX_PENALTY_DURATION_HOURS': 269, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14727081850150098, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.04726813362425439, 'max_pnl_target': 0.1716390403509192, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.0874439149876656, 'max_pnl_target': 0.3281012320567548, 'max_calls_for_rule': 99}}
|
1,733 |
NIFTYFMCG
|
{'omega': 0.28326648857797804, 'alpha': [0.08140126747433409], 'beta': [0.886310277299254], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02192374711882293, 'historical_segment_start_price': 29966.5, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 738.7558408274713, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 166, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 84267.11296856415, 'LEVERAGE': 92, 'UNIT_BUDGET': 506.08770791830386, 'INITIAL_MARGIN_PER_UNIT': 8.029954791602949, 'MAX_TRADING_CAPITAL_FOR_UNITS': 84267.11296856415, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.029954791602949, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002111137419118927, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 164, 'PENALTY_DURATION_MULTIPLIER': 1.6841942144525128, 'MAX_PENALTY_DURATION_HOURS': 370, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1794767095883915, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.04504827365866773, 'max_pnl_target': 0.1416353658269474, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.05506102019298029, 'max_pnl_target': 0.22906193304591313, 'max_calls_for_rule': 39}}
|
1,734 |
BTCUSD
|
{'omega': 1.796549338787999, 'alpha': [0.07080895156155605], 'beta': [0.9029058352843943], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.342348424191254, 'historical_segment_start_price': 5119.43, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 517.2751554674264, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, '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': 82760.97063283896, 'LEVERAGE': 39, 'UNIT_BUDGET': 2121.410170945248, 'INITIAL_MARGIN_PER_UNIT': 13.263465524805806, 'MAX_TRADING_CAPITAL_FOR_UNITS': 82760.97063283896, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.263465524805806, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002529386679493874, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 2.1495783441271596, 'MAX_PENALTY_DURATION_HOURS': 781, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02718980780254527, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.022000295981491152, 'max_pnl_target': 0.11749856030448738, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.08982051352815346, 'max_pnl_target': 0.2954403475017428, 'max_calls_for_rule': 125}}
|
1,735 |
BTCUSD
|
{'omega': 0.585165177826193, 'alpha': [0.06636931579740138], 'beta': [0.9279094020339578], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.58432869222478, 'historical_segment_start_price': 41815.08, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1213.9565593528187, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 228, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148747.11236344845, 'LEVERAGE': 103, 'UNIT_BUDGET': 650.3367598565326, 'INITIAL_MARGIN_PER_UNIT': 11.785986013134162, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148747.11236344845, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.785986013134162, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024022629021617577, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 1.562783944258576, 'MAX_PENALTY_DURATION_HOURS': 1333, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1996564754581314, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.046564879739922835, 'max_pnl_target': 0.12983546610126198, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.018380031913179926, 'max_pnl_target': 0.25565037848275773, 'max_calls_for_rule': 43}}
|
1,736 |
TSLAUSD
|
{'omega': 1.0769007080285782, 'alpha': [0.08028117306815219], 'beta': [0.9177188269318477], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02129930885667477, 'historical_segment_start_price': 356.79, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 296.6785207791119, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 207, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 67754.00799566752, 'LEVERAGE': 31, 'UNIT_BUDGET': 326.90062668722857, 'INITIAL_MARGIN_PER_UNIT': 9.57027486384232, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67754.00799566752, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.57027486384232, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013750844610867206, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.7921730025302636, 'MAX_PENALTY_DURATION_HOURS': 913, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6862576150374359, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.033767219961873846, 'max_pnl_target': 0.14410862672735653, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.09401576673615263, 'max_pnl_target': 0.2634698574299278, 'max_calls_for_rule': 20}}
|
1,737 |
NIFTYIT
|
{'omega': 0.33380874313295134, 'alpha': [0.10267701496152791], 'beta': [0.8652276105473791], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.295208337750528, 'historical_segment_start_price': 31769.7, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 841.6737955195274, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 279, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 125743.4742165822, 'LEVERAGE': 123, 'UNIT_BUDGET': 450.02188490121154, 'INITIAL_MARGIN_PER_UNIT': 6.842876386337621, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125743.4742165822, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.842876386337621, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010250322765719454, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 1.7317155464029745, 'MAX_PENALTY_DURATION_HOURS': 409, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5624163789667748, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.030677991325290782, 'max_pnl_target': 0.10675189299082632, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.05314867760885088, 'max_pnl_target': 0.2775228820427053, 'max_calls_for_rule': 39}}
|
1,738 |
BNBUSD
|
{'omega': 6.385597399555997, 'alpha': [0.11024134555739307], 'beta': [0.8171374346486058], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3879, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 152.9093616282448, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, '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': 194779.87420036973, 'LEVERAGE': 15, 'UNIT_BUDGET': 2099.589921932083, 'INITIAL_MARGIN_PER_UNIT': 10.193957441882986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194779.87420036973, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.193957441882986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013201012166740393, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.875398379771915, 'MAX_PENALTY_DURATION_HOURS': 934, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1146239013668208, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 29, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 1740}
|
{'small_calls': {'min_pnl_target': 0.03796942317839462, 'max_pnl_target': 0.1442207836161904, 'max_calls_for_rule': 114}, 'moderate_calls': {'min_pnl_target': 0.049920681188375275, 'max_pnl_target': 0.24686933850907564, 'max_calls_for_rule': 136}}
|
1,739 |
NIFTY50
|
{'omega': 0.1649891011575999, 'alpha': [0.10877753811004395], 'beta': [0.7970510422053851], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021221339760624364, 'historical_segment_start_price': 8750.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 431.385192943735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 113, 'MAX_CONCURRENT_UNITS': 59, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94971.5027127692, 'LEVERAGE': 31, 'UNIT_BUDGET': 1592.5300322771106, 'INITIAL_MARGIN_PER_UNIT': 13.915651385281773, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94971.5027127692, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.915651385281773, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001601362499916356, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.0301735422701515, 'MAX_PENALTY_DURATION_HOURS': 1286, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.017254009833306827, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.025544091673584603, 'max_pnl_target': 0.17375557279293416, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.08525429386494034, 'max_pnl_target': 0.21631473093962378, 'max_calls_for_rule': 85}}
|
1,740 |
BTCUSD
|
{'omega': 2.4977091221082004, 'alpha': [0.13528265850663332], 'beta': [0.8627173414933667], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010398202490569107, 'historical_segment_start_price': 10838.85, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 221.9388232093295, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 100, 'MAX_CONCURRENT_UNITS': 125, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156402.53032400337, 'LEVERAGE': 18, 'UNIT_BUDGET': 1246.089477033156, 'INITIAL_MARGIN_PER_UNIT': 12.329934622740529, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156402.53032400337, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.329934622740529, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024393270830122115, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 1.989631465480521, 'MAX_PENALTY_DURATION_HOURS': 466, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3092640892475713, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.04690337624459029, 'max_pnl_target': 0.16542171837037742, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.050125765180512705, 'max_pnl_target': 0.2502879584802177, 'max_calls_for_rule': 75}}
|
1,741 |
BTCUSD
