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
|
|---|---|---|---|---|
200 |
ETHUSD
|
{'omega': 5.503599688698663, 'alpha': [0.15390698499180605], 'beta': [0.7794163403031534], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 280.41, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 769.2474767613949, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 134, 'MAX_CONCURRENT_UNITS': 126, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 197001.99412529482, 'LEVERAGE': 67, 'UNIT_BUDGET': 1552.9369141107397, 'INITIAL_MARGIN_PER_UNIT': 11.4813056233044, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197001.99412529482, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.4813056233044, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004171911568854216, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 53, 'PENALTY_DURATION_MULTIPLIER': 2.555178226689349, 'MAX_PENALTY_DURATION_HOURS': 186, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6369050737544837, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.02498657250073399, 'max_pnl_target': 0.1172175508990455, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.06567005219349699, 'max_pnl_target': 0.2448008224696046, 'max_calls_for_rule': 88}}
|
201 |
TSLAUSD
|
{'omega': 0.9128182544524253, 'alpha': [0.08195395157169433], 'beta': [0.9160460484283056], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023049816345384215, 'historical_segment_start_price': 356.79, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 240.992560609444, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 61, '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': 98398.03245053726, 'LEVERAGE': 17, 'UNIT_BUDGET': 889.1332313299298, 'INITIAL_MARGIN_PER_UNIT': 14.176032977026118, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98398.03245053726, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.176032977026118, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011144611218723002, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.637820554916428, 'MAX_PENALTY_DURATION_HOURS': 770, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06368328713112648, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.022290834518547308, 'max_pnl_target': 0.12348722216291876, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.0885581901237511, 'max_pnl_target': 0.2619531039226669, 'max_calls_for_rule': 44}}
|
202 |
NIFTYBANK
|
{'omega': 0.41257584643299716, 'alpha': [0.07301661118369743], 'beta': [0.9115501782852933], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.017105864129681177, 'historical_segment_start_price': 34473.5, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 707.5258457464546, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 281, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 163442.27275651722, 'LEVERAGE': 51, 'UNIT_BUDGET': 580.6766152700865, 'INITIAL_MARGIN_PER_UNIT': 13.873055798950091, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163442.27275651722, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.873055798950091, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0043334998000372025, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 2.4138434475497013, 'MAX_PENALTY_DURATION_HOURS': 1090, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10962973171192866, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.04368430254158569, 'max_pnl_target': 0.09431087900600395, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.0736246026589327, 'max_pnl_target': 0.2430368730887506, 'max_calls_for_rule': 32}}
|
203 |
NIFTY500
|
{'omega': 0.0840245345256251, 'alpha': [0.07146939888462074], 'beta': [0.9265306011153794], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.0210261708429185, 'historical_segment_start_price': 15457.95, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 1060.3227451249784, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 116, 'MAX_CONCURRENT_UNITS': 99, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104658.95744398182, 'LEVERAGE': 119, 'UNIT_BUDGET': 1047.6589804287587, 'INITIAL_MARGIN_PER_UNIT': 8.910275169117465, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104658.95744398182, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.910275169117465, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023852331348298947, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 1.6274413365985771, 'MAX_PENALTY_DURATION_HOURS': 1081, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28375643156294345, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.02570504156639746, 'max_pnl_target': 0.13033827825823532, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.057018680257623335, 'max_pnl_target': 0.26423316748720777, 'max_calls_for_rule': 72}}
|
204 |
BTCUSD
|
{'omega': 0.6257725113588026, 'alpha': [0.13392504800694843], 'beta': [0.8328361140183751], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3942.28, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 817.4653289260268, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 527, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 189315.0529244838, 'LEVERAGE': 62, 'UNIT_BUDGET': 358.9536146265077, 'INITIAL_MARGIN_PER_UNIT': 13.184924660097206, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189315.0529244838, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.184924660097206, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001552788742187624, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 1.9209049628295851, 'MAX_PENALTY_DURATION_HOURS': 748, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27695181395901713, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.050433090205717915, 'max_pnl_target': 0.12966012695976936, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.08711917513904942, 'max_pnl_target': 0.30917185680004955, 'max_calls_for_rule': 25}}
|
205 |
ADAUSD
|
{'omega': 12.500383858179216, 'alpha': [0.145564841744312], 'beta': [0.7319590798273699], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2182, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 408.04299678309457, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, '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': 117974.6099473849, 'LEVERAGE': 49, 'UNIT_BUDGET': 774.3964219708799, 'INITIAL_MARGIN_PER_UNIT': 8.327408097614175, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117974.6099473849, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.327408097614175, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003875980450762023, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 1.7441299051847043, 'MAX_PENALTY_DURATION_HOURS': 1357, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13848013882169158, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.04258471023585657, 'max_pnl_target': 0.18931111514921867, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.04521725404328079, 'max_pnl_target': 0.14880769757802806, 'max_calls_for_rule': 86}}
|
206 |
NIFTYBANK
|
{'omega': 0.3299202155139665, 'alpha': [0.07801071329466197], 'beta': [0.8454694028576902], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.315279091970571, 'historical_segment_start_price': 24149.05, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 355.68812035371275, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 516, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 155944.5260600812, 'LEVERAGE': 45, 'UNIT_BUDGET': 301.7639495416958, 'INITIAL_MARGIN_PER_UNIT': 7.904180452304727, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155944.5260600812, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.904180452304727, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004416565763261923, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.2917834932480483, 'MAX_PENALTY_DURATION_HOURS': 1305, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07976819813698818, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.031314662017227025, 'max_pnl_target': 0.09509926283876169, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.0583617745138003, 'max_pnl_target': 0.2674864871258735, 'max_calls_for_rule': 36}}
|
207 |
BTCUSD
|
{'omega': 5.088863363466012, 'alpha': [0.08463203112215167], 'beta': [0.9133679688778484], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2197.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 308.1262795025791, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 179, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 160481.57431546634, 'LEVERAGE': 21, 'UNIT_BUDGET': 895.0376333806357, 'INITIAL_MARGIN_PER_UNIT': 14.67267997631329, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160481.57431546634, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.67267997631329, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034165048516565516, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 2.978016425677047, 'MAX_PENALTY_DURATION_HOURS': 190, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6015773506023675, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.026406780706176254, 'max_pnl_target': 0.16260410612812426, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.042739794726031045, 'max_pnl_target': 0.25636404569016186, 'max_calls_for_rule': 39}}
|
208 |
BTCUSD
|
{'omega': 2.7978894124744045, 'alpha': [0.13545925379920226], 'beta': [0.8400699580248565], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.030513110439023543, 'historical_segment_start_price': 10360.09, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 219.35713671126504, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 430, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190037.41456164108, 'LEVERAGE': 42, 'UNIT_BUDGET': 2251.783165525606, 'INITIAL_MARGIN_PER_UNIT': 5.222788969315834, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190037.41456164108, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.222788969315834, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00408741909085278, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 53, 'PENALTY_DURATION_MULTIPLIER': 2.9413236121726625, 'MAX_PENALTY_DURATION_HOURS': 1129, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4504089626241275, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.02522259491544555, 'max_pnl_target': 0.17316568833002788, 'max_calls_for_rule': 222}, 'moderate_calls': {'min_pnl_target': 0.02010597228786363, 'max_pnl_target': 0.1834920542509257, 'max_calls_for_rule': 339}}
|
209 |
ETHUSD
|
{'omega': 1.170090936033487, 'alpha': [0.08863731494438551], 'beta': [0.8411088065616665], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.28, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 717.5465642291487, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 228, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159583.97160673543, 'LEVERAGE': 48, 'UNIT_BUDGET': 699.6275054768682, 'INITIAL_MARGIN_PER_UNIT': 14.94888675477393, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159583.97160673543, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.94888675477393, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014506556694647568, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.3625377134710828, 'MAX_PENALTY_DURATION_HOURS': 677, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45767829367026597, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.011412882935236221, 'max_pnl_target': 0.13941105481890198, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.03257279500425511, 'max_pnl_target': 0.21938674054615429, 'max_calls_for_rule': 39}}
|
210 |
ETHUSD
|
{'omega': 1.0702961463166845, 'alpha': [0.09116460674313041], 'beta': [0.9068353932568696], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 230.86423071, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 501.18732114107337, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 267, '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': 152415.74559355277, 'LEVERAGE': 78, 'UNIT_BUDGET': 1726.187374830282, 'INITIAL_MARGIN_PER_UNIT': 6.425478476167608, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152415.74559355277, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.425478476167608, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004522531524291922, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.5264758690232272, 'MAX_PENALTY_DURATION_HOURS': 251, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06720330504329348, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.016694085037322937, 'max_pnl_target': 0.12036882889164925, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.0242792801297113, 'max_pnl_target': 0.1775119304262778, 'max_calls_for_rule': 250}}
|
211 |
NIFTYFIN
|
{'omega': 0.2744954638525201, 'alpha': [0.06824545866108346], 'beta': [0.9297545413389164], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.319808637173657, 'historical_segment_start_price': 17461.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 300.1947095674151, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, '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': 95366.9801484482, 'LEVERAGE': 32, 'UNIT_BUDGET': 1453.7444100409425, 'INITIAL_MARGIN_PER_UNIT': 9.381084673981722, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95366.9801484482, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.381084673981722, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003668530190640867, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 2.3266347240401744, 'MAX_PENALTY_DURATION_HOURS': 769, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4635806251277589, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.023137922575410055, 'max_pnl_target': 0.12109255989682963, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.05900002579888895, 'max_pnl_target': 0.27892626895727723, 'max_calls_for_rule': 108}}
|
212 |
NIFTYBANK
|
{'omega': 0.4192468002557757, 'alpha': [0.101723789032388], 'beta': [0.84411341336978], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.58248760798005, 'historical_segment_start_price': 20170.15, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1317.921566583952, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 310, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186740.93109122597, 'LEVERAGE': 99, 'UNIT_BUDGET': 600.9827776031394, 'INITIAL_MARGIN_PER_UNIT': 13.312339056403555, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186740.93109122597, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.312339056403555, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004778236209140712, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.6958475174266185, 'MAX_PENALTY_DURATION_HOURS': 734, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45286855233420675, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 25, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 1500}
