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
|
|---|---|---|---|---|
400 |
BTCUSD
|
{'omega': 2.293424248246279, 'alpha': [0.06949384013142701], 'beta': [0.9285061598685729], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02575488979149529, 'historical_segment_start_price': 8033.92, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 555.7225584783636, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 311, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 151364.41429739544, 'LEVERAGE': 47, 'UNIT_BUDGET': 486.30775239256144, 'INITIAL_MARGIN_PER_UNIT': 11.823884222943905, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151364.41429739544, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.823884222943905, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003641007381191944, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.5780640725272113, 'MAX_PENALTY_DURATION_HOURS': 348, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2646070912491358, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.006956627186050696, 'max_pnl_target': 0.08268325162755079, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.023069271075242974, 'max_pnl_target': 0.15961853771575651, 'max_calls_for_rule': 31}}
|
401 |
BNBUSD
|
{'omega': 3.0275909425671026, 'alpha': [0.10028891206890876], 'beta': [0.8196772149599539], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.2898, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 284.8429775722741, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, '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': 143762.7490927382, 'LEVERAGE': 45, 'UNIT_BUDGET': 1015.6076684872111, 'INITIAL_MARGIN_PER_UNIT': 6.329843946050536, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143762.7490927382, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.329843946050536, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003919310377002809, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 2.0048725289213585, 'MAX_PENALTY_DURATION_HOURS': 1033, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.28084256383255457, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.035097584686314284, 'max_pnl_target': 0.16092606400555987, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.052644763109946924, 'max_pnl_target': 0.17474062608816382, 'max_calls_for_rule': 111}}
|
402 |
NIFTYFIN
|
{'omega': 0.3532483950412085, 'alpha': [0.08959095259210907], 'beta': [0.9084090474078907], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.1174172627907994, 'historical_segment_start_price': 11290.65, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1720.1651465885222, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 15, 'MAX_CONCURRENT_UNITS': 236, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60008.108050035706, 'LEVERAGE': 115, 'UNIT_BUDGET': 254.09185248956132, 'INITIAL_MARGIN_PER_UNIT': 14.957957796421933, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60008.108050035706, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.957957796421933, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021071262801666563, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.304365810624142, 'MAX_PENALTY_DURATION_HOURS': 1031, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6706327877550968, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.04240673440145521, 'max_pnl_target': 0.09951916977519087, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.021955954477613823, 'max_pnl_target': 0.13347937172501245, 'max_calls_for_rule': 13}}
|
403 |
NIFTY500
|
{'omega': 0.33403344212841346, 'alpha': [0.009275234625616774], 'beta': [0.9599742984929344], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.31229884440981, 'historical_segment_start_price': 15004.55, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 852.5808184327457, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 120, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102268.66172727387, 'LEVERAGE': 65, 'UNIT_BUDGET': 848.2094848548134, 'INITIAL_MARGIN_PER_UNIT': 13.116627975888395, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102268.66172727387, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.116627975888395, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010363526606104285, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 2.9808865362423087, 'MAX_PENALTY_DURATION_HOURS': 836, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3989634141321606, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.015298769015685072, 'max_pnl_target': 0.07942042914211304, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.027536127578599474, 'max_pnl_target': 0.16758913512944468, 'max_calls_for_rule': 55}}
|
404 |
NIFTYENERGY
|
{'omega': 0.6871322550193468, 'alpha': [0.07566486253176359], 'beta': [0.9223351374682364], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.919288530890191, 'historical_segment_start_price': 12285.6, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 342.1218914097773, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 274, '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': 112716.46599509791, 'LEVERAGE': 52, 'UNIT_BUDGET': 1815.5628327295358, 'INITIAL_MARGIN_PER_UNIT': 6.579267142495717, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112716.46599509791, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.579267142495717, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004975506632190829, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 1.6313538928093831, 'MAX_PENALTY_DURATION_HOURS': 446, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4011694050114278, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.0474488120825757, 'max_pnl_target': 0.1716622531853002, 'max_calls_for_rule': 147}, 'moderate_calls': {'min_pnl_target': 0.026138870003875235, 'max_pnl_target': 0.22823525019119342, 'max_calls_for_rule': 262}}
|
405 |
BNBUSD
|