|
{'omega': 42.20067099166107, 'alpha': [0.18833442438999534], 'beta': [0.8096655756100046], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 367.26584884896545, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, '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': 165901.8744287414, 'LEVERAGE': 35, 'UNIT_BUDGET': 2192.32114083826, 'INITIAL_MARGIN_PER_UNIT': 10.493309967113298, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165901.8744287414, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.493309967113298, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016855474888828126, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.969890451578671, 'MAX_PENALTY_DURATION_HOURS': 362, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22928814772165218, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.036050747640651165, 'max_pnl_target': 0.1029114509661028, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.019711138090602275, 'max_pnl_target': 0.23219160395288757, 'max_calls_for_rule': 170}}
|
1,742 |
XRPUSD
|
{'omega': 0.43640306035994625, 'alpha': [0.09978083248937819], 'beta': [0.896399651166347], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7969514959789294, 'historical_segment_start_price': 0.5356, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 522.5916051318864, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 253, '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': 131000.2739069663, 'LEVERAGE': 57, 'UNIT_BUDGET': 2336.3697402838884, 'INITIAL_MARGIN_PER_UNIT': 9.16827377424362, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131000.2739069663, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.16827377424362, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00481852678771519, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 2.3996766501001656, 'MAX_PENALTY_DURATION_HOURS': 627, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6943797753161989, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.014547950085441581, 'max_pnl_target': 0.12050487706351162, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.023383964043441653, 'max_pnl_target': 0.2165889171063235, 'max_calls_for_rule': 203}}
|
1,743 |
NIFTYFIN
|
{'omega': 0.2532276138346874, 'alpha': [0.08504610100146759], 'beta': [0.9129538989985324], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.316412472227807, 'historical_segment_start_price': 17873.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 249.192629970321, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, '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': 104996.82895671556, 'LEVERAGE': 31, 'UNIT_BUDGET': 1675.3878344255008, 'INITIAL_MARGIN_PER_UNIT': 8.038471934526484, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104996.82895671556, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.038471934526484, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034953314620057704, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.411429607305814, 'MAX_PENALTY_DURATION_HOURS': 216, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7283555993450697, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.027374720694222598, 'max_pnl_target': 0.11623796313899623, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.09353859529479372, 'max_pnl_target': 0.2862577522317721, 'max_calls_for_rule': 181}}
|
1,744 |
BTCUSD
|
{'omega': 4.655474146833364, 'alpha': [0.08035138412073593], 'beta': [0.8270827141040118], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3939.67, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 400.0774921172979, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 114, 'MAX_CONCURRENT_UNITS': 134, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154355.35285702153, 'LEVERAGE': 40, 'UNIT_BUDGET': 1151.3817682244235, 'INITIAL_MARGIN_PER_UNIT': 10.001937302932447, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154355.35285702153, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.001937302932447, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001008883376617747, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 2.180816507142308, 'MAX_PENALTY_DURATION_HOURS': 500, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6777383918257924, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.007134994971634252, 'max_pnl_target': 0.13979673390610295, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.02711700403655297, 'max_pnl_target': 0.17808157346410652, 'max_calls_for_rule': 110}}
|
1,745 |
XRPUSD
|
{'omega': 0.5529710225051147, 'alpha': [0.07932115767506756], 'beta': [0.9186788423249324], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006953354839639198, 'historical_segment_start_price': 0.6094, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1051.9634969957376, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, 'MAX_CONCURRENT_UNITS': 31, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65699.96055797083, 'LEVERAGE': 74, 'UNIT_BUDGET': 2079.4978956338828, 'INITIAL_MARGIN_PER_UNIT': 14.215722932374833, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65699.96055797083, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.215722932374833, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036903167617115284, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 2.179876911970655, 'MAX_PENALTY_DURATION_HOURS': 837, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5213784644477536, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.028089561822636656, 'max_pnl_target': 0.08325636670765037, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.02783927749000064, 'max_pnl_target': 0.2695782096084491, 'max_calls_for_rule': 116}}
|
1,746 |
XRPUSD
|
{'omega': 0.8003587879216818, 'alpha': [0.10633346413240638], 'beta': [0.8916665358675935], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.24298, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1460.7298260039665, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, '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': 128836.83041737162, 'LEVERAGE': 122, 'UNIT_BUDGET': 1868.4555589302563, 'INITIAL_MARGIN_PER_UNIT': 11.973195295114479, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128836.83041737162, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.973195295114479, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00348609678897981, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.811326508099541, 'MAX_PENALTY_DURATION_HOURS': 647, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27656625340337526, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.006436358335639633, 'max_pnl_target': 0.14300067497090133, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.01263605157904479, 'max_pnl_target': 0.20377413302476366, 'max_calls_for_rule': 130}}
|
1,747 |
NIFTYFIN
|
{'omega': 0.2908056946007926, 'alpha': [0.09295818447017588], 'beta': [0.9050418155298241], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.138571995460345, 'historical_segment_start_price': 10199.0, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 713.731441103533, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, 'MAX_CONCURRENT_UNITS': 195, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 118103.32755887583, 'LEVERAGE': 109, 'UNIT_BUDGET': 605.1951627978465, 'INITIAL_MARGIN_PER_UNIT': 6.547994872509477, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118103.32755887583, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.547994872509477, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013789825600574943, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.7915472560526435, 'MAX_PENALTY_DURATION_HOURS': 744, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19149274177755649, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.018327336473590902, 'max_pnl_target': 0.15383747673793718, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.0483086523957482, 'max_pnl_target': 0.2460218670221914, 'max_calls_for_rule': 66}}
|
1,748 |
NIFTY500
|
{'omega': 0.08799854263082871, 'alpha': [0.08341969047129265], 'beta': [0.9145803095287074], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.834489121274619, 'historical_segment_start_price': 15457.95, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 331.2760109962293, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, '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': 59217.977766550874, 'LEVERAGE': 44, 'UNIT_BUDGET': 1567.1119869756355, 'INITIAL_MARGIN_PER_UNIT': 7.529000249914302, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59217.977766550874, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.529000249914302, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004799109479417352, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.240705004699201, 'MAX_PENALTY_DURATION_HOURS': 719, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08260258213749354, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.033401146074969926, 'max_pnl_target': 0.09667856971787196, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.053368443904867696, 'max_pnl_target': 0.17997948726930096, 'max_calls_for_rule': 154}}
|
1,749 |
IHSG_PTBA
|
{'omega': 1.2485390636711495, 'alpha': [0.7270829592867172], 'beta': [0.26248319351809596], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.041759903332228114, 'historical_segment_start_price': 2580, 'asset_source_name': 'IHSG_PTBA'}
|