|
{'small_calls': {'min_pnl_target': 0.0455106555365373, 'max_pnl_target': 0.1786631874253196, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.06619570656076462, 'max_pnl_target': 0.2824007749262523, 'max_calls_for_rule': 43}}
|
213 |
NIFTY50
|
{'omega': 0.24123144617396317, 'alpha': [0.09423139111958286], 'beta': [0.8422103862377914], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010663274903744798, 'historical_segment_start_price': 16176.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 735.7933600570757, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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': 61718.80514666019, 'LEVERAGE': 81, 'UNIT_BUDGET': 1084.190335646981, 'INITIAL_MARGIN_PER_UNIT': 9.083868642679947, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61718.80514666019, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.083868642679947, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031815015729408517, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.4569099988001013, 'MAX_PENALTY_DURATION_HOURS': 209, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18799243737940724, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.04464883457685641, 'max_pnl_target': 0.18459576021195356, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.07984974008189227, 'max_pnl_target': 0.24619940232289217, 'max_calls_for_rule': 112}}
|
214 |
BNBUSD
|
{'omega': 0.42041938892974484, 'alpha': [0.1519419432464062], 'beta': [0.8460580567535938], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0017934797288918967, 'historical_segment_start_price': 9.653, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1143.7085219134754, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 196, 'MAX_CONCURRENT_UNITS': 51, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 119006.076435259, 'LEVERAGE': 97, 'UNIT_BUDGET': 2325.2122788081606, 'INITIAL_MARGIN_PER_UNIT': 11.790809504262633, 'MAX_TRADING_CAPITAL_FOR_UNITS': 119006.076435259, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.790809504262633, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012106097698174408, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.832637314439289, 'MAX_PENALTY_DURATION_HOURS': 416, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5554362909817802, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.044965507495745016, 'max_pnl_target': 0.1610557738703115, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.03615663406080789, 'max_pnl_target': 0.14300373836054164, 'max_calls_for_rule': 158}}
|
215 |
BTCUSD
|
{'omega': 0.1432290564983436, 'alpha': [0.07200146095478353], 'beta': [0.9259985390452165], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 70897.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 486.4081137685781, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 275, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 141458.04099405534, 'LEVERAGE': 38, 'UNIT_BUDGET': 514.0472350940915, 'INITIAL_MARGIN_PER_UNIT': 12.80021352022574, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141458.04099405534, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.80021352022574, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00420814774132802, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 2.2992919110795804, 'MAX_PENALTY_DURATION_HOURS': 1350, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6279869769247163, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.05032771842094652, 'max_pnl_target': 0.16261263861292216, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.050341014428052736, 'max_pnl_target': 0.20668183398387352, 'max_calls_for_rule': 28}}
|
216 |
TSLAUSD
|
{'omega': 1.601887439987289, 'alpha': [0.08722606787884778], 'beta': [0.8139151791681378], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02026259712789521, 'historical_segment_start_price': 194.5, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 510.3331137807563, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 305, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92159.61324368794, 'LEVERAGE': 71, 'UNIT_BUDGET': 2202.315983638162, 'INITIAL_MARGIN_PER_UNIT': 7.18779033494023, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92159.61324368794, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.18779033494023, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010642765460335641, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.086999639538469, 'MAX_PENALTY_DURATION_HOURS': 1259, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5584637755425913, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.017323958535443208, 'max_pnl_target': 0.11014117351985013, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.05710932433495248, 'max_pnl_target': 0.17750508857455063, 'max_calls_for_rule': 214}}
|
217 |
ADAUSD
|
{'omega': 0.828902042141464, 'alpha': [0.07552528064200825], 'beta': [0.870146818658501], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.00965851014847926, 'historical_segment_start_price': 0.4212, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 305.98860760262284, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, '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': 71142.16524994168, 'LEVERAGE': 33, 'UNIT_BUDGET': 1210.0860830400254, 'INITIAL_MARGIN_PER_UNIT': 9.272382048564328, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71142.16524994168, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.272382048564328, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011592845653875853, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 1.7723554170493099, 'MAX_PENALTY_DURATION_HOURS': 714, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.570072958532988, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.026436412739801622, 'max_pnl_target': 0.07939240963985128, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.07393971413171627, 'max_pnl_target': 0.2761860582893988, 'max_calls_for_rule': 92}}
|
218 |
NIFTYFMCG
|
{'omega': 0.24297819750807925, 'alpha': [0.08454977705416804], 'beta': [0.9099470889915382], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.996810737370859, 'historical_segment_start_price': 53958.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 539.5107505035294, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, 'MAX_CONCURRENT_UNITS': 168, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177765.27778541006, 'LEVERAGE': 89, 'UNIT_BUDGET': 1053.892987917988, 'INITIAL_MARGIN_PER_UNIT': 6.061918544983476, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177765.27778541006, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.061918544983476, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003066511367543895, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.8728378950620395, 'MAX_PENALTY_DURATION_HOURS': 440, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.035943316135654185, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.03734529426500018, 'max_pnl_target': 0.0906339897923506, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.09074372811622039, 'max_pnl_target': 0.3029002564203274, 'max_calls_for_rule': 114}}
|
219 |
XRPUSD
|
{'omega': 1.007565220191681, 'alpha': [0.08536372445499013], 'beta': [0.8402466295002532], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01121628097734673, 'historical_segment_start_price': 0.4876, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1141.3363513315246, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 146, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 112328.55437035822, 'LEVERAGE': 100, 'UNIT_BUDGET': 769.0958359062951, 'INITIAL_MARGIN_PER_UNIT': 11.413363513315247, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112328.55437035822, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.413363513315247, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015582272741561693, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 1.5604656520473434, 'MAX_PENALTY_DURATION_HOURS': 1287, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6802279704000439, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.016409587636791633, 'max_pnl_target': 0.16084474244094965, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.09689710258877955, 'max_pnl_target': 0.2557083897333271, 'max_calls_for_rule': 57}}
|
220 |
BTCUSD
|
{'omega': 2.3105384962314246, 'alpha': [0.10952472665250741], 'beta': [0.8715122017967332], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 283.09659014861427, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 293, 'MAX_CONCURRENT_UNITS': 21, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 51894.504932384574, 'LEVERAGE': 34, 'UNIT_BUDGET': 2451.177526371232, 'INITIAL_MARGIN_PER_UNIT': 8.326370298488655, 'MAX_TRADING_CAPITAL_FOR_UNITS': 51894.504932384574, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.326370298488655, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0047785265091865505, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 1.6089065421205422, 'MAX_PENALTY_DURATION_HOURS': 1044, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34377946768152895, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 49, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2940}
|
{'small_calls': {'min_pnl_target': 0.0453626158498248, 'max_pnl_target': 0.17922938095316143, 'max_calls_for_rule': 134}, 'moderate_calls': {'min_pnl_target': 0.08546143806645277, 'max_pnl_target': 0.31825645819155346, 'max_calls_for_rule': 232}}
|
221 |
ETHUSD
|
{'omega': 2.2696622832230737, 'alpha': [0.11268912208995276], 'beta': [0.8853108779100473], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 182.07, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1137.412301937309, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148974.81882682946, 'LEVERAGE': 76, 'UNIT_BUDGET': 1943.9046584530724, 'INITIAL_MARGIN_PER_UNIT': 14.965951341280382, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148974.81882682946, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.965951341280382, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011524212385594747, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.2651347372791517, 'MAX_PENALTY_DURATION_HOURS': 966, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.422073994152514, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.05035027280132144, 'max_pnl_target': 0.1508599518633329, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.0862838181756886, 'max_pnl_target': 0.28469581506657776, 'max_calls_for_rule': 94}}
|
222 |
NIFTYBANK
|
{'omega': 0.4184626406689215, 'alpha': [0.08697636055064296], 'beta': [0.828284244569841], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.790218258004968, 'historical_segment_start_price': 26169.6, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 221.63332945197385, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 66258.89569750614, 'LEVERAGE': 23, 'UNIT_BUDGET': 1388.4755976791475, 'INITIAL_MARGIN_PER_UNIT': 9.63623171530321, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66258.89569750614, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.63623171530321, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010721635625150002, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 2.8270964495211874, 'MAX_PENALTY_DURATION_HOURS': 1421, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12947108037754287, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.02176367797039734, 'max_pnl_target': 0.15410470457458436, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.06605068308463549, 'max_pnl_target': 0.18444037749331543, 'max_calls_for_rule': 98}}
|
223 |
ADAUSD
|
{'omega': 1.2480625204951437, 'alpha': [0.049859434329494856], 'beta': [0.9202013669209322], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009201531446336455, 'historical_segment_start_price': 1.1771, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 255.2545410582889, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 73, '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': 61926.08530676143, 'LEVERAGE': 24, 'UNIT_BUDGET': 790.1086514518123, 'INITIAL_MARGIN_PER_UNIT': 10.635605877428704, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61926.08530676143, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.635605877428704, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001528651400204307, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.6260074264076216, 'MAX_PENALTY_DURATION_HOURS': 257, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6823929037143236, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.030021483747043148, 'max_pnl_target': 0.17231892427388915, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.03590041723442509, 'max_pnl_target': 0.2742858084717714, 'max_calls_for_rule': 57}}
|
224 |
BTCUSD
|
{'omega': 1.0856895459313187, 'alpha': [0.06901486345082451], 'beta': [0.8743777497874086], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.741054834963289, 'historical_segment_start_price': 8748.18, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 819.9904231780768, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 282, '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': 114447.6873171904, 'LEVERAGE': 108, 'UNIT_BUDGET': 2151.099530489319, 'INITIAL_MARGIN_PER_UNIT': 7.592503918315526, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114447.6873171904, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.592503918315526, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027309958946873337, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.5109645292816163, 'MAX_PENALTY_DURATION_HOURS': 1132, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6382602196418403, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 19, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.00620103104461531, 'max_pnl_target': 0.15582625492029253, 'max_calls_for_rule': 154}, 'moderate_calls': {'min_pnl_target': 0.04924895526718954, 'max_pnl_target': 0.24716637104318245, 'max_calls_for_rule': 229}}