{'omega': 1.157242475379487, 'alpha': [0.07086180844704804], 'beta': [0.8730294673823247], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03440756793322512, 'historical_segment_start_price': 601.11, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1198.4462079812267, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 26, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 62164.22280614961, 'LEVERAGE': 83, 'UNIT_BUDGET': 2350.404637756172, 'INITIAL_MARGIN_PER_UNIT': 14.439110939532853, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62164.22280614961, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.439110939532853, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025589195285120416, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 2.3860540608811798, 'MAX_PENALTY_DURATION_HOURS': 230, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4907014781340026, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.03581502333040942, 'max_pnl_target': 0.13330687842724848, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.08940447274445841, 'max_pnl_target': 0.21844524638216178, 'max_calls_for_rule': 107}}
|
406 |
NIFTY50
|
{'omega': 0.17187887274964533, 'alpha': [0.10345965031683219], 'beta': [0.8729017751883882], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019089911534512203, 'historical_segment_start_price': 8750.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 99.21586768567182, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, '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': 101675.57536152341, 'LEVERAGE': 15, 'UNIT_BUDGET': 1679.536260715697, 'INITIAL_MARGIN_PER_UNIT': 6.614391179044788, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101675.57536152341, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.614391179044788, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003712897399363049, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 1.7851688169797173, 'MAX_PENALTY_DURATION_HOURS': 975, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6952693759118306, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.020369227643482514, 'max_pnl_target': 0.10409253101388563, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.025619698750766588, 'max_pnl_target': 0.18722779302399895, 'max_calls_for_rule': 189}}
|
407 |
XRPUSD
|
{'omega': 2.4403561448081876, 'alpha': [0.09829703269542521], 'beta': [0.8435054939900674], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.21359, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 613.7343759047195, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, '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': 148451.2545943658, 'LEVERAGE': 49, 'UNIT_BUDGET': 1807.6014994550712, 'INITIAL_MARGIN_PER_UNIT': 12.525191344994276, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148451.2545943658, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.525191344994276, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004442113771292231, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.592099014272207, 'MAX_PENALTY_DURATION_HOURS': 1430, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6044677555533288, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.0186405376914025, 'max_pnl_target': 0.09241143841314492, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.07111348382833359, 'max_pnl_target': 0.25659066868474983, 'max_calls_for_rule': 136}}
|
408 |
BNBUSD
|
{'omega': 1.2903241719911913, 'alpha': [0.09522539432066941], 'beta': [0.8513802641608784], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.5408, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 957.3123398915584, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 224, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156640.72246313348, 'LEVERAGE': 109, 'UNIT_BUDGET': 698.6097625264265, 'INITIAL_MARGIN_PER_UNIT': 8.782682017353746, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156640.72246313348, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.782682017353746, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020529800168930016, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 1.9343878962321273, 'MAX_PENALTY_DURATION_HOURS': 960, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6409284608024263, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 47, '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': 0.03090654806295549, 'max_pnl_target': 0.10513881639509033, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.08686205903541369, 'max_pnl_target': 0.1922318212814233, 'max_calls_for_rule': 75}}
|
409 |
BNBUSD
|
{'omega': 1.6227545065072515, 'alpha': [0.07879841145620349], 'beta': [0.8327741443085027], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.0296455564145335, 'historical_segment_start_price': 316.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 224.94149901290294, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, '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': 172334.5925375324, 'LEVERAGE': 17, 'UNIT_BUDGET': 1749.897827000446, 'INITIAL_MARGIN_PER_UNIT': 13.231852883111937, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172334.5925375324, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.231852883111937, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001278895367687194, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 2.706245837194114, 'MAX_PENALTY_DURATION_HOURS': 1159, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20887854985103665, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.037630241733944164, 'max_pnl_target': 0.09663509846279222, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.09537038986686604, 'max_pnl_target': 0.3135996026221637, 'max_calls_for_rule': 124}}
|
410 |
ETHUSD
|