{'POSITION_SIZE_PER_UNIT': 676.0689718072297, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 148, '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': 132251.635638015, 'LEVERAGE': 88, 'UNIT_BUDGET': 1150.5200968923184, 'INITIAL_MARGIN_PER_UNIT': 7.682601952354883, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132251.635638015, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.682601952354883, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011422565219639518, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.3227461125563558, 'MAX_PENALTY_DURATION_HOURS': 1000, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5270866829078789, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.02568706751482744, 'max_pnl_target': 0.17468015233518816, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.042783347404117204, 'max_pnl_target': 0.2906891405670611, 'max_calls_for_rule': 121}}
|
1,750 |
NIFTYFIN
|
{'omega': 0.23784420584865357, 'alpha': [0.0688197562747367], 'beta': [0.9291802437252632], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.565257810550475, 'historical_segment_start_price': 17461.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 702.6347520167586, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 333, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91763.9285897603, 'LEVERAGE': 107, 'UNIT_BUDGET': 2199.6387969592424, 'INITIAL_MARGIN_PER_UNIT': 6.566679925390267, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91763.9285897603, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.566679925390267, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003750500461274354, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.0095626638307826, 'MAX_PENALTY_DURATION_HOURS': 975, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.517263165401247, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.0320552850917744, 'max_pnl_target': 0.09722590043554633, 'max_calls_for_rule': 176}, 'moderate_calls': {'min_pnl_target': 0.09795593290191497, 'max_pnl_target': 0.28972627948411955, 'max_calls_for_rule': 234}}
|
1,751 |
BTCUSD
|
{'omega': 4.521239138963438, 'alpha': [0.1229758516599159], 'beta': [0.8279472051135288], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 403.89, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 727.8894202460965, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, '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': 62224.21452974148, 'LEVERAGE': 80, 'UNIT_BUDGET': 1692.686576263169, 'INITIAL_MARGIN_PER_UNIT': 9.098617753076207, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62224.21452974148, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.098617753076207, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028341726588147036, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.2107213477656593, 'MAX_PENALTY_DURATION_HOURS': 1111, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3174736590312956, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.013613809569854153, 'max_pnl_target': 0.13848929251269468, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.011567485798796816, 'max_pnl_target': 0.1929052600908693, 'max_calls_for_rule': 155}}
|
1,752 |
GOOGLUSD
|
{'omega': 0.7189882163040278, 'alpha': [0.08148900875389667], 'beta': [0.9173735054772915], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01353775616822176, 'historical_segment_start_price': 138.5, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1045.502295192047, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 106, 'MAX_CONCURRENT_UNITS': 85, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109596.08225463633, 'LEVERAGE': 88, 'UNIT_BUDGET': 1275.799759787008, 'INITIAL_MARGIN_PER_UNIT': 11.880707899909627, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109596.08225463633, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.880707899909627, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004579410744018875, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.501021160113859, 'MAX_PENALTY_DURATION_HOURS': 529, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17268559970851352, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.017402809825627398, 'max_pnl_target': 0.0998825635891889, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.09092314358978702, 'max_pnl_target': 0.3088009374010329, 'max_calls_for_rule': 87}}
|
1,753 |
BTCUSD
|
{'omega': 0.40029654178260676, 'alpha': [0.08005990407467865], 'beta': [0.9073059009717239], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.599402195607082, 'historical_segment_start_price': 9271.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1096.2522580276252, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 221, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184695.56592352205, 'LEVERAGE': 109, 'UNIT_BUDGET': 834.8564003030456, 'INITIAL_MARGIN_PER_UNIT': 10.057360165391056, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184695.56592352205, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.057360165391056, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001996262487129987, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 1.9327276037179715, 'MAX_PENALTY_DURATION_HOURS': 695, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07056614944968398, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 29, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 1740}
|
{'small_calls': {'min_pnl_target': 0.035063569035984135, 'max_pnl_target': 0.10679749914714885, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.057799499625083794, 'max_pnl_target': 0.17163692539908484, 'max_calls_for_rule': 75}}
|
1,754 |
TSLAUSD
|
{'omega': 2.2841807541709325, 'alpha': [0.09080500049106263], 'beta': [0.8992762036833247], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023385329257069026, 'historical_segment_start_price': 278.99, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 701.7970984341323, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 141, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 54956.33043916837, 'LEVERAGE': 121, 'UNIT_BUDGET': 388.04925009338257, 'INITIAL_MARGIN_PER_UNIT': 5.799976020116796, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54956.33043916837, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.799976020116796, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004378352297333962, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 2.565320952662324, 'MAX_PENALTY_DURATION_HOURS': 1078, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6463532488657049, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.022894159582608997, 'max_pnl_target': 0.10149279897231638, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.013227714478197237, 'max_pnl_target': 0.14329440355993064, 'max_calls_for_rule': 54}}
|
1,755 |
NIFTY50
|
{'omega': 0.14510626962321552, 'alpha': [0.07687591021610972], 'beta': [0.9099231558540742], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.669490091625644, 'historical_segment_start_price': 17786.25, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 461.079739556507, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 189, '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': 198648.63256962868, 'LEVERAGE': 45, 'UNIT_BUDGET': 1948.9921319003615, 'INITIAL_MARGIN_PER_UNIT': 10.246216434589044, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198648.63256962868, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.246216434589044, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002721770938555794, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.676383782980641, 'MAX_PENALTY_DURATION_HOURS': 971, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6830447203445089, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.04165227297769842, 'max_pnl_target': 0.11145840297238863, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.04128843371527282, 'max_pnl_target': 0.1576689179320138, 'max_calls_for_rule': 135}}
|
1,756 |
BTCUSD
|
{'omega': 0.6018105068349393, 'alpha': [0.06971434203947928], 'beta': [0.9282856579605208], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01260871130528215, 'historical_segment_start_price': 10869.12, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 605.6453812255492, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 276, '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': 52776.68623331127, 'LEVERAGE': 81, 'UNIT_BUDGET': 2074.8951191016877, 'INITIAL_MARGIN_PER_UNIT': 7.47710347192036, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52776.68623331127, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.47710347192036, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017904611433170806, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 2.26888348640475, 'MAX_PENALTY_DURATION_HOURS': 211, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.250373864302983, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.027015147201840978, 'max_pnl_target': 0.14399674529011028, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.03389014123219132, 'max_pnl_target': 0.16434028953939206, 'max_calls_for_rule': 222}}
|
1,757 |
BTCUSD
|
{'omega': 2.6062633229719956, 'alpha': [0.05944879898145871], 'beta': [0.9350671485291171], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3444.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1310.9881587694088, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 302, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 135699.2653612359, 'LEVERAGE': 91, 'UNIT_BUDGET': 449.14753161345806, 'INITIAL_MARGIN_PER_UNIT': 14.406463283180317, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135699.2653612359, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.406463283180317, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027008411420015124, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.2138459895832283, 'MAX_PENALTY_DURATION_HOURS': 1120, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7189178490095093, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.015889688335430245, 'max_pnl_target': 0.09729886020931805, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.054538733394141795, 'max_pnl_target': 0.2233624524556974, 'max_calls_for_rule': 23}}