|
225 |
XRPUSD
|
{'omega': 0.7128280419486337, 'alpha': [0.09368476068595062], 'beta': [0.9043152393140494], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.24298, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 317.63114585315196, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, 'MAX_CONCURRENT_UNITS': 120, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 74607.50636217253, 'LEVERAGE': 51, 'UNIT_BUDGET': 619.9449659293725, 'INITIAL_MARGIN_PER_UNIT': 6.228061683395136, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74607.50636217253, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.228061683395136, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040109669207728195, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 1.727578789789281, 'MAX_PENALTY_DURATION_HOURS': 792, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3165471939535045, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.023272913071168803, 'max_pnl_target': 0.11833947356189375, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.01304501732310134, 'max_pnl_target': 0.17357886099846961, 'max_calls_for_rule': 93}}
|
226 |
NIFTYFIN
|
{'omega': 0.33453626786362767, 'alpha': [0.09913841730119537], 'beta': [0.8482442182043156], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.6255430903519255, 'historical_segment_start_price': 11290.65, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 524.4947011698594, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 34, 'MAX_CONCURRENT_UNITS': 452, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146964.1011057767, 'LEVERAGE': 58, 'UNIT_BUDGET': 325.07126200564517, 'INITIAL_MARGIN_PER_UNIT': 9.043012089135505, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146964.1011057767, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.043012089135505, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004273837829063157, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.009204290552972, 'MAX_PENALTY_DURATION_HOURS': 789, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2143377605953087, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.046634882595790704, 'max_pnl_target': 0.18303940076806877, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.07970422404663483, 'max_pnl_target': 0.2251792625268357, 'max_calls_for_rule': 22}}
|
227 |
NIFTYIT
|
{'omega': 0.5632080329824002, 'alpha': [0.14759113649820632], 'beta': [0.8005908796310691], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.0514512062418335, 'historical_segment_start_price': 11456.6, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 691.6410593955256, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, 'MAX_CONCURRENT_UNITS': 150, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 140520.40597411443, 'LEVERAGE': 69, 'UNIT_BUDGET': 930.6151608868125, 'INITIAL_MARGIN_PER_UNIT': 10.023783469500371, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140520.40597411443, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.023783469500371, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013142758874550276, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.445878541362561, 'MAX_PENALTY_DURATION_HOURS': 1019, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3858021260352193, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.020206062721093144, 'max_pnl_target': 0.10395774851334975, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.016362512866162405, 'max_pnl_target': 0.1252536358637239, 'max_calls_for_rule': 80}}
|
228 |
ETHUSD
|
{'omega': 0.8359370914855738, 'alpha': [0.08018025852518205], 'beta': [0.9178197414748178], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00879685698824732, 'historical_segment_start_price': 2334.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 348.66285284342524, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, 'MAX_CONCURRENT_UNITS': 142, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 157834.15025002824, 'LEVERAGE': 26, 'UNIT_BUDGET': 1107.9850400260568, 'INITIAL_MARGIN_PER_UNIT': 13.410109724747125, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157834.15025002824, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.410109724747125, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003715327593893631, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 2.5878657000668346, 'MAX_PENALTY_DURATION_HOURS': 1396, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6254775826271282, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.03166229715419074, 'max_pnl_target': 0.10221150310175026, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.07450023033841036, 'max_pnl_target': 0.2541666765748618, 'max_calls_for_rule': 65}}
|
229 |
NIFTYBANK
|
{'omega': 0.28367906958577954, 'alpha': [0.08192220712500951], 'beta': [0.8422481184330931], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.95279032419553, 'historical_segment_start_price': 44116.95, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1023.1664315595335, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 119419.16643245154, 'LEVERAGE': 97, 'UNIT_BUDGET': 1652.5502076178204, 'INITIAL_MARGIN_PER_UNIT': 10.548107541850861, 'MAX_TRADING_CAPITAL_FOR_UNITS': 119419.16643245154, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.548107541850861, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004713770967090906, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 1.676299545946093, 'MAX_PENALTY_DURATION_HOURS': 226, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15328487462701007, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.030331254477844755, 'max_pnl_target': 0.08410085253766138, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.031068780848719738, 'max_pnl_target': 0.21211708748048236, 'max_calls_for_rule': 130}}
|
230 |
BTCUSD
|
{'omega': 1.1552558188437032, 'alpha': [0.06786769334331329], 'beta': [0.8528604974050704], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.427208997647502, 'historical_segment_start_price': 8748.18, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 532.2861907718666, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 303, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138987.1800059607, 'LEVERAGE': 74, 'UNIT_BUDGET': 2188.5318319533853, 'INITIAL_MARGIN_PER_UNIT': 7.193056632052252, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138987.1800059607, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.193056632052252, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003329298746026186, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 2.858036758462685, 'MAX_PENALTY_DURATION_HOURS': 1170, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07000799932000518, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 49, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 2940}
|
{'small_calls': {'min_pnl_target': 0.027350045722417924, 'max_pnl_target': 0.14146727569065465, 'max_calls_for_rule': 130}, 'moderate_calls': {'min_pnl_target': 0.04450954196320275, 'max_pnl_target': 0.2932307963696723, 'max_calls_for_rule': 255}}
|
231 |
NIFTY500
|
{'omega': 0.3664460159316517, 'alpha': [0.10518582159921964], 'beta': [0.8928141784007804], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.446313828991738, 'historical_segment_start_price': 8034.2, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 926.4068145458583, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, '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': 173496.667955324, 'LEVERAGE': 95, 'UNIT_BUDGET': 2222.3813763684743, 'INITIAL_MARGIN_PER_UNIT': 9.751650679430087, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173496.667955324, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.751650679430087, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018905144264903754, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.932725001343819, 'MAX_PENALTY_DURATION_HOURS': 1226, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17041425993561848, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.012658886855358098, 'max_pnl_target': 0.0978382016702946, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.05856974804092399, 'max_pnl_target': 0.21433832053109647, 'max_calls_for_rule': 136}}
|
232 |
ETHUSD
|
{'omega': 2.654142779166539, 'alpha': [0.07464132033214994], 'beta': [0.875136876208584], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.47176289244211, 'historical_segment_start_price': 2732.36353992, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 478.70455200203196, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 238, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127717.9543747563, 'LEVERAGE': 59, 'UNIT_BUDGET': 535.1598936047542, 'INITIAL_MARGIN_PER_UNIT': 8.113636474610711, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127717.9543747563, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.113636474610711, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004346553857099984, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.504510952359788, 'MAX_PENALTY_DURATION_HOURS': 586, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5371884856373966, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.04742097546530645, 'max_pnl_target': 0.17518704736494406, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.03386616354862328, 'max_pnl_target': 0.2653049848991474, 'max_calls_for_rule': 38}}
|
233 |
BNBUSD
|
{'omega': 1.9341582993322948, 'alpha': [0.07075243624978984], 'beta': [0.8358182050384367], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04840816315608936, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1439.6768181798425, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 89249.17556064052, 'LEVERAGE': 102, 'UNIT_BUDGET': 1127.6550005829226, 'INITIAL_MARGIN_PER_UNIT': 14.114478609606298, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89249.17556064052, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.114478609606298, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003031549413680507, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.7072584154389787, 'MAX_PENALTY_DURATION_HOURS': 609, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27248377633504095, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.015193934762648152, 'max_pnl_target': 0.09862417594154299, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.0523605113625383, 'max_pnl_target': 0.20107313652564346, 'max_calls_for_rule': 47}}
|
234 |
ADAUSD
|
{'omega': 4.73756922680954, 'alpha': [0.14216495201145776], 'beta': [0.8491856729791639], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7958783184016363, 'historical_segment_start_price': 0.03632, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 537.3807807317099, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 308, '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': 95190.31357068496, 'LEVERAGE': 71, 'UNIT_BUDGET': 2345.9217359667095, 'INITIAL_MARGIN_PER_UNIT': 7.568743390587463, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95190.31357068496, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.568743390587463, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002353138111344655, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.840077010757921, 'MAX_PENALTY_DURATION_HOURS': 831, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24768214387515602, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.03116110827321622, 'max_pnl_target': 0.09959401001145876, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.02430756459662566, 'max_pnl_target': 0.1838451631124959, 'max_calls_for_rule': 202}}
|
235 |
ADAUSD
|
{'omega': 1.8247236204802944, 'alpha': [0.04316420658561879], 'beta': [0.9266736487766642], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.993535611615761, 'historical_segment_start_price': 1.279, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 712.5790008912089, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, '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': 82837.6841641762, 'LEVERAGE': 73, 'UNIT_BUDGET': 1233.995651522291, 'INITIAL_MARGIN_PER_UNIT': 9.761356176591903, 'MAX_TRADING_CAPITAL_FOR_UNITS': 82837.6841641762, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.761356176591903, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019049853876384267, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.7827629642816367, 'MAX_PENALTY_DURATION_HOURS': 827, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5450136119466485, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.04308091326682408, 'max_pnl_target': 0.14275611970426338, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.05359318312791689, 'max_pnl_target': 0.23581611899796162, 'max_calls_for_rule': 116}}
|
236 |
BTCUSD
|
{'omega': 4.359764112769874, 'alpha': [0.07718672152915965], 'beta': [0.9208132784708403], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3939.67, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 122.21651232348057, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, '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': 53905.924196937165, 'LEVERAGE': 13, 'UNIT_BUDGET': 1430.0101285077656, 'INITIAL_MARGIN_PER_UNIT': 9.401270178729275, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53905.924196937165, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.401270178729275, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004252871449086624, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 1.501369094072298, 'MAX_PENALTY_DURATION_HOURS': 890, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34212240733603694, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.0417852304834278, 'max_pnl_target': 0.0993360909111106, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.03587008355382143, 'max_pnl_target': 0.1947011153435123, 'max_calls_for_rule': 97}}
|
237 |
ETHUSD
|
