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
|
|---|---|---|---|---|
1,900 |
XRPUSD
|
{'omega': 1.7120892319384886, 'alpha': [0.09468527016065688], 'beta': [0.9033147298393431], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32526, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1826.1242123939735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 134, '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': 164946.1586582425, 'LEVERAGE': 124, 'UNIT_BUDGET': 1995.8869191829028, 'INITIAL_MARGIN_PER_UNIT': 14.726808164467528, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164946.1586582425, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.726808164467528, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036314226453507503, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 1.8438845164666504, 'MAX_PENALTY_DURATION_HOURS': 1366, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41551074146985384, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.029157082564741522, 'max_pnl_target': 0.08557045411659413, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.05290669085418666, 'max_pnl_target': 0.27949845473143314, 'max_calls_for_rule': 127}}
|
1,901 |
XRPUSD
|
{'omega': 1.9850902087846234, 'alpha': [0.08144984088633463], 'beta': [0.8788038447211043], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7343, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 636.0937706759369, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, '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': 64034.341002163805, 'LEVERAGE': 43, 'UNIT_BUDGET': 1613.2961672984143, 'INITIAL_MARGIN_PER_UNIT': 14.792878387812484, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64034.341002163805, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.792878387812484, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001185190792292807, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 1.5628165079030172, 'MAX_PENALTY_DURATION_HOURS': 934, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.060657154735172275, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.02590154563806028, 'max_pnl_target': 0.1484565361102111, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.057153334072329184, 'max_pnl_target': 0.2767601708585334, 'max_calls_for_rule': 101}}
|
1,902 |
BNBUSD
|
{'omega': 0.47238521393827104, 'alpha': [0.04695142932344717], 'beta': [0.9510485706765528], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00876185688081041, 'historical_segment_start_price': 210.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 509.64543088699844, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, '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': 103674.50000647527, 'LEVERAGE': 34, 'UNIT_BUDGET': 1829.77702164267, 'INITIAL_MARGIN_PER_UNIT': 14.989571496676424, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103674.50000647527, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.989571496676424, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004950225501361879, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.067882404797551, 'MAX_PENALTY_DURATION_HOURS': 1396, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31093843914185454, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.012125876417446443, 'max_pnl_target': 0.0708066168312612, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.018273574276558662, 'max_pnl_target': 0.24028711199793099, 'max_calls_for_rule': 77}}
|
1,903 |
ETHUSD
|
{'omega': 35.54239635260941, 'alpha': [0.17791484917953043], 'beta': [0.8200851508204696], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 471.148233262197, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 217, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169289.8808844097, 'LEVERAGE': 46, 'UNIT_BUDGET': 2237.5649288725554, 'INITIAL_MARGIN_PER_UNIT': 10.242352897004283, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169289.8808844097, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.242352897004283, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003907953365710221, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 1.6862499889155262, 'MAX_PENALTY_DURATION_HOURS': 1156, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5385818032988302, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.009941010137293493, 'max_pnl_target': 0.07451027149955256, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.03156303134875452, 'max_pnl_target': 0.16711894932812824, 'max_calls_for_rule': 157}}
|
1,904 |
NIFTYIT
|
{'omega': 0.3591332750939104, 'alpha': [0.08064250841682111], 'beta': [0.9173574915831789], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02491247614174004, 'historical_segment_start_price': 15377.5, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 220.86124768424185, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 189, 'MAX_CONCURRENT_UNITS': 117, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159171.59033292535, 'LEVERAGE': 31, 'UNIT_BUDGET': 1359.712695169855, 'INITIAL_MARGIN_PER_UNIT': 7.124556376911027, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159171.59033292535, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.124556376911027, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004516212785633194, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.9458621487671306, 'MAX_PENALTY_DURATION_HOURS': 1275, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05906848209535027, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.028185886875106772, 'max_pnl_target': 0.11339258819624685, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.011254443796728601, 'max_pnl_target': 0.1612277045842433, 'max_calls_for_rule': 184}}
|
1,905 |
ADAUSD
|
{'omega': 2.2147515826713287, 'alpha': [0.08017760945993467], 'beta': [0.9178223905400653], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01934037450589322, 'historical_segment_start_price': 0.5168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 734.5121640139878, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, 'MAX_CONCURRENT_UNITS': 152, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165294.9451234457, 'LEVERAGE': 75, 'UNIT_BUDGET': 1086.28539502458, 'INITIAL_MARGIN_PER_UNIT': 9.793495520186504, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165294.9451234457, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.793495520186504, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032697039365109258, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.675776329405588, 'MAX_PENALTY_DURATION_HOURS': 1260, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7266260308386777, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.011246897161586266, 'max_pnl_target': 0.15359953402666993, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.0726208878799711, 'max_pnl_target': 0.27033328921727034, 'max_calls_for_rule': 106}}
|
1,906 |
NIFTY50
|
{'omega': 0.3180713412131652, 'alpha': [0.1220889610105992], 'beta': [0.8759110389894008], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013452626556016152, 'historical_segment_start_price': 7918.3, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 134.30413505566926, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 141283.43958457082, 'LEVERAGE': 11, 'UNIT_BUDGET': 1215.8746960961025, 'INITIAL_MARGIN_PER_UNIT': 12.20946682324266, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141283.43958457082, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.20946682324266, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028972799981354103, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.8643962858462775, 'MAX_PENALTY_DURATION_HOURS': 811, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21598455950987389, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.02387192599521895, 'max_pnl_target': 0.122105568625706, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.04680348246047003, 'max_pnl_target': 0.20133891824154979, 'max_calls_for_rule': 87}}
|
1,907 |
ADAUSD
|
{'omega': 4.6338917097122705, 'alpha': [0.08598744319349116], 'beta': [0.912012556806509], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.1648, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 240.0149998312318, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 180, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132269.11828244693, 'LEVERAGE': 18, 'UNIT_BUDGET': 733.1921340139381, 'INITIAL_MARGIN_PER_UNIT': 13.334166657290655, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132269.11828244693, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.334166657290655, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014462860197851706, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 2.5771757860810194, 'MAX_PENALTY_DURATION_HOURS': 552, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31397787733096544, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.013461037913729563, 'max_pnl_target': 0.08442710192655523, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.038203500240014406, 'max_pnl_target': 0.27932745135939163, 'max_calls_for_rule': 33}}
|
1,908 |
NIFTY50
|
{'omega': 0.1494713912771258, 'alpha': [0.10692492933160411], 'beta': [0.8801639153759446], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019512706588863008, 'historical_segment_start_price': 8593.2, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1270.1885073589988, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 212, 'MAX_CONCURRENT_UNITS': 32, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 76374.11073710452, 'LEVERAGE': 115, 'UNIT_BUDGET': 2354.3937609121735, 'INITIAL_MARGIN_PER_UNIT': 11.045117455295642, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76374.11073710452, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.045117455295642, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003256758901953547, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.625923564890297, 'MAX_PENALTY_DURATION_HOURS': 1419, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6823115576040015, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 39, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2340}
|
{'small_calls': {'min_pnl_target': 0.03662853132953627, 'max_pnl_target': 0.14660755096248515, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.02653452722063313, 'max_pnl_target': 0.16650609028396962, 'max_calls_for_rule': 137}}
|
1,909 |
BTCUSD
|
{'omega': 1.1278806707648261, 'alpha': [0.06611112425042616], 'beta': [0.9318888757495738], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013486529909588284, 'historical_segment_start_price': 57801.15, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1688.2967122136315, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 157382.59094667214, 'LEVERAGE': 113, 'UNIT_BUDGET': 2143.5484912610373, 'INITIAL_MARGIN_PER_UNIT': 14.940678869147181, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157382.59094667214, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.940678869147181, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004570018819252227, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.9853992732990844, 'MAX_PENALTY_DURATION_HOURS': 384, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.688635478393768, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.043637863955016246, 'max_pnl_target': 0.10536978355561126, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.07377571355059874, 'max_pnl_target': 0.23885362169530822, 'max_calls_for_rule': 123}}
|
1,910 |
BTCUSD
|
{'omega': 1.738311288415407, 'alpha': [0.09124663389252857], 'beta': [0.8653217121963197], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.0188252015185965, 'historical_segment_start_price': 49739.53, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1125.9919167453231, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 183, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122768.49408019078, 'LEVERAGE': 90, 'UNIT_BUDGET': 667.3029424934069, 'INITIAL_MARGIN_PER_UNIT': 12.511021297170256, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122768.49408019078, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.511021297170256, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0046293750326208746, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.924941207852407, 'MAX_PENALTY_DURATION_HOURS': 1232, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0334263079880133, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.04372749803132099, 'max_pnl_target': 0.12361724326058275, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.023617493900918947, 'max_pnl_target': 0.15755555918976832, 'max_calls_for_rule': 49}}
|
1,911 |
TSLAUSD
|
{'omega': 2.907093835799856, 'alpha': [0.061301135311631894], 'beta': [0.8964953413761817], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.755498041377746, 'historical_segment_start_price': 300.2, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 675.0154441007134, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 224, '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': 100726.0259266457, 'LEVERAGE': 89, 'UNIT_BUDGET': 1712.6769081951365, 'INITIAL_MARGIN_PER_UNIT': 7.584443192142847, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100726.0259266457, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.584443192142847, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004036576312074974, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 1.8560907824563133, 'MAX_PENALTY_DURATION_HOURS': 1351, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6193465461648847, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.04487648262754745, 'max_pnl_target': 0.1510865724376496, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.07769629873385854, 'max_pnl_target': 0.2919011485016785, 'max_calls_for_rule': 193}}
|
1,912 |
ADAUSD
|
{'omega': 0.7202072113636978, 'alpha': [0.061118587400853505], 'beta': [0.9368814125991466], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012578053005838622, 'historical_segment_start_price': 0.3055, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 405.0735186146812, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, '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': 68657.62749176373, 'LEVERAGE': 47, 'UNIT_BUDGET': 2010.9847289430143, 'INITIAL_MARGIN_PER_UNIT': 8.618585502440025, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68657.62749176373, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.618585502440025, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004343159036755366, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.2349653288274567, 'MAX_PENALTY_DURATION_HOURS': 604, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34740492092041153, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.04430576863936542, 'max_pnl_target': 0.10342952855128691, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.0740908294969317, 'max_pnl_target': 0.2049782493746911, 'max_calls_for_rule': 183}}