|
1,758 |
NIFTYIT
|
{'omega': 0.48588247859769257, 'alpha': [0.11369501204681544], 'beta': [0.8332233683550749], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.016640900507254495, 'historical_segment_start_price': 26755.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 233.90603511679146, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 234, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184040.6669032505, 'LEVERAGE': 39, 'UNIT_BUDGET': 785.2009095890836, 'INITIAL_MARGIN_PER_UNIT': 5.997590644020294, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184040.6669032505, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.997590644020294, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003997385847173924, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.4165692422475167, 'MAX_PENALTY_DURATION_HOURS': 537, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23800711754303894, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.01749854488498782, 'max_pnl_target': 0.13522150021005516, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.052831311861048544, 'max_pnl_target': 0.2428746857864878, 'max_calls_for_rule': 91}}
|
1,759 |
BNBUSD
|
{'omega': 2.3873003432217286, 'alpha': [0.08860612380401352], 'beta': [0.9093938761959863], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20.4147, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 160.5664190488743, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 296, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 78334.27345319597, 'LEVERAGE': 26, 'UNIT_BUDGET': 1836.026652246212, 'INITIAL_MARGIN_PER_UNIT': 6.175631501879781, 'MAX_TRADING_CAPITAL_FOR_UNITS': 78334.27345319597, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.175631501879781, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036390759508009014, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.5458814075015885, 'MAX_PENALTY_DURATION_HOURS': 1386, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2961603361172097, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.037165059153856865, 'max_pnl_target': 0.1634316182667594, 'max_calls_for_rule': 149}, 'moderate_calls': {'min_pnl_target': 0.0763454982737176, 'max_pnl_target': 0.2598974070940807, 'max_calls_for_rule': 266}}
|
1,760 |
ADAUSD
|
{'omega': 1.2891690537833576, 'alpha': [0.07092050962655777], 'beta': [0.9270794903734424], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.70760212189835, 'historical_segment_start_price': 2.268, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 874.2772254497353, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, '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': 183412.87903009998, 'LEVERAGE': 61, 'UNIT_BUDGET': 2195.031842999967, 'INITIAL_MARGIN_PER_UNIT': 14.332413531962873, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183412.87903009998, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.332413531962873, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002325464408677356, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 1.6364241235664452, 'MAX_PENALTY_DURATION_HOURS': 287, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02547421025530102, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.007160568539687088, 'max_pnl_target': 0.15587527525676384, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.049189284706172724, 'max_pnl_target': 0.25951308730323397, 'max_calls_for_rule': 114}}
|
1,761 |
GOOGLUSD
|
{'omega': 0.3658118641709053, 'alpha': [0.09314047085059401], 'beta': [0.904859529149406], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04377211502823152, 'historical_segment_start_price': 1136.47, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 387.8875799331613, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 233, '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': 158951.664657781, 'LEVERAGE': 44, 'UNIT_BUDGET': 2067.83008540679, 'INITIAL_MARGIN_PER_UNIT': 8.815626816662757, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158951.664657781, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.815626816662757, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003490191528934789, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 2.725068092510389, 'MAX_PENALTY_DURATION_HOURS': 779, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38096677093910286, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.040431526680310706, 'max_pnl_target': 0.10136078629300051, 'max_calls_for_rule': 135}, 'moderate_calls': {'min_pnl_target': 0.04452188961137633, 'max_pnl_target': 0.24341984796860874, 'max_calls_for_rule': 207}}
|
1,762 |
NIFTYHEALTHCARE
|
{'omega': 0.2662372352032315, 'alpha': [0.08740840315213005], 'beta': [0.8249128340234223], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009082292565190588, 'historical_segment_start_price': 8040.95, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 1290.3259553879539, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 28, 'MAX_CONCURRENT_UNITS': 133, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57099.45098991023, 'LEVERAGE': 89, 'UNIT_BUDGET': 428.4146531615001, 'INITIAL_MARGIN_PER_UNIT': 14.498044442561278, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57099.45098991023, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.498044442561278, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00205833833849901, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.3987245695848793, 'MAX_PENALTY_DURATION_HOURS': 919, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1839777868791759, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.007643850941869309, 'max_pnl_target': 0.14123375428529278, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.05571625737247603, 'max_pnl_target': 0.16856793492191216, 'max_calls_for_rule': 23}}
|
1,763 |
BTCUSD
|
{'omega': 2.2131962682884496, 'alpha': [0.06194070139205409], 'beta': [0.9360592986079459], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016321096436337723, 'historical_segment_start_price': 10500.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 988.2090872129324, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 123, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 180964.4204512866, 'LEVERAGE': 72, 'UNIT_BUDGET': 1466.499306173544, 'INITIAL_MARGIN_PER_UNIT': 13.725126211290728, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180964.4204512866, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.725126211290728, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004072146797218554, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 1.5747200629761005, 'MAX_PENALTY_DURATION_HOURS': 634, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09275979838469856, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.019164449838445962, 'max_pnl_target': 0.1504557227668975, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.09363281904272872, 'max_pnl_target': 0.3096278917649844, 'max_calls_for_rule': 88}}
|
1,764 |
IHSG_UNTR
|
{'omega': 5.404675628182071, 'alpha': [0.7136858677039191], 'beta': [0.28431413229608093], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013089567420400286, 'historical_segment_start_price': 23350, 'asset_source_name': 'IHSG_UNTR'}
|
{'POSITION_SIZE_PER_UNIT': 398.4606871915856, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, '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': 57073.55629347118, 'LEVERAGE': 76, 'UNIT_BUDGET': 1261.3131414516251, 'INITIAL_MARGIN_PER_UNIT': 5.242903778836652, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57073.55629347118, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.242903778836652, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019489600175201579, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.5883284373194, 'MAX_PENALTY_DURATION_HOURS': 490, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6099375783191167, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.012638053083250146, 'max_pnl_target': 0.14171276296444776, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.021755903479627088, 'max_pnl_target': 0.16403332178190733, 'max_calls_for_rule': 187}}
|
1,765 |
BTCUSD
|
{'omega': 1.2374000676020285, 'alpha': [0.11881743458588966], 'beta': [0.7964945178247588], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.022334329581573862, 'historical_segment_start_price': 10199.88, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 461.2849607924081, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 133, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 97333.66198670608, 'LEVERAGE': 32, 'UNIT_BUDGET': 1941.75807163294, 'INITIAL_MARGIN_PER_UNIT': 14.415155024762754, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97333.66198670608, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.415155024762754, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004363747395132905, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.522761648222834, 'MAX_PENALTY_DURATION_HOURS': 1418, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28032536259956536, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.025960156266719624, 'max_pnl_target': 0.12751371101665027, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.045247363804252344, 'max_pnl_target': 0.262592933618396, 'max_calls_for_rule': 118}}
|
1,766 |
NIFTYFIN
|