{'omega': 2.161006563698486, 'alpha': [0.12155427906689437], 'beta': [0.8459138819430106], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 138.64, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 607.1567545411118, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, 'MAX_CONCURRENT_UNITS': 177, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173328.83768639356, 'LEVERAGE': 59, 'UNIT_BUDGET': 977.0957097100077, 'INITIAL_MARGIN_PER_UNIT': 10.290792449849352, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173328.83768639356, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.290792449849352, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004330616053452965, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.006137632637423, 'MAX_PENALTY_DURATION_HOURS': 821, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6733194988449985, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.04274538557353467, 'max_pnl_target': 0.15140704245895112, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.02127709838248556, 'max_pnl_target': 0.23300556488140386, 'max_calls_for_rule': 65}}
|
238 |
NIFTYFMCG
|
{'omega': 0.37146587127149255, 'alpha': [0.09644800262404682], 'beta': [0.8829386028921667], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.015668809578310898, 'historical_segment_start_price': 44224.7, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 507.89220822980053, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 250, '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': 99404.42696967899, 'LEVERAGE': 78, 'UNIT_BUDGET': 1636.9595992558682, 'INITIAL_MARGIN_PER_UNIT': 6.5114385670487245, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99404.42696967899, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.5114385670487245, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003237525366844825, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 1.552924640190607, 'MAX_PENALTY_DURATION_HOURS': 602, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5262327059511948, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.03273667444364897, 'max_pnl_target': 0.12996335519552632, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.09318685021508819, 'max_pnl_target': 0.2717540525493074, 'max_calls_for_rule': 169}}
|
239 |
BNBUSD
|
{'omega': 0.8483158589304728, 'alpha': [0.07138079074889499], 'beta': [0.9266192092511051], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 27.8721, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 591.571019568671, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 282, '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': 85526.92940174247, 'LEVERAGE': 73, 'UNIT_BUDGET': 2297.1394722012674, 'INITIAL_MARGIN_PER_UNIT': 8.103712596831109, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85526.92940174247, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.103712596831109, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017597454802301348, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 1.6896129365163117, 'MAX_PENALTY_DURATION_HOURS': 1277, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14112412889682066, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.03154973869838498, 'max_pnl_target': 0.11465103874949652, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.07128219917889009, 'max_pnl_target': 0.1718823902123446, 'max_calls_for_rule': 243}}
|
240 |
NIFTYFMCG
|
{'omega': 0.2645782897454334, 'alpha': [0.07411581279207857], 'beta': [0.8254110684980361], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020355041071934154, 'historical_segment_start_price': 29966.5, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 243.76805128335835, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 105, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95032.51253879863, 'LEVERAGE': 19, 'UNIT_BUDGET': 901.2482505139836, 'INITIAL_MARGIN_PER_UNIT': 12.82989743596623, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95032.51253879863, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.82989743596623, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033600657727576853, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.1729458694926005, 'MAX_PENALTY_DURATION_HOURS': 799, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6808753535084127, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.04763354593279939, 'max_pnl_target': 0.14063924805412858, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.06914475807224689, 'max_pnl_target': 0.24664817486685414, 'max_calls_for_rule': 68}}
|
241 |
NIFTY500
|
{'omega': 0.09359200944714213, 'alpha': [0.08668571508010467], 'beta': [0.9113142849198952], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.275395386592314, 'historical_segment_start_price': 21589.85, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 461.7442851818081, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, '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': 133013.90833433368, 'LEVERAGE': 31, 'UNIT_BUDGET': 1174.452724227268, 'INITIAL_MARGIN_PER_UNIT': 14.894976941348649, 'MAX_TRADING_CAPITAL_FOR_UNITS': 133013.90833433368, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.894976941348649, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016392092722047461, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 1.8667932336465636, 'MAX_PENALTY_DURATION_HOURS': 196, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7451969318649753, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.008699519197110135, 'max_pnl_target': 0.07306165433308928, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.07364686894433567, 'max_pnl_target': 0.18146424713624165, 'max_calls_for_rule': 62}}
|
242 |
BTCUSD
|
{'omega': 1.1969155358967947, 'alpha': [0.12654298185019394], 'beta': [0.8660538746544725], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.025874314564085628, 'historical_segment_start_price': 10199.88, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 462.75613930166014, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 178, 'MAX_CONCURRENT_UNITS': 151, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186860.20142126273, 'LEVERAGE': 67, 'UNIT_BUDGET': 1237.378310244959, 'INITIAL_MARGIN_PER_UNIT': 6.90680804927851, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186860.20142126273, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.90680804927851, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003321168976815986, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 1.5470688255898777, 'MAX_PENALTY_DURATION_HOURS': 1268, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5647146296499849, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.019938937979739065, 'max_pnl_target': 0.0935424051434123, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.07424867151143011, 'max_pnl_target': 0.26850015279744777, 'max_calls_for_rule': 137}}
|
243 |
BTCUSD
|
{'omega': 2.8277156847288336, 'alpha': [0.10495396031049307], 'beta': [0.8930460396895068], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.636942087961307, 'historical_segment_start_price': 9288.62, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 996.8926073086604, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, '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': 69502.10406044101, 'LEVERAGE': 106, 'UNIT_BUDGET': 965.8329619154257, 'INITIAL_MARGIN_PER_UNIT': 9.404647238760948, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69502.10406044101, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.404647238760948, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032396666119743588, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 1.8596307592854318, 'MAX_PENALTY_DURATION_HOURS': 292, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1980410994899196, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.016046189524483754, 'max_pnl_target': 0.08249593472500286, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.04975903106273373, 'max_pnl_target': 0.25130920862671746, 'max_calls_for_rule': 88}}
|
244 |
NIFTYFMCG
|
{'omega': 0.3746597498272278, 'alpha': [0.09769313777062465], 'beta': [0.8455947490480972], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.414984315229503, 'historical_segment_start_price': 25837.4, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 135.56396360203118, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 250, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94975.93029586546, 'LEVERAGE': 23, 'UNIT_BUDGET': 1482.130101395732, 'INITIAL_MARGIN_PER_UNIT': 5.894085374001356, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94975.93029586546, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.894085374001356, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003718020085605927, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.479551412524222, 'MAX_PENALTY_DURATION_HOURS': 1308, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13078819941944325, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.015291925483273617, 'max_pnl_target': 0.14393901581819873, 'max_calls_for_rule': 124}, 'moderate_calls': {'min_pnl_target': 0.04800931039168209, 'max_pnl_target': 0.27900621392000574, 'max_calls_for_rule': 217}}
|
245 |
NIFTYFIN
|
{'omega': 0.7920925590319069, 'alpha': [0.0934841337851256], 'beta': [0.842615791605524], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.021111160909758394, 'historical_segment_start_price': 18554.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 678.9904654112038, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 218, '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': 132923.28500478758, 'LEVERAGE': 62, 'UNIT_BUDGET': 2403.909802262432, 'INITIAL_MARGIN_PER_UNIT': 10.951459119535546, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132923.28500478758, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.951459119535546, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001465646796624752, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.925790648246511, 'MAX_PENALTY_DURATION_HOURS': 695, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.616978230689712, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.020312510218987376, 'max_pnl_target': 0.12904263410980615, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.08329334209970214, 'max_pnl_target': 0.23218020587461663, 'max_calls_for_rule': 144}}
|
246 |
NIFTYFIN
|
{'omega': 0.6767083314808755, 'alpha': [0.11078357204047011], 'beta': [0.8872164279595299], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015512952763640165, 'historical_segment_start_price': 6997.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 824.2154778897309, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 73, 'MAX_CONCURRENT_UNITS': 161, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 171584.47928109177, 'LEVERAGE': 58, 'UNIT_BUDGET': 1065.274087504839, 'INITIAL_MARGIN_PER_UNIT': 14.21061168775398, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171584.47928109177, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.21061168775398, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002698179427398091, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 2.58261370283879, 'MAX_PENALTY_DURATION_HOURS': 505, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1436450830443202, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.010916070994607074, 'max_pnl_target': 0.11453825958405371, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.09685569777857446, 'max_pnl_target': 0.2047759730783696, 'max_calls_for_rule': 50}}
|
247 |
XRPUSD
|
{'omega': 0.2842111423683211, 'alpha': [0.07188628407615917], 'beta': [0.9080557494201222], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02263409554220083, 'historical_segment_start_price': 0.5224, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 592.6141442598461, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, 'MAX_CONCURRENT_UNITS': 114, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 174547.14653151826, 'LEVERAGE': 72, 'UNIT_BUDGET': 1530.8278642028877, 'INITIAL_MARGIN_PER_UNIT': 8.230752003608973, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174547.14653151826, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.230752003608973, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004290559912846851, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.5805269362031646, 'MAX_PENALTY_DURATION_HOURS': 208, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5040802390615188, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.04951788996911989, 'max_pnl_target': 0.18610520922156665, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.08052342589619599, 'max_pnl_target': 0.25249525126819927, 'max_calls_for_rule': 113}}
|
248 |
BTCUSD
|
{'omega': 0.44750642509855404, 'alpha': [0.07455038896715128], 'beta': [0.9234496110328487], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.218283766856561, 'historical_segment_start_price': 9271.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 843.8374453034079, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, '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': 104174.4458922183, 'LEVERAGE': 102, 'UNIT_BUDGET': 1421.801792276864, 'INITIAL_MARGIN_PER_UNIT': 8.272916130425568, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104174.4458922183, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.272916130425568, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016958843438701638, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 2.059764732623595, 'MAX_PENALTY_DURATION_HOURS': 325, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5986060159312161, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.050212419111940465, 'max_pnl_target': 0.11293603434567216, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.04668748631439198, 'max_pnl_target': 0.24415826790060866, 'max_calls_for_rule': 151}}
|
249 |
NIFTYIT
|
{'omega': 0.9946593128639093, 'alpha': [0.1169589494790027], 'beta': [0.8810410505209972], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020205042478104732, 'historical_segment_start_price': 38616.4, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 546.8761844697822, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103456.79633043757, 'LEVERAGE': 42, 'UNIT_BUDGET': 1296.6370026845905, 'INITIAL_MARGIN_PER_UNIT': 13.020861534994815, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103456.79633043757, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.020861534994815, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029750646006636754, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.6390221373078635, 'MAX_PENALTY_DURATION_HOURS': 242, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5930735123987201, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.04383386820846591, 'max_pnl_target': 0.15395493773681201, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.014538284063627916, 'max_pnl_target': 0.13310295100526015, 'max_calls_for_rule': 72}}