|
1,913 |
ADAUSD
|
{'omega': 0.44762480501586077, 'alpha': [0.05591149376265538], 'beta': [0.9315483359201226], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01149585182428429, 'historical_segment_start_price': 0.2998, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 157.0835905897009, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 202, 'MAX_CONCURRENT_UNITS': 127, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131029.32815693338, 'LEVERAGE': 31, 'UNIT_BUDGET': 1030.989083308537, 'INITIAL_MARGIN_PER_UNIT': 5.067212599667771, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131029.32815693338, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.067212599667771, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003916164577505843, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 1.9586511245169798, 'MAX_PENALTY_DURATION_HOURS': 1284, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3148574037834748, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.04223602632179878, 'max_pnl_target': 0.13572590571012635, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.06730369884396041, 'max_pnl_target': 0.25317547794855183, 'max_calls_for_rule': 189}}
|
1,914 |
BNBUSD
|
{'omega': 0.48066995417355424, 'alpha': [0.07701803912024843], 'beta': [0.9119664361801617], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020488257364356416, 'historical_segment_start_price': 526.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 94.24657054851193, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 329, 'MAX_CONCURRENT_UNITS': 26, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 54361.06797757183, 'LEVERAGE': 15, 'UNIT_BUDGET': 2078.8465538589153, 'INITIAL_MARGIN_PER_UNIT': 6.2831047032341285, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54361.06797757183, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.2831047032341285, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004963479284002189, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 2.7722070346864367, 'MAX_PENALTY_DURATION_HOURS': 429, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37615260398118466, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.04209856414396613, 'max_pnl_target': 0.1626263505572483, 'max_calls_for_rule': 144}, 'moderate_calls': {'min_pnl_target': 0.024560899954454964, 'max_pnl_target': 0.22811202840592001, 'max_calls_for_rule': 311}}
|
1,915 |
ADAUSD
|
{'omega': 2.2060585658095184, 'alpha': [0.06384168090142543], 'beta': [0.9164135399536655], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.360100496135701, 'historical_segment_start_price': 0.04512, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 469.20646701370316, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, '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': 97486.9993633992, 'LEVERAGE': 40, 'UNIT_BUDGET': 715.4065100026411, 'INITIAL_MARGIN_PER_UNIT': 11.730161675342579, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97486.9993633992, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.730161675342579, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004237338967675635, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.1142356528397155, 'MAX_PENALTY_DURATION_HOURS': 713, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2008544785897662, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.023280821601103823, 'max_pnl_target': 0.10521543818339202, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.045957433496539954, 'max_pnl_target': 0.2557291625233403, 'max_calls_for_rule': 52}}
|
1,916 |
BTCUSD
|
{'omega': 43.35503094362471, 'alpha': [0.18499653298566063], 'beta': [0.7020977823280686], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 890.9345936692577, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 28, 'MAX_CONCURRENT_UNITS': 352, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 152900.5503795427, 'LEVERAGE': 60, 'UNIT_BUDGET': 433.19243823006167, 'INITIAL_MARGIN_PER_UNIT': 14.848909894487628, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152900.5503795427, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.848909894487628, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002166445121560114, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 2.0147789921797536, 'MAX_PENALTY_DURATION_HOURS': 564, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.054939974059384, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.032035034757316755, 'max_pnl_target': 0.17478683451446456, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.05867489580050804, 'max_pnl_target': 0.22377082154656497, 'max_calls_for_rule': 25}}
|
1,917 |
NIFTYFIN
|
{'omega': 0.44960210525974104, 'alpha': [0.10136025100847955], 'beta': [0.8585485742388222], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.809723505675116, 'historical_segment_start_price': 11074.85, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 499.81391584564017, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 223, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 166654.90823060344, 'LEVERAGE': 44, 'UNIT_BUDGET': 746.6729304525416, 'INITIAL_MARGIN_PER_UNIT': 11.359407178310004, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166654.90823060344, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.359407178310004, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015474380431409673, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.6195475645288044, 'MAX_PENALTY_DURATION_HOURS': 1348, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4525548521413477, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.008934215831619073, 'max_pnl_target': 0.10818975670451796, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.03256541225468422, 'max_pnl_target': 0.14717539934367466, 'max_calls_for_rule': 62}}
|
1,918 |
NIFTYFIN
|
{'omega': 0.8803558140642321, 'alpha': [0.06965786124372368], 'beta': [0.9283421387562762], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012724458333811368, 'historical_segment_start_price': 11297.6, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1266.1467511626715, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, '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': 137772.5114874804, 'LEVERAGE': 112, 'UNIT_BUDGET': 2342.883747618956, 'INITIAL_MARGIN_PER_UNIT': 11.304881706809567, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137772.5114874804, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.304881706809567, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014114185510003994, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.2204267897187364, 'MAX_PENALTY_DURATION_HOURS': 168, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10587528554256335, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.03882436370561955, 'max_pnl_target': 0.16783385835311782, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.025728774157867205, 'max_pnl_target': 0.20380030647624411, 'max_calls_for_rule': 187}}
|
1,919 |
BNBUSD
|
{'omega': 0.29893150535590696, 'alpha': [0.05325684131208397], 'beta': [0.944743158687916], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.83523648393355, 'historical_segment_start_price': 267.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 277.5773908571112, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 230, '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': 73132.98503590199, 'LEVERAGE': 41, 'UNIT_BUDGET': 1567.638701499987, 'INITIAL_MARGIN_PER_UNIT': 6.770180264807591, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73132.98503590199, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.770180264807591, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032294540307936915, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.371407630424693, 'MAX_PENALTY_DURATION_HOURS': 679, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5878271741380977, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.017658198736677705, 'max_pnl_target': 0.13407328507807686, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.09647507333652876, 'max_pnl_target': 0.29760218766047025, 'max_calls_for_rule': 166}}
|
1,920 |
IHSG_TLKM
|
{'omega': 0.00042117232082204307, 'alpha': [0.9444777573249672], 'beta': [0.0005592415721063902], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.1, 'historical_segment_start_price': 3810, 'asset_source_name': 'IHSG_TLKM'}
|
{'POSITION_SIZE_PER_UNIT': 1684.4536618256172, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, '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': 96724.55882394014, 'LEVERAGE': 120, 'UNIT_BUDGET': 922.7877462085667, 'INITIAL_MARGIN_PER_UNIT': 14.037113848546811, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96724.55882394014, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.037113848546811, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019757366393186124, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 1.6138615706522026, 'MAX_PENALTY_DURATION_HOURS': 1153, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44519013868392526, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.04524853751383353, 'max_pnl_target': 0.16111006478517767, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.08466660998392979, 'max_pnl_target': 0.24201737038724347, 'max_calls_for_rule': 54}}
|
1,921 |
NIFTYBANK
|
{'omega': 0.2952094510680045, 'alpha': [0.09051146555126299], 'beta': [0.9074885344487369], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.1153052909924615, 'historical_segment_start_price': 25499.2, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 352.7462641584758, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, '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': 132471.25534018571, 'LEVERAGE': 51, 'UNIT_BUDGET': 886.0378600446343, 'INITIAL_MARGIN_PER_UNIT': 6.916593414872075, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132471.25534018571, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.916593414872075, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025999328788834162, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.8955185164995503, 'MAX_PENALTY_DURATION_HOURS': 867, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1364657540877283, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 32, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 1920}
|
{'small_calls': {'min_pnl_target': 0.014549814541404003, 'max_pnl_target': 0.142254209004101, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.04525013388267594, 'max_pnl_target': 0.254120035599677, 'max_calls_for_rule': 100}}
|
1,922 |
ADAUSD
|
{'omega': 0.9330786071650117, 'alpha': [0.07164436698916506], 'beta': [0.8529239408852649], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.005777093650155716, 'historical_segment_start_price': 0.3165, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 621.0496965059576, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 212, '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': 98807.71138105151, 'LEVERAGE': 67, 'UNIT_BUDGET': 1982.8569255166558, 'INITIAL_MARGIN_PER_UNIT': 9.2693984553128, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98807.71138105151, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.2693984553128, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001013697501688349, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.043331301430784, 'MAX_PENALTY_DURATION_HOURS': 1371, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4951801584818496, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.030308751228366994, 'max_pnl_target': 0.12500236638457127, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.056082307368947905, 'max_pnl_target': 0.26463976709111436, 'max_calls_for_rule': 129}}
|
1,923 |
TSLAUSD
|
{'omega': 0.7376750085869302, 'alpha': [0.060009550916800714], 'beta': [0.8440817861666223], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.024075157575653525, 'historical_segment_start_price': 853.84, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 766.2703705185461, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 242, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 118329.11983535487, 'LEVERAGE': 97, 'UNIT_BUDGET': 487.355928474518, 'INITIAL_MARGIN_PER_UNIT': 7.89969454142831, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118329.11983535487, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.89969454142831, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004574381270751306, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.923275042588476, 'MAX_PENALTY_DURATION_HOURS': 1173, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43758476659938994, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.04477498612416303, 'max_pnl_target': 0.11896611804510678, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.02120657683152221, 'max_pnl_target': 0.18446667421867743, 'max_calls_for_rule': 44}}
|
1,924 |
XRPUSD
|
{'omega': 1.2437396004364154, 'alpha': [0.0812633699403177], 'beta': [0.9167366300596823], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.130211393561018, 'historical_segment_start_price': 1.0878, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 392.2105572749956, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 144, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127768.17874561122, 'LEVERAGE': 37, 'UNIT_BUDGET': 883.6481836117038, 'INITIAL_MARGIN_PER_UNIT': 10.600285331756638, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127768.17874561122, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.600285331756638, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025536830434147247, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 2.860219578367577, 'MAX_PENALTY_DURATION_HOURS': 432, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07069531803762763, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.022758146956862287, 'max_pnl_target': 0.07900106494029897, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.03359784231770521, 'max_pnl_target': 0.18777851322786776, 'max_calls_for_rule': 76}}