{'omega': 0.3923080545186108, 'alpha': [0.08345348455148774], 'beta': [0.8708525726147374], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.458156999194811, 'historical_segment_start_price': 12323.8, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 237.80020935425654, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 74851.47992649974, 'LEVERAGE': 17, 'UNIT_BUDGET': 1766.1866392209754, 'INITIAL_MARGIN_PER_UNIT': 13.988247609073914, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74851.47992649974, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.988247609073914, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004488880641258065, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.0375382984488026, 'MAX_PENALTY_DURATION_HOURS': 718, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7382509151574351, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.019908769191102123, 'max_pnl_target': 0.10803152484876014, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.08328408557068782, 'max_pnl_target': 0.2624511857074519, 'max_calls_for_rule': 88}}
|
1,767 |
BTCUSD
|
{'omega': 1.5882123106447834, 'alpha': [0.16638952559896378], 'beta': [0.8316104744010362], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.035206466536237296, 'historical_segment_start_price': 3403.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1368.9482393299588, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, 'MAX_CONCURRENT_UNITS': 129, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165287.18090904932, 'LEVERAGE': 99, 'UNIT_BUDGET': 1276.5240312274225, 'INITIAL_MARGIN_PER_UNIT': 13.827759993231908, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165287.18090904932, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.827759993231908, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004495019101899267, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 1.99600438836846, 'MAX_PENALTY_DURATION_HOURS': 593, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.012952613766346826, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.03022073194382679, 'max_pnl_target': 0.150157998549206, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.07828745205376474, 'max_pnl_target': 0.3174685133111605, 'max_calls_for_rule': 68}}
|
1,768 |
NIFTY500
|
{'omega': 0.2930275412821458, 'alpha': [0.010481505328376859], 'beta': [0.9875184946716232], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.6944733499468745, 'historical_segment_start_price': 15004.55, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 1015.260735357824, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 46, 'MAX_CONCURRENT_UNITS': 289, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156360.59454730625, 'LEVERAGE': 89, 'UNIT_BUDGET': 540.8568563838173, 'INITIAL_MARGIN_PER_UNIT': 11.40742399278454, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156360.59454730625, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.40742399278454, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023564704782472125, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.999392877540958, 'MAX_PENALTY_DURATION_HOURS': 445, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5013332495108311, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.04051715909145483, 'max_pnl_target': 0.16668133824955667, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.07926033234154826, 'max_pnl_target': 0.1986896314703625, 'max_calls_for_rule': 40}}
|
1,769 |
NIFTYBANK
|
{'omega': 0.8435119223428628, 'alpha': [0.11156833709594605], 'beta': [0.8864316629040541], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.0627939825333925, 'historical_segment_start_price': 17197.6, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 364.8460510236437, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, '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': 88470.29950576191, 'LEVERAGE': 39, 'UNIT_BUDGET': 1882.485280276972, 'INITIAL_MARGIN_PER_UNIT': 9.355026949324198, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88470.29950576191, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.355026949324198, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038253468319772136, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 1.862867465095354, 'MAX_PENALTY_DURATION_HOURS': 539, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19057875912808636, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 45, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 2700}
|
{'small_calls': {'min_pnl_target': 0.04898743501174169, 'max_pnl_target': 0.10402686224362748, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.09393685421988357, 'max_pnl_target': 0.30477764667653856, 'max_calls_for_rule': 141}}
|
1,770 |
XRPUSD
|
{'omega': 0.918831040919138, 'alpha': [0.0811155698435099], 'beta': [0.9168844301564901], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03172034833467926, 'historical_segment_start_price': 0.7679, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1389.5729082345272, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, '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': 60223.19114976104, 'LEVERAGE': 118, 'UNIT_BUDGET': 2383.987078818033, 'INITIAL_MARGIN_PER_UNIT': 11.776041595207857, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60223.19114976104, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.776041595207857, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012645262571950972, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 1.9379362128902664, 'MAX_PENALTY_DURATION_HOURS': 476, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.47909250272457354, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.014377473717171779, 'max_pnl_target': 0.0744483541353353, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.026427900109906047, 'max_pnl_target': 0.1623587366707942, 'max_calls_for_rule': 186}}
|
1,771 |
ETHUSD
|
{'omega': 1.5464859158020285, 'alpha': [0.07141694264183313], 'beta': [0.8398567476859231], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.716992703386179, 'historical_segment_start_price': 1789.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 268.03122899317407, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 125, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127589.28449026175, 'LEVERAGE': 38, 'UNIT_BUDGET': 1013.9332602912766, 'INITIAL_MARGIN_PER_UNIT': 7.053453394557212, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127589.28449026175, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.053453394557212, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004808772155390919, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 1.678345068708539, 'MAX_PENALTY_DURATION_HOURS': 420, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27348168765588626, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.00996952890500524, 'max_pnl_target': 0.13321027187604068, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.05836572026509559, 'max_pnl_target': 0.28487082865271524, 'max_calls_for_rule': 100}}
|
1,772 |
BTCUSD
|
{'omega': 1.0946470701035997, 'alpha': [0.08238108889444075], 'beta': [0.9156189111055593], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29694.91, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 986.0955602578947, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 220, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 166389.49907088795, 'LEVERAGE': 67, 'UNIT_BUDGET': 754.1595868306352, 'INITIAL_MARGIN_PER_UNIT': 14.717844182953652, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166389.49907088795, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.717844182953652, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004391485201237619, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.5790126963180495, 'MAX_PENALTY_DURATION_HOURS': 226, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23470489299003322, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.019365688010940716, 'max_pnl_target': 0.1430551456389204, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.08814420702268976, 'max_pnl_target': 0.19542534927830635, 'max_calls_for_rule': 32}}
|
1,773 |
NIFTYENERGY
|
{'omega': 0.2537675267497277, 'alpha': [0.09878825146108727], 'beta': [0.8992117485389127], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009000672747527689, 'historical_segment_start_price': 27405.25, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 754.6183117728892, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 361, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194738.23213742863, 'LEVERAGE': 77, 'UNIT_BUDGET': 539.2141163232212, 'INITIAL_MARGIN_PER_UNIT': 9.800237815232327, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194738.23213742863, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.800237815232327, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002234697608579925, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.7454027270290493, 'MAX_PENALTY_DURATION_HOURS': 772, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6468796811185796, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.027110093823271324, 'max_pnl_target': 0.11012326624925214, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.0814303433477784, 'max_pnl_target': 0.2868548229898258, 'max_calls_for_rule': 39}}
|
1,774 |
NIFTY500
|
{'omega': 0.19812183441126477, 'alpha': [0.09596040048840611], 'beta': [0.8145634687916461], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013740642962894782, 'historical_segment_start_price': 10525.75, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 378.859777956422, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, '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': 131841.63566944317, 'LEVERAGE': 52, 'UNIT_BUDGET': 1457.4759129589172, 'INITIAL_MARGIN_PER_UNIT': 7.285764960700424, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131841.63566944317, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.285764960700424, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004271154686168596, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.7193657268040585, 'MAX_PENALTY_DURATION_HOURS': 1351, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09641679349276477, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2760}