|
250 |
BTCUSD
|
{'omega': 3.2139984640542942, 'alpha': [0.1272325019715617], 'beta': [0.8513573808455168], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 231.71, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 768.4564019291942, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 113, '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': 50159.84673543808, 'LEVERAGE': 74, 'UNIT_BUDGET': 1192.8241266045486, 'INITIAL_MARGIN_PER_UNIT': 10.384545972016138, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50159.84673543808, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.384545972016138, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010718211609620422, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 2.650427638503626, 'MAX_PENALTY_DURATION_HOURS': 583, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5139574257545753, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.009057910669868241, 'max_pnl_target': 0.14977926546130957, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.04137870354880568, 'max_pnl_target': 0.28704137208909275, 'max_calls_for_rule': 112}}
|
251 |
BTCUSD
|
{'omega': 45.37916820783977, 'alpha': [0.17506371704037785], 'beta': [0.7169821105363683], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 640.6040382773241, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, 'MAX_CONCURRENT_UNITS': 86, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185017.50661373907, 'LEVERAGE': 46, 'UNIT_BUDGET': 2147.4964517757335, 'INITIAL_MARGIN_PER_UNIT': 13.92617474515922, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185017.50661373907, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.92617474515922, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00251526912015463, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 2.227784462780308, 'MAX_PENALTY_DURATION_HOURS': 706, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5152377736622225, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.04211868802372656, 'max_pnl_target': 0.17080820405607514, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.06791304323983023, 'max_pnl_target': 0.2092819923667052, 'max_calls_for_rule': 96}}
|
252 |
ETHUSD
|
{'omega': 2.608594852509876, 'alpha': [0.07681865373501236], 'beta': [0.9211813462649876], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.96537113762535, 'historical_segment_start_price': 2732.36353992, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 255.69234019304616, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, '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': 61909.78452364616, 'LEVERAGE': 40, 'UNIT_BUDGET': 831.2625462439354, 'INITIAL_MARGIN_PER_UNIT': 6.392308504826154, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61909.78452364616, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.392308504826154, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028324357878477518, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 2.3641038160825003, 'MAX_PENALTY_DURATION_HOURS': 866, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5537669823909739, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.0429847388750768, 'max_pnl_target': 0.14942361211040067, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.020517212691120744, 'max_pnl_target': 0.13010004153553664, 'max_calls_for_rule': 87}}
|
253 |
NIFTY50
|
{'omega': 0.3556391580765655, 'alpha': [0.07839381466331091], 'beta': [0.9196061853366891], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.265159194877638, 'historical_segment_start_price': 17259.6, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 302.91361610426435, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 266, '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': 67362.03024709153, 'LEVERAGE': 39, 'UNIT_BUDGET': 2077.7532437312475, 'INITIAL_MARGIN_PER_UNIT': 7.76701579754524, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67362.03024709153, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.76701579754524, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011570330553188396, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 1.6018542302320318, 'MAX_PENALTY_DURATION_HOURS': 1021, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5366600647259534, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.03439565312062668, 'max_pnl_target': 0.0905393159395684, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.07479154255364093, 'max_pnl_target': 0.2842043000512785, 'max_calls_for_rule': 192}}
|
254 |
BNBUSD
|
{'omega': 2.0158573819672245, 'alpha': [0.06417773218730695], 'beta': [0.9338222678126931], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025325313064479087, 'historical_segment_start_price': 224.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 770.8360009257735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 304, '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': 137009.39469332606, 'LEVERAGE': 99, 'UNIT_BUDGET': 2381.9112000823584, 'INITIAL_MARGIN_PER_UNIT': 7.78622223157347, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137009.39469332606, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.78622223157347, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004957361437699064, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 109, 'PENALTY_DURATION_MULTIPLIER': 2.9363582913073767, 'MAX_PENALTY_DURATION_HOURS': 1201, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2785350327604341, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.02880546225793932, 'max_pnl_target': 0.1366747906439891, 'max_calls_for_rule': 178}, 'moderate_calls': {'min_pnl_target': 0.08143814565972589, 'max_pnl_target': 0.2998217205671199, 'max_calls_for_rule': 295}}
|
255 |
NIFTYIT
|
{'omega': 0.46583423406013563, 'alpha': [0.10984388645841435], 'beta': [0.8589057776190575], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01824802012156505, 'historical_segment_start_price': 26755.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1282.4329515643974, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 148, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92105.13730851264, 'LEVERAGE': 111, 'UNIT_BUDGET': 619.4422698087559, 'INITIAL_MARGIN_PER_UNIT': 11.55345001409367, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92105.13730851264, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.55345001409367, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033296866133056976, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 2.139568674958534, 'MAX_PENALTY_DURATION_HOURS': 926, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18050562431806688, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.050035290790192706, 'max_pnl_target': 0.11368140973138993, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.03141627535326922, 'max_pnl_target': 0.2589487000264252, 'max_calls_for_rule': 40}}
|
256 |
NIFTYFMCG
|
{'omega': 0.3745915544923077, 'alpha': [0.11253590284284826], 'beta': [0.8758443322909182], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.359962908232633, 'historical_segment_start_price': 25931.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 700.5203662326763, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 133, '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': 113796.1606145796, 'LEVERAGE': 90, 'UNIT_BUDGET': 1046.1191478868218, 'INITIAL_MARGIN_PER_UNIT': 7.783559624807515, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113796.1606145796, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.783559624807515, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036546737489219308, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 2.8391574735088163, 'MAX_PENALTY_DURATION_HOURS': 470, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.47683534883503836, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.021616059379361893, 'max_pnl_target': 0.11338106343482587, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.07452775302922811, 'max_pnl_target': 0.1941707854129716, 'max_calls_for_rule': 101}}
|
257 |
NIFTYIT
|
{'omega': 0.9397025946738804, 'alpha': [0.11597154148752], 'beta': [0.8011670335671347], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01774035833885892, 'historical_segment_start_price': 38616.4, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 966.2354823782913, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, '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': 174324.12435729097, 'LEVERAGE': 74, 'UNIT_BUDGET': 1165.2215290195131, 'INITIAL_MARGIN_PER_UNIT': 13.057236248355288, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174324.12435729097, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.057236248355288, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029307754769190134, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 1.9709244190845314, 'MAX_PENALTY_DURATION_HOURS': 349, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5010870931326569, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.04900760228325029, 'max_pnl_target': 0.10651083381342599, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.048051128981181114, 'max_pnl_target': 0.2063112997604121, 'max_calls_for_rule': 84}}
|
258 |
NIFTYBANK
|
{'omega': 0.4474335180792338, 'alpha': [0.1019946268758795], 'beta': [0.8960053731241204], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.083859753462153, 'historical_segment_start_price': 18945.2, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 507.24282653102256, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, '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': 143690.3866339028, 'LEVERAGE': 50, 'UNIT_BUDGET': 1736.9638696370607, 'INITIAL_MARGIN_PER_UNIT': 10.144856530620451, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143690.3866339028, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.144856530620451, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015278528588434609, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 1.605553842066061, 'MAX_PENALTY_DURATION_HOURS': 760, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03689611930896391, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.033057533793853296, 'max_pnl_target': 0.14664516733830515, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.01541348673947145, 'max_pnl_target': 0.17503353606663932, 'max_calls_for_rule': 102}}
|
259 |
XRPUSD
|
{'omega': 1.1765085546262997, 'alpha': [0.13405195486339036], 'beta': [0.8639480451366096], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.19305, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 469.08961139706537, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, 'MAX_CONCURRENT_UNITS': 114, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138093.80799213075, 'LEVERAGE': 36, 'UNIT_BUDGET': 1203.8847811914784, 'INITIAL_MARGIN_PER_UNIT': 13.030266983251815, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138093.80799213075, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.030266983251815, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034082936408715396, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 1.8682582181878011, 'MAX_PENALTY_DURATION_HOURS': 1056, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4589596000540107, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.012817749405241422, 'max_pnl_target': 0.1008639633139511, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.04580272046437489, 'max_pnl_target': 0.2878889221043577, 'max_calls_for_rule': 82}}
|
260 |
XRPUSD
|
{'omega': 0.8783237670750502, 'alpha': [0.08015358124719707], 'beta': [0.8619592229522905], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.28943, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 165.53481828826227, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 307, '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': 71331.60922518313, 'LEVERAGE': 25, 'UNIT_BUDGET': 2045.1405762980032, 'INITIAL_MARGIN_PER_UNIT': 6.6213927315304915, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71331.60922518313, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.6213927315304915, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004781129734135534, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 1.5089636095135643, 'MAX_PENALTY_DURATION_HOURS': 1382, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17255201093511402, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.0184842051036641, 'max_pnl_target': 0.14398003377261337, 'max_calls_for_rule': 140}, 'moderate_calls': {'min_pnl_target': 0.04903780238880776, 'max_pnl_target': 0.2522921963499054, 'max_calls_for_rule': 300}}
|
261 |
XRPUSD
|
{'omega': 1.5076999686452754, 'alpha': [0.09957631691927027], 'beta': [0.830551722965914], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.19697, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1282.186690923996, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 150, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 171944.58381005545, 'LEVERAGE': 90, 'UNIT_BUDGET': 1138.9964939529136, 'INITIAL_MARGIN_PER_UNIT': 14.2465187880444, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171944.58381005545, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.2465187880444, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034479235202963376, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.1807767376161387, 'MAX_PENALTY_DURATION_HOURS': 1130, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4739614180820622, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.029095919832584957, 'max_pnl_target': 0.15086271453016717, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.048641865332437265, 'max_pnl_target': 0.2535587789866052, 'max_calls_for_rule': 64}}
|
262 |
IHSG_INDF
|
{'omega': 7167515.565928936, 'alpha': [0], 'beta': [0], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.231215134963281, 'historical_segment_start_price': 6350, 'asset_source_name': 'IHSG_INDF'}
|