|
1,925 |
ADAUSD
|
{'omega': 0.6164301196594183, 'alpha': [0.08763555070874583], 'beta': [0.8489156963362358], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007939024858992007, 'historical_segment_start_price': 0.3991, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 529.3234880407215, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 372, 'MAX_CONCURRENT_UNITS': 67, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131016.25669257602, 'LEVERAGE': 102, 'UNIT_BUDGET': 1936.0486939827695, 'INITIAL_MARGIN_PER_UNIT': 5.189445961183544, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131016.25669257602, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.189445961183544, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017376019070446903, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 1.6205960955606733, 'MAX_PENALTY_DURATION_HOURS': 199, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5856656186536101, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.04969601742537543, 'max_pnl_target': 0.13184069827989192, 'max_calls_for_rule': 219}, 'moderate_calls': {'min_pnl_target': 0.04459110103811344, 'max_pnl_target': 0.16136414225868187, 'max_calls_for_rule': 334}}
|
1,926 |
NIFTYFIN
|
{'omega': 0.3423325400609627, 'alpha': [0.0966615608439834], 'beta': [0.7982363561635943], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.98081515888244, 'historical_segment_start_price': 11290.65, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 99.1463376793268, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, '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': 66683.0798708522, 'LEVERAGE': 15, 'UNIT_BUDGET': 723.4964533559094, 'INITIAL_MARGIN_PER_UNIT': 6.609755845288453, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66683.0798708522, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.609755845288453, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003581156675408559, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 2.698258648885008, 'MAX_PENALTY_DURATION_HOURS': 412, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6818493038959754, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 30, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 1800}
|
{'small_calls': {'min_pnl_target': 0.021264326029406293, 'max_pnl_target': 0.12888818493101042, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.03471624879670769, 'max_pnl_target': 0.15077738269046315, 'max_calls_for_rule': 87}}
|
1,927 |
XRPUSD
|
{'omega': 1.8562282364352243, 'alpha': [0.1425862664293255], 'beta': [0.8300423810901494], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.27467, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 449.11249511161594, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, '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': 78585.438471353, 'LEVERAGE': 30, 'UNIT_BUDGET': 1435.084958577461, 'INITIAL_MARGIN_PER_UNIT': 14.970416503720532, 'MAX_TRADING_CAPITAL_FOR_UNITS': 78585.438471353, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.970416503720532, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00332838100957811, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 2.934877522916656, 'MAX_PENALTY_DURATION_HOURS': 1189, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11567212268640242, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.04872105418577611, 'max_pnl_target': 0.11830822287444662, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.026686675517155777, 'max_pnl_target': 0.24903827487871794, 'max_calls_for_rule': 74}}
|
1,928 |
ADAUSD
|
{'omega': 0.8684864735268041, 'alpha': [0.05569147991241092], 'beta': [0.8670149318406901], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.5625798762797, 'historical_segment_start_price': 0.8554, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 385.72992185931525, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 403, 'MAX_CONCURRENT_UNITS': 87, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 180466.34608563478, 'LEVERAGE': 76, 'UNIT_BUDGET': 2051.9824407740034, 'INITIAL_MARGIN_PER_UNIT': 5.0753937086752, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180466.34608563478, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.0753937086752, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027561863063431872, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.7640951578898765, 'MAX_PENALTY_DURATION_HOURS': 187, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6430841886242706, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 35, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2100}
|
{'small_calls': {'min_pnl_target': 0.02919868819853886, 'max_pnl_target': 0.12379892577015775, 'max_calls_for_rule': 163}, 'moderate_calls': {'min_pnl_target': 0.06718978018766755, 'max_pnl_target': 0.24901389035047095, 'max_calls_for_rule': 313}}
|
1,929 |
BTCUSD
|
{'omega': 1.9256002565392842, 'alpha': [0.08665009146833656], 'beta': [0.9113499085316634], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.3314506708566185, 'historical_segment_start_price': 8042.43, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 160.48657255245297, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 160, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177088.89094142217, 'LEVERAGE': 17, 'UNIT_BUDGET': 1103.3809994452113, 'INITIAL_MARGIN_PER_UNIT': 9.440386620732527, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177088.89094142217, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.440386620732527, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0042785560784771495, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 2.1755899189707257, 'MAX_PENALTY_DURATION_HOURS': 396, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6100904654561233, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.01950630012152559, 'max_pnl_target': 0.09179945656953747, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.0448781037538773, 'max_pnl_target': 0.17719881699695528, 'max_calls_for_rule': 95}}
|
1,930 |
ETHUSD
|
{'omega': 2.8844061399469494, 'alpha': [0.0814306027290347], 'beta': [0.9118078426683633], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 170.74, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 939.1056386238628, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77394.73100971914, 'LEVERAGE': 71, 'UNIT_BUDGET': 1908.4146573520486, 'INITIAL_MARGIN_PER_UNIT': 13.226839980617786, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77394.73100971914, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.226839980617786, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004417491105011777, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 1.533383241032166, 'MAX_PENALTY_DURATION_HOURS': 514, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4947610596597853, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.04979589565857439, 'max_pnl_target': 0.11532012206271422, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.052132953064263056, 'max_pnl_target': 0.2785896873810818, 'max_calls_for_rule': 91}}
|
1,931 |
NIFTYFIN
|
{'omega': 4.147610726653199, 'alpha': [0.048036668978631764], 'beta': [0.9259674623610303], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 14444.5, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 324.62030796251867, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, 'MAX_CONCURRENT_UNITS': 143, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 181263.40781726563, 'LEVERAGE': 62, 'UNIT_BUDGET': 1259.7503004376413, 'INITIAL_MARGIN_PER_UNIT': 5.235811418750301, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181263.40781726563, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.235811418750301, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032442484640402332, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.212770365340224, 'MAX_PENALTY_DURATION_HOURS': 515, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0631275229090465, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.04258281439886427, 'max_pnl_target': 0.1375621787569976, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.05542321573190745, 'max_pnl_target': 0.16239585475276103, 'max_calls_for_rule': 202}}
|
1,932 |
NIFTYIT
|
{'omega': 0.49225272477352255, 'alpha': [0.10055640824278184], 'beta': [0.8974435917572182], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.018514024083526943, 'historical_segment_start_price': 26755.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 636.265001307738, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 58, 'MAX_CONCURRENT_UNITS': 204, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 120665.13494084892, 'LEVERAGE': 64, 'UNIT_BUDGET': 589.0046823888185, 'INITIAL_MARGIN_PER_UNIT': 9.941640645433406, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120665.13494084892, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.941640645433406, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015816427064506379, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 1.807310371448565, 'MAX_PENALTY_DURATION_HOURS': 893, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42724293277452935, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 51, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3060}
|
{'small_calls': {'min_pnl_target': 0.037968554973269016, 'max_pnl_target': 0.1793610989352802, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.037546197924419794, 'max_pnl_target': 0.24193834501430336, 'max_calls_for_rule': 57}}
|
1,933 |
NIFTYENERGY
|
{'omega': 0.787579511086978, 'alpha': [0.13024228374706623], 'beta': [0.7979173485646094], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.873652676523718, 'historical_segment_start_price': 8482.3, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1423.5897241587695, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 193, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185670.79081574414, 'LEVERAGE': 124, 'UNIT_BUDGET': 961.3436625938378, 'INITIAL_MARGIN_PER_UNIT': 11.480562291602979, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185670.79081574414, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.480562291602979, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037311117227275033, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 1.8726318074276997, 'MAX_PENALTY_DURATION_HOURS': 362, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6244516825430533, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.04401545758440907, 'max_pnl_target': 0.19204865311781755, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.07790702591211542, 'max_pnl_target': 0.31061129260031983, 'max_calls_for_rule': 70}}
|
1,934 |
XRPUSD
|
{'omega': 2.08213214947725, 'alpha': [0.07427153469506949], 'beta': [0.866439921762918], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01131316207418379, 'historical_segment_start_price': 0.644, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 537.6507741189231, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 23, 'MAX_CONCURRENT_UNITS': 176, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 62147.29164124679, 'LEVERAGE': 37, 'UNIT_BUDGET': 352.0380236618649, 'INITIAL_MARGIN_PER_UNIT': 14.531102003214137, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62147.29164124679, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.531102003214137, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025989635763916004, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 1.848012793460836, 'MAX_PENALTY_DURATION_HOURS': 878, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.746699289428109, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.014367203871152406, 'max_pnl_target': 0.1435206130311026, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.08191331490269067, 'max_pnl_target': 0.2894669071563961, 'max_calls_for_rule': 13}}
|
1,935 |
BNBUSD
|
{'omega': 3.1182844499077675, 'alpha': [0.07771517139670665], 'beta': [0.9202848286032934], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 8.2159, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 685.6000075945052, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 394, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122004.30522833065, 'LEVERAGE': 123, 'UNIT_BUDGET': 2207.0156397747987, 'INITIAL_MARGIN_PER_UNIT': 5.573983801581343, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122004.30522833065, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.573983801581343, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033030050289626876, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.9861251290439257, 'MAX_PENALTY_DURATION_HOURS': 1377, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37383122298135435, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.0124971422099588, 'max_pnl_target': 0.11713932620941962, 'max_calls_for_rule': 229}, 'moderate_calls': {'min_pnl_target': 0.0914510030715003, 'max_pnl_target': 0.3047267767519182, 'max_calls_for_rule': 292}}
|
1,936 |
NIFTYFMCG
|
{'omega': 1.1515558392865555, 'alpha': [0.17598287357291306], 'beta': [0.7204513684769427], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.831835847740944, 'historical_segment_start_price': 21178.4, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1727.2774692392459, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, 'MAX_CONCURRENT_UNITS': 180, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198033.53111966295, 'LEVERAGE': 120, 'UNIT_BUDGET': 1096.2257816378715, 'INITIAL_MARGIN_PER_UNIT': 14.393978910327048, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198033.53111966295, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.393978910327048, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003988909846468983, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.5701351274765254, 'MAX_PENALTY_DURATION_HOURS': 982, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14835807530425818, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.03531353841909176, 'max_pnl_target': 0.14210730527384569, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.045844219934918336, 'max_pnl_target': 0.15019395710140532, 'max_calls_for_rule': 72}}
|
1,937 |
BTCUSD
|