{'omega': 1.5916424833408196, 'alpha': [0.20914636035374348], 'beta': [0.7888536396462564], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1657.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 447.42682992146774, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 169, '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': 147857.9538870692, 'LEVERAGE': 47, 'UNIT_BUDGET': 1618.3931082479082, 'INITIAL_MARGIN_PER_UNIT': 9.519719785563144, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147857.9538870692, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.519719785563144, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002634163355183294, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.8890296048770567, 'MAX_PENALTY_DURATION_HOURS': 677, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.032211836997060525, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.046790673624810396, 'max_pnl_target': 0.13268865368235885, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.04846700073458389, 'max_pnl_target': 0.24126265623364268, 'max_calls_for_rule': 163}}
|
411 |
NIFTY50
|
{'omega': 0.1497893869636155, 'alpha': [0.11486339254722161], 'beta': [0.844571788299325], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025510726881036814, 'historical_segment_start_price': 9588.6, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1693.2213780506959, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, 'MAX_CONCURRENT_UNITS': 120, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199858.85777119512, 'LEVERAGE': 125, 'UNIT_BUDGET': 1662.0008269430834, 'INITIAL_MARGIN_PER_UNIT': 13.545771024405568, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199858.85777119512, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.545771024405568, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003353901769445234, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 52, 'PENALTY_DURATION_MULTIPLIER': 1.5871762127778972, 'MAX_PENALTY_DURATION_HOURS': 222, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22458977388409412, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.01784615861840947, 'max_pnl_target': 0.15478224302614715, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.02300304574467693, 'max_pnl_target': 0.24994624074089872, 'max_calls_for_rule': 103}}
|
412 |
NIFTYFIN
|
{'omega': 0.6853856071700012, 'alpha': [0.07694817507494028], 'beta': [0.9210518249250597], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.0176216848000471, 'historical_segment_start_price': 18129.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 676.6465961175592, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, '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': 144268.9637607938, 'LEVERAGE': 81, 'UNIT_BUDGET': 1384.612486549216, 'INITIAL_MARGIN_PER_UNIT': 8.353661680463693, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144268.9637607938, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.353661680463693, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004604102509676699, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.3942826151323287, 'MAX_PENALTY_DURATION_HOURS': 934, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.627312556952797, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.006700465533016939, 'max_pnl_target': 0.08860174628287217, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.01625812142552446, 'max_pnl_target': 0.20604056918242686, 'max_calls_for_rule': 108}}
|
413 |
BTCUSD
|
{'omega': 1.0116780312760778, 'alpha': [0.0804461110185685], 'beta': [0.8894593018001575], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013265252388096088, 'historical_segment_start_price': 20559.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 606.8002253123922, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, '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': 101672.63519531864, 'LEVERAGE': 69, 'UNIT_BUDGET': 1027.3284062816294, 'INITIAL_MARGIN_PER_UNIT': 8.794206163947713, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101672.63519531864, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.794206163947713, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004447972869993251, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 1.9456563649824172, 'MAX_PENALTY_DURATION_HOURS': 869, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3714299641130469, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.016446592122496724, 'max_pnl_target': 0.089808404257916, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.020740583401576286, 'max_pnl_target': 0.13645832132563288, 'max_calls_for_rule': 102}}
|
414 |
ETHUSD
|
{'omega': 0.9850831566649816, 'alpha': [0.07810464402001215], 'beta': [0.8521113990803163], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4600.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1487.3376974736555, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, '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': 168332.28939060052, 'LEVERAGE': 109, 'UNIT_BUDGET': 2154.270150522402, 'INITIAL_MARGIN_PER_UNIT': 13.645299976822526, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168332.28939060052, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.645299976822526, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004157902302482708, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 1.570588633967494, 'MAX_PENALTY_DURATION_HOURS': 756, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4788747635250289, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.02604959691176888, 'max_pnl_target': 0.14821595580878066, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.029976198165275837, 'max_pnl_target': 0.18955286961341555, 'max_calls_for_rule': 94}}
|
415 |
GOOGLUSD
|
{'omega': 0.2527155183301365, 'alpha': [0.08211320765885909], 'beta': [0.8349058270892453], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024544299636350082, 'historical_segment_start_price': 1890.73, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 163.80696531167575, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 227, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 117309.34018059955, 'LEVERAGE': 14, 'UNIT_BUDGET': 516.559385103755, 'INITIAL_MARGIN_PER_UNIT': 11.700497522262554, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117309.34018059955, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.700497522262554, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00187419550160524, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 40, 'PENALTY_DURATION_MULTIPLIER': 1.9098407260495034, 'MAX_PENALTY_DURATION_HOURS': 547, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6129641191875479, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 32, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 1920}
|
{'small_calls': {'min_pnl_target': 0.027518979845105845, 'max_pnl_target': 0.09585567008801059, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.04448891990008808, 'max_pnl_target': 0.17306077979102913, 'max_calls_for_rule': 26}}
|
416 |
BTCUSD
|
{'omega': 0.33770235443682023, 'alpha': [0.13429394500548317], 'beta': [0.8265451915850672], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20299.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 499.96383161759593, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, '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': 69672.73009791574, 'LEVERAGE': 35, 'UNIT_BUDGET': 1206.7047955847688, 'INITIAL_MARGIN_PER_UNIT': 14.284680903359884, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69672.73009791574, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.284680903359884, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035383697854529006, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.1401271982448744, 'MAX_PENALTY_DURATION_HOURS': 953, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.70393587475209, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 54, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3240}
|
{'small_calls': {'min_pnl_target': 0.012628230081522494, 'max_pnl_target': 0.09794011692750637, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.016207542301679503, 'max_pnl_target': 0.22878877742012851, 'max_calls_for_rule': 56}}
|
417 |
NIFTY50
|
{'omega': 0.17892093932259634, 'alpha': [0.08303273190329877], 'beta': [0.9149672680967013], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01117361980406168, 'historical_segment_start_price': 18628.7, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 185.71512638949906, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 95, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60291.376779358034, 'LEVERAGE': 21, 'UNIT_BUDGET': 850.0165487259854, 'INITIAL_MARGIN_PER_UNIT': 8.843577447119003, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60291.376779358034, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.843577447119003, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015372074803223254, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 109, 'PENALTY_DURATION_MULTIPLIER': 2.55472314877555, 'MAX_PENALTY_DURATION_HOURS': 230, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3598247058296459, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.04292089081876421, 'max_pnl_target': 0.13746506351046955, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.04943808128311248, 'max_pnl_target': 0.24196354248888596, 'max_calls_for_rule': 78}}
|
418 |
NIFTYENERGY
|
{'omega': 0.44387689896681987, 'alpha': [0.1191760774333658], 'beta': [0.8371338041004791], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.008380208792234358, 'historical_segment_start_price': 13540.85, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 209.25506393394943, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 203, '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': 79477.64765566755, 'LEVERAGE': 19, 'UNIT_BUDGET': 2248.839534308958, 'INITIAL_MARGIN_PER_UNIT': 11.013424417576285, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79477.64765566755, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.013424417576285, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001950987057926699, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.9894909276050106, 'MAX_PENALTY_DURATION_HOURS': 763, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20866911891813672, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.02340268905131856, 'max_pnl_target': 0.09981816355239674, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.061753376758060294, 'max_pnl_target': 0.2428353510006021, 'max_calls_for_rule': 192}}
|
419 |
ETHUSD
|
{'omega': 2.14842537278927, 'alpha': [0.08096816790432737], 'beta': [0.9170318320956726], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 876.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 265.9145343251157, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 378, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146911.81265957613, 'LEVERAGE': 42, 'UNIT_BUDGET': 387.66154239641014, 'INITIAL_MARGIN_PER_UNIT': 6.331298436312279, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146911.81265957613, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.331298436312279, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004074951743441775, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 1.530192419502908, 'MAX_PENALTY_DURATION_HOURS': 1360, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.374123874162171, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.04368478054855586, 'max_pnl_target': 0.09888575461579602, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.01473616391314689, 'max_pnl_target': 0.23807002056859858, 'max_calls_for_rule': 58}}
|
420 |
NIFTY500
|
{'omega': 0.08839859915826752, 'alpha': [0.0836318476401959], 'beta': [0.8190670280298373], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.813442509636433, 'historical_segment_start_price': 15457.95, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 144.84318904733783, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 220, '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': 182967.89576911373, 'LEVERAGE': 23, 'UNIT_BUDGET': 1397.187572179833, 'INITIAL_MARGIN_PER_UNIT': 6.297529958579906, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182967.89576911373, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.297529958579906, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018107201883514456, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 2.8877054153752155, 'MAX_PENALTY_DURATION_HOURS': 1099, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5920401868626638, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.015662073692664594, 'max_pnl_target': 0.10871905799122543, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.05393549144296857, 'max_pnl_target': 0.22513682038082866, 'max_calls_for_rule': 190}}
|
421 |
NIFTYENERGY
|
{'omega': 0.760776038225285, 'alpha': [0.11899601764692555], 'beta': [0.7992317562395976], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.710826245922999, 'historical_segment_start_price': 7747.2, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 182.71284187024844, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 84, 'MAX_CONCURRENT_UNITS': 128, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 90602.28386626497, 'LEVERAGE': 22, 'UNIT_BUDGET': 706.36801475575, 'INITIAL_MARGIN_PER_UNIT': 8.305129175920383, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90602.28386626497, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.305129175920383, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004531451683472793, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 1.887121569799902, 'MAX_PENALTY_DURATION_HOURS': 608, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6135587516992161, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.04923926793592147, 'max_pnl_target': 0.11695329945054557, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.015598889565203505, 'max_pnl_target': 0.21263777691956448, 'max_calls_for_rule': 54}}
|
422 |
NIFTYBANK
|
{'omega': 0.4788253395973374, 'alpha': [0.06940708778886857], 'beta': [0.8338076239810857], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.228885794238385, 'historical_segment_start_price': 30106.5, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 571.6818338550291, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 302, 'MAX_CONCURRENT_UNITS': 48, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 89163.71371222552, 'LEVERAGE': 94, 'UNIT_BUDGET': 1843.7190314887278, 'INITIAL_MARGIN_PER_UNIT': 6.0817216367556295, 'MAX_TRADING_CAPITAL_FOR_UNITS': 89163.71371222552, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.0817216367556295, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004397381536445201, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 2.894148468172963, 'MAX_PENALTY_DURATION_HOURS': 1143, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5180991284144931, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.03500311251545011, 'max_pnl_target': 0.1523893708240738, 'max_calls_for_rule': 170}, 'moderate_calls': {'min_pnl_target': 0.08475474058538011, 'max_pnl_target': 0.20872581770931256, 'max_calls_for_rule': 270}}
|
423 |
ADAUSD
|
{'omega': 1.9331376789197643, 'alpha': [0.09777264305329268], 'beta': [0.8363433140795158], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.10433, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 430.53232934175384, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 250, 'MAX_CONCURRENT_UNITS': 32, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 66582.99961719352, 'LEVERAGE': 53, 'UNIT_BUDGET': 2045.0479359259436, 'INITIAL_MARGIN_PER_UNIT': 8.123251497014223, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66582.99961719352, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.123251497014223, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012108935287756739, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 1.9186293040967604, 'MAX_PENALTY_DURATION_HOURS': 1234, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.26307720081144725, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.02178350989469721, 'max_pnl_target': 0.1566352526519448, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.042692876600792753, 'max_pnl_target': 0.2532117141286191, 'max_calls_for_rule': 236}}
|
424 |
XRPUSD
|
{'omega': 0.82307282608006, 'alpha': [0.08725312930691188], 'beta': [0.8469368890749414], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.28943, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 754.0245508812023, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 300, 'MAX_CONCURRENT_UNITS': 32, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77743.26366804085, 'LEVERAGE': 94, 'UNIT_BUDGET': 2420.829127878951, 'INITIAL_MARGIN_PER_UNIT': 8.02153777533194, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77743.26366804085, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.02153777533194, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010082433599568747, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.203777414201425, 'MAX_PENALTY_DURATION_HOURS': 854, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.353558198440705, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.039278487458657085, 'max_pnl_target': 0.15431656893219675, 'max_calls_for_rule': 128}, 'moderate_calls': {'min_pnl_target': 0.023469768507184713, 'max_pnl_target': 0.12977458529532024, 'max_calls_for_rule': 299}}
|
425 |
ETHUSD
|
{'omega': 1.0274547531254716, 'alpha': [0.07702202782919307], 'beta': [0.920977972170807], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010844378138220012, 'historical_segment_start_price': 2882.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 713.3315146887068, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, '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': 74576.04615665527, 'LEVERAGE': 56, 'UNIT_BUDGET': 1389.710230935193, 'INITIAL_MARGIN_PER_UNIT': 12.738062762298336, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74576.04615665527, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.738062762298336, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003980503603768495, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 2.538891195332572, 'MAX_PENALTY_DURATION_HOURS': 1323, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.263868998278074, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.04022296917048738, 'max_pnl_target': 0.09634729035586348, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.079683561672678, 'max_pnl_target': 0.3057412597332641, 'max_calls_for_rule': 105}}
|
426 |
NIFTY500
|
{'omega': 0.24431748368184186, 'alpha': [0.09318903069252049], 'beta': [0.8104648986327122], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.655619017654611, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 349.2402484135502, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 163, 'MAX_CONCURRENT_UNITS': 45, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65947.21172140984, 'LEVERAGE': 40, 'UNIT_BUDGET': 1435.1097406128374, 'INITIAL_MARGIN_PER_UNIT': 8.731006210338755, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65947.21172140984, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.731006210338755, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012147761248540658, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 1.9574521949742707, 'MAX_PENALTY_DURATION_HOURS': 1341, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13622954486847116, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.03574457127719164, 'max_pnl_target': 0.14231721135952027, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.08236043187507014, 'max_pnl_target': 0.1965373534555371, 'max_calls_for_rule': 126}}
|
427 |
BNBUSD
|
{'omega': 1.823620835355369, 'alpha': [0.07487696617313123], 'beta': [0.8830676021043682], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.048190184609753814, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1277.3822156847714, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, 'MAX_CONCURRENT_UNITS': 101, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182438.55790493192, 'LEVERAGE': 120, 'UNIT_BUDGET': 1802.528475114501, 'INITIAL_MARGIN_PER_UNIT': 10.644851797373095, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182438.55790493192, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.644851797373095, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004680809816255065, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.556751756543581, 'MAX_PENALTY_DURATION_HOURS': 1335, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3645290220157216, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 24, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 1440}
|
{'small_calls': {'min_pnl_target': 0.034730677380946484, 'max_pnl_target': 0.18365032244847268, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.044125085066219684, 'max_pnl_target': 0.23538185544553542, 'max_calls_for_rule': 131}}
|
428 |
BTCUSD
|
{'omega': 0.19868834576133754, 'alpha': [0.0705374565874516], 'beta': [0.9274625434125484], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 40604.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 672.146447001129, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 123599.73790549207, 'LEVERAGE': 47, 'UNIT_BUDGET': 1466.2188891634216, 'INITIAL_MARGIN_PER_UNIT': 14.300988234066574, 'MAX_TRADING_CAPITAL_FOR_UNITS': 123599.73790549207, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.300988234066574, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001478741251842326, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 2.199857497454584, 'MAX_PENALTY_DURATION_HOURS': 873, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.01224392871064504, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.010355287049259775, 'max_pnl_target': 0.12394806941368416, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.05599689983751661, 'max_pnl_target': 0.16747783599303712, 'max_calls_for_rule': 95}}
|
429 |
ETHUSD
|
{'omega': 3.1536805030550146, 'alpha': [0.12848141029526675], 'beta': [0.8695185897047332], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 170.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 390.6281419399053, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, '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': 74439.9577114585, 'LEVERAGE': 33, 'UNIT_BUDGET': 1431.0327878189448, 'INITIAL_MARGIN_PER_UNIT': 11.837216422421372, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74439.9577114585, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.837216422421372, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011427908433510226, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.8476896362297035, 'MAX_PENALTY_DURATION_HOURS': 889, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2734146520393776, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 46, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2760}
|
{'small_calls': {'min_pnl_target': 0.02868517793183473, 'max_pnl_target': 0.11169297069078657, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.0894533299231401, 'max_pnl_target': 0.2423539832249374, 'max_calls_for_rule': 73}}
|
430 |
NIFTYFIN
|
{'omega': 0.25585680054713555, 'alpha': [0.07093239385600662], 'beta': [0.9270676061439934], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.757657663308734, 'historical_segment_start_price': 17461.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 317.0988969130606, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 385, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 134837.8791689095, 'LEVERAGE': 35, 'UNIT_BUDGET': