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
|
|---|---|---|---|---|
2,000 |
GOOGLUSD
|
{'omega': 0.27894197015412164, 'alpha': [0.08114043331811004], 'beta': [0.8951316003051697], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026788401140955414, 'historical_segment_start_price': 1072.79, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 690.851963281755, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 364, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156261.00232762482, 'LEVERAGE': 111, 'UNIT_BUDGET': 2276.7452737242156, 'INITIAL_MARGIN_PER_UNIT': 6.223891561096893, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156261.00232762482, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.223891561096893, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034624235767806207, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.1098305139945923, 'MAX_PENALTY_DURATION_HOURS': 857, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.597549585031, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.04948558325627872, 'max_pnl_target': 0.18668059784961882, 'max_calls_for_rule': 172}, 'moderate_calls': {'min_pnl_target': 0.09288562792824451, 'max_pnl_target': 0.3395401561726424, 'max_calls_for_rule': 260}}
|
2,001 |
NIFTYFIN
|
{'omega': 0.40736968616642105, 'alpha': [0.08226637008111948], 'beta': [0.8142018351244902], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.016900011693532512, 'historical_segment_start_price': 15939.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 390.34631152636035, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 470, 'MAX_CONCURRENT_UNITS': 36, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 86455.6922597994, 'LEVERAGE': 78, 'UNIT_BUDGET': 2358.0263559523105, 'INITIAL_MARGIN_PER_UNIT': 5.004439891363594, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86455.6922597994, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.004439891363594, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004007881244329761, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.5264577474674033, 'MAX_PENALTY_DURATION_HOURS': 685, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33220104258648137, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.010393733885038885, 'max_pnl_target': 0.10969801519494671, 'max_calls_for_rule': 223}, 'moderate_calls': {'min_pnl_target': 0.019188501151214593, 'max_pnl_target': 0.218373949614904, 'max_calls_for_rule': 442}}
|
2,002 |
BNBUSD
|
{'omega': 37.81830607607108, 'alpha': [0.0964767334896634], 'beta': [0.8322786076116288], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 600.2066039518686, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 242, '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': 115209.66155507555, 'LEVERAGE': 95, 'UNIT_BUDGET': 1536.8934774310346, 'INITIAL_MARGIN_PER_UNIT': 6.317964252124932, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115209.66155507555, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.317964252124932, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016902640877785667, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 1.9276164146410804, 'MAX_PENALTY_DURATION_HOURS': 283, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7220949092515262, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.04937540904022882, 'max_pnl_target': 0.17233072390097595, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.04576037755851885, 'max_pnl_target': 0.22981211030200172, 'max_calls_for_rule': 167}}
|
2,003 |
BNBUSD
|
{'omega': 17.17008551762966, 'alpha': [0.18982390199924162], 'beta': [0.7415818398229711], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.43032327082893, 'historical_segment_start_price': 13.5551, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 562.5453985732332, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, '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': 61357.629495347006, 'LEVERAGE': 103, 'UNIT_BUDGET': 962.6951298282469, 'INITIAL_MARGIN_PER_UNIT': 5.461605811390614, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61357.629495347006, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.461605811390614, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012053839649936835, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 2.722478867248625, 'MAX_PENALTY_DURATION_HOURS': 1150, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5467406429502539, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.027701037229316636, 'max_pnl_target': 0.08622449642991264, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.06107444615273079, 'max_pnl_target': 0.20338421585530486, 'max_calls_for_rule': 148}}
|
2,004 |
ETHUSD
|
{'omega': 0.581211064815761, 'alpha': [0.09200091087713219], 'beta': [0.9059990891228678], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02406629073237869, 'historical_segment_start_price': 1560.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 407.4514531762959, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 98, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71262.78360902339, 'LEVERAGE': 40, 'UNIT_BUDGET': 720.3737599040273, 'INITIAL_MARGIN_PER_UNIT': 10.186286329407398, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71262.78360902339, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.186286329407398, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00334812002454809, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.175067718844104, 'MAX_PENALTY_DURATION_HOURS': 1119, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6881418379694967, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.02135490162186551, 'max_pnl_target': 0.08997348241590963, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.0419523864286725, 'max_pnl_target': 0.28270817194252673, 'max_calls_for_rule': 54}}
|
2,005 |
BNBUSD
|
{'omega': 0.3286420756128841, 'alpha': [0.05794926051517754], 'beta': [0.9400507394848224], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.06837666957384, 'historical_segment_start_price': 304.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 308.38151133178985, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 261, 'MAX_CONCURRENT_UNITS': 137, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185770.64491812082, 'LEVERAGE': 60, 'UNIT_BUDGET': 1349.7409240988054, 'INITIAL_MARGIN_PER_UNIT': 5.139691855529831, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185770.64491812082, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.139691855529831, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038445785448892934, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.8468522015955866, 'MAX_PENALTY_DURATION_HOURS': 621, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36960774541174946, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 38, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 2280}
|
{'small_calls': {'min_pnl_target': 0.027736475012654065, 'max_pnl_target': 0.08828843504615826, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.06609863648626466, 'max_pnl_target': 0.22211308515406555, 'max_calls_for_rule': 175}}
|
2,006 |
ETHUSD
|
{'omega': 3.0924981466772885, 'alpha': [0.12432138856238231], 'beta': [0.8312253244334971], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 170.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 611.9741091788312, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 90, 'MAX_CONCURRENT_UNITS': 140, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109151.98077057675, 'LEVERAGE': 72, 'UNIT_BUDGET': 776.9445318460215, 'INITIAL_MARGIN_PER_UNIT': 8.499640405261545, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109151.98077057675, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.499640405261545, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004282440589994601, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.9093339782440675, 'MAX_PENALTY_DURATION_HOURS': 381, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5648406725228088, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.027688493884290354, 'max_pnl_target': 0.15918081513062765, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.01186677191345735, 'max_pnl_target': 0.17822804939658882, 'max_calls_for_rule': 76}}
|
2,007 |
ETHUSD
|
{'omega': 1.4350488440394569, 'alpha': [0.08041799265571561], 'beta': [0.8478590162541508], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.46743368, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 146.2408112984851, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 187, 'MAX_CONCURRENT_UNITS': 80, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92308.22442153483, 'LEVERAGE': 24, 'UNIT_BUDGET': 1149.7927299170597, 'INITIAL_MARGIN_PER_UNIT': 6.093367137436879, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92308.22442153483, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.093367137436879, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0041720384041543995, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 1.5158367084052502, 'MAX_PENALTY_DURATION_HOURS': 954, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6386862930617176, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.024920845684489157, 'max_pnl_target': 0.09771360724696361, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.08018264404080319, 'max_pnl_target': 0.22212378158633572, 'max_calls_for_rule': 163}}
|
2,008 |
BNBUSD
|
{'omega': 0.6474479518768754, 'alpha': [0.05976503284334731], 'beta': [0.9382349671566528], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009315341969157412, 'historical_segment_start_price': 227.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 786.070138117943, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 196, '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': 171878.2392714388, 'LEVERAGE': 65, 'UNIT_BUDGET': 2388.7449268118708, 'INITIAL_MARGIN_PER_UNIT': 12.093386740276046, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171878.2392714388, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.093386740276046, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017114733967717602, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 2.2236969941796487, 'MAX_PENALTY_DURATION_HOURS': 583, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2061113092462266, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.03742809148173553, 'max_pnl_target': 0.14009792064975782, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.012090605919677578, 'max_pnl_target': 0.25239948695321285, 'max_calls_for_rule': 155}}
|
2,009 |
ADAUSD
|
{'omega': 0.5273530373594878, 'alpha': [0.054101316695301965], 'beta': [0.8812724577874899], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.916198836737597, 'historical_segment_start_price': 0.3444, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 353.6830410921247, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, 'MAX_CONCURRENT_UNITS': 92, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 115255.34055332546, 'LEVERAGE': 38, 'UNIT_BUDGET': 1241.8984587687382, 'INITIAL_MARGIN_PER_UNIT': 9.307448449792755, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115255.34055332546, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.307448449792755, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003912430545260123, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 1.6250679750145651, 'MAX_PENALTY_DURATION_HOURS': 1409, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3384617034625727, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.025754442308769807, 'max_pnl_target': 0.17413526554208028, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.0915608346152087, 'max_pnl_target': 0.3015879556303792, 'max_calls_for_rule': 112}}
|
2,010 |
NIFTYFMCG
|
{'omega': 0.3337642286301146, 'alpha': [0.0951513981813657], 'beta': [0.9012556451326892], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011211654685147643, 'historical_segment_start_price': 37987.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 871.807485981527, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, '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': 130964.8560207098, 'LEVERAGE': 124, 'UNIT_BUDGET': 876.9343209286023, 'INITIAL_MARGIN_PER_UNIT': 7.0307055321090886, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130964.8560207098, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.0307055321090886, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002350169690303612, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 2.255020179812907, 'MAX_PENALTY_DURATION_HOURS': 992, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13310156103377346, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 29, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 1740}
|
{'small_calls': {'min_pnl_target': 0.04522402250302384, 'max_pnl_target': 0.17077105111579885, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.08880730706658355, 'max_pnl_target': 0.21241845210062113, 'max_calls_for_rule': 82}}
|
2,011 |
BTCUSD
|
{'omega': 2.084267806034711, 'alpha': [0.08547793432461134], 'beta': [0.8123951220711229], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.395526149469063, 'historical_segment_start_price': 7201.5, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 534.173058092009, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 106, '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': 94831.78401521611, 'LEVERAGE': 39, 'UNIT_BUDGET': 1466.2345616424664, 'INITIAL_MARGIN_PER_UNIT': 13.696745079282282, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94831.78401521611, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.696745079282282, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015845489907722614, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.2700315402958124, 'MAX_PENALTY_DURATION_HOURS': 1012, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38082137743965805, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 28, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 1680}
|
{'small_calls': {'min_pnl_target': 0.046701826022268376, 'max_pnl_target': 0.19124775453238915, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.07655309040350318, 'max_pnl_target': 0.31616564930570396, 'max_calls_for_rule': 103}}
|
2,012 |
BNBUSD
|