{'omega': 1.8904397775520985, 'alpha': [0.09574089346712308], 'beta': [0.9022591065328769], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023033226666886442, 'historical_segment_start_price': 53991.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 139.9370500225404, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 373, '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': 142820.46546976262, 'LEVERAGE': 25, 'UNIT_BUDGET': 2095.1798175005943, 'INITIAL_MARGIN_PER_UNIT': 5.597482000901616, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142820.46546976262, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.597482000901616, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002789971128380933, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 2.897104431053545, 'MAX_PENALTY_DURATION_HOURS': 1096, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24342317581658726, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.022531906474691565, 'max_pnl_target': 0.1684720419115729, 'max_calls_for_rule': 173}, 'moderate_calls': {'min_pnl_target': 0.08605484618960205, 'max_pnl_target': 0.3313266068400018, 'max_calls_for_rule': 276}}
|
1,938 |
NIFTYIT
|
{'omega': 0.5751328245906017, 'alpha': [0.0906835534089612], 'beta': [0.9073164465910389], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009865815675316272, 'historical_segment_start_price': 12498.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 904.8101271338396, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, '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': 147097.78102105908, 'LEVERAGE': 99, 'UNIT_BUDGET': 1408.4678570352355, 'INITIAL_MARGIN_PER_UNIT': 9.139496233675148, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147097.78102105908, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.139496233675148, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010853084638203815, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 2.177523432331237, 'MAX_PENALTY_DURATION_HOURS': 933, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41068736506052067, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.03884286067132186, 'max_pnl_target': 0.1166636015717599, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.07275410760861563, 'max_pnl_target': 0.20246584205814405, 'max_calls_for_rule': 99}}
|
1,939 |
BNBUSD
|
{'omega': 0.38007915650585467, 'alpha': [0.043981112936527574], 'beta': [0.8731455754510168], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.771134537501808, 'historical_segment_start_price': 240.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1186.7346728872744, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 138, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 193524.71808429377, 'LEVERAGE': 99, 'UNIT_BUDGET': 1393.4895997123458, 'INITIAL_MARGIN_PER_UNIT': 11.987218918053276, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193524.71808429377, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.987218918053276, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003072350781340085, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 2.917162200007609, 'MAX_PENALTY_DURATION_HOURS': 587, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28409924478294946, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.0249998136225634, 'max_pnl_target': 0.08329921168462631, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.037831935080294844, 'max_pnl_target': 0.2218384233841227, 'max_calls_for_rule': 106}}
|
1,940 |
ETHUSD
|
{'omega': 3.0614577086932035, 'alpha': [0.08233698399330035], 'beta': [0.9156630160066996], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 260.74, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 430.2314010474653, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 555, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 189786.23192917276, 'LEVERAGE': 42, 'UNIT_BUDGET': 341.42785167868936, 'INITIAL_MARGIN_PER_UNIT': 10.243604786844411, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189786.23192917276, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.243604786844411, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0046840426527817005, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.7183474528137985, 'MAX_PENALTY_DURATION_HOURS': 339, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06825554809899906, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.013781384771392992, 'max_pnl_target': 0.08151641834991091, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.09602178666182606, 'max_pnl_target': 0.2839820481986849, 'max_calls_for_rule': 22}}
|
1,941 |
BTCUSD
|
{'omega': 5.17203020196094, 'alpha': [0.1197201236706738], 'beta': [0.8782798763293261], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5485.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1259.7682011049653, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, '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': 189882.65152707303, 'LEVERAGE': 109, 'UNIT_BUDGET': 1775.5795634951842, 'INITIAL_MARGIN_PER_UNIT': 11.557506432155645, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189882.65152707303, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.557506432155645, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002754622282026475, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 2.4979202899475625, 'MAX_PENALTY_DURATION_HOURS': 1162, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5689239912604487, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.023111375399670467, 'max_pnl_target': 0.08616498044743104, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.09401623458425992, 'max_pnl_target': 0.2072429829222934, 'max_calls_for_rule': 123}}
|
1,942 |
BNBUSD
|
{'omega': 0.434669345150607, 'alpha': [0.05531784986374127], 'beta': [0.9426821501362587], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.0490887321195945, 'historical_segment_start_price': 286.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1133.2123997232582, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 169, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 135660.65491506024, 'LEVERAGE': 93, 'UNIT_BUDGET': 798.3779354879923, 'INITIAL_MARGIN_PER_UNIT': 12.185079566916754, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135660.65491506024, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.185079566916754, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031356647785810844, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.5678469529956307, 'MAX_PENALTY_DURATION_HOURS': 486, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6472346598565573, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.026432193580421315, 'max_pnl_target': 0.12726678084099846, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.035921903975478335, 'max_pnl_target': 0.1848256509064037, 'max_calls_for_rule': 57}}
|
1,943 |
NIFTYFMCG
|
{'omega': 0.27938761758930525, 'alpha': [0.08680950767443363], 'beta': [0.8675815994311946], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010347240516628876, 'historical_segment_start_price': 29297.35, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 519.2424261766162, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 181, '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': 110355.54582955822, 'LEVERAGE': 42, 'UNIT_BUDGET': 2256.8822293545527, 'INITIAL_MARGIN_PER_UNIT': 12.362914908967053, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110355.54582955822, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.362914908967053, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015509758006124756, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 1.579167359447105, 'MAX_PENALTY_DURATION_HOURS': 1078, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2514285846914521, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.03305240458401901, 'max_pnl_target': 0.1522127412313536, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.013294472409277155, 'max_pnl_target': 0.13549457078745497, 'max_calls_for_rule': 111}}
|
1,944 |
NIFTYBANK
|
{'omega': 0.7856604582524559, 'alpha': [0.06786197730226001], 'beta': [0.93013802269774], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02357282324864939, 'historical_segment_start_price': 36594.0, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 139.58382029934467, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 335, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122685.2875759169, 'LEVERAGE': 22, 'UNIT_BUDGET': 365.37840218008836, 'INITIAL_MARGIN_PER_UNIT': 6.344719104515667, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122685.2875759169, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.344719104515667, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004689163936692385, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.1798032321974636, 'MAX_PENALTY_DURATION_HOURS': 200, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6922109984779607, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.0330899564737216, 'max_pnl_target': 0.17011080494588338, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.08430459827282398, 'max_pnl_target': 0.2756023887588426, 'max_calls_for_rule': 34}}
|
1,945 |
NIFTY50
|
{'omega': 0.28706959537174703, 'alpha': [0.009999990244144512], 'beta': [0.9880000097558556], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8548185137306947, 'historical_segment_start_price': 17077.25, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1263.9693612411559, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, 'MAX_CONCURRENT_UNITS': 147, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187560.24061661193, 'LEVERAGE': 105, 'UNIT_BUDGET': 1268.9966332059416, 'INITIAL_MARGIN_PER_UNIT': 12.037803440391961, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187560.24061661193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.037803440391961, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023963670553081725, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 2.18519986669922, 'MAX_PENALTY_DURATION_HOURS': 776, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.567190192767753, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.042087179773696734, 'max_pnl_target': 0.11764107808923985, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.02632430493329049, 'max_pnl_target': 0.17282808754002835, 'max_calls_for_rule': 69}}
|
1,946 |
NIFTYENERGY
|
{'omega': 0.38784769689403864, 'alpha': [0.09169132231873509], 'beta': [0.9063086776812648], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013351276896520634, 'historical_segment_start_price': 25631.55, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 800.481646669375, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 277, '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': 183249.25967183153, 'LEVERAGE': 112, 'UNIT_BUDGET': 1987.8628262342922, 'INITIAL_MARGIN_PER_UNIT': 7.147157559547991, 'MAX_TRADING_CAPITAL_FOR_UNITS': 183249.25967183153, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.147157559547991, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002277503506266952, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.5243618240727175, 'MAX_PENALTY_DURATION_HOURS': 1051, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.538414921772405, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.00971918996330365, 'max_pnl_target': 0.12806504606839, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.01619758576618312, 'max_pnl_target': 0.15707903194544476, 'max_calls_for_rule': 186}}
|
1,947 |
ETHUSD
|
{'omega': 1.7663916883164066, 'alpha': [0.0776805093240072], 'beta': [0.9203194906759927], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.662455240910136, 'historical_segment_start_price': 1885.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 795.935345804116, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, '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': 195157.178619698, 'LEVERAGE': 84, 'UNIT_BUDGET': 2276.944927940315, 'INITIAL_MARGIN_PER_UNIT': 9.475420783382333, 'MAX_TRADING_CAPITAL_FOR_UNITS': 195157.178619698, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.475420783382333, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017049993511916895, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.1469613053088783, 'MAX_PENALTY_DURATION_HOURS': 1387, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6460723058800892, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.04048841181991644, 'max_pnl_target': 0.1762646423627468, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.018236222742467424, 'max_pnl_target': 0.15408326477652493, 'max_calls_for_rule': 166}}
|
1,948 |
XRPUSD
|
{'omega': 0.7966233572869386, 'alpha': [0.1325435957655485], 'beta': [0.8654564042344515], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.31346, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 372.2870503189466, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 58, 'MAX_CONCURRENT_UNITS': 257, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92193.35511962813, 'LEVERAGE': 62, 'UNIT_BUDGET': 358.1142196263429, 'INITIAL_MARGIN_PER_UNIT': 6.004629843853978, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92193.35511962813, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.004629843853978, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003994819158229511, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.3848418090093215, 'MAX_PENALTY_DURATION_HOURS': 1425, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.014140655636549499, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.00993168015707399, 'max_pnl_target': 0.13459050783731075, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.09372924955708638, 'max_pnl_target': 0.29936541048003174, 'max_calls_for_rule': 38}}
|
1,949 |
XRPUSD
|
{'omega': 2.1391657322213757, 'alpha': [0.1173422018850421], 'beta': [0.8806577981149579], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.27467, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 376.1320431706204, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, 'MAX_CONCURRENT_UNITS': 174, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 123334.97982530476, 'LEVERAGE': 52, 'UNIT_BUDGET': 708.1431401232646, 'INITIAL_MARGIN_PER_UNIT': 7.233308522511932, 'MAX_TRADING_CAPITAL_FOR_UNITS': 123334.97982530476, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.233308522511932, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002370097047870941, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 2.8092073100699495, 'MAX_PENALTY_DURATION_HOURS': 1258, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6283159866863937, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.015376606726316841, 'max_pnl_target': 0.12944137945700368, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.04953220978033493, 'max_pnl_target': 0.20621464581235943, 'max_calls_for_rule': 64}}