|
{'small_calls': {'min_pnl_target': 0.010869095404929469, 'max_pnl_target': 0.144100730809044, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.05825835748201532, 'max_pnl_target': 0.2711292890348953, 'max_calls_for_rule': 131}}
|
1,775 |
BTCUSD
|
{'omega': 6.516416898843515, 'alpha': [0.11836520693462523], 'beta': [0.8796347930653747], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.46, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 135.842369305674, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 134, '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': 193593.64122144482, 'LEVERAGE': 10, 'UNIT_BUDGET': 1834.7261090635654, 'INITIAL_MARGIN_PER_UNIT': 13.5842369305674, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193593.64122144482, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.5842369305674, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012892588839060188, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 2.1604972385826344, 'MAX_PENALTY_DURATION_HOURS': 977, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2507056087945829, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.030810022004882885, 'max_pnl_target': 0.08227882554559075, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.0730876982270421, 'max_pnl_target': 0.3220260794196617, 'max_calls_for_rule': 86}}
|
1,776 |
BNBUSD
|
{'omega': 1.2678735718793221, 'alpha': [0.06754178704989003], 'beta': [0.9304582129501101], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0272285612071476, 'historical_segment_start_price': 366.1, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 288.47625548251654, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 179, 'MAX_CONCURRENT_UNITS': 22, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 56820.776350522814, 'LEVERAGE': 21, 'UNIT_BUDGET': 2481.1760371740606, 'INITIAL_MARGIN_PER_UNIT': 13.736964546786501, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56820.776350522814, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.736964546786501, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017116378101896968, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 1.750604284108405, 'MAX_PENALTY_DURATION_HOURS': 644, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07681883299339523, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.0407352918154198, 'max_pnl_target': 0.12513764195440727, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.07707487945431467, 'max_pnl_target': 0.18761362866139547, 'max_calls_for_rule': 126}}
|
1,777 |
BTCUSD
|
{'omega': 0.4432333340593623, 'alpha': [0.10971913176550768], 'beta': [0.8882808682344923], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6411.98, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 576.1937329112851, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63160.02884720431, 'LEVERAGE': 58, 'UNIT_BUDGET': 1480.1974411261683, 'INITIAL_MARGIN_PER_UNIT': 9.934374705366984, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63160.02884720431, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.934374705366984, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002759238704330787, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.6558698574445625, 'MAX_PENALTY_DURATION_HOURS': 1359, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16166336223267186, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.034395090398108494, 'max_pnl_target': 0.1673008588705029, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.05302727231754366, 'max_pnl_target': 0.1909093611968486, 'max_calls_for_rule': 126}}
|
1,778 |
ADAUSD
|
{'omega': 1.0862803495024151, 'alpha': [0.10954955488055775], 'beta': [0.8562246575385025], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008490785936628987, 'historical_segment_start_price': 0.3905, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 294.9576231641141, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, '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': 123389.28461004114, 'LEVERAGE': 21, 'UNIT_BUDGET': 2170.4966741242606, 'INITIAL_MARGIN_PER_UNIT': 14.045601103053054, 'MAX_TRADING_CAPITAL_FOR_UNITS': 123389.28461004114, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.045601103053054, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003117028982702215, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.0583944124861384, 'MAX_PENALTY_DURATION_HOURS': 731, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4040211871614024, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.025547514628737878, 'max_pnl_target': 0.1518695273256213, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.0693131070412102, 'max_pnl_target': 0.2524822002850323, 'max_calls_for_rule': 142}}
|
1,779 |
BTCUSD
|
{'omega': 0.11629341538131063, 'alpha': [0.04975337789852278], 'beta': [0.9482466221014771], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 83574.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 396.460981403909, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, 'MAX_CONCURRENT_UNITS': 132, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146998.2097194495, 'LEVERAGE': 74, 'UNIT_BUDGET': 1113.5804644367036, 'INITIAL_MARGIN_PER_UNIT': 5.357580829782554, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146998.2097194495, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.357580829782554, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017813141723103851, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 2.2084341399291105, 'MAX_PENALTY_DURATION_HOURS': 980, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6008551085084778, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.010809610648096163, 'max_pnl_target': 0.11571849489985434, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.07441289686174339, 'max_pnl_target': 0.29535520017610395, 'max_calls_for_rule': 166}}
|
1,780 |
BTCUSD
|
{'omega': 0.13921126292588032, 'alpha': [0.08380978218321092], 'beta': [0.8844486764816896], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 70897.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 875.8816146684443, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, 'MAX_CONCURRENT_UNITS': 30, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 59330.63274161761, 'LEVERAGE': 62, 'UNIT_BUDGET': 1941.2372508248932, 'INITIAL_MARGIN_PER_UNIT': 14.127122817232973, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59330.63274161761, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.127122817232973, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029713981686151436, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.2030470415829972, 'MAX_PENALTY_DURATION_HOURS': 699, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6014023688763848, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.039358521639997354, 'max_pnl_target': 0.16703013432063696, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.044821180207226044, 'max_pnl_target': 0.21015825429184248, 'max_calls_for_rule': 87}}
|
1,781 |
ADAUSD
|
{'omega': 3.444685831804415, 'alpha': [0.10718246697905097], 'beta': [0.8170285842273768], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0828, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1668.6625293211748, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 159, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 183042.8155473133, 'LEVERAGE': 113, 'UNIT_BUDGET': 1145.3956265020859, 'INITIAL_MARGIN_PER_UNIT': 14.766925038240485, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183042.8155473133, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.766925038240485, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00396635106727506, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 1.70065946208396, 'MAX_PENALTY_DURATION_HOURS': 983, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22695989855516607, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.04079687711114595, 'max_pnl_target': 0.1579496097464727, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.03590294395350862, 'max_pnl_target': 0.220387280800869, 'max_calls_for_rule': 63}}
|
1,782 |
NIFTYBANK
|
{'omega': 0.3723448747255511, 'alpha': [0.09406546902500242], 'beta': [0.9039345309749977], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.2175521128468025, 'historical_segment_start_price': 20170.15, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1092.809001977128, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, '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': 152409.2841882388, 'LEVERAGE': 116, 'UNIT_BUDGET': 1115.7316998245524, 'INITIAL_MARGIN_PER_UNIT': 9.420767258423517, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152409.2841882388, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.420767258423517, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024706194280620895, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.3692083881887798, 'MAX_PENALTY_DURATION_HOURS': 534, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05358340689038357, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.006637185265113485, 'max_pnl_target': 0.11280481979723411, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.08381798923428611, 'max_pnl_target': 0.2199799836076094, 'max_calls_for_rule': 97}}
|
1,783 |
ADAUSD
|