{'POSITION_SIZE_PER_UNIT': 1154.7150007530176, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 166, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 105627.75550598693, 'LEVERAGE': 80, 'UNIT_BUDGET': 632.5748214920234, 'INITIAL_MARGIN_PER_UNIT': 14.433937509412722, 'MAX_TRADING_CAPITAL_FOR_UNITS': 105627.75550598693, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.433937509412722, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003942498246089259, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 1.7006220717510043, 'MAX_PENALTY_DURATION_HOURS': 762, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07272108967319971, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.04827010956750796, 'max_pnl_target': 0.19425840189270524, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.05429446553215801, 'max_pnl_target': 0.29230331230874324, 'max_calls_for_rule': 28}}
|
263 |
ETHUSD
|
{'omega': 0.7508581360356464, 'alpha': [0.0504699910752078], 'beta': [0.9475300089247922], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3986.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 679.1159520093299, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 222, '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': 95257.65504445994, 'LEVERAGE': 78, 'UNIT_BUDGET': 1947.0206045695268, 'INITIAL_MARGIN_PER_UNIT': 8.706614769350384, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95257.65504445994, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.706614769350384, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032875461131207026, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 1.7302652993464824, 'MAX_PENALTY_DURATION_HOURS': 623, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7174982074374454, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.04184779322052159, 'max_pnl_target': 0.17560686181838053, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.05810188324473862, 'max_pnl_target': 0.25649117127168, 'max_calls_for_rule': 170}}
|
264 |
ETHUSD
|
{'omega': 3.5325610201488478, 'alpha': [0.10643607060674756], 'beta': [0.7994511014854674], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1766.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1341.3340533449343, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, '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': 108531.05046721778, 'LEVERAGE': 98, 'UNIT_BUDGET': 1649.5540289966077, 'INITIAL_MARGIN_PER_UNIT': 13.687082176989126, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108531.05046721778, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.687082176989126, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00364713766212183, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 1.7844681921076466, 'MAX_PENALTY_DURATION_HOURS': 556, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2982528767797741, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.018245385437205705, 'max_pnl_target': 0.10665154229950803, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.020475849366620197, 'max_pnl_target': 0.20338242470136378, 'max_calls_for_rule': 75}}
|
265 |
BTCUSD
|
{'omega': 0.9082128014084677, 'alpha': [0.07501317036458292], 'beta': [0.8770666071756432], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.77293917604042, 'historical_segment_start_price': 23391.92, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1511.2325747510051, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, 'MAX_CONCURRENT_UNITS': 173, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199386.79335906697, 'LEVERAGE': 123, 'UNIT_BUDGET': 1151.6805038429493, 'INITIAL_MARGIN_PER_UNIT': 12.286443697162643, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199386.79335906697, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.286443697162643, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004088238675705732, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.7604866861546107, 'MAX_PENALTY_DURATION_HOURS': 1257, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09017046712847317, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.008634680024284032, 'max_pnl_target': 0.14364481390724218, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.08834316983354139, 'max_pnl_target': 0.3150540726712206, 'max_calls_for_rule': 84}}
|
266 |
ADAUSD
|
{'omega': 1.7162466741625835, 'alpha': [0.07968076648653998], 'beta': [0.9183192335134599], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012572679183071445, 'historical_segment_start_price': 0.05114, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 111.12244952685883, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 218, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 66313.4147719828, 'LEVERAGE': 16, 'UNIT_BUDGET': 1526.104524142503, 'INITIAL_MARGIN_PER_UNIT': 6.945153095428677, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66313.4147719828, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.945153095428677, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016463122120067713, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 1.831355780487193, 'MAX_PENALTY_DURATION_HOURS': 944, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6489602448024213, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.050838250315131284, 'max_pnl_target': 0.16747632905889298, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.05724339664382015, 'max_pnl_target': 0.1997391511536623, 'max_calls_for_rule': 158}}
|
267 |
BNBUSD
|
{'omega': 1.170995587084617, 'alpha': [0.07236327117256862], 'beta': [0.8881654672414205], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 21.6211, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1092.1786387885477, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, 'MAX_CONCURRENT_UNITS': 51, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91548.51797971429, 'LEVERAGE': 98, 'UNIT_BUDGET': 1776.8380039183558, 'INITIAL_MARGIN_PER_UNIT': 11.144679987638241, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91548.51797971429, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.144679987638241, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004785519265612461, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 1.8792263596528673, 'MAX_PENALTY_DURATION_HOURS': 350, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1745396483432093, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.04277487476080165, 'max_pnl_target': 0.1412278445881656, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.0500662513968193, 'max_pnl_target': 0.2586842018316279, 'max_calls_for_rule': 97}}
|
268 |
BTCUSD
|
{'omega': 2.751154403727592, 'alpha': [0.22796814331605714], 'beta': [0.7700318566839429], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029593107314273642, 'historical_segment_start_price': 3784.21, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1062.9472613654575, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 219, 'MAX_CONCURRENT_UNITS': 83, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182783.29525857375, 'LEVERAGE': 107, 'UNIT_BUDGET': 2193.107499233222, 'INITIAL_MARGIN_PER_UNIT': 9.934086554817359, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182783.29525857375, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.934086554817359, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004393148072155818, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.689413391331169, 'MAX_PENALTY_DURATION_HOURS': 168, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6041713306314511, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.020600440432014717, 'max_pnl_target': 0.07840221539532118, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.051610153369371616, 'max_pnl_target': 0.2478410091219964, 'max_calls_for_rule': 163}}
|
269 |
NIFTYFIN
|
{'omega': 0.3449850184286959, 'alpha': [0.08252446803650546], 'beta': [0.8301672522476933], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.099779117488573, 'historical_segment_start_price': 12323.8, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 580.6389214179479, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 353, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198576.91922651933, 'LEVERAGE': 67, 'UNIT_BUDGET': 561.1878111698869, 'INITIAL_MARGIN_PER_UNIT': 8.666252558476835, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198576.91922651933, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.666252558476835, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010316353597205458, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 1.8277373746231065, 'MAX_PENALTY_DURATION_HOURS': 409, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6986105512747854, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.01695694353384884, 'max_pnl_target': 0.11822985583058908, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.0948301455600138, 'max_pnl_target': 0.2926964102189965, 'max_calls_for_rule': 43}}
|
270 |
XRPUSD
|
{'omega': 1.2084090979591895, 'alpha': [0.09403815762029165], 'beta': [0.9039618423797083], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.6054, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 783.0764256363105, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121038.075281313, 'LEVERAGE': 59, 'UNIT_BUDGET': 1489.925208789731, 'INITIAL_MARGIN_PER_UNIT': 13.27248179044594, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121038.075281313, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.27248179044594, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012609262940145435, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 1.609727861144541, 'MAX_PENALTY_DURATION_HOURS': 231, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7327318268913812, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.04843046577862083, 'max_pnl_target': 0.1363253944721737, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.04828704558220078, 'max_pnl_target': 0.15999361713310523, 'max_calls_for_rule': 102}}
|
271 |
NIFTY50
|
{'omega': 0.1364201280015164, 'alpha': [0.09328860691721262], 'beta': [0.89734007682944], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00874730655053825, 'historical_segment_start_price': 10164.7, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 796.7216301221971, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 112, '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': 181821.42883851784, 'LEVERAGE': 55, 'UNIT_BUDGET': 1639.0030520063299, 'INITIAL_MARGIN_PER_UNIT': 14.485847820403583, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181821.42883851784, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.485847820403583, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028493443594910664, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 2.6235954073673433, 'MAX_PENALTY_DURATION_HOURS': 296, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15170635295937682, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.030568772373427526, 'max_pnl_target': 0.15747225489676508, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.07473869614625561, 'max_pnl_target': 0.22040538209573693, 'max_calls_for_rule': 82}}
|
272 |
ADAUSD
|
{'omega': 0.7849277659450965, 'alpha': [0.05818312218205964], 'beta': [0.9082639920618402], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.73594656821941, 'historical_segment_start_price': 0.9918, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1144.3621690917946, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 178, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170169.0218072802, 'LEVERAGE': 93, 'UNIT_BUDGET': 955.8619289223919, 'INITIAL_MARGIN_PER_UNIT': 12.304969560126825, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170169.0218072802, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.304969560126825, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002114284697713305, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.7147174859786745, 'MAX_PENALTY_DURATION_HOURS': 178, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07998743255401707, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.042874598623786356, 'max_pnl_target': 0.09646816263070374, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.022158913892596176, 'max_pnl_target': 0.2438367157770296, 'max_calls_for_rule': 57}}
|
273 |
XRPUSD
|
{'omega': 1.2087304297916415, 'alpha': [0.12593585267434446], 'beta': [0.8639203447423025], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2179, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 866.6643540179157, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 130, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199957.11487574206, 'LEVERAGE': 92, 'UNIT_BUDGET': 1534.22852837196, 'INITIAL_MARGIN_PER_UNIT': 9.42026471758604, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199957.11487574206, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.42026471758604, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004131234288754277, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.9435345080081863, 'MAX_PENALTY_DURATION_HOURS': 547, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3315374595730535, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.0205118158500526, 'max_pnl_target': 0.08428292123626609, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.019389241935267233, 'max_pnl_target': 0.16300217970119119, 'max_calls_for_rule': 158}}
|
274 |
ETHUSD
|
{'omega': 1.7633798373739304, 'alpha': [0.07504275130607531], 'beta': [0.8668057779945431], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 396.11, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 573.3462285127705, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, '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': 193777.19718064653, 'LEVERAGE': 56, 'UNIT_BUDGET': 1055.7518210908522, 'INITIAL_MARGIN_PER_UNIT': 10.238325509156617, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193777.19718064653, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.238325509156617, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018681082610772534, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 1.5672971206997892, 'MAX_PENALTY_DURATION_HOURS': 1147, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6194622990223431, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.04062720665794804, 'max_pnl_target': 0.1773971159379351, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.044264123808389656, 'max_pnl_target': 0.1791914004036585, 'max_calls_for_rule': 89}}
|
275 |
BNBUSD
|