|
1,950 |
XRPUSD
|
{'omega': 1.0322943823205102, 'alpha': [0.129518498369778], 'beta': [0.8487655051027854], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.30491, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 450.7694880811288, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 202, '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': 79075.7939774831, 'LEVERAGE': 37, 'UNIT_BUDGET': 2482.542557903395, 'INITIAL_MARGIN_PER_UNIT': 12.182959137327806, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79075.7939774831, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.182959137327806, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004502276173095461, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.5289362444964496, 'MAX_PENALTY_DURATION_HOURS': 875, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6116192270818888, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.008183297870178864, 'max_pnl_target': 0.06622431456671206, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.021588023835462565, 'max_pnl_target': 0.18583294010146814, 'max_calls_for_rule': 139}}
|
1,951 |
BNBUSD
|
{'omega': 3.9129531060301974, 'alpha': [0.12212317489025241], 'beta': [0.8758768251097475], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.4325, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1167.651324221597, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 164, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 113260.69025257404, 'LEVERAGE': 107, 'UNIT_BUDGET': 687.82620781688, 'INITIAL_MARGIN_PER_UNIT': 10.912629198332683, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113260.69025257404, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.912629198332683, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004125959829260997, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 2.347473870691964, 'MAX_PENALTY_DURATION_HOURS': 418, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29376754734354743, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.020988855254752928, 'max_pnl_target': 0.13697491510506538, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.04776421624181095, 'max_pnl_target': 0.15186689555931718, 'max_calls_for_rule': 49}}
|
1,952 |
BTCUSD
|
{'omega': 52.934697195500924, 'alpha': [0.21963063268215616], 'beta': [0.6979027262835802], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 329.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 517.7973223716816, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 27, 'MAX_CONCURRENT_UNITS': 309, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98035.2217176272, 'LEVERAGE': 47, 'UNIT_BUDGET': 317.1343588958404, 'INITIAL_MARGIN_PER_UNIT': 11.01696430578046, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98035.2217176272, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.01696430578046, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002382116120896713, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.577828296673153, 'MAX_PENALTY_DURATION_HOURS': 1296, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31234970268418705, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.027201974528260155, 'max_pnl_target': 0.08650924414949292, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.10005314634249886, 'max_pnl_target': 0.24018219192267054, 'max_calls_for_rule': 23}}
|
1,953 |
NIFTY50
|
{'omega': 0.2438299397300834, 'alpha': [0.08282349979284517], 'beta': [0.9151765002071548], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009079594623091424, 'historical_segment_start_price': 16176.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 733.3808638893448, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 253, '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': 184796.91863436162, 'LEVERAGE': 106, 'UNIT_BUDGET': 1763.5141694774736, 'INITIAL_MARGIN_PER_UNIT': 6.9186873951824985, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184796.91863436162, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.9186873951824985, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020254041347752723, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.5358868666517207, 'MAX_PENALTY_DURATION_HOURS': 175, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44522966441514483, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.0458653350439754, 'max_pnl_target': 0.1223572276488543, 'max_calls_for_rule': 146}, 'moderate_calls': {'min_pnl_target': 0.09314242288982041, 'max_pnl_target': 0.3088006744761812, 'max_calls_for_rule': 237}}
|
1,954 |
XRPUSD
|
{'omega': 1.5868197868723473, 'alpha': [0.1642523752893713], 'beta': [0.7903528518540323], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.27306, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1039.8486097189937, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 245, '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': 83301.31335248044, 'LEVERAGE': 113, 'UNIT_BUDGET': 2271.887309040221, 'INITIAL_MARGIN_PER_UNIT': 9.202200086008792, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83301.31335248044, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.202200086008792, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001578400014617293, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 2.950158667830042, 'MAX_PENALTY_DURATION_HOURS': 710, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2618372817566259, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 54, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 3240}
|
{'small_calls': {'min_pnl_target': 0.037402824945649324, 'max_pnl_target': 0.15059079170957096, 'max_calls_for_rule': 141}, 'moderate_calls': {'min_pnl_target': 0.09591771970031829, 'max_pnl_target': 0.19901328767398746, 'max_calls_for_rule': 202}}
|
1,955 |
BTCUSD
|
{'omega': 0.11940629653329944, 'alpha': [0.11159985916872249], 'beta': [0.8864001408312776], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16802.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 162.9175898092577, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 363, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 150079.028276783, 'LEVERAGE': 17, 'UNIT_BUDGET': 412.4723250257419, 'INITIAL_MARGIN_PER_UNIT': 9.583387635838688, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150079.028276783, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.583387635838688, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011361419979096156, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 1.8273539932569378, 'MAX_PENALTY_DURATION_HOURS': 1298, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6260441143559051, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.03739963374738255, 'max_pnl_target': 0.1291437780109606, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.05377439813735846, 'max_pnl_target': 0.2904797504869261, 'max_calls_for_rule': 40}}
|
1,956 |
XRPUSD
|
{'omega': 1.6934294707649382, 'alpha': [0.09727000577632175], 'beta': [0.8655299636088075], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32526, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 216.42310100114318, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 238, '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': 86171.12433934897, 'LEVERAGE': 41, 'UNIT_BUDGET': 1266.0525782229586, 'INITIAL_MARGIN_PER_UNIT': 5.2786122195400775, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86171.12433934897, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.2786122195400775, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025261086763883763, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.034808141035485, 'MAX_PENALTY_DURATION_HOURS': 285, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7441809701810247, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.03568397983957564, 'max_pnl_target': 0.11203762191592379, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.07376735329871384, 'max_pnl_target': 0.24987589969901294, 'max_calls_for_rule': 203}}
|
1,957 |
ADAUSD
|
{'omega': 0.682579258327575, 'alpha': [0.05160743108554736], 'beta': [0.9463925689144528], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.0882785093353435, 'historical_segment_start_price': 1.682, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1339.7502430853224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 133, 'MAX_CONCURRENT_UNITS': 113, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165485.82315554604, 'LEVERAGE': 124, 'UNIT_BUDGET': 1453.1191666946904, 'INITIAL_MARGIN_PER_UNIT': 10.80443744423647, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165485.82315554604, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.80443744423647, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003298801531602824, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 123, 'PENALTY_DURATION_MULTIPLIER': 2.9498827339267706, 'MAX_PENALTY_DURATION_HOURS': 1316, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25484239669667785, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.04590911686478609, 'max_pnl_target': 0.1168454980926921, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.0281802825491363, 'max_pnl_target': 0.12917502087732582, 'max_calls_for_rule': 129}}
|
1,958 |
BNBUSD
|
{'omega': 2.083223821548178, 'alpha': [0.07349961399432915], 'beta': [0.839251469913259], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022073982115501857, 'historical_segment_start_price': 224.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 158.67443901857862, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131263.73333891173, 'LEVERAGE': 23, 'UNIT_BUDGET': 1395.2892738759276, 'INITIAL_MARGIN_PER_UNIT': 6.898888652981679, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131263.73333891173, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.898888652981679, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001283300171699902, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 1.8225469915697945, 'MAX_PENALTY_DURATION_HOURS': 263, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1509090532953951, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.03665428095740322, 'max_pnl_target': 0.11651415512727706, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.025134632436841196, 'max_pnl_target': 0.17809205862904656, 'max_calls_for_rule': 151}}
|
1,959 |
ETHUSD
|
{'omega': 1.4525171621602233, 'alpha': [0.08344126110785885], 'beta': [0.9145587388921411], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 293.46, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 887.6143643953214, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, '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': 88207.62352718836, 'LEVERAGE': 121, 'UNIT_BUDGET': 1126.652301512767, 'INITIAL_MARGIN_PER_UNIT': 7.335655904093565, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88207.62352718836, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.335655904093565, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00194241883868991, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.0106963850026114, 'MAX_PENALTY_DURATION_HOURS': 324, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28808471750526926, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.04260343266515812, 'max_pnl_target': 0.15357991566823767, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.05089690412927373, 'max_pnl_target': 0.1770000639321008, 'max_calls_for_rule': 97}}
|
1,960 |
XRPUSD
|
{'omega': 2.485461284438369, 'alpha': [0.10092516030811864], 'beta': [0.8427283359651199], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3303, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1030.61977051763, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 195, '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': 54296.377666098175, 'LEVERAGE': 113, 'UNIT_BUDGET': 1792.0567209650706, 'INITIAL_MARGIN_PER_UNIT': 9.120528942633895, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54296.377666098175, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.120528942633895, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002316848878348863, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 1.634163838025183, 'MAX_PENALTY_DURATION_HOURS': 1070, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17048751577092724, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.039480581827743964, 'max_pnl_target': 0.18729297168333633, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.09461744613471505, 'max_pnl_target': 0.24567139846659963, 'max_calls_for_rule': 180}}
|
1,961 |
ETHUSD
|
{'omega': 10.15198419116848, 'alpha': [0.11711425721339576], 'beta': [0.7700067960237197], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 248.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 794.7046763260262, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121842.46227635567, 'LEVERAGE': 69, 'UNIT_BUDGET': 2282.1862389098146, 'INITIAL_MARGIN_PER_UNIT': 11.517459077188786, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121842.46227635567, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.517459077188786, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002448401239039351, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 1.999460923526899, 'MAX_PENALTY_DURATION_HOURS': 1209, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28439650019204255, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.013201888465172285, 'max_pnl_target': 0.1431889819948837, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.018181046947767496, 'max_pnl_target': 0.2636720627243653, 'max_calls_for_rule': 121}}
|
1,962 |
BNBUSD
|
{'omega': 8.311435507905916, 'alpha': [0.08467936770396199], 'beta': [0.9133206322960379], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3207, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 241.92363006748175, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 241, 'MAX_CONCURRENT_UNITS': 122, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 193865.42604160772, 'LEVERAGE': 37, 'UNIT_BUDGET': 1585.053653365296, 'INITIAL_MARGIN_PER_UNIT': 6.538476488310318, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193865.42604160772, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.538476488310318, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038001766341552124, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.5799852815709845, 'MAX_PENALTY_DURATION_HOURS': 191, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.609503876576407, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.011811167283733938, 'max_pnl_target': 0.15941910093030692, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.07005813202097826, 'max_pnl_target': 0.1793817739996132, 'max_calls_for_rule': 203}}