{'omega': 0.29731573546716294, 'alpha': [0.08672733481429351], 'beta': [0.843601983345884], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 603.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 593.5689618058116, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 61418.25824435341, 'LEVERAGE': 91, 'UNIT_BUDGET': 934.6095071586564, 'INITIAL_MARGIN_PER_UNIT': 6.522735844019907, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61418.25824435341, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.522735844019907, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013278080925925532, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 1.632082685976777, 'MAX_PENALTY_DURATION_HOURS': 447, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05041896392559561, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.025167350493567234, 'max_pnl_target': 0.14256083662758848, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.06878982002520781, 'max_pnl_target': 0.23184238589427955, 'max_calls_for_rule': 126}}
|
2,013 |
BNBUSD
|
{'omega': 1.131897825955916, 'alpha': [0.07837163349755477], 'beta': [0.890518605534601], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012801439314828508, 'historical_segment_start_price': 422.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1104.8082092357956, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, 'MAX_CONCURRENT_UNITS': 119, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 151872.20236446988, 'LEVERAGE': 78, 'UNIT_BUDGET': 1270.041473779714, 'INITIAL_MARGIN_PER_UNIT': 14.164207810715329, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151872.20236446988, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.164207810715329, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002013388456804756, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 2.820945718798931, 'MAX_PENALTY_DURATION_HOURS': 1140, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31845786329312087, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.016063079400501175, 'max_pnl_target': 0.08877227843223845, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.10086620035930297, 'max_pnl_target': 0.24524276884540863, 'max_calls_for_rule': 76}}
|
2,014 |
NIFTYFIN
|
{'omega': 0.3083059111715853, 'alpha': [0.10901072176795305], 'beta': [0.8046218055087115], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.141277227141487, 'historical_segment_start_price': 10458.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 301.2207584840154, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, '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': 60589.56566683929, 'LEVERAGE': 47, 'UNIT_BUDGET': 757.9315236605105, 'INITIAL_MARGIN_PER_UNIT': 6.40895230817054, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60589.56566683929, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.40895230817054, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015968185082525141, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 2.031714194489912, 'MAX_PENALTY_DURATION_HOURS': 662, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7259457044015692, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5460}
|
{'small_calls': {'min_pnl_target': 0.007801956299809327, 'max_pnl_target': 0.07712150351368519, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.07932562557234421, 'max_pnl_target': 0.29878013604768505, 'max_calls_for_rule': 98}}
|
2,015 |
NIFTYFIN
|
{'omega': 4.282136427574939, 'alpha': [0.05076153127125484], 'beta': [0.9472384687287451], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 14444.5, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 749.1313827946719, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 153, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 88750.65304444166, 'LEVERAGE': 108, 'UNIT_BUDGET': 577.9045665592786, 'INITIAL_MARGIN_PER_UNIT': 6.936401692543258, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88750.65304444166, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.936401692543258, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002813021629989058, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.2089812027248525, 'MAX_PENALTY_DURATION_HOURS': 530, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10080704448680565, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.016528711932406313, 'max_pnl_target': 0.14623868177303098, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.07523095726480293, 'max_pnl_target': 0.3054534841297372, 'max_calls_for_rule': 75}}
|
2,016 |
NIFTYBANK
|
{'omega': 0.7456890356797024, 'alpha': [0.07206642516897914], 'beta': [0.8635145224614845], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023672856056720013, 'historical_segment_start_price': 36594.0, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 169.80188015724963, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, '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': 153478.79757595196, 'LEVERAGE': 27, 'UNIT_BUDGET': 968.6479704292921, 'INITIAL_MARGIN_PER_UNIT': 6.288958524342579, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153478.79757595196, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.288958524342579, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028282896239192916, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 2.0695090574923745, 'MAX_PENALTY_DURATION_HOURS': 218, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21207866689037105, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.011863054283202452, 'max_pnl_target': 0.09751087682312018, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.013546029300118143, 'max_pnl_target': 0.21450371833910772, 'max_calls_for_rule': 137}}
|
2,017 |
BTCUSD
|
{'omega': 3.1574012288877245, 'alpha': [0.12504448478167654], 'beta': [0.8340277822552733], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 229.1, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 370.04183877983246, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, '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': 139368.82690934025, 'LEVERAGE': 63, 'UNIT_BUDGET': 827.0526367101486, 'INITIAL_MARGIN_PER_UNIT': 5.873679980632262, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139368.82690934025, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.873679980632262, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031840259363801492, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 1.5742820835075342, 'MAX_PENALTY_DURATION_HOURS': 528, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6341108857123738, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.02335957778136071, 'max_pnl_target': 0.14542849103218258, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.07620338617540369, 'max_pnl_target': 0.23190287411840027, 'max_calls_for_rule': 89}}
|
2,018 |
NIFTYBANK
|
{'omega': 4.843316298253753, 'alpha': [0.04692472055803979], 'beta': [0.9338345751583497], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.382648230914277, 'historical_segment_start_price': 31499.5, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 515.1918078025747, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 405, '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': 135338.79761005822, 'LEVERAGE': 93, 'UNIT_BUDGET': 2254.1260705243503, 'INITIAL_MARGIN_PER_UNIT': 5.539696858092201, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135338.79761005822, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.539696858092201, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004500918992023966, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 1.8369875872534587, 'MAX_PENALTY_DURATION_HOURS': 1231, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7445238798066631, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.0279229848498892, 'max_pnl_target': 0.1086612705318039, 'max_calls_for_rule': 168}, 'moderate_calls': {'min_pnl_target': 0.06240250927332664, 'max_pnl_target': 0.27844921620256713, 'max_calls_for_rule': 399}}
|
2,019 |
BNBUSD
|
{'omega': 0.3163842330234471, 'alpha': [0.060594860345275336], 'beta': [0.9374051396547246], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.498553066355549, 'historical_segment_start_price': 267.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1236.6535461150202, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, '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': 96940.06770913635, 'LEVERAGE': 119, 'UNIT_BUDGET': 545.5043426064533, 'INITIAL_MARGIN_PER_UNIT': 10.392046606008572, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96940.06770913635, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.392046606008572, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004624143269540023, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 1.9129223729944917, 'MAX_PENALTY_DURATION_HOURS': 1052, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1837340992579359, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 28, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 1680}
|
{'small_calls': {'min_pnl_target': 0.01596514084545053, 'max_pnl_target': 0.150052250455517, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.03393433964440801, 'max_pnl_target': 0.17618974997319126, 'max_calls_for_rule': 50}}
|
2,020 |
BTCUSD
|
{'omega': 0.9305209331193252, 'alpha': [0.0516269633664837], 'beta': [0.8588878539102213], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.676803358265276, 'historical_segment_start_price': 39159.65, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 328.2266834645747, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 38, 'MAX_CONCURRENT_UNITS': 125, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65137.35538616106, 'LEVERAGE': 25, 'UNIT_BUDGET': 518.7680195817533, 'INITIAL_MARGIN_PER_UNIT': 13.129067338582988, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65137.35538616106, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.129067338582988, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004401518373090212, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.255820755068793, 'MAX_PENALTY_DURATION_HOURS': 820, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29505312405076345, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.03198054940319523, 'max_pnl_target': 0.08607362259091272, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.027341691061439834, 'max_pnl_target': 0.24017245967297754, 'max_calls_for_rule': 30}}
|
2,021 |
BNBUSD
|
{'omega': 5.832634406110202, 'alpha': [0.06860573598048979], 'beta': [0.9293942640195103], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 12.5794, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 719.0967872120626, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 332, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 160159.72049772087, 'LEVERAGE': 115, 'UNIT_BUDGET': 482.21929560091644, 'INITIAL_MARGIN_PER_UNIT': 6.253015540974458, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160159.72049772087, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.253015540974458, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010283635728731487, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.386252077322283, 'MAX_PENALTY_DURATION_HOURS': 490, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4400714387962197, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 97, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5820}
|
{'small_calls': {'min_pnl_target': 0.050274249266267404, 'max_pnl_target': 0.10291311150367341, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.016126791005353375, 'max_pnl_target': 0.1570116910438348, 'max_calls_for_rule': 72}}
|
2,022 |
NIFTYFMCG
|
{'omega': 0.17174429749515535, 'alpha': [0.08518985311280108], 'beta': [0.912810146887199], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020233564630917064, 'historical_segment_start_price': 28854.7, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 478.1649793761406, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 113345.6334344727, 'LEVERAGE': 34, 'UNIT_BUDGET': 1232.7822228918158, 'INITIAL_MARGIN_PER_UNIT': 14.063675864004136, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113345.6334344727, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.063675864004136, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024990529511169307, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.389313415580807, 'MAX_PENALTY_DURATION_HOURS': 1169, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07640323166712494, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.03269251160565196, 'max_pnl_target': 0.11423002365281756, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.04964397863403725, 'max_pnl_target': 0.24852682250837532, 'max_calls_for_rule': 84}}
|
2,023 |
XRPUSD
|
{'omega': 1.2109532830699536, 'alpha': [0.11820966711101336], 'beta': [0.8043105683495636], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.19305, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 650.8945764829436, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60985.38617732011, 'LEVERAGE': 98, 'UNIT_BUDGET': 524.2917214236579, 'INITIAL_MARGIN_PER_UNIT': 6.641781392683098, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60985.38617732011, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.641781392683098, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002058071455114889, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.3192373428258644, 'MAX_PENALTY_DURATION_HOURS': 550, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32192894740890876, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.011198361858207388, 'max_pnl_target': 0.0746290737371757, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.09963184907737187, 'max_pnl_target': 0.2816236320609804, 'max_calls_for_rule': 59}}
|
2,024 |
BTCUSD
|
{'omega': 1.7527873685799025, 'alpha': [0.07366010816508102], 'beta': [0.8373981998741645], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.4607546037791455, 'historical_segment_start_price': 5119.43, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 115.90375921871532, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, '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': 160615.8389847615, 'LEVERAGE': 10, 'UNIT_BUDGET': 1961.3939619466294, 'INITIAL_MARGIN_PER_UNIT': 11.590375921871532, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160615.8389847615, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.590375921871532, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018234655334997947, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.381094484533349, 'MAX_PENALTY_DURATION_HOURS': 412, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7025720867449126, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.05041991350766475, 'max_pnl_target': 0.11750788469122939, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.08127053218756407, 'max_pnl_target': 0.2682157122299925, 'max_calls_for_rule': 112}}