{'omega': 1.6791104102745564, 'alpha': [0.08094776943021097], 'beta': [0.9170522305697889], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01397828869310421, 'historical_segment_start_price': 0.05114, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 495.9723762936994, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 236, 'MAX_CONCURRENT_UNITS': 34, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 59521.84850993584, 'LEVERAGE': 68, 'UNIT_BUDGET': 1732.5954270532432, 'INITIAL_MARGIN_PER_UNIT': 7.2937114160838155, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59521.84850993584, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.2937114160838155, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004548833915203337, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.728792646286033, 'MAX_PENALTY_DURATION_HOURS': 659, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3583556919539397, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 33, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 1980}
|
{'small_calls': {'min_pnl_target': 0.021174451742172397, 'max_pnl_target': 0.11296867743975933, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.034364771820342456, 'max_pnl_target': 0.25845908369516407, 'max_calls_for_rule': 226}}
|
1,784 |
NIFTYENERGY
|
{'omega': 0.2194212111817341, 'alpha': [0.0819055318145074], 'beta': [0.9160944681854927], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009974455358498786, 'historical_segment_start_price': 24239.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 587.0493298465966, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 335, 'MAX_CONCURRENT_UNITS': 29, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63142.35656043406, 'LEVERAGE': 91, 'UNIT_BUDGET': 2168.102011598128, 'INITIAL_MARGIN_PER_UNIT': 6.451091536775787, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63142.35656043406, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.451091536775787, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029816032074705223, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 2.142730910202896, 'MAX_PENALTY_DURATION_HOURS': 770, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1029552660254471, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.047462829891921694, 'max_pnl_target': 0.11722861383966443, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.04348761456313785, 'max_pnl_target': 0.2459581524446313, 'max_calls_for_rule': 222}}
|
1,785 |
NIFTYENERGY
|
{'omega': 0.2402236787665072, 'alpha': [0.08541999849305698], 'beta': [0.9125800015069431], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010650778256263418, 'historical_segment_start_price': 24239.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 519.4388348540219, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 236, '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': 130586.95708550775, 'LEVERAGE': 50, 'UNIT_BUDGET': 2467.997936369359, 'INITIAL_MARGIN_PER_UNIT': 10.388776697080438, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130586.95708550775, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.388776697080438, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004801535872811052, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 2.16955428641514, 'MAX_PENALTY_DURATION_HOURS': 1440, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3046941777114124, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.019863952837682976, 'max_pnl_target': 0.11670869877800097, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.052276383211373664, 'max_pnl_target': 0.1865097373788851, 'max_calls_for_rule': 169}}
|
1,786 |
BNBUSD
|
{'omega': 0.47374382959270067, 'alpha': [0.1358804220875727], 'beta': [0.8621195779124272], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0017853502246371051, 'historical_segment_start_price': 9.653, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 819.838701279539, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 195, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198630.02690536654, 'LEVERAGE': 79, 'UNIT_BUDGET': 1017.1688625251851, 'INITIAL_MARGIN_PER_UNIT': 10.377705079487836, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198630.02690536654, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.377705079487836, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027507705529378505, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.9713812470432437, 'MAX_PENALTY_DURATION_HOURS': 1268, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5186154498145198, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.02733152182029309, 'max_pnl_target': 0.11665538373371406, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.0402974890084362, 'max_pnl_target': 0.17550296998986364, 'max_calls_for_rule': 71}}
|
1,787 |
BTCUSD
|
{'omega': 0.39484484178490975, 'alpha': [0.07131349347868475], 'beta': [0.921264500211878], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.376565128880847, 'historical_segment_start_price': 9271.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 247.8921464020408, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 395, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91529.85154880605, 'LEVERAGE': 47, 'UNIT_BUDGET': 2092.346490483329, 'INITIAL_MARGIN_PER_UNIT': 5.2743009872774635, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91529.85154880605, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.2743009872774635, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014075463373658121, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 1.8948948660528415, 'MAX_PENALTY_DURATION_HOURS': 827, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.721795629773892, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.031698884157585705, 'max_pnl_target': 0.08714428999457127, 'max_calls_for_rule': 192}, 'moderate_calls': {'min_pnl_target': 0.024814274295814072, 'max_pnl_target': 0.13976626828118166, 'max_calls_for_rule': 332}}
|
1,788 |
TSLAUSD
|
{'omega': 0.67068499167977, 'alpha': [0.08058020006079912], 'beta': [0.8655922929371977], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.019255403638319426, 'historical_segment_start_price': 561.59, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 538.294783254383, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 197, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95332.32773903845, 'LEVERAGE': 69, 'UNIT_BUDGET': 483.2869904221911, 'INITIAL_MARGIN_PER_UNIT': 7.801373670353376, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95332.32773903845, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.801373670353376, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024676581432122313, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 2.1225476977515685, 'MAX_PENALTY_DURATION_HOURS': 1087, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.031488208637280704, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 19, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.03524784633013381, 'max_pnl_target': 0.1300819670146004, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.014762112213491373, 'max_pnl_target': 0.11502893871210242, 'max_calls_for_rule': 41}}
|
1,789 |
ADAUSD
|
{'omega': 1.4254041846096634, 'alpha': [0.0650519618903792], 'beta': [0.9013178436737241], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.938368304703337, 'historical_segment_start_price': 0.04057, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 882.6067531163974, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 208, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191162.40899670217, 'LEVERAGE': 69, 'UNIT_BUDGET': 915.3759873458285, 'INITIAL_MARGIN_PER_UNIT': 12.791402219078224, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191162.40899670217, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.791402219078224, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016049220436674797, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.4077514881156103, 'MAX_PENALTY_DURATION_HOURS': 951, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1025132094714771, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.018661683027257188, 'max_pnl_target': 0.15300802294649413, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.053189825409940814, 'max_pnl_target': 0.15418056384401418, 'max_calls_for_rule': 42}}
|
1,790 |
ETHUSD
|
{'omega': 2.167002107132648, 'alpha': [0.1479426169482771], 'beta': [0.8156351129802858], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1855.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1129.3008775407254, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 100, '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': 154580.52446033352, 'LEVERAGE': 78, 'UNIT_BUDGET': 1465.2972720638127, 'INITIAL_MARGIN_PER_UNIT': 14.47821637872725, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154580.52446033352, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.47821637872725, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004399769726505352, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.1469843163086226, 'MAX_PENALTY_DURATION_HOURS': 428, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09657766492320329, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.040173136772320144, 'max_pnl_target': 0.11429125059005465, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.06250714390750366, 'max_pnl_target': 0.24446335457503748, 'max_calls_for_rule': 76}}
|
1,791 |
NIFTY50
|
{'omega': 0.2064304421001354, 'alpha': [0.08872920398854317], 'beta': [0.9092707960114569], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.021524689261007, 'historical_segment_start_price': 13744.85, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 434.0912960260409, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 334, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146471.94169163672, 'LEVERAGE': 72, 'UNIT_BUDGET': 437.6434174883566, 'INITIAL_MARGIN_PER_UNIT': 6.029045778139457, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146471.94169163672, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.029045778139457, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004568521415514197, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 2.76301227124718, 'MAX_PENALTY_DURATION_HOURS': 274, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08337099009315146, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.006440253262191562, 'max_pnl_target': 0.12122786339895356, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.09975719168424389, 'max_pnl_target': 0.259750956065387, 'max_calls_for_rule': 51}}
|
1,792 |
ADAUSD
|
{'omega': 1.4341180411192431, 'alpha': [0.07439269741181417], 'beta': [0.9236073025881857], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7240689932359614, 'historical_segment_start_price': 0.04057, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 905.6986789463289, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 114, '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': 91501.2763511875, 'LEVERAGE': 67, 'UNIT_BUDGET': 1560.1288209160323, 'INITIAL_MARGIN_PER_UNIT': 13.517890730542222, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91501.2763511875, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.517890730542222, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002554342172540709, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.920472717000387, 'MAX_PENALTY_DURATION_HOURS': 980, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2034157297564465, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.011230159958024176, 'max_pnl_target': 0.11178146675321168, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.06762492652642317, 'max_pnl_target': 0.27850745856800474, 'max_calls_for_rule': 78}}
|
1,793 |
XRPUSD
|
{'omega': 3.8116585890880548, 'alpha': [0.0929142020183546], 'beta': [0.8472980700943342], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.27748, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 483.7070644842031, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 262, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98403.95074207944, 'LEVERAGE': 65, 'UNIT_BUDGET': 1960.3609322172517, 'INITIAL_MARGIN_PER_UNIT': 7.441647145910817, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98403.95074207944, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.441647145910817, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001988989240825891, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 2.743196539131019, 'MAX_PENALTY_DURATION_HOURS': 240, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13675644944574164, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.01694108941068364, 'max_pnl_target': 0.15704793268471048, 'max_calls_for_rule': 148}, 'moderate_calls': {'min_pnl_target': 0.09225930316276036, 'max_pnl_target': 0.23042894382204604, 'max_calls_for_rule': 198}}
|
1,794 |
XRPUSD
|
{'omega': 1.63164299689882, 'alpha': [0.08160288172327512], 'beta': [0.8369314593295629], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.031276967024070006, 'historical_segment_start_price': 0.3643, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 741.3103440202233, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 358, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121206.65569421936, 'LEVERAGE': 112, 'UNIT_BUDGET': 2381.5954557089444, 'INITIAL_MARGIN_PER_UNIT': 6.618842357323422, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121206.65569421936, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.618842357323422, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002223398283312731, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 1.564440724503668, 'MAX_PENALTY_DURATION_HOURS': 1344, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12196172584131695, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.022274455115407578, 'max_pnl_target': 0.14324991292435185, 'max_calls_for_rule': 134}, 'moderate_calls': {'min_pnl_target': 0.04270063509513302, 'max_pnl_target': 0.23516411830064152, 'max_calls_for_rule': 310}}
|
1,795 |
GOOGLUSD
|
{'omega': 0.3611335613868965, 'alpha': [0.0750923130039086], 'beta': [0.9053595268631252], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02818353146842469, 'historical_segment_start_price': 2840.09, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 274.5078874096385, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 178, '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': 54280.72102835335, 'LEVERAGE': 23, 'UNIT_BUDGET': 2145.94759735319, 'INITIAL_MARGIN_PER_UNIT': 11.9351255395495, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54280.72102835335, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.9351255395495, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0041905290251072255, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 2.2057798287400914, 'MAX_PENALTY_DURATION_HOURS': 878, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43434176594847396, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.03449128833924907, 'max_pnl_target': 0.15156143694127222, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.06532450978250416, 'max_pnl_target': 0.31188207800344864, 'max_calls_for_rule': 113}}
|
1,796 |
ADAUSD
|
{'omega': 0.9516194867418024, 'alpha': [0.07463363100591304], 'beta': [0.8992665974472966], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.735975014340712, 'historical_segment_start_price': 0.3942, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1156.4797417793686, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, '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': 150717.18338197778, 'LEVERAGE': 113, 'UNIT_BUDGET': 1424.3882925606958, 'INITIAL_MARGIN_PER_UNIT': 10.234333998047509, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150717.18338197778, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.234333998047509, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003468320061791507, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 1.6269847243592517, 'MAX_PENALTY_DURATION_HOURS': 1378, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12108753961590109, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.01699459459964737, 'max_pnl_target': 0.10310851531799385, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.09988990483512195, 'max_pnl_target': 0.32927153126731623, 'max_calls_for_rule': 91}}
|
1,797 |
ETHUSD
|
{'omega': 4.493329016795387, 'alpha': [0.08611839848439151], 'beta': [0.8892804323317487], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 134.52, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 663.8419113306819, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 120, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168116.72723608976, 'LEVERAGE': 68, 'UNIT_BUDGET': 1397.8669543182127, 'INITIAL_MARGIN_PER_UNIT': 9.762381048980616, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168116.72723608976, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.762381048980616, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003144368629131868, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.053645108136522, 'MAX_PENALTY_DURATION_HOURS': 1058, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42761831231835634, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.04540440065677724, 'max_pnl_target': 0.13643967085346015, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.06027316762439046, 'max_pnl_target': 0.17336462203191583, 'max_calls_for_rule': 129}}
|
1,798 |
NIFTY500
|
{'omega': 0.2844581669800752, 'alpha': [0.010526995939551592], 'beta': [0.9714752481503396], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.89614156612977, 'historical_segment_start_price': 15004.55, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 107.2591897726817, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 244, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 160258.85420510822, 'LEVERAGE': 13, 'UNIT_BUDGET': 655.2065574496048, 'INITIAL_MARGIN_PER_UNIT': 8.2507069055909, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160258.85420510822, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.2507069055909, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018207134017130153, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 1.5990955468919799, 'MAX_PENALTY_DURATION_HOURS': 306, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13611919043910417, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.033500035551523435, 'max_pnl_target': 0.14829273467926837, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.08949666928127781, 'max_pnl_target': 0.2171654317994925, 'max_calls_for_rule': 56}}
|
1,799 |
XRPUSD
|
{'omega': 1.5142190039375873, 'alpha': [0.09173631020576643], 'beta': [0.9062636897942337], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32526, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 780.1087331097426, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 49, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60223.07755957283, 'LEVERAGE': 104, 'UNIT_BUDGET': 1226.3787850050812, 'INITIAL_MARGIN_PER_UNIT': 7.501045510670602, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60223.07755957283, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.501045510670602, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003364832858793911, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.1778750074151425, 'MAX_PENALTY_DURATION_HOURS': 1234, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3916424873500837, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.032287974302341295, 'max_pnl_target': 0.10931341508997017, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.06862465629346069, 'max_pnl_target': 0.3099429813446257, 'max_calls_for_rule': 141}}
|
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