|
1,963 |
NIFTYBANK
|
{'omega': 0.7450762940558592, 'alpha': [0.08161002338449776], 'beta': [0.8751108550524048], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02440053039125435, 'historical_segment_start_price': 38459.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 367.99111913141, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 112, 'MAX_CONCURRENT_UNITS': 185, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184262.49788897758, 'LEVERAGE': 42, 'UNIT_BUDGET': 991.7171054011886, 'INITIAL_MARGIN_PER_UNIT': 8.76169331265262, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184262.49788897758, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.76169331265262, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027266083845061215, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 1.852507395691457, 'MAX_PENALTY_DURATION_HOURS': 418, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5611668243411546, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.01051174058141064, 'max_pnl_target': 0.09725148491063071, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.01688911699486152, 'max_pnl_target': 0.17512887688251616, 'max_calls_for_rule': 106}}
|
1,964 |
BTCUSD
|
{'omega': 0.7790778699087265, 'alpha': [0.06109425896384905], 'beta': [0.8826896577889067], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.007527037730922, 'historical_segment_start_price': 50819.81, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 896.1015420522921, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 189, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 118332.41210686401, 'LEVERAGE': 83, 'UNIT_BUDGET': 2053.7788899499265, 'INITIAL_MARGIN_PER_UNIT': 10.796404121111953, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118332.41210686401, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.796404121111953, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001828060198803382, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 1.728994160792153, 'MAX_PENALTY_DURATION_HOURS': 217, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5946341925822084, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.03382573647506292, 'max_pnl_target': 0.11439435638880335, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.06938994061618099, 'max_pnl_target': 0.20783791186360934, 'max_calls_for_rule': 145}}
|
1,965 |
BNBUSD
|
{'omega': 0.4999975838505117, 'alpha': [0.08502675892095242], 'beta': [0.83807029934741], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029214496726437396, 'historical_segment_start_price': 574.1, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 433.6251765728426, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, 'MAX_CONCURRENT_UNITS': 128, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173157.72344273652, 'LEVERAGE': 33, 'UNIT_BUDGET': 1349.434857789135, 'INITIAL_MARGIN_PER_UNIT': 13.140156865843714, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173157.72344273652, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.140156865843714, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002609030643686298, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 1.9126844696981902, 'MAX_PENALTY_DURATION_HOURS': 410, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3091059217604078, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.02226000380422257, 'max_pnl_target': 0.09892465159063729, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.0846046489597709, 'max_pnl_target': 0.24914850688028048, 'max_calls_for_rule': 78}}
|
1,966 |
ADAUSD
|
{'omega': 1.998537407743446, 'alpha': [0.0631762995876795], 'beta': [0.9348237004123205], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.372854773491662, 'historical_segment_start_price': 0.04512, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1084.334721447256, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 165, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154993.72622161807, 'LEVERAGE': 74, 'UNIT_BUDGET': 937.4002444009539, 'INITIAL_MARGIN_PER_UNIT': 14.653171911449407, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154993.72622161807, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.653171911449407, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025118318736547683, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 1.5753634799291159, 'MAX_PENALTY_DURATION_HOURS': 1435, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4150641145854028, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.014004004812322663, 'max_pnl_target': 0.16120892805366224, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.07366227481345726, 'max_pnl_target': 0.2716154725478145, 'max_calls_for_rule': 42}}
|
1,967 |
XRPUSD
|
{'omega': 1.4051231530944865, 'alpha': [0.1311029196061211], 'beta': [0.8029078115741994], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013063104979905845, 'historical_segment_start_price': 0.29376, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 122.26663542450794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 278, 'MAX_CONCURRENT_UNITS': 26, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65594.23094997366, 'LEVERAGE': 14, 'UNIT_BUDGET': 2441.0733438893835, 'INITIAL_MARGIN_PER_UNIT': 8.733331101750567, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65594.23094997366, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.733331101750567, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003693029002315972, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 2.752355808927679, 'MAX_PENALTY_DURATION_HOURS': 559, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3079005761525867, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.039516806850536546, 'max_pnl_target': 0.13604486908560465, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.09375411347032911, 'max_pnl_target': 0.19607561461238437, 'max_calls_for_rule': 253}}
|
1,968 |
BNBUSD
|
{'omega': 5.395221495777615, 'alpha': [0.08461742262534797], 'beta': [0.9133825773746521], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 21.7995, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 90.80140826718423, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 203, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 130289.06174781697, 'LEVERAGE': 14, 'UNIT_BUDGET': 641.1666311737106, 'INITIAL_MARGIN_PER_UNIT': 6.485814876227445, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130289.06174781697, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.485814876227445, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031046515431745643, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 40, 'PENALTY_DURATION_MULTIPLIER': 2.1707903951833916, 'MAX_PENALTY_DURATION_HOURS': 1349, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46489808437731817, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 21, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 1260}
|
{'small_calls': {'min_pnl_target': 0.022455758958507488, 'max_pnl_target': 0.0866025602568276, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.021539058148186616, 'max_pnl_target': 0.14824570273830023, 'max_calls_for_rule': 90}}
|
1,969 |
XRPUSD
|
{'omega': 0.2166472835695626, 'alpha': [0.06449376193091301], 'beta': [0.8586757951635616], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.351401625147341, 'historical_segment_start_price': 0.5884, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 409.27020368038836, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, 'MAX_CONCURRENT_UNITS': 246, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199568.0039864084, 'LEVERAGE': 51, 'UNIT_BUDGET': 810.4217487924944, 'INITIAL_MARGIN_PER_UNIT': 8.024905954517418, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199568.0039864084, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.024905954517418, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004109439981941433, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.5122496818687186, 'MAX_PENALTY_DURATION_HOURS': 905, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15063395335504248, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.03973054372916479, 'max_pnl_target': 0.14565230029710619, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.06005383127332703, 'max_pnl_target': 0.26599768765613185, 'max_calls_for_rule': 91}}
|
1,970 |
ADAUSD
|
{'omega': 1.5371311825221299, 'alpha': [0.055967888721670515], 'beta': [0.9420321112783294], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.26026806802033, 'historical_segment_start_price': 1.095, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1394.7865209128215, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 116, 'MAX_CONCURRENT_UNITS': 108, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146273.49239321784, 'LEVERAGE': 122, 'UNIT_BUDGET': 1347.176817830319, 'INITIAL_MARGIN_PER_UNIT': 11.432676400924766, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146273.49239321784, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.432676400924766, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004991730991900112, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.623141701751149, 'MAX_PENALTY_DURATION_HOURS': 890, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5536387739594892, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.02025477812200115, 'max_pnl_target': 0.07857866347333665, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.03667980870669606, 'max_pnl_target': 0.2781684185974287, 'max_calls_for_rule': 80}}
|
1,971 |
XRPUSD
|
{'omega': 1.3318661691220621, 'alpha': [0.06301825115887622], 'beta': [0.8358975519899304], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014331371503801899, 'historical_segment_start_price': 0.8874, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 256.1914319227149, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, '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': 76724.78813974257, 'LEVERAGE': 22, 'UNIT_BUDGET': 1632.878329070822, 'INITIAL_MARGIN_PER_UNIT': 11.645065087396132, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76724.78813974257, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.645065087396132, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00440307935762186, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.682858985707529, 'MAX_PENALTY_DURATION_HOURS': 833, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5656153651169904, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.026799578456211035, 'max_pnl_target': 0.11031681397442178, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.0795155114431317, 'max_pnl_target': 0.23894404014388926, 'max_calls_for_rule': 137}}
|
1,972 |
GOOGLUSD
|
{'omega': 1.9767411305036542, 'alpha': [0.09117303297277034], 'beta': [0.8948946969512841], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028361615208432098, 'historical_segment_start_price': 2288.92, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1351.1143494033558, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, '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': 171573.49413954432, 'LEVERAGE': 110, 'UNIT_BUDGET': 2013.417562656217, 'INITIAL_MARGIN_PER_UNIT': 12.28285772184869, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171573.49413954432, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.28285772184869, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035246010026668373, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 2.970137340000236, 'MAX_PENALTY_DURATION_HOURS': 971, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6844714156511994, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.02907065934107756, 'max_pnl_target': 0.1722674744072667, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.011920876418929631, 'max_pnl_target': 0.25693351133663195, 'max_calls_for_rule': 155}}
|
1,973 |
NIFTY50
|
{'omega': 0.38521855655913334, 'alpha': [0.010356466648801252], 'beta': [0.9329062217400446], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.022334744329364, 'historical_segment_start_price': 8288.3, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 186.1028827688913, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124887.46745140835, 'LEVERAGE': 14, 'UNIT_BUDGET': 1906.2372824029117, 'INITIAL_MARGIN_PER_UNIT': 13.293063054920808, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124887.46745140835, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.293063054920808, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003409062058339209, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.31870810043852, 'MAX_PENALTY_DURATION_HOURS': 704, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5229312483948785, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.04406347193871477, 'max_pnl_target': 0.1392484823190941, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.028198831747622187, 'max_pnl_target': 0.204927098882731, 'max_calls_for_rule': 95}}
|
1,974 |
XRPUSD
|
{'omega': 0.8257448244410648, 'alpha': [0.08116516922524016], 'beta': [0.8427171128181935], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.483449193491527, 'historical_segment_start_price': 0.7543, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1329.5610332564738, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 66, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158197.555144129, 'LEVERAGE': 110, 'UNIT_BUDGET': 2396.390977313018, 'INITIAL_MARGIN_PER_UNIT': 12.086918484149761, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158197.555144129, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.086918484149761, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028319689580897332, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.6712083370398023, 'MAX_PENALTY_DURATION_HOURS': 792, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5924819950077479, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.037062980329739335, 'max_pnl_target': 0.1329341937379568, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.012806937878735623, 'max_pnl_target': 0.25046529462528055, 'max_calls_for_rule': 149}}
|
1,975 |
NIFTY50
|