|
2,025 |
XRPUSD
|
{'omega': 0.7805257460599879, 'alpha': [0.08884832651742121], 'beta': [0.9091516734825789], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3689, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 876.9197580630878, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, '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': 96423.57565024449, 'LEVERAGE': 62, 'UNIT_BUDGET': 1083.7678417256511, 'INITIAL_MARGIN_PER_UNIT': 14.143867065533675, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96423.57565024449, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.143867065533675, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002693933757542118, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.677771305791738, 'MAX_PENALTY_DURATION_HOURS': 1341, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3584550029624406, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.020718250238167465, 'max_pnl_target': 0.07443913927871768, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.05701491185045402, 'max_pnl_target': 0.16583793551178497, 'max_calls_for_rule': 46}}
|
2,026 |
BTCUSD
|
{'omega': 0.8349517087455745, 'alpha': [0.06910011760035094], 'beta': [0.85371617761024], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.470037317158959, 'historical_segment_start_price': 23391.92, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 323.4754693779057, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, 'MAX_CONCURRENT_UNITS': 141, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194402.79757797625, 'LEVERAGE': 22, 'UNIT_BUDGET': 1377.0415639495166, 'INITIAL_MARGIN_PER_UNIT': 14.70343042626844, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194402.79757797625, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.70343042626844, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004396661508266264, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 1.7064902045267683, 'MAX_PENALTY_DURATION_HOURS': 569, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22398646404903988, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.03107269284296542, 'max_pnl_target': 0.14550843126875104, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.08239717375508669, 'max_pnl_target': 0.28409228033497946, 'max_calls_for_rule': 74}}
|
2,027 |
NIFTYBANK
|
{'omega': 0.8517345328728446, 'alpha': [0.11428234546063154], 'beta': [0.7915189897691128], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7712116792185477, 'historical_segment_start_price': 17197.6, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 409.4937563954889, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 263, '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': 120615.64426734735, 'LEVERAGE': 62, 'UNIT_BUDGET': 1744.2174813006498, 'INITIAL_MARGIN_PER_UNIT': 6.604738006378853, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120615.64426734735, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.604738006378853, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003988107884765408, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 1.5570306435847088, 'MAX_PENALTY_DURATION_HOURS': 752, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09726348026153651, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.04079590317503697, 'max_pnl_target': 0.10614617536563767, 'max_calls_for_rule': 140}, 'moderate_calls': {'min_pnl_target': 0.08417060879405522, 'max_pnl_target': 0.32004328406704186, 'max_calls_for_rule': 181}}
|
2,028 |
BTCUSD
|
{'omega': 17.233039162923514, 'alpha': [0.16430280232546116], 'beta': [0.8336971976745389], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 776.8068227470901, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 297, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154599.67849227085, 'LEVERAGE': 102, 'UNIT_BUDGET': 519.2113996779234, 'INITIAL_MARGIN_PER_UNIT': 7.615753164187158, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154599.67849227085, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.615753164187158, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004658305093665122, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.67141064424211, 'MAX_PENALTY_DURATION_HOURS': 1111, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.035260973076746735, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.015178397326770735, 'max_pnl_target': 0.08334932328789484, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.05562202643861448, 'max_pnl_target': 0.20373963621709296, 'max_calls_for_rule': 58}}
|
2,029 |
NIFTYENERGY
|
{'omega': 0.732987246976591, 'alpha': [0.10547621432160283], 'beta': [0.8925237856783973], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.30513988699292, 'historical_segment_start_price': 7747.2, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 883.7914286100084, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 79, 'MAX_CONCURRENT_UNITS': 143, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124802.94426589433, 'LEVERAGE': 82, 'UNIT_BUDGET': 872.0500939933883, 'INITIAL_MARGIN_PER_UNIT': 10.777944251341566, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124802.94426589433, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.777944251341566, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040665869792296016, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 74, 'PENALTY_DURATION_MULTIPLIER': 2.9993990572622033, 'MAX_PENALTY_DURATION_HOURS': 337, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3576845887007549, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.043416831340460156, 'max_pnl_target': 0.11093093867012638, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.09682919761894115, 'max_pnl_target': 0.2796618858112729, 'max_calls_for_rule': 74}}
|
2,030 |
NIFTYFMCG
|
{'omega': 0.7463618424615799, 'alpha': [0.17231950291362563], 'beta': [0.8256804970863745], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010462701955502703, 'historical_segment_start_price': 22392.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 326.6846793359917, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, 'MAX_CONCURRENT_UNITS': 66, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 82240.76561903658, 'LEVERAGE': 45, 'UNIT_BUDGET': 1232.6523915736402, 'INITIAL_MARGIN_PER_UNIT': 7.259659540799815, 'MAX_TRADING_CAPITAL_FOR_UNITS': 82240.76561903658, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.259659540799815, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001403477643275031, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 1.739112667912419, 'MAX_PENALTY_DURATION_HOURS': 1372, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31191816935139155, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.03962730723625682, 'max_pnl_target': 0.11935091907015122, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.0865309482597441, 'max_pnl_target': 0.32115191110318586, 'max_calls_for_rule': 108}}
|
2,031 |
ETHUSD
|
{'omega': 2.1988761451375125, 'alpha': [0.08331414998051355], 'beta': [0.8339509144258016], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 694.57, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1641.5500418895072, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, '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': 64799.2550129806, 'LEVERAGE': 125, 'UNIT_BUDGET': 1700.5956866411718, 'INITIAL_MARGIN_PER_UNIT': 13.132400335116058, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64799.2550129806, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.132400335116058, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015281555482330408, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 1.965962602805584, 'MAX_PENALTY_DURATION_HOURS': 1419, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11509412354452125, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.009486905943999618, 'max_pnl_target': 0.06013393233152627, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.04531531192560379, 'max_pnl_target': 0.24672699537389242, 'max_calls_for_rule': 119}}
|
2,032 |
NIFTYFMCG
|
{'omega': 0.21633977648542002, 'alpha': [0.08937378902960234], 'beta': [0.8792176529705202], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02538521129881055, 'historical_segment_start_price': 34153.75, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1235.1507360310825, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 238, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 162860.08418459428, 'LEVERAGE': 124, 'UNIT_BUDGET': 2384.38894355146, 'INITIAL_MARGIN_PER_UNIT': 9.96089303250873, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162860.08418459428, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.96089303250873, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004577435117854521, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 2.2822238495592067, 'MAX_PENALTY_DURATION_HOURS': 732, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3785006334570219, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.04154669667796038, 'max_pnl_target': 0.10664740393246691, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.06312630175138498, 'max_pnl_target': 0.17451378222975095, 'max_calls_for_rule': 229}}
|
2,033 |
BTCUSD
|
{'omega': 51.074017561764656, 'alpha': [0.19780853505836654], 'beta': [0.6873388923937943], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 409.95196339137016, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 358, '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': 94207.82358764712, 'LEVERAGE': 64, 'UNIT_BUDGET': 2299.9436660148835, 'INITIAL_MARGIN_PER_UNIT': 6.405499427990159, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94207.82358764712, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.405499427990159, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036006758145395276, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.6129784801219245, 'MAX_PENALTY_DURATION_HOURS': 1275, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2960859030792856, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.0360158413390531, 'max_pnl_target': 0.11353170194521851, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.07105572202323647, 'max_pnl_target': 0.257935295376169, 'max_calls_for_rule': 292}}
|
2,034 |
ADAUSD
|
{'omega': 0.7286186428163839, 'alpha': [0.055287781798463706], 'beta': [0.9427122182015364], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.660322611815248, 'historical_segment_start_price': 0.3349, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 460.26641910811026, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, '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': 65264.41824510243, 'LEVERAGE': 39, 'UNIT_BUDGET': 500.8017809956993, 'INITIAL_MARGIN_PER_UNIT': 11.801703054054109, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65264.41824510243, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.801703054054109, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045627972030695026, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.21866284579959, 'MAX_PENALTY_DURATION_HOURS': 633, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.515433934076928, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.008854288603671073, 'max_pnl_target': 0.10757074108019804, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.023311172170908855, 'max_pnl_target': 0.1268567936110213, 'max_calls_for_rule': 35}}
|
2,035 |
BNBUSD
|
{'omega': 0.5696057217060035, 'alpha': [0.0678132086771626], 'beta': [0.9301867913228373], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012620618501021892, 'historical_segment_start_price': 281.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 278.57341446553977, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 384, 'MAX_CONCURRENT_UNITS': 61, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 143905.52762490197, 'LEVERAGE': 46, 'UNIT_BUDGET': 2334.700331529697, 'INITIAL_MARGIN_PER_UNIT': 6.055943792729125, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143905.52762490197, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.055943792729125, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021328939502548764, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.665683588213078, 'MAX_PENALTY_DURATION_HOURS': 861, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12159569119334544, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.02514130330955434, 'max_pnl_target': 0.12077888697663398, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.0413149621429303, 'max_pnl_target': 0.259314838147283, 'max_calls_for_rule': 267}}
|
2,036 |
BTCUSD
|
{'omega': 0.3602250746899786, 'alpha': [0.09664384096951888], 'beta': [0.9013561590304813], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 26226.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 360.5909672430497, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 328, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165245.32824538992, 'LEVERAGE': 39, 'UNIT_BUDGET': 502.6002533700591, 'INITIAL_MARGIN_PER_UNIT': 9.245922237001274, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165245.32824538992, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.245922237001274, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033202969591251013, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.536540333727573, 'MAX_PENALTY_DURATION_HOURS': 1158, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44887475517557374, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.01745454062034527, 'max_pnl_target': 0.10297619619457658, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.0842269433794189, 'max_pnl_target': 0.27942274713597526, 'max_calls_for_rule': 48}}
|
2,037 |
BTCUSD
|