{'omega': 3.348202182578676, 'alpha': [0.12894589582378918], 'beta': [0.8450021801572336], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 39.2967, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 564.3504537387743, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, 'MAX_CONCURRENT_UNITS': 209, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 130683.7897449314, 'LEVERAGE': 111, 'UNIT_BUDGET': 624.3825045640237, 'INITIAL_MARGIN_PER_UNIT': 5.084238321970939, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130683.7897449314, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.084238321970939, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003965137050736146, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 1.787331740765206, 'MAX_PENALTY_DURATION_HOURS': 648, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.509394932908216, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.013883886539096224, 'max_pnl_target': 0.14806385221079466, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.03400856182661085, 'max_pnl_target': 0.2125838045061755, 'max_calls_for_rule': 95}}
|
276 |
NIFTYHEALTHCARE
|
{'omega': 0.23266841805918606, 'alpha': [0.0957354341960369], 'beta': [0.8929374418098375], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.2766717435425505, 'historical_segment_start_price': 7817.65, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 486.14284695937675, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 331, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101326.7606713404, 'LEVERAGE': 66, 'UNIT_BUDGET': 2446.5694709827985, 'INITIAL_MARGIN_PER_UNIT': 7.365800711505709, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101326.7606713404, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.365800711505709, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0039676444274943995, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.9159548998579967, 'MAX_PENALTY_DURATION_HOURS': 246, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14414677672048232, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.04499367955276882, 'max_pnl_target': 0.10769532368589477, 'max_calls_for_rule': 153}, 'moderate_calls': {'min_pnl_target': 0.06934801823298699, 'max_pnl_target': 0.2542440914113197, 'max_calls_for_rule': 218}}
|
277 |
ETHUSD
|
{'omega': 4.9559976826268235, 'alpha': [0.09575163155912907], 'beta': [0.902248368440871], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 472.68, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 777.7376907846459, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 90, 'MAX_CONCURRENT_UNITS': 166, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 106572.65672609134, 'LEVERAGE': 111, 'UNIT_BUDGET': 639.8795492265062, 'INITIAL_MARGIN_PER_UNIT': 7.006645862924738, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106572.65672609134, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.006645862924738, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003915146390534413, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 2.1471543951019383, 'MAX_PENALTY_DURATION_HOURS': 1024, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.03731107983210617, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.03938641194942619, 'max_pnl_target': 0.10580189967606457, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.058418030564082214, 'max_pnl_target': 0.1663756714844774, 'max_calls_for_rule': 61}}
|
278 |
ADAUSD
|
{'omega': 1.4260420245890133, 'alpha': [0.060143632140510876], 'beta': [0.937856367859489], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.04354595722841356, 'historical_segment_start_price': 1.5909, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 612.8916684805585, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, 'MAX_CONCURRENT_UNITS': 105, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104554.58188331046, 'LEVERAGE': 82, 'UNIT_BUDGET': 994.5708633177098, 'INITIAL_MARGIN_PER_UNIT': 7.474288640006811, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104554.58188331046, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.474288640006811, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023645868977774298, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 1.6431183268363052, 'MAX_PENALTY_DURATION_HOURS': 1316, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.378704150344839, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.04248410436688753, 'max_pnl_target': 0.1657129421538352, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.08174892402361802, 'max_pnl_target': 0.21593276692794686, 'max_calls_for_rule': 79}}
|
279 |
ADAUSD
|
{'omega': 0.4538927174696845, 'alpha': [0.061258016085026144], 'beta': [0.9367419839149739], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.639298677477444, 'historical_segment_start_price': 0.3689, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 589.5108398678394, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, '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': 188290.37419453374, 'LEVERAGE': 100, 'UNIT_BUDGET': 1172.3008662953162, 'INITIAL_MARGIN_PER_UNIT': 5.895108398678394, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188290.37419453374, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.895108398678394, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002010692757568134, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 2.9742006556181284, 'MAX_PENALTY_DURATION_HOURS': 559, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10919300474407483, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.024482839668949014, 'max_pnl_target': 0.12465810435327809, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.09480952591447184, 'max_pnl_target': 0.20038267831226775, 'max_calls_for_rule': 131}}
|
280 |
BNBUSD
|
{'omega': 0.3988031037774957, 'alpha': [0.04360849228844341], 'beta': [0.8901130387007825], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.438680847658333, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 881.077272001074, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, 'MAX_CONCURRENT_UNITS': 194, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 140282.75392443663, 'LEVERAGE': 62, 'UNIT_BUDGET': 721.9105480765343, 'INITIAL_MARGIN_PER_UNIT': 14.210923741952806, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140282.75392443663, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.210923741952806, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015311828695544869, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 2.3360953740311734, 'MAX_PENALTY_DURATION_HOURS': 703, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2695058916566139, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.015185497198566184, 'max_pnl_target': 0.09614163286241334, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.07557301490906701, 'max_pnl_target': 0.19724963539976229, 'max_calls_for_rule': 44}}
|
281 |
ETHUSD
|
{'omega': 1.1857215847992326, 'alpha': [0.08669876171771534], 'beta': [0.8787438283076201], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2650.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1099.674629881237, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 227, 'MAX_CONCURRENT_UNITS': 86, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186494.42272734045, 'LEVERAGE': 117, 'UNIT_BUDGET': 2145.153862749791, 'INITIAL_MARGIN_PER_UNIT': 9.398928460523393, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186494.42272734045, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.398928460523393, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032160398981581125, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 2.427153964350828, 'MAX_PENALTY_DURATION_HOURS': 408, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06563686604281985, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.03381153768477315, 'max_pnl_target': 0.1511393130200282, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.05203797513395063, 'max_pnl_target': 0.1655404340586411, 'max_calls_for_rule': 225}}
|
282 |
ADAUSD
|
{'omega': 0.8208327223896799, 'alpha': [0.059827561583616], 'beta': [0.8529385075760219], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01567355351401635, 'historical_segment_start_price': 0.954, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 332.8746238975077, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 195637.79310348455, 'LEVERAGE': 29, 'UNIT_BUDGET': 2389.692135728062, 'INITIAL_MARGIN_PER_UNIT': 11.47843530681061, 'MAX_TRADING_CAPITAL_FOR_UNITS': 195637.79310348455, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.47843530681061, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033728519031001472, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 1.8646586302326922, 'MAX_PENALTY_DURATION_HOURS': 1230, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16312768207251904, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.017857196865101465, 'max_pnl_target': 0.16283006717298237, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.09707273947648075, 'max_pnl_target': 0.28911614856410384, 'max_calls_for_rule': 183}}
|
283 |
XRPUSD
|
{'omega': 1.144552307011231, 'alpha': [0.07118979077084187], 'beta': [0.8734251542955142], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0157943083951337, 'historical_segment_start_price': 0.3925, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 895.5711402891825, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 263, 'MAX_CONCURRENT_UNITS': 38, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94688.58366393161, 'LEVERAGE': 97, 'UNIT_BUDGET': 2443.6460264378197, 'INITIAL_MARGIN_PER_UNIT': 9.232692167929716, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94688.58366393161, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.232692167929716, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004393760056179509, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.6763828821380407, 'MAX_PENALTY_DURATION_HOURS': 750, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3992887000602808, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.040065276139197005, 'max_pnl_target': 0.18221410953963252, 'max_calls_for_rule': 120}, 'moderate_calls': {'min_pnl_target': 0.0976883159050158, 'max_pnl_target': 0.23793888566298937, 'max_calls_for_rule': 241}}
|
284 |
BTCUSD
|
{'omega': 2.7789416476137414, 'alpha': [0.0789098995666923], 'beta': [0.9190901004333076], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 70.57244439787907, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 269, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 120550.55972704489, 'LEVERAGE': 11, 'UNIT_BUDGET': 1738.6362625998815, 'INITIAL_MARGIN_PER_UNIT': 6.415676763443551, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120550.55972704489, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.415676763443551, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014443456271521265, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.3635896098787104, 'MAX_PENALTY_DURATION_HOURS': 793, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4190749963238255, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.02089512850578351, 'max_pnl_target': 0.12382688904077803, 'max_calls_for_rule': 152}, 'moderate_calls': {'min_pnl_target': 0.019133371477708896, 'max_pnl_target': 0.24068146098279114, 'max_calls_for_rule': 267}}
|
285 |
NIFTYBANK
|
{'omega': 0.8155802399117837, 'alpha': [0.07201690251184273], 'beta': [0.8454788705664318], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020778827944777683, 'historical_segment_start_price': 36594.0, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1051.222190039708, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 209, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71759.36951566236, 'LEVERAGE': 109, 'UNIT_BUDGET': 2025.3965394424185, 'INITIAL_MARGIN_PER_UNIT': 9.644240275593651, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71759.36951566236, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.644240275593651, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028670486574798293, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.110990005099064, 'MAX_PENALTY_DURATION_HOURS': 1055, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4502818403633265, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.028234072058870952, 'max_pnl_target': 0.15624091661053574, 'max_calls_for_rule': 103}, 'moderate_calls': {'min_pnl_target': 0.022289715387473936, 'max_pnl_target': 0.24208554474973665, 'max_calls_for_rule': 205}}
|
286 |
XRPUSD
|
{'omega': 1.1017021111211933, 'alpha': [0.13011259418377086], 'beta': [0.8678874058162293], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.20008, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 555.7159394601158, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 312, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 81328.34017162934, 'LEVERAGE': 68, 'UNIT_BUDGET': 260.4989023876211, 'INITIAL_MARGIN_PER_UNIT': 8.172293227354643, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81328.34017162934, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.172293227354643, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012195990806337007, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 2.9824996656279046, 'MAX_PENALTY_DURATION_HOURS': 887, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5849458380093642, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 39, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2340}
|
{'small_calls': {'min_pnl_target': 0.029512437891409483, 'max_pnl_target': 0.12738284663368618, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.09815326790698756, 'max_pnl_target': 0.25443209639368225, 'max_calls_for_rule': 23}}
|
287 |
NIFTYBANK
|
{'omega': 1.196247217472308, 'alpha': [0.06812441408940838], 'beta': [0.830351785079141], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020625402877311967, 'historical_segment_start_price': 22315.2, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 653.6994351305677, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 417, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 140028.08861384908, 'LEVERAGE': 61, 'UNIT_BUDGET': 335.4440266020712, 'INITIAL_MARGIN_PER_UNIT': 10.716384182468323, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140028.08861384908, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.716384182468323, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003041792304546856, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 1.9619901225528626, 'MAX_PENALTY_DURATION_HOURS': 698, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7034247875815014, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.026401119969687213, 'max_pnl_target': 0.15231199772087603, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.04372018709664123, 'max_pnl_target': 0.23900715454396815, 'max_calls_for_rule': 22}}
|
288 |
ADAUSD
|
{'omega': 0.6589854902100843, 'alpha': [0.05963805552372437], 'beta': [0.9112436004659108], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014206128370412383, 'historical_segment_start_price': 0.3055, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 580.298833942699, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 217, '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': 116904.07665337816, 'LEVERAGE': 60, 'UNIT_BUDGET': 2112.8818743545417, 'INITIAL_MARGIN_PER_UNIT': 9.671647232378318, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116904.07665337816, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.671647232378318, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014488882346355033, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.9553762622926767, 'MAX_PENALTY_DURATION_HOURS': 437, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5003695363888813, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.029022078294557406, 'max_pnl_target': 0.13272317654209045, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.022715275675338726, 'max_pnl_target': 0.23943936852549927, 'max_calls_for_rule': 164}}
|
289 |
NIFTYHEALTHCARE
|
{'omega': 0.23680370520435773, 'alpha': [0.09276502668119355], 'beta': [0.9052349733188065], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.88787667328477, 'historical_segment_start_price': 8023.25, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 664.3518602854367, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, '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': 72477.76123752721, 'LEVERAGE': 70, 'UNIT_BUDGET': 1463.0690244183165, 'INITIAL_MARGIN_PER_UNIT': 9.490740861220525, 'MAX_TRADING_CAPITAL_FOR_UNITS': 72477.76123752721, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.490740861220525, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003697056367270426, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.610498074937909, 'MAX_PENALTY_DURATION_HOURS': 1172, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22767629058868083, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.0392058564243864, 'max_pnl_target': 0.12736595158825165, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.06842336550995236, 'max_pnl_target': 0.3089643307927233, 'max_calls_for_rule': 104}}
|
290 |
BTCUSD
|
{'omega': 51.54884741384343, 'alpha': [0.19108924088035548], 'beta': [0.6787858689605822], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 442.9, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 251.64650316012234, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, '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': 111759.33900068329, 'LEVERAGE': 30, 'UNIT_BUDGET': 1565.5205571777751, 'INITIAL_MARGIN_PER_UNIT': 8.388216772004078, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111759.33900068329, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.388216772004078, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002216409035279414, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.0851958400317967, 'MAX_PENALTY_DURATION_HOURS': 1112, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6417086750473195, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.03710555241173819, 'max_pnl_target': 0.13877045634459576, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.02588188805842604, 'max_pnl_target': 0.14034896976944447, 'max_calls_for_rule': 151}}
|
291 |
GOOGLUSD
|
{'omega': 0.2935962373288712, 'alpha': [0.06841878196510569], 'beta': [0.9295812180348942], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024323579238970144, 'historical_segment_start_price': 1072.79, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 502.13824355488765, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 158, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165497.73283270223, 'LEVERAGE': 61, 'UNIT_BUDGET': 1043.1192924727184, 'INITIAL_MARGIN_PER_UNIT': 8.231774484506355, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165497.73283270223, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.231774484506355, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002467272175767094, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 2.394693795319081, 'MAX_PENALTY_DURATION_HOURS': 1006, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5167295866692929, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.03237086698190639, 'max_pnl_target': 0.123798129733926, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.06964790557586617, 'max_pnl_target': 0.2450137815339198, 'max_calls_for_rule': 106}}
|
292 |
ETHUSD
|
{'omega': 1.7265057138178665, 'alpha': [0.08251064282157705], 'beta': [0.8281155220398909], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3146.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1146.248825578751, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 243, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 176419.99559912435, 'LEVERAGE': 101, 'UNIT_BUDGET': 724.7743148264499, 'INITIAL_MARGIN_PER_UNIT': 11.34899827305694, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176419.99559912435, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.34899827305694, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004502786718651758, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.9820997727246157, 'MAX_PENALTY_DURATION_HOURS': 331, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38333562210430183, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.01831159709030874, 'max_pnl_target': 0.09915573732632099, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.022555205448685164, 'max_pnl_target': 0.16499875928715377, 'max_calls_for_rule': 54}}
|
293 |
BTCUSD
|
{'omega': 1.5833930811330734, 'alpha': [0.19447439059721366], 'beta': [0.7951941342423403], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03956375923478593, 'historical_segment_start_price': 3403.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1163.1799431504055, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, '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': 71772.97221949237, 'LEVERAGE': 83, 'UNIT_BUDGET': 1471.0305232321386, 'INITIAL_MARGIN_PER_UNIT': 14.014216182535007, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71772.97221949237, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.014216182535007, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003300171310442168, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.5005441407954985, 'MAX_PENALTY_DURATION_HOURS': 436, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28363317343636213, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.007460695244418387, 'max_pnl_target': 0.10555272935595543, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.060564512716639984, 'max_pnl_target': 0.17697986238497282, 'max_calls_for_rule': 79}}
|
294 |
BTCUSD
|
{'omega': 0.635576196436441, 'alpha': [0.05132242044556907], 'beta': [0.946677579554431], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.892487739990615, 'historical_segment_start_price': 13784.67, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 643.0326692688362, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 115, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 72986.97840968428, 'LEVERAGE': 65, 'UNIT_BUDGET': 630.5306629851924, 'INITIAL_MARGIN_PER_UNIT': 9.892810296443635, 'MAX_TRADING_CAPITAL_FOR_UNITS': 72986.97840968428, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.892810296443635, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004852659134125076, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 1.6335420380773524, 'MAX_PENALTY_DURATION_HOURS': 1119, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16169595281696972, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.02478418801751778, 'max_pnl_target': 0.1687428803964597, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.08974363559042241, 'max_pnl_target': 0.191061148577353, 'max_calls_for_rule': 43}}
|
295 |
ADAUSD
|
{'omega': 10.261497534550374, 'alpha': [0.09186813821291852], 'beta': [0.8198075868459673], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.26108, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1028.1829401139653, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 244, 'MAX_CONCURRENT_UNITS': 25, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 59752.802079620844, 'LEVERAGE': 106, 'UNIT_BUDGET': 2383.6797621241626, 'INITIAL_MARGIN_PER_UNIT': 9.699839057678918, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59752.802079620844, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.699839057678918, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004988048162454352, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 74, 'PENALTY_DURATION_MULTIPLIER': 1.6260030527823817, 'MAX_PENALTY_DURATION_HOURS': 754, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.028494407252811486, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.009209709012263239, 'max_pnl_target': 0.07176993566618024, 'max_calls_for_rule': 121}, 'moderate_calls': {'min_pnl_target': 0.091500923402425, 'max_pnl_target': 0.3256579467301141, 'max_calls_for_rule': 211}}
|
296 |
BNBUSD
|
{'omega': 0.46918232195913323, 'alpha': [0.1494239595660381], 'beta': [0.8485760404339618], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0016928870321765562, 'historical_segment_start_price': 9.653, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 651.5948764597233, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 189, 'MAX_CONCURRENT_UNITS': 133, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170443.05258499633, 'LEVERAGE': 97, 'UNIT_BUDGET': 1278.9327178630078, 'INITIAL_MARGIN_PER_UNIT': 6.717472953193024, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170443.05258499633, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.717472953193024, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017767585226566096, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 1.9923195912172416, 'MAX_PENALTY_DURATION_HOURS': 1393, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5039684231781641, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.031764555959574184, 'max_pnl_target': 0.14189591068441, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.07862744680608652, 'max_pnl_target': 0.26063608260604404, 'max_calls_for_rule': 165}}
|
297 |
NIFTY50
|
{'omega': 0.17900107790299977, 'alpha': [0.07100255816248789], 'beta': [0.9269974418375121], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017900021110059932, 'historical_segment_start_price': 11483.9, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 506.5807812731926, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 188, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98916.36286990334, 'LEVERAGE': 46, 'UNIT_BUDGET': 2091.9895892112554, 'INITIAL_MARGIN_PER_UNIT': 11.012625679852013, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98916.36286990334, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.012625679852013, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004485674684921883, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.001464417536389, 'MAX_PENALTY_DURATION_HOURS': 575, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04942161394460757, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.009682643568110279, 'max_pnl_target': 0.15007658460577286, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.07454822068053418, 'max_pnl_target': 0.26686446111009177, 'max_calls_for_rule': 135}}
|
298 |
ADAUSD
|
{'omega': 2.3872538852598892, 'alpha': [0.08907076282607912], 'beta': [0.9089292371739208], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019093423410846938, 'historical_segment_start_price': 0.5168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 273.6316244428027, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, 'MAX_CONCURRENT_UNITS': 170, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101383.31590194316, 'LEVERAGE': 35, 'UNIT_BUDGET': 595.559869808607, 'INITIAL_MARGIN_PER_UNIT': 7.818046412651507, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101383.31590194316, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.818046412651507, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027508910978341805, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.854203528554381, 'MAX_PENALTY_DURATION_HOURS': 1257, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6023850303676621, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 49, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 2940}
|
{'small_calls': {'min_pnl_target': 0.013345636400643849, 'max_pnl_target': 0.10750110057477674, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.04913133821759802, 'max_pnl_target': 0.17477355387603832, 'max_calls_for_rule': 50}}
|
299 |
BTCUSD
|
{'omega': 0.5874539712576664, 'alpha': [0.1419152371148538], 'beta': [0.8560847628851462], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3942.28, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 284.5230988984962, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 132, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131069.58845051324, 'LEVERAGE': 25, 'UNIT_BUDGET': 988.4203496438726, 'INITIAL_MARGIN_PER_UNIT': 11.380923955939847, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131069.58845051324, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.380923955939847, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00303334789117746, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 1.8788069306407058, 'MAX_PENALTY_DURATION_HOURS': 1094, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05271492896155735, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.011319604529417222, 'max_pnl_target': 0.09229770922964448, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.07652833348655733, 'max_pnl_target': 0.19726337982589773, 'max_calls_for_rule': 53}}
|
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