{'omega': 0.3214016956591863, 'alpha': [0.12186729344473432], 'beta': [0.8761327065552658], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.02146001000659, 'historical_segment_start_price': 7459.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 900.3650049858525, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, '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': 84922.18327026273, 'LEVERAGE': 77, 'UNIT_BUDGET': 2144.0430532559417, 'INITIAL_MARGIN_PER_UNIT': 11.693052012803278, 'MAX_TRADING_CAPITAL_FOR_UNITS': 84922.18327026273, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.693052012803278, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004098040373577401, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 2.886987993470664, 'MAX_PENALTY_DURATION_HOURS': 772, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18706067430344378, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 31, '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': 0.022689949335301256, 'max_pnl_target': 0.11160322973542178, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.012686227335651867, 'max_pnl_target': 0.1365508120893734, 'max_calls_for_rule': 166}}
|
1,976 |
XRPUSD
|
{'omega': 0.8357640074272528, 'alpha': [0.08743205093123545], 'beta': [0.8219023153513394], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.22399, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 841.7866574986916, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 34, 'MAX_CONCURRENT_UNITS': 210, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 96730.51629765402, 'LEVERAGE': 65, 'UNIT_BUDGET': 459.6418044300956, 'INITIAL_MARGIN_PER_UNIT': 12.950563961518332, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96730.51629765402, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.950563961518332, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003310978683178823, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.4320433484389694, 'MAX_PENALTY_DURATION_HOURS': 721, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5099592375548829, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.011176486374258998, 'max_pnl_target': 0.1094279055336002, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.03746530822140837, 'max_pnl_target': 0.1438579283774791, 'max_calls_for_rule': 31}}
|
1,977 |
ADAUSD
|
{'omega': 0.9078937820245458, 'alpha': [0.0876122265464342], 'beta': [0.8871006884372148], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.883838826837449, 'historical_segment_start_price': 0.4667, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 668.855765659251, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 219, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131934.91584104102, 'LEVERAGE': 73, 'UNIT_BUDGET': 2018.7754994630982, 'INITIAL_MARGIN_PER_UNIT': 9.162407748756863, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131934.91584104102, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.162407748756863, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012832085838020359, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 1.976963060951243, 'MAX_PENALTY_DURATION_HOURS': 1434, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40910471796391074, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.030714493939452952, 'max_pnl_target': 0.11724349676704829, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.04092467556814676, 'max_pnl_target': 0.2483609563560718, 'max_calls_for_rule': 159}}
|
1,978 |
ADAUSD
|
{'omega': 1.1234627696644346, 'alpha': [0.0730822746206667], 'beta': [0.8320207976997961], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.4473365944106895, 'historical_segment_start_price': 2.268, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 730.1513323047233, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 248, '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': 91192.29454395856, 'LEVERAGE': 85, 'UNIT_BUDGET': 2144.826449118125, 'INITIAL_MARGIN_PER_UNIT': 8.590015674173214, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91192.29454395856, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.590015674173214, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010391992625783009, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.224566261945858, 'MAX_PENALTY_DURATION_HOURS': 546, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0975370308435971, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.024541954704753212, 'max_pnl_target': 0.15244032008455632, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.011916506740595979, 'max_pnl_target': 0.14210437869576986, 'max_calls_for_rule': 179}}
|
1,979 |
ETHUSD
|
{'omega': 3.823243351342282, 'alpha': [0.07697160239357999], 'beta': [0.9170229337473679], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 404.25, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1613.2990411651563, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80282.1516862663, 'LEVERAGE': 116, 'UNIT_BUDGET': 1387.2578549671352, 'INITIAL_MARGIN_PER_UNIT': 13.907750354872036, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80282.1516862663, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.907750354872036, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003086233688956509, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 1.9398091990551682, 'MAX_PENALTY_DURATION_HOURS': 684, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6061878798297625, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 26, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 1560}
|
{'small_calls': {'min_pnl_target': 0.04859731249452099, 'max_pnl_target': 0.10718408988911564, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.01347240915838543, 'max_pnl_target': 0.22806627098150684, 'max_calls_for_rule': 63}}
|
1,980 |
ETHUSD
|
{'omega': 3.326544323490161, 'alpha': [0.13090255879492763], 'beta': [0.7796810785746626], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 170.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 744.097929266362, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 191, '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': 64196.48107844257, 'LEVERAGE': 117, 'UNIT_BUDGET': 1226.8326268166948, 'INITIAL_MARGIN_PER_UNIT': 6.359811361250958, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64196.48107844257, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.359811361250958, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011087028457551567, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 1.9808458401786417, 'MAX_PENALTY_DURATION_HOURS': 1116, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5734634009520289, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 44, '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': 0.010040085696056368, 'max_pnl_target': 0.15887742494182738, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.06940126581540294, 'max_pnl_target': 0.26567350525105393, 'max_calls_for_rule': 139}}
|
1,981 |
BTCUSD
|
{'omega': 6.322880865806155, 'alpha': [0.12126405272035902], 'beta': [0.876735947279641], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019294985629544473, 'historical_segment_start_price': 7926.32, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 189.31789621881444, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 248, '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': 66530.34341561362, 'LEVERAGE': 22, 'UNIT_BUDGET': 2145.7682432886418, 'INITIAL_MARGIN_PER_UNIT': 8.60535891903702, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66530.34341561362, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.60535891903702, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004407068353531007, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.173584953405251, 'MAX_PENALTY_DURATION_HOURS': 986, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13037616284559175, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.04313760488581449, 'max_pnl_target': 0.10297403975551916, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.09799776813175161, 'max_pnl_target': 0.20270519777489304, 'max_calls_for_rule': 200}}
|
1,982 |
ETHUSD
|
{'omega': 1.768654985979984, 'alpha': [0.08237786141245308], 'beta': [0.8457151827234325], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 396.11, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 914.9852880310053, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 295, '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': 139875.6018941407, 'LEVERAGE': 113, 'UNIT_BUDGET': 2399.375137076659, 'INITIAL_MARGIN_PER_UNIT': 8.09721493832748, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139875.6018941407, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.09721493832748, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045065677641798986, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 2.0359596138557574, 'MAX_PENALTY_DURATION_HOURS': 671, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6489331052584049, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.05041921656109857, 'max_pnl_target': 0.13957953068332632, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.08515856576662828, 'max_pnl_target': 0.22789371767830952, 'max_calls_for_rule': 205}}
|
1,983 |
NIFTYENERGY
|
{'omega': 0.5498037403064018, 'alpha': [0.07703877765137415], 'beta': [0.8986974146022936], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.160120937414601, 'historical_segment_start_price': 14150.15, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 282.2784362178541, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 221, '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': 179344.7629530963, 'LEVERAGE': 26, 'UNIT_BUDGET': 2419.0891516561824, 'INITIAL_MARGIN_PER_UNIT': 10.856862931455927, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179344.7629530963, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.856862931455927, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018953659546510583, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 1.8817556873462369, 'MAX_PENALTY_DURATION_HOURS': 1072, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5896378437590047, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.028284138334533963, 'max_pnl_target': 0.13194173160569672, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.0634023354933421, 'max_pnl_target': 0.20184690273581263, 'max_calls_for_rule': 144}}
|
1,984 |
ADAUSD
|
{'omega': 4.276749423153741, 'alpha': [0.1417156831577942], 'beta': [0.8278594713358882], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.1579511717618924, 'historical_segment_start_price': 0.04218, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 656.4731600163494, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 374, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170667.39470951393, 'LEVERAGE': 103, 'UNIT_BUDGET': 2390.7355768866864, 'INITIAL_MARGIN_PER_UNIT': 6.373525825401451, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170667.39470951393, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.373525825401451, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004487263171296096, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 2.9018534245661236, 'MAX_PENALTY_DURATION_HOURS': 569, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5532021697339523, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.03681205572536356, 'max_pnl_target': 0.17190196322189086, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.03595633211969749, 'max_pnl_target': 0.16166812581870565, 'max_calls_for_rule': 253}}
|
1,985 |
BTCUSD
|
{'omega': 3.9752159376835685, 'alpha': [0.0801927781361344], 'beta': [0.9178072218638655], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11451.35, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 135.7040312389644, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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': 86184.71929152473, 'LEVERAGE': 11, 'UNIT_BUDGET': 1473.7857504952676, 'INITIAL_MARGIN_PER_UNIT': 12.336730112633127, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86184.71929152473, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.336730112633127, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003130947229370111, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 1.7608807014408616, 'MAX_PENALTY_DURATION_HOURS': 758, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48991008189565094, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.014996579180277286, 'max_pnl_target': 0.07108110688668473, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.07211795466953166, 'max_pnl_target': 0.23435279321505384, 'max_calls_for_rule': 107}}
|
1,986 |
ADAUSD
|
{'omega': 1.0025005327191607, 'alpha': [0.06507085693663818], 'beta': [0.8739721063576873], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.006923473474096608, 'historical_segment_start_price': 2.159, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 486.2478647405375, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 282, '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': 151447.3547961203, 'LEVERAGE': 68, 'UNIT_BUDGET': 2025.9041629101266, 'INITIAL_MARGIN_PER_UNIT': 7.1507038932431986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151447.3547961203, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.1507038932431986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004369905671235898, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 1.9772738003400616, 'MAX_PENALTY_DURATION_HOURS': 1227, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09051813063412598, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.01878892515544608, 'max_pnl_target': 0.11840158188473576, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.08939472783512513, 'max_pnl_target': 0.20016532468425158, 'max_calls_for_rule': 252}}
|
1,987 |
NIFTYFMCG
|
{'omega': 1.292833808984023, 'alpha': [0.1696186750500124], 'beta': [0.8283813249499876], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010327581650130516, 'historical_segment_start_price': 20225.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 271.9986373208477, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, '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': 163436.9437935365, 'LEVERAGE': 29, 'UNIT_BUDGET': 539.4821107957312, 'INITIAL_MARGIN_PER_UNIT': 9.3792633558913, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163436.9437935365, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.3792633558913, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004941304631287965, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.4662080561189725, 'MAX_PENALTY_DURATION_HOURS': 840, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15304454329648387, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.046033695532100564, 'max_pnl_target': 0.17948286673965413, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.017908937359857706, 'max_pnl_target': 0.19813297725981252, 'max_calls_for_rule': 34}}
|
1,988 |
NIFTYFMCG
|
{'omega': 0.23402092353104548, 'alpha': [0.09664880300705952], 'beta': [0.8488674101781876], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.024119689557083854, 'historical_segment_start_price': 34153.75, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 189.66520190143547, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, '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': 81372.57715901324, 'LEVERAGE': 17, 'UNIT_BUDGET': 2330.0185707470587, 'INITIAL_MARGIN_PER_UNIT': 11.15677658243738, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81372.57715901324, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.15677658243738, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002148252735183691, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 1.7036556114873602, 'MAX_PENALTY_DURATION_HOURS': 405, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6285936112969134, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.018358150506368687, 'max_pnl_target': 0.11181766903904708, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.09585754140727405, 'max_pnl_target': 0.2321440743523448, 'max_calls_for_rule': 181}}
|
1,989 |
TSLAUSD
|
{'omega': 1.0656421087416235, 'alpha': [0.076035309935584], 'beta': [0.9219646900644158], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.038505301643070526, 'historical_segment_start_price': 308.52, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 137.67855433905217, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 110, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60550.74508387292, 'LEVERAGE': 16, 'UNIT_BUDGET': 547.3880235634351, 'INITIAL_MARGIN_PER_UNIT': 8.60490964619076, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60550.74508387292, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.60490964619076, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030199259060941825, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 2.257809306826893, 'MAX_PENALTY_DURATION_HOURS': 1147, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4510927808491216, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.040665306096186474, 'max_pnl_target': 0.13414216410437468, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.056735906924376904, 'max_pnl_target': 0.2241979485770741, 'max_calls_for_rule': 61}}
|
1,990 |
XRPUSD
|
{'omega': 0.35820962876988616, 'alpha': [0.06320961829565493], 'beta': [0.931995041495085], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.828200654217701, 'historical_segment_start_price': 0.5989, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1327.4984890784463, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, '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': 61443.47494337126, 'LEVERAGE': 95, 'UNIT_BUDGET': 1177.2298539943727, 'INITIAL_MARGIN_PER_UNIT': 13.973668306088907, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61443.47494337126, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.973668306088907, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003924957343845708, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.757393601579226, 'MAX_PENALTY_DURATION_HOURS': 1016, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15924946624755668, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.008174493548129259, 'max_pnl_target': 0.10104323696426375, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.025058762556051432, 'max_pnl_target': 0.13192260212286752, 'max_calls_for_rule': 54}}
|
1,991 |
NIFTYIT
|
{'omega': 0.6343342635527954, 'alpha': [0.0851251315966061], 'beta': [0.8552908058030314], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009791325494213443, 'historical_segment_start_price': 12498.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 459.1022026054174, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 360, 'MAX_CONCURRENT_UNITS': 88, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 172782.7716732149, 'LEVERAGE': 85, 'UNIT_BUDGET': 1954.0563161387113, 'INITIAL_MARGIN_PER_UNIT': 5.401202383593146, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172782.7716732149, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.401202383593146, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003714216972356621, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.8869078395691155, 'MAX_PENALTY_DURATION_HOURS': 952, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24445316518756743, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.02998815220898785, 'max_pnl_target': 0.1798089458106796, 'max_calls_for_rule': 200}, 'moderate_calls': {'min_pnl_target': 0.016079703501924066, 'max_pnl_target': 0.1277641955994496, 'max_calls_for_rule': 352}}
|
1,992 |
ADAUSD
|
{'omega': 2.3619454288717185, 'alpha': [0.08322850874357639], 'beta': [0.824527230926799], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.10579, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 639.9681886361508, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 124, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60632.85094460752, 'LEVERAGE': 44, 'UNIT_BUDGET': 487.29668098001025, 'INITIAL_MARGIN_PER_UNIT': 14.544731559912517, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60632.85094460752, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.544731559912517, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0046514926463818735, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 72, 'PENALTY_DURATION_MULTIPLIER': 2.013588590869426, 'MAX_PENALTY_DURATION_HOURS': 1064, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5357590262726599, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.008444183861519053, 'max_pnl_target': 0.09571854279070968, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.07813062121311509, 'max_pnl_target': 0.24974796497918544, 'max_calls_for_rule': 22}}
|
1,993 |
BTCUSD
|
{'omega': 2.6229528961075923, 'alpha': [0.06560832879358876], 'beta': [0.9323916712064112], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02001263181171337, 'historical_segment_start_price': 6915.47, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 751.7786705022334, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 66, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154727.3612523627, 'LEVERAGE': 56, 'UNIT_BUDGET': 2311.103946989498, 'INITIAL_MARGIN_PER_UNIT': 13.424619116111309, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154727.3612523627, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.424619116111309, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024996758913869974, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 1.9871777730881173, 'MAX_PENALTY_DURATION_HOURS': 965, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06875934000697213, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.03314439677222717, 'max_pnl_target': 0.18204008576813416, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.052295069028194086, 'max_pnl_target': 0.20050308919844176, 'max_calls_for_rule': 107}}
|
1,994 |
NIFTYIT
|
{'omega': 0.6192655170128483, 'alpha': [0.1297257347368021], 'beta': [0.8093361395562815], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02060447286492151, 'historical_segment_start_price': 10794.95, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 546.9335694783924, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, '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': 131858.60652718245, 'LEVERAGE': 44, 'UNIT_BUDGET': 675.8757621783461, 'INITIAL_MARGIN_PER_UNIT': 12.43030839723619, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131858.60652718245, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.43030839723619, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004149555941238437, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.195407884623699, 'MAX_PENALTY_DURATION_HOURS': 296, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3891642452714886, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.0313720463520565, 'max_pnl_target': 0.11255584438438199, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.08324121628148569, 'max_pnl_target': 0.2267597079162782, 'max_calls_for_rule': 45}}
|
1,995 |
NIFTYIT
|
{'omega': 0.2827045451473474, 'alpha': [0.10230307528128699], 'beta': [0.8956969247187131], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.412300348835329, 'historical_segment_start_price': 15381.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 668.1775931182665, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 294, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 52882.479425349884, 'LEVERAGE': 105, 'UNIT_BUDGET': 1882.3783085150187, 'INITIAL_MARGIN_PER_UNIT': 6.363596124935872, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52882.479425349884, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.363596124935872, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00375362322918277, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 2.5127073040987904, 'MAX_PENALTY_DURATION_HOURS': 772, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6748374914975857, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.040214155289574935, 'max_pnl_target': 0.1071148522332069, 'max_calls_for_rule': 163}, 'moderate_calls': {'min_pnl_target': 0.0422341708066886, 'max_pnl_target': 0.2857790558680471, 'max_calls_for_rule': 283}}
|
1,996 |
NIFTYFIN
|
{'omega': 0.16646298348547348, 'alpha': [0.07375676496497706], 'beta': [0.9148492222343805], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.929550861512515, 'historical_segment_start_price': 20749.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 268.45257833119314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 147, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69030.08764367901, 'LEVERAGE': 20, 'UNIT_BUDGET': 468.1900339222458, 'INITIAL_MARGIN_PER_UNIT': 13.422628916559656, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69030.08764367901, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.422628916559656, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00392469738810782, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 2.6245076512446897, 'MAX_PENALTY_DURATION_HOURS': 1390, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24665110277000857, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.03514021911324528, 'max_pnl_target': 0.17154539416786668, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.04479706042435536, 'max_pnl_target': 0.2895025064105538, 'max_calls_for_rule': 20}}
|
1,997 |
ETHUSD
|
{'omega': 1.4533086453724595, 'alpha': [0.07281287200869291], 'beta': [0.9251871279913071], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.46743368, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 271.7501308115216, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 198, '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': 167268.99566681415, 'LEVERAGE': 22, 'UNIT_BUDGET': 2459.0275849353175, 'INITIAL_MARGIN_PER_UNIT': 12.352278673250982, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167268.99566681415, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.352278673250982, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00356488636674258, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 139, 'PENALTY_DURATION_MULTIPLIER': 1.5969090828616375, 'MAX_PENALTY_DURATION_HOURS': 1096, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6850290836776077, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.029231494012288115, 'max_pnl_target': 0.11493213334323821, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.09443552027609908, 'max_pnl_target': 0.337247040513899, 'max_calls_for_rule': 156}}
|
1,998 |
XRPUSD
|
{'omega': 0.57178849034526, 'alpha': [0.06653889169999992], 'beta': [0.9314611083], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01921864816983301, 'historical_segment_start_price': 0.8265, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 237.47011782721688, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 388, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 130926.96724218348, 'LEVERAGE': 43, 'UNIT_BUDGET': 2150.4967608058805, 'INITIAL_MARGIN_PER_UNIT': 5.522560879702718, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130926.96724218348, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.522560879702718, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002690339277256212, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.930410292935732, 'MAX_PENALTY_DURATION_HOURS': 1156, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2192306930343357, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.011404332772757594, 'max_pnl_target': 0.08983727380094518, 'max_calls_for_rule': 142}, 'moderate_calls': {'min_pnl_target': 0.03644712545734017, 'max_pnl_target': 0.21406801052378174, 'max_calls_for_rule': 314}}
|
1,999 |
ADAUSD
|
{'omega': 1.2230931900958644, 'alpha': [0.057806859588541856], 'beta': [0.8906965238435924], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.666325212527273, 'historical_segment_start_price': 2.148, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 748.8895889878542, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 190, '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': 87648.034455146, 'LEVERAGE': 62, 'UNIT_BUDGET': 2309.434548265543, 'INITIAL_MARGIN_PER_UNIT': 12.078864338513776, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87648.034455146, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.078864338513776, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003287072142573857, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.411734273886728, 'MAX_PENALTY_DURATION_HOURS': 1127, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34953547952917063, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.01630652357177429, 'max_pnl_target': 0.12265245886557766, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.016243312653197128, 'max_pnl_target': 0.1566011156988835, 'max_calls_for_rule': 126}}
|
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