{'omega': 0.4230282975477956, 'alpha': [0.07832474668794302], 'beta': [0.8698639550310239], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.9835388355240156, 'historical_segment_start_price': 9395.56, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1233.6875568135374, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, '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': 130976.50391295776, 'LEVERAGE': 99, 'UNIT_BUDGET': 1517.2765806758264, 'INITIAL_MARGIN_PER_UNIT': 12.461490472864014, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130976.50391295776, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.461490472864014, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004902231394244665, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.0675338046141283, 'MAX_PENALTY_DURATION_HOURS': 929, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44810134045853395, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.033693001566071454, 'max_pnl_target': 0.10512727218321218, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.08977811677778624, 'max_pnl_target': 0.30475076370067045, 'max_calls_for_rule': 100}}
|
2,038 |
BTCUSD
|
{'omega': 4.4535778625428355, 'alpha': [0.14608523363761863], 'beta': [0.816859542861037], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 651.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 213.7518941068403, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 324, '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': 180267.73145826237, 'LEVERAGE': 34, 'UNIT_BUDGET': 2043.4271117854719, 'INITIAL_MARGIN_PER_UNIT': 6.2868204149070674, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180267.73145826237, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.2868204149070674, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003219629017851815, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 72, 'PENALTY_DURATION_MULTIPLIER': 2.155004344636552, 'MAX_PENALTY_DURATION_HOURS': 775, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17937541246423125, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.012894503272474524, 'max_pnl_target': 0.13244244007812717, 'max_calls_for_rule': 165}, 'moderate_calls': {'min_pnl_target': 0.04553800152363781, 'max_pnl_target': 0.26140789883979826, 'max_calls_for_rule': 217}}
|
2,039 |
BTCUSD
|
{'omega': 34.953990870793, 'alpha': [0.14561950409369678], 'beta': [0.8009010474948874], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 703.99, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 108.59891908220888, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 135, 'MAX_CONCURRENT_UNITS': 139, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188755.68379512723, 'LEVERAGE': 11, 'UNIT_BUDGET': 1348.5089879452064, 'INITIAL_MARGIN_PER_UNIT': 9.872629007473535, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188755.68379512723, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.872629007473535, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003093768715323806, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.8229585445376433, 'MAX_PENALTY_DURATION_HOURS': 627, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23375665251821193, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.006781308894948549, 'max_pnl_target': 0.06595423116434601, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.06115346704069211, 'max_pnl_target': 0.19385519166813428, 'max_calls_for_rule': 126}}
|
2,040 |
TSLAUSD
|
{'omega': 2.2510340053866273, 'alpha': [0.09375370391163936], 'beta': [0.9042462960883607], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021697985362236414, 'historical_segment_start_price': 278.99, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 791.9401672407171, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 188, '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': 120934.34968460075, 'LEVERAGE': 87, 'UNIT_BUDGET': 1728.4981034061145, 'INITIAL_MARGIN_PER_UNIT': 9.102760542996748, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120934.34968460075, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.102760542996748, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010912611557023157, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.7064476384050957, 'MAX_PENALTY_DURATION_HOURS': 1440, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7022179929017922, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.018199203557407617, 'max_pnl_target': 0.10150968347976388, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.045837406435955214, 'max_pnl_target': 0.2352371573552646, 'max_calls_for_rule': 180}}
|
2,041 |
BNBUSD
|
{'omega': 2.299634714767234, 'alpha': [0.06959855663561287], 'beta': [0.9284014433643871], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025706506369662777, 'historical_segment_start_price': 224.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1066.161271734441, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 124, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109565.36690609636, 'LEVERAGE': 120, 'UNIT_BUDGET': 877.0182971966949, 'INITIAL_MARGIN_PER_UNIT': 8.884677264453675, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109565.36690609636, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.884677264453675, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034557785289113753, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.223107860976004, 'MAX_PENALTY_DURATION_HOURS': 1205, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5487757788183873, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.007596027761266088, 'max_pnl_target': 0.15380974524988986, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.02762465422873419, 'max_pnl_target': 0.20277349604417444, 'max_calls_for_rule': 94}}
|
2,042 |
ETHUSD
|
{'omega': 7.319725324473364, 'alpha': [0.124251816847886], 'beta': [0.873748183152114], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 112.45, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1056.4063458768771, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, 'MAX_CONCURRENT_UNITS': 163, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 176277.82687574043, 'LEVERAGE': 110, 'UNIT_BUDGET': 1080.598487095007, 'INITIAL_MARGIN_PER_UNIT': 9.603694053426155, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176277.82687574043, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.603694053426155, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028496451770219475, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 2.7069476116563598, 'MAX_PENALTY_DURATION_HOURS': 673, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29611670439773774, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.04320482447345987, 'max_pnl_target': 0.17537346554223826, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.021296201607032713, 'max_pnl_target': 0.2416514524395246, 'max_calls_for_rule': 103}}
|
2,043 |
BNBUSD
|
{'omega': 0.3953845593696182, 'alpha': [0.041874034942534694], 'beta': [0.9193343434778919], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.302033306758908, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 53.11803932187491, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 295, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 70066.00902664044, 'LEVERAGE': 10, 'UNIT_BUDGET': 1573.7563736219097, 'INITIAL_MARGIN_PER_UNIT': 5.311803932187491, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70066.00902664044, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.311803932187491, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004437809712130408, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.7371678429077706, 'MAX_PENALTY_DURATION_HOURS': 822, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7287923126825657, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 134, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8040}
|
{'small_calls': {'min_pnl_target': 0.03668069155848472, 'max_pnl_target': 0.12617193188106585, 'max_calls_for_rule': 148}, 'moderate_calls': {'min_pnl_target': 0.011964689182203435, 'max_pnl_target': 0.20340134026345094, 'max_calls_for_rule': 258}}
|
2,044 |
ADAUSD
|
{'omega': 6.409639543441128, 'alpha': [0.09586891162532281], 'beta': [0.9021310883746771], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.1178, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 957.8887828600913, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, 'MAX_CONCURRENT_UNITS': 112, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 76816.34323655743, 'LEVERAGE': 114, 'UNIT_BUDGET': 682.2779921043859, 'INITIAL_MARGIN_PER_UNIT': 8.402533182983257, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76816.34323655743, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.402533182983257, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030243752592216113, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 1.7062264690776672, 'MAX_PENALTY_DURATION_HOURS': 1317, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4338885408874933, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.044581955087602994, 'max_pnl_target': 0.18744319560649572, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.08822918388931189, 'max_pnl_target': 0.30699605631740734, 'max_calls_for_rule': 68}}
|
2,045 |
NIFTYFMCG
|
{'omega': 1.4276835573532318, 'alpha': [0.1837775003705815], 'beta': [0.7657422185593064], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.008676950463421047, 'historical_segment_start_price': 19337.25, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 451.21299339527104, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 79, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63741.44322750304, 'LEVERAGE': 52, 'UNIT_BUDGET': 697.8271234385089, 'INITIAL_MARGIN_PER_UNIT': 8.677172949909059, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63741.44322750304, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.677172949909059, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023481125158432816, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 2.30945698831643, 'MAX_PENALTY_DURATION_HOURS': 626, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6878200613558527, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.0368214623949565, 'max_pnl_target': 0.1755891546447657, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.08735544639670761, 'max_pnl_target': 0.32609010969852537, 'max_calls_for_rule': 59}}
|
2,046 |
GOOGLUSD
|
{'omega': 0.27845719417026826, 'alpha': [0.06817680584218778], 'beta': [0.9298231941578122], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.027233084324248945, 'historical_segment_start_price': 1072.79, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 277.90029884486853, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 217, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 151815.33647146507, 'LEVERAGE': 41, 'UNIT_BUDGET': 698.3489181833793, 'INITIAL_MARGIN_PER_UNIT': 6.778056069387038, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151815.33647146507, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.778056069387038, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004790295597403304, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.1466799610797533, 'MAX_PENALTY_DURATION_HOURS': 474, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5602569071023685, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.04315478463572026, 'max_pnl_target': 0.09763038146261155, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.060372783110554704, 'max_pnl_target': 0.19453274998644282, 'max_calls_for_rule': 95}}
|
2,047 |
BNBUSD
|
{'omega': 1.6744237720405113, 'alpha': [0.07739393869826137], 'beta': [0.9206060613017387], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023810052976770222, 'historical_segment_start_price': 281.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 318.66829281294906, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, 'MAX_CONCURRENT_UNITS': 92, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173194.1015617877, 'LEVERAGE': 25, 'UNIT_BUDGET': 1868.6124788730517, 'INITIAL_MARGIN_PER_UNIT': 12.746731712517962, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173194.1015617877, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.746731712517962, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019544156072807163, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 2.2874881091796366, 'MAX_PENALTY_DURATION_HOURS': 1267, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12328691418838343, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.028488415098331957, 'max_pnl_target': 0.13762931600988793, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.09076863877152394, 'max_pnl_target': 0.2596293435265059, 'max_calls_for_rule': 120}}
|
2,048 |
ETHUSD
|
{'omega': 3.8034301857068997, 'alpha': [0.07994138293727246], 'beta': [0.9180586170627275], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 731.04, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1158.0557385658703, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 190, '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': 137822.03131617734, 'LEVERAGE': 112, 'UNIT_BUDGET': 1983.4926250340204, 'INITIAL_MARGIN_PER_UNIT': 10.339783380052413, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137822.03131617734, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.339783380052413, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021085952389054367, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.7162280435694983, 'MAX_PENALTY_DURATION_HOURS': 741, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16960175507155145, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.03170157998328006, 'max_pnl_target': 0.14671879657480658, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.06302859536647563, 'max_pnl_target': 0.23750593896734068, 'max_calls_for_rule': 134}}
|
2,049 |
BNBUSD
|
{'omega': 2.2924207785674433, 'alpha': [0.09143153892636996], 'beta': [0.9065684610736301], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20.4147, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1409.045294295178, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 167, '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': 152686.0877241236, 'LEVERAGE': 101, 'UNIT_BUDGET': 2354.9737329411255, 'INITIAL_MARGIN_PER_UNIT': 13.95094350787305, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152686.0877241236, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.95094350787305, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033125848313960917, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.1941173824401723, 'MAX_PENALTY_DURATION_HOURS': 1381, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5690260315580847, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.033613457578931645, 'max_pnl_target': 0.1388983498981196, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.07306919855945959, 'max_pnl_target': 0.2190393060400353, 'max_calls_for_rule': 116}}
|
2,050 |
NIFTYIT
|
{'omega': 0.8472637442834263, 'alpha': [0.1411133710707912], 'beta': [0.8340817016836078], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01212670745400752, 'historical_segment_start_price': 11567.95, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 484.8830624926943, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 280, 'MAX_CONCURRENT_UNITS': 30, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60677.33912175678, 'LEVERAGE': 68, 'UNIT_BUDGET': 2010.4405812569164, 'INITIAL_MARGIN_PER_UNIT': 7.130633271951387, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60677.33912175678, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.130633271951387, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004897837295093206, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.2093189818467502, 'MAX_PENALTY_DURATION_HOURS': 332, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3596638245697303, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.04963154664708546, 'max_pnl_target': 0.15692039506258013, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.020956274959164703, 'max_pnl_target': 0.17422039894739738, 'max_calls_for_rule': 227}}
|
2,051 |
NIFTYFMCG
|
{'omega': 0.49617048511972556, 'alpha': [0.12996146053490346], 'beta': [0.8680385394650966], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007666388192047396, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 448.17616280380327, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 113, 'MAX_CONCURRENT_UNITS': 36, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 52409.30289955647, 'LEVERAGE': 36, 'UNIT_BUDGET': 1427.13936689326, 'INITIAL_MARGIN_PER_UNIT': 12.449337855661202, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52409.30289955647, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.449337855661202, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001253741429703067, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 2.3352738133924085, 'MAX_PENALTY_DURATION_HOURS': 1434, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21365938369964474, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.013201170913675304, 'max_pnl_target': 0.12088297669555442, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.07345032783104896, 'max_pnl_target': 0.2744142529614245, 'max_calls_for_rule': 87}}
|
2,052 |
NIFTYIT
|
{'omega': 0.5863201950747738, 'alpha': [0.1334662231541092], 'beta': [0.8455867721585936], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.878978284469768, 'historical_segment_start_price': 11456.6, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1083.2106986665972, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 195, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 110476.32424481478, 'LEVERAGE': 101, 'UNIT_BUDGET': 2112.7038677985142, 'INITIAL_MARGIN_PER_UNIT': 10.724858402639576, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110476.32424481478, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.724858402639576, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001385134383268166, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 1.7012524575038048, 'MAX_PENALTY_DURATION_HOURS': 334, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6764029465083797, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.0065683529488810045, 'max_pnl_target': 0.08845903774228572, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.031355801086160345, 'max_pnl_target': 0.20298042528138827, 'max_calls_for_rule': 138}}
|
2,053 |
XRPUSD
|
{'omega': 1.668649314798577, 'alpha': [0.10676433600389437], 'beta': [0.8067682795152119], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011626685716532614, 'historical_segment_start_price': 0.9338, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 768.34225557419, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 104, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 116874.82857826736, 'LEVERAGE': 71, 'UNIT_BUDGET': 1116.5725653671711, 'INITIAL_MARGIN_PER_UNIT': 10.821721909495633, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116874.82857826736, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.821721909495633, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004921264273158328, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 1.6329063983016219, 'MAX_PENALTY_DURATION_HOURS': 817, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.687178966705634, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.030302923793186477, 'max_pnl_target': 0.09121264438449925, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.07370512037007308, 'max_pnl_target': 0.18596633627906212, 'max_calls_for_rule': 76}}
|
2,054 |
BNBUSD
|
{'omega': 3.2940277955899524, 'alpha': [0.14528777330915055], 'beta': [0.8527122266908495], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.8812, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 494.02326203154735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 96075.9752095878, 'LEVERAGE': 77, 'UNIT_BUDGET': 1275.019926818382, 'INITIAL_MARGIN_PER_UNIT': 6.4158865198902255, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96075.9752095878, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.4158865198902255, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027482517411575764, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 65, 'PENALTY_DURATION_MULTIPLIER': 2.802772168983997, 'MAX_PENALTY_DURATION_HOURS': 1266, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1493374876207772, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.009947483779696915, 'max_pnl_target': 0.12158716337089669, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.021692074699933332, 'max_pnl_target': 0.22642165079832036, 'max_calls_for_rule': 159}}
|
2,055 |
NIFTYENERGY
|
{'omega': 0.7115761728022509, 'alpha': [0.07474263340307155], 'beta': [0.8609924647079579], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.381986966000625, 'historical_segment_start_price': 12285.6, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1132.8535510614538, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, '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': 112963.5077028592, 'LEVERAGE': 110, 'UNIT_BUDGET': 1631.7838613859985, 'INITIAL_MARGIN_PER_UNIT': 10.298668646013217, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112963.5077028592, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.298668646013217, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017470472654349516, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 1.72413912910858, 'MAX_PENALTY_DURATION_HOURS': 890, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6696904307142956, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.04147289669925122, 'max_pnl_target': 0.12750754462079827, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.06212945398415158, 'max_pnl_target': 0.26178211379188193, 'max_calls_for_rule': 101}}
|
2,056 |
XRPUSD
|
{'omega': 1.040006451304866, 'alpha': [0.1165572425263627], 'beta': [0.8692711618476696], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.19305, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 595.1407405618917, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 144, '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': 79516.75994623257, 'LEVERAGE': 85, 'UNIT_BUDGET': 1019.2951255144179, 'INITIAL_MARGIN_PER_UNIT': 7.001655771316372, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79516.75994623257, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.001655771316372, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040055538031687045, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 1.628410074038712, 'MAX_PENALTY_DURATION_HOURS': 265, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7369661619250532, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.006257527637879002, 'max_pnl_target': 0.10991172748400581, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.034107198267880515, 'max_pnl_target': 0.27592398623783476, 'max_calls_for_rule': 105}}
|
2,057 |
TSLAUSD
|
{'omega': 0.988930255323443, 'alpha': [0.07789065383424648], 'beta': [0.9201093461657535], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04051963751992426, 'historical_segment_start_price': 308.52, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 513.4746282949446, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 80, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 82606.95120655537, 'LEVERAGE': 64, 'UNIT_BUDGET': 1031.9511685687871, 'INITIAL_MARGIN_PER_UNIT': 8.02304106710851, 'MAX_TRADING_CAPITAL_FOR_UNITS': 82606.95120655537, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.02304106710851, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013522640795083766, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.1921058918338856, 'MAX_PENALTY_DURATION_HOURS': 497, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1631014074158733, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.036535098704136265, 'max_pnl_target': 0.14015486279051742, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.09551610150259096, 'max_pnl_target': 0.31866388734657747, 'max_calls_for_rule': 90}}
|
2,058 |
ETHUSD
|
{'omega': 1.5009197093057316, 'alpha': [0.09042081139388236], 'beta': [0.9075791886061176], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3338.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1707.4205387157538, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 68, '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': 157053.76679000375, 'LEVERAGE': 114, 'UNIT_BUDGET': 1043.6238686777115, 'INITIAL_MARGIN_PER_UNIT': 14.97737314662942, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157053.76679000375, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.97737314662942, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025745737116910977, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 1.7764916717383916, 'MAX_PENALTY_DURATION_HOURS': 1242, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6201530948299956, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.020891397206108137, 'max_pnl_target': 0.13874802269134573, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.06566870957431868, 'max_pnl_target': 0.25467615302324603, 'max_calls_for_rule': 41}}
|
2,059 |
XRPUSD
|
{'omega': 1.238715062866362, 'alpha': [0.135024013580062], 'beta': [0.7942819128182628], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.19305, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1518.0352462425874, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 62, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124128.37004821225, 'LEVERAGE': 123, 'UNIT_BUDGET': 1996.1307966791205, 'INITIAL_MARGIN_PER_UNIT': 12.34174996945193, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124128.37004821225, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.34174996945193, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036719169486385665, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.9740910693856546, 'MAX_PENALTY_DURATION_HOURS': 668, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26163114027199885, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.02781150227944884, 'max_pnl_target': 0.15744952172233345, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.03917471428532313, 'max_pnl_target': 0.17524057741839782, 'max_calls_for_rule': 111}}
|
2,060 |
NIFTYFIN
|
{'omega': 0.40109586563111976, 'alpha': [0.07881235354007202], 'beta': [0.9058337098892287], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.015478340775899262, 'historical_segment_start_price': 15939.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 299.34465798818167, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 231, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154116.69056872942, 'LEVERAGE': 35, 'UNIT_BUDGET': 1988.1982118729911, 'INITIAL_MARGIN_PER_UNIT': 8.552704513948047, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154116.69056872942, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.552704513948047, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004682297943551135, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 2.557186670608667, 'MAX_PENALTY_DURATION_HOURS': 1424, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3575603559172165, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.0444060376292901, 'max_pnl_target': 0.1806703881576727, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.08320942941870066, 'max_pnl_target': 0.19796445612899338, 'max_calls_for_rule': 166}}
|
2,061 |
ETHUSD
|
{'omega': 0.9964792146197943, 'alpha': [0.1479775018250061], 'beta': [0.8500224981749939], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1030.942440307918, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, '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': 70693.54461383238, 'LEVERAGE': 84, 'UNIT_BUDGET': 2002.5444471822882, 'INITIAL_MARGIN_PER_UNIT': 12.273124289379977, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70693.54461383238, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.273124289379977, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004969756019059135, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 1.8931777205338391, 'MAX_PENALTY_DURATION_HOURS': 1343, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7493025802905187, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.014006145679726748, 'max_pnl_target': 0.11581742982999996, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.10077644806922945, 'max_pnl_target': 0.20376175507481822, 'max_calls_for_rule': 99}}
|
2,062 |
BNBUSD
|
{'omega': 0.5804269001338171, 'alpha': [0.06504979964435284], 'beta': [0.907501779797178], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006919723288498926, 'historical_segment_start_price': 264.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 451.9194391839861, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 261, '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': 65570.43857817895, 'LEVERAGE': 63, 'UNIT_BUDGET': 1886.3399367424581, 'INITIAL_MARGIN_PER_UNIT': 7.173324431491843, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65570.43857817895, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.173324431491843, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004641705704572727, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 52, 'PENALTY_DURATION_MULTIPLIER': 2.2808985780038507, 'MAX_PENALTY_DURATION_HOURS': 562, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04372102193386298, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.023221551264562858, 'max_pnl_target': 0.15462432289158326, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.06982735092733759, 'max_pnl_target': 0.18579886948323707, 'max_calls_for_rule': 242}}
|
2,063 |
ADAUSD
|
{'omega': 0.9348615157887414, 'alpha': [0.07382108875866536], 'beta': [0.9241789112413346], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.464002773897718, 'historical_segment_start_price': 0.3942, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 551.0779026742322, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 209, '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': 106176.39116964643, 'LEVERAGE': 59, 'UNIT_BUDGET': 1969.5549097728262, 'INITIAL_MARGIN_PER_UNIT': 9.340303435156478, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106176.39116964643, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.340303435156478, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002328633722293647, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 2.3336272515430707, 'MAX_PENALTY_DURATION_HOURS': 1064, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1889557429386032, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.02112199655962254, 'max_pnl_target': 0.16580188380752503, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.08975694580979621, 'max_pnl_target': 0.3272952056851536, 'max_calls_for_rule': 153}}
|
2,064 |
ADAUSD
|
{'omega': 0.6806645519454567, 'alpha': [0.054298387087677084], 'beta': [0.9437016129123228], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7529, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1056.3987342821854, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, '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': 81107.23824712228, 'LEVERAGE': 76, 'UNIT_BUDGET': 987.7772834063114, 'INITIAL_MARGIN_PER_UNIT': 13.899983345818228, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81107.23824712228, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.899983345818228, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004439705220613927, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 2.931783791438687, 'MAX_PENALTY_DURATION_HOURS': 401, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07670677054924853, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.04942438680134671, 'max_pnl_target': 0.14257344990569598, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.09573612474196083, 'max_pnl_target': 0.2742969731772382, 'max_calls_for_rule': 50}}
|
2,065 |
ETHUSD
|
{'omega': 3.0383605349781027, 'alpha': [0.15207028600826983], 'beta': [0.8459297139917302], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 108.55, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 760.0726007345286, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 429, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138975.27205534588, 'LEVERAGE': 88, 'UNIT_BUDGET': 323.7404720061139, 'INITIAL_MARGIN_PER_UNIT': 8.637188644710552, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138975.27205534588, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.637188644710552, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004398597417146105, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.868948640679634, 'MAX_PENALTY_DURATION_HOURS': 969, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0310941154210869, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.016528734913225186, 'max_pnl_target': 0.14264793451871285, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.08967671177918643, 'max_pnl_target': 0.33219476915900037, 'max_calls_for_rule': 24}}
|
2,066 |
NIFTYENERGY
|
{'omega': 0.22963401046883591, 'alpha': [0.07362080299829678], 'beta': [0.9243791970017032], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.00993926521546204, 'historical_segment_start_price': 39915.1, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 587.4470548434141, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, 'MAX_CONCURRENT_UNITS': 103, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 151768.1805087168, 'LEVERAGE': 69, 'UNIT_BUDGET': 1460.9647605702298, 'INITIAL_MARGIN_PER_UNIT': 8.513725432513247, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151768.1805087168, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.513725432513247, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028811336736071355, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 1.7240429236523187, 'MAX_PENALTY_DURATION_HOURS': 619, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6029624120065058, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.01883340571904962, 'max_pnl_target': 0.09397147894002261, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.026527441576864586, 'max_pnl_target': 0.2188984849481566, 'max_calls_for_rule': 148}}
|
2,067 |
XRPUSD
|
{'omega': 1.5771871515125881, 'alpha': [0.09146780077909358], 'beta': [0.9065321992209064], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32526, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1036.0358129663275, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 229, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156335.08051497152, 'LEVERAGE': 115, 'UNIT_BUDGET': 679.9085242537076, 'INITIAL_MARGIN_PER_UNIT': 9.009007069272412, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156335.08051497152, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.009007069272412, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003616781018889215, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.931050943768598, 'MAX_PENALTY_DURATION_HOURS': 667, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6368995142621985, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.03612429413997434, 'max_pnl_target': 0.15826128911755932, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.029099385700766353, 'max_pnl_target': 0.25270234782684775, 'max_calls_for_rule': 68}}
|
2,068 |
BNBUSD
|
{'omega': 0.8892847888979575, 'alpha': [0.05969050330522847], 'beta': [0.8970701641710388], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02388034633835286, 'historical_segment_start_price': 289.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 350.5816309871608, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 19, 'MAX_CONCURRENT_UNITS': 364, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102467.4611798325, 'LEVERAGE': 26, 'UNIT_BUDGET': 281.46126346778465, 'INITIAL_MARGIN_PER_UNIT': 13.483908884121568, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102467.4611798325, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.483908884121568, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029564971561298046, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 1.7850057525349463, 'MAX_PENALTY_DURATION_HOURS': 668, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31115636304494665, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.04738419386258857, 'max_pnl_target': 0.13430001690699328, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.07670131217322436, 'max_pnl_target': 0.2439489718995842, 'max_calls_for_rule': 14}}
|
2,069 |
NIFTYENERGY
|
{'omega': 0.526420915780392, 'alpha': [0.0803105155245417], 'beta': [0.8485851027642589], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.3327410020625345, 'historical_segment_start_price': 14150.15, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 468.61288019684605, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, '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': 69170.20197353151, 'LEVERAGE': 33, 'UNIT_BUDGET': 1706.8273896802777, 'INITIAL_MARGIN_PER_UNIT': 14.200390308995335, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69170.20197353151, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.200390308995335, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021505878565431643, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 53, 'PENALTY_DURATION_MULTIPLIER': 2.551456459665311, 'MAX_PENALTY_DURATION_HOURS': 1098, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5356878816578075, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.038869792395190964, 'max_pnl_target': 0.10579843391859049, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.04918492731953641, 'max_pnl_target': 0.2950346949614928, 'max_calls_for_rule': 106}}
|
2,070 |
NIFTYIT
|
{'omega': 0.37278154444078027, 'alpha': [0.09230555907791109], 'beta': [0.905694440922089], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009267813159125738, 'historical_segment_start_price': 37950.65, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1297.8133135907149, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, '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': 117918.88057799694, 'LEVERAGE': 95, 'UNIT_BUDGET': 1690.9334634210609, 'INITIAL_MARGIN_PER_UNIT': 13.661192774639105, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117918.88057799694, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.661192774639105, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004368458601182724, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.2965106551305317, 'MAX_PENALTY_DURATION_HOURS': 433, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20715688385582537, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.009145976974527003, 'max_pnl_target': 0.0782265162811173, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.03234937827444499, 'max_pnl_target': 0.17437325571085105, 'max_calls_for_rule': 80}}
|
2,071 |
ETHUSD
|
{'omega': 0.9212620162809845, 'alpha': [0.08203277499277217], 'beta': [0.8637548833281152], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3407.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 934.3654334662152, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, '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': 61229.00496521783, 'LEVERAGE': 72, 'UNIT_BUDGET': 1230.5692522070608, 'INITIAL_MARGIN_PER_UNIT': 12.977297687030767, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61229.00496521783, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.977297687030767, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004328172617106226, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.963358625182083, 'MAX_PENALTY_DURATION_HOURS': 927, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7413639433921023, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.017665067803669443, 'max_pnl_target': 0.10755020312198774, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.05648805107837317, 'max_pnl_target': 0.26827364871879716, 'max_calls_for_rule': 64}}
|
2,072 |
NIFTYENERGY
|
{'omega': 0.6443554450179545, 'alpha': [0.13268150873323886], 'beta': [0.7800462365872509], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008895100637990172, 'historical_segment_start_price': 8410.05, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 685.6578005838209, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 399, 'MAX_CONCURRENT_UNITS': 54, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127174.79052330233, 'LEVERAGE': 117, 'UNIT_BUDGET': 2348.5217268992496, 'INITIAL_MARGIN_PER_UNIT': 5.860323081912999, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127174.79052330233, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.860323081912999, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030494397605844137, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.5345106290904513, 'MAX_PENALTY_DURATION_HOURS': 437, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6161384688842944, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.04901124812740074, 'max_pnl_target': 0.17578567453514027, 'max_calls_for_rule': 202}, 'moderate_calls': {'min_pnl_target': 0.033319122686077084, 'max_pnl_target': 0.19042043449388826, 'max_calls_for_rule': 353}}
|
2,073 |
ADAUSD
|
{'omega': 2.3330667971634855, 'alpha': [0.0846722990351174], 'beta': [0.9133277009648827], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019350677835143524, 'historical_segment_start_price': 0.5168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 399.3906403802997, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 433, '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': 127646.38364938492, 'LEVERAGE': 75, 'UNIT_BUDGET': 2312.127754743347, 'INITIAL_MARGIN_PER_UNIT': 5.325208538403996, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127646.38364938492, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.325208538403996, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021530642780444994, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 2.612861422090001, 'MAX_PENALTY_DURATION_HOURS': 1365, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12370385777588698, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.020031109904027088, 'max_pnl_target': 0.13080139725776324, 'max_calls_for_rule': 232}, 'moderate_calls': {'min_pnl_target': 0.0611495855588853, 'max_pnl_target': 0.18829583731179966, 'max_calls_for_rule': 405}}
|
2,074 |
ADAUSD
|
{'omega': 2.97431527507579, 'alpha': [0.10173169269818716], 'beta': [0.8962683073018127], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018862429225887104, 'historical_segment_start_price': 0.10313, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 668.4209995655153, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 234, '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': 75846.20615973684, 'LEVERAGE': 102, 'UNIT_BUDGET': 1544.1675002423217, 'INITIAL_MARGIN_PER_UNIT': 6.553147054563876, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75846.20615973684, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.553147054563876, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002345012153877897, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.482197289020161, 'MAX_PENALTY_DURATION_HOURS': 889, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06825627188931367, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.03450543192972077, 'max_pnl_target': 0.12203372703219509, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.03406789235422739, 'max_pnl_target': 0.21997054342754238, 'max_calls_for_rule': 233}}
|
2,075 |
NIFTYIT
|
{'omega': 2.7696784051287713, 'alpha': [0.18401585116729405], 'beta': [0.8139841488327059], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15099.9, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1732.3633876694, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, 'MAX_CONCURRENT_UNITS': 87, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179363.92510379042, 'LEVERAGE': 118, 'UNIT_BUDGET': 2055.9571663123916, 'INITIAL_MARGIN_PER_UNIT': 14.681045658215254, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179363.92510379042, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.681045658215254, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037323611478334512, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 1.998266348933414, 'MAX_PENALTY_DURATION_HOURS': 458, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7464820756451093, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.03290360519710072, 'max_pnl_target': 0.12388595455025836, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.016549002692308388, 'max_pnl_target': 0.21799362661648083, 'max_calls_for_rule': 89}}
|
2,076 |
NIFTYENERGY
|
{'omega': 0.2560189571691675, 'alpha': [0.07508007688879309], 'beta': [0.9198750461689035], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.701658957726708, 'historical_segment_start_price': 22827.65, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 313.6088154625406, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 374, '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': 112385.93428082677, 'LEVERAGE': 60, 'UNIT_BUDGET': 1963.5836490346135, 'INITIAL_MARGIN_PER_UNIT': 5.226813591042343, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112385.93428082677, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.226813591042343, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001253486227666379, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 1.6802458677806087, 'MAX_PENALTY_DURATION_HOURS': 968, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.647674609809935, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.03674943413376086, 'max_pnl_target': 0.08797884369142031, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.10053172124406348, 'max_pnl_target': 0.24411675439058583, 'max_calls_for_rule': 336}}
|
2,077 |
BNBUSD
|
{'omega': 0.4098836807511167, 'alpha': [0.0427235395997155], 'beta': [0.9050264325247988], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.883337921666689, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 126.49407152670463, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 434, 'MAX_CONCURRENT_UNITS': 23, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 53291.96089178635, 'LEVERAGE': 24, 'UNIT_BUDGET': 2293.2611645331417, 'INITIAL_MARGIN_PER_UNIT': 5.270586313612693, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53291.96089178635, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.270586313612693, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020156573875537483, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 2.620714780018264, 'MAX_PENALTY_DURATION_HOURS': 316, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7131101398244035, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.03555786462119251, 'max_pnl_target': 0.1637083561533523, 'max_calls_for_rule': 242}, 'moderate_calls': {'min_pnl_target': 0.05151637666230916, 'max_pnl_target': 0.17232813373408143, 'max_calls_for_rule': 399}}
|
2,078 |
NIFTYFIN
|
{'omega': 0.7350365229034757, 'alpha': [0.08755132239286606], 'beta': [0.8931010085691854], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.021877199408249694, 'historical_segment_start_price': 18554.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 440.1647563334915, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, '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': 107330.47972916476, 'LEVERAGE': 44, 'UNIT_BUDGET': 1478.2278407376948, 'INITIAL_MARGIN_PER_UNIT': 10.003744462124807, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107330.47972916476, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.003744462124807, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002507210644225164, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 144, 'PENALTY_DURATION_MULTIPLIER': 2.382059571199622, 'MAX_PENALTY_DURATION_HOURS': 585, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2970108129298157, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.014503137147586241, 'max_pnl_target': 0.0800557759424616, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.05935765255056984, 'max_pnl_target': 0.2889342990873294, 'max_calls_for_rule': 105}}
|
2,079 |
NIFTYIT
|
{'omega': 0.9579581860947237, 'alpha': [0.11034686052112194], 'beta': [0.8640482150172019], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020534598280701106, 'historical_segment_start_price': 38616.4, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 640.329386269996, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 163, 'MAX_CONCURRENT_UNITS': 90, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 178913.83670309445, 'LEVERAGE': 53, 'UNIT_BUDGET': 1987.7092049085395, 'INITIAL_MARGIN_PER_UNIT': 12.081686533396152, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178913.83670309445, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.081686533396152, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004643391667159337, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.0824098216222344, 'MAX_PENALTY_DURATION_HOURS': 578, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4487629488229063, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.012228597878510997, 'max_pnl_target': 0.0926268084409578, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.07106458630582368, 'max_pnl_target': 0.1953162651543499, 'max_calls_for_rule': 117}}
|
2,080 |
XRPUSD
|
{'omega': 1.4753523620047977, 'alpha': [0.09408170261420083], 'beta': [0.8983919896250627], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.04165875849395095, 'historical_segment_start_price': 1.2798, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 711.8197144719712, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, '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': 172023.99019440566, 'LEVERAGE': 60, 'UNIT_BUDGET': 1066.1042855328697, 'INITIAL_MARGIN_PER_UNIT': 11.863661907866186, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172023.99019440566, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.863661907866186, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00105180849966954, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.9881208643126373, 'MAX_PENALTY_DURATION_HOURS': 1179, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5026530562945871, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.007146484564361104, 'max_pnl_target': 0.13015386509334106, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.03149960883057282, 'max_pnl_target': 0.23677829007043902, 'max_calls_for_rule': 76}}
|
2,081 |
BNBUSD
|
{'omega': 1.3463107129019372, 'alpha': [0.07292331587373438], 'beta': [0.8825707649038671], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01312761208381588, 'historical_segment_start_price': 429.73, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 465.74894299592984, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, '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': 110308.52156926347, 'LEVERAGE': 50, 'UNIT_BUDGET': 462.3668922474646, 'INITIAL_MARGIN_PER_UNIT': 9.314978859918597, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110308.52156926347, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.314978859918597, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004090321912221556, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 1.7388008243586834, 'MAX_PENALTY_DURATION_HOURS': 1435, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6292481959769065, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.00891955208206545, 'max_pnl_target': 0.08384719295738352, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.039797060854127424, 'max_pnl_target': 0.20571388421408787, 'max_calls_for_rule': 34}}
|
2,082 |
ETHUSD
|
{'omega': 1.9547282289209313, 'alpha': [0.08416966918870138], 'beta': [0.9037699578354036], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 459.29, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 278.98340450792887, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 304, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191653.94711848366, 'LEVERAGE': 42, 'UNIT_BUDGET': 2027.1905118042207, 'INITIAL_MARGIN_PER_UNIT': 6.642462012093544, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191653.94711848366, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.642462012093544, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001570252566375462, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.392505781859749, 'MAX_PENALTY_DURATION_HOURS': 706, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04219091964811169, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 42, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2520}
|
{'small_calls': {'min_pnl_target': 0.03126553235767783, 'max_pnl_target': 0.15185440918645157, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.058628494475694085, 'max_pnl_target': 0.1846375083987593, 'max_calls_for_rule': 211}}
|
2,083 |
ADAUSD
|
{'omega': 0.5260920975041934, 'alpha': [0.07638225112962907], 'beta': [0.9216177488703708], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021157808948216162, 'historical_segment_start_price': 0.3645, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 648.8364119847464, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 187, 'MAX_CONCURRENT_UNITS': 66, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 89553.79474860158, 'LEVERAGE': 90, 'UNIT_BUDGET': 1355.3777557526014, 'INITIAL_MARGIN_PER_UNIT': 7.209293466497183, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89553.79474860158, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.209293466497183, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026458359041664943, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.014942059633562, 'MAX_PENALTY_DURATION_HOURS': 438, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3353917614585486, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.035763913198219865, 'max_pnl_target': 0.14913296366671983, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.043897869920153994, 'max_pnl_target': 0.16748213638262907, 'max_calls_for_rule': 169}}
|
2,084 |
BTCUSD
|
{'omega': 1.0955170512881012, 'alpha': [0.11905374210996722], 'beta': [0.8789462578900329], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.022610759202490244, 'historical_segment_start_price': 10199.88, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 581.0185938019547, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 75217.8954969254, 'LEVERAGE': 71, 'UNIT_BUDGET': 1910.5774941332425, 'INITIAL_MARGIN_PER_UNIT': 8.18336047608387, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75217.8954969254, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.18336047608387, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012705360347760914, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 1.8791248979704138, 'MAX_PENALTY_DURATION_HOURS': 333, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6368915820054648, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.017333915268940497, 'max_pnl_target': 0.10001129929671965, 'max_calls_for_rule': 138}, 'moderate_calls': {'min_pnl_target': 0.09387450470977321, 'max_pnl_target': 0.28342300721203983, 'max_calls_for_rule': 206}}
|
2,085 |
NIFTY500
|
{'omega': 0.15661385388366056, 'alpha': [0.11045371476076044], 'beta': [0.8876721438818147], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02682972874332676, 'historical_segment_start_price': 15492.7, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 1161.252361588796, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, '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': 145898.4755912319, 'LEVERAGE': 114, 'UNIT_BUDGET': 1896.161508118878, 'INITIAL_MARGIN_PER_UNIT': 10.186424224463122, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145898.4755912319, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.186424224463122, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004936798108908339, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 2.5013081142463296, 'MAX_PENALTY_DURATION_HOURS': 997, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5926106635338102, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.024808714130797552, 'max_pnl_target': 0.1445642216998279, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.0122303805634818, 'max_pnl_target': 0.1714673375804008, 'max_calls_for_rule': 119}}
|
2,086 |
ADAUSD
|
{'omega': 0.9580161904548112, 'alpha': [0.0777257419704251], 'beta': [0.9202742580295749], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.34523910477931, 'historical_segment_start_price': 0.4667, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 929.7384614414985, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 217, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198948.56211954818, 'LEVERAGE': 88, 'UNIT_BUDGET': 913.4322045981495, 'INITIAL_MARGIN_PER_UNIT': 10.565209789107938, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198948.56211954818, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.565209789107938, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004091473816487031, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 1.528202155915006, 'MAX_PENALTY_DURATION_HOURS': 475, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17134545704832396, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.029894241764702286, 'max_pnl_target': 0.15175561122692566, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.015856053644846952, 'max_pnl_target': 0.17492938428205185, 'max_calls_for_rule': 73}}
|
2,087 |
BTCUSD
|
{'omega': 4.292483516239389, 'alpha': [0.13789953253688375], 'beta': [0.8601004674631163], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 651.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1112.0068181478757, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 228, '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': 135673.87838785638, 'LEVERAGE': 114, 'UNIT_BUDGET': 2243.207730112403, 'INITIAL_MARGIN_PER_UNIT': 9.75444577322698, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135673.87838785638, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.75444577322698, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001161604935390331, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.766656119804925, 'MAX_PENALTY_DURATION_HOURS': 1168, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18817114783558905, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.032576829737155276, 'max_pnl_target': 0.12096355690208754, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.019591811468596905, 'max_pnl_target': 0.21779137933372877, 'max_calls_for_rule': 214}}
|
2,088 |
BTCUSD
|
{'omega': 6.338055001353743, 'alpha': [0.12275443442139992], 'beta': [0.7930003537057683], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01908276835242926, 'historical_segment_start_price': 7926.32, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 459.9493797191656, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 124, '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': 66816.95280942452, 'LEVERAGE': 46, 'UNIT_BUDGET': 1250.7630005579445, 'INITIAL_MARGIN_PER_UNIT': 9.998899559112296, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66816.95280942452, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.998899559112296, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017727318975176033, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 2.238625680270761, 'MAX_PENALTY_DURATION_HOURS': 1166, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3679379344686501, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.03990186698883493, 'max_pnl_target': 0.1895543081236542, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.013523952940949121, 'max_pnl_target': 0.12625477139934463, 'max_calls_for_rule': 94}}
|
2,089 |
BNBUSD
|
{'omega': 0.3502841994459603, 'alpha': [0.04573767257255168], 'beta': [0.9185990385431902], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.802097112932552, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 310.68441949494115, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 312, 'MAX_CONCURRENT_UNITS': 29, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 55958.092197390535, 'LEVERAGE': 51, 'UNIT_BUDGET': 1910.792728784258, 'INITIAL_MARGIN_PER_UNIT': 6.0918513626459045, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55958.092197390535, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.0918513626459045, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004260126024998696, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 2.7301049989057686, 'MAX_PENALTY_DURATION_HOURS': 1293, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11357180808397396, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 32, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 1920}
|
{'small_calls': {'min_pnl_target': 0.029534969049786076, 'max_pnl_target': 0.1436317103361773, 'max_calls_for_rule': 103}, 'moderate_calls': {'min_pnl_target': 0.08777543177067136, 'max_pnl_target': 0.2695166338654723, 'max_calls_for_rule': 243}}
|
2,090 |
BNBUSD
|
{'omega': 0.8851581342263662, 'alpha': [0.06667167581631199], 'beta': [0.9313283241836882], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.364613560486411, 'historical_segment_start_price': 521.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1027.0273622581701, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 209, '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': 152667.2439611124, 'LEVERAGE': 105, 'UNIT_BUDGET': 2059.5127704976385, 'INITIAL_MARGIN_PER_UNIT': 9.781212973887333, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152667.2439611124, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.781212973887333, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003120241230156857, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 2.9113381807951457, 'MAX_PENALTY_DURATION_HOURS': 1375, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6434869663734296, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.03713951572702627, 'max_pnl_target': 0.12241286503771957, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.011495150619135188, 'max_pnl_target': 0.12801674536446336, 'max_calls_for_rule': 204}}
|
2,091 |
ADAUSD
|
{'omega': 3.4717764587469104, 'alpha': [0.11687739936830731], 'beta': [0.8811226006316927], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0828, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 678.5522233418114, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 243, 'MAX_CONCURRENT_UNITS': 33, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 50169.281753635165, 'LEVERAGE': 111, 'UNIT_BUDGET': 1496.9376175663172, 'INITIAL_MARGIN_PER_UNIT': 6.113083093169473, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50169.281753635165, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.113083093169473, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004309632399849884, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 1.75300148097785, 'MAX_PENALTY_DURATION_HOURS': 1341, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4709328578556635, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.016396489725017165, 'max_pnl_target': 0.13033489376703844, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.08457212171781832, 'max_pnl_target': 0.3319604376576661, 'max_calls_for_rule': 176}}
|
2,092 |
NIFTY50
|
{'omega': 0.10165300397455067, 'alpha': [0.06931428413305336], 'beta': [0.9286857158669466], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.102500383267422, 'historical_segment_start_price': 22086.6, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 421.41736130869236, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, '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': 108193.76453768864, 'LEVERAGE': 61, 'UNIT_BUDGET': 384.460358736897, 'INITIAL_MARGIN_PER_UNIT': 6.908481332929383, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108193.76453768864, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.908481332929383, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004427014383936048, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 2.490229133217622, 'MAX_PENALTY_DURATION_HOURS': 357, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15103124231957615, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.025705590996348737, 'max_pnl_target': 0.08100686897199173, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.06306600764724357, 'max_pnl_target': 0.21174579003042288, 'max_calls_for_rule': 49}}
|
2,093 |
XRPUSD
|
{'omega': 4.7929780295088, 'alpha': [0.08399091677085872], 'beta': [0.901253956523529], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44792, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 462.121608089936, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 254, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103330.69110951795, 'LEVERAGE': 51, 'UNIT_BUDGET': 2312.5465143418965, 'INITIAL_MARGIN_PER_UNIT': 9.06120800176345, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103330.69110951795, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.06120800176345, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016060164601097889, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.9090475821060355, 'MAX_PENALTY_DURATION_HOURS': 1017, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3027219343646832, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.02271469121423587, 'max_pnl_target': 0.09331049251359412, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.06258155738044936, 'max_pnl_target': 0.20485819502492947, 'max_calls_for_rule': 251}}
|
2,094 |
XRPUSD
|
{'omega': 1.3113664883233038, 'alpha': [0.09318782496844204], 'beta': [0.8539903561914736], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.633929805979581, 'historical_segment_start_price': 1.0878, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 557.5769518166815, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 243, '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': 176527.64488655853, 'LEVERAGE': 57, 'UNIT_BUDGET': 2396.0615604316095, 'INITIAL_MARGIN_PER_UNIT': 9.782051786257568, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176527.64488655853, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.782051786257568, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001791033246449179, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 2.759393096469896, 'MAX_PENALTY_DURATION_HOURS': 235, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20404787980933517, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.04167397286281504, 'max_pnl_target': 0.16079852015668303, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.0788346061322347, 'max_pnl_target': 0.20534342009074522, 'max_calls_for_rule': 209}}
|
2,095 |
ETHUSD
|
{'omega': 0.6299993742121541, 'alpha': [0.06398852721385379], 'beta': [0.858773948975521], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015943468557526225, 'historical_segment_start_price': 3587.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 182.01243847162746, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, 'MAX_CONCURRENT_UNITS': 96, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92739.55135631963, 'LEVERAGE': 21, 'UNIT_BUDGET': 959.98177614261, 'INITIAL_MARGIN_PER_UNIT': 8.667258974839402, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92739.55135631963, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.667258974839402, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024265617178656582, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 1.5581810698312468, 'MAX_PENALTY_DURATION_HOURS': 1138, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7220261315409682, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 36, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2160}
|
{'small_calls': {'min_pnl_target': 0.014131233350230202, 'max_pnl_target': 0.06561422760096564, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.051408751455715614, 'max_pnl_target': 0.2398836752621467, 'max_calls_for_rule': 88}}
|
2,096 |
ADAUSD
|
{'omega': 0.7753792935123099, 'alpha': [0.05481552852717083], 'beta': [0.8814083488883893], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.346313270128796, 'historical_segment_start_price': 0.9918, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 631.6117697986932, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 529, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 175683.49437230505, 'LEVERAGE': 123, 'UNIT_BUDGET': 332.09477990346676, 'INITIAL_MARGIN_PER_UNIT': 5.135055039013766, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175683.49437230505, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.135055039013766, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031281773706225867, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 2.9203342624229043, 'MAX_PENALTY_DURATION_HOURS': 697, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26907599620831674, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.03911935783602402, 'max_pnl_target': 0.17342308153983374, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.05158238503386891, 'max_pnl_target': 0.27300698518198946, 'max_calls_for_rule': 39}}
|
2,097 |
NIFTY50
|
{'omega': 0.41269361010037064, 'alpha': [0.010201168750601165], 'beta': [0.9877988312493988], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.806223638278632, 'historical_segment_start_price': 8288.3, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 287.67055824078034, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 47, 'MAX_CONCURRENT_UNITS': 315, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 104980.6676623316, 'LEVERAGE': 42, 'UNIT_BUDGET': 333.21721549142694, 'INITIAL_MARGIN_PER_UNIT': 6.849299005732865, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104980.6676623316, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.849299005732865, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004959923028118594, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.5976070266722058, 'MAX_PENALTY_DURATION_HOURS': 915, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5664936778728757, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.019081206824825288, 'max_pnl_target': 0.10499250843715788, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.01294184413434421, 'max_pnl_target': 0.17141816815367622, 'max_calls_for_rule': 36}}
|
2,098 |
BNBUSD
|
{'omega': 3.1691596276333396, 'alpha': [0.07655379566567293], 'beta': [0.9214462043343271], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 8.2159, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 152.74126848642447, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, 'MAX_CONCURRENT_UNITS': 186, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 99776.17524519144, 'LEVERAGE': 27, 'UNIT_BUDGET': 534.4983180643421, 'INITIAL_MARGIN_PER_UNIT': 5.657084018015722, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99776.17524519144, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.657084018015722, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002490663207203106, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.2887983139959713, 'MAX_PENALTY_DURATION_HOURS': 175, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10568176459688865, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.04169642396008589, 'max_pnl_target': 0.16903590237459304, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.05876186845153739, 'max_pnl_target': 0.2515023592590278, 'max_calls_for_rule': 62}}
|
2,099 |
NIFTYENERGY
|
{'omega': 0.687478026069981, 'alpha': [0.12595431533657386], 'beta': [0.872045684663426], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010125732290378605, 'historical_segment_start_price': 8410.05, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 561.3367052973388, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 194, 'MAX_CONCURRENT_UNITS': 31, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 56869.67533730755, 'LEVERAGE': 61, 'UNIT_BUDGET': 1795.9590672624288, 'INITIAL_MARGIN_PER_UNIT': 9.202241070448176, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56869.67533730755, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.202241070448176, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038231045199152444, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 2.7643631662533155, 'MAX_PENALTY_DURATION_HOURS': 748, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08590768837671015, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.042696591690047296, 'max_pnl_target': 0.09435292908660986, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.03751649195561349, 'max_pnl_target': 0.18277605497702581, 'max_calls_for_rule': 156}}
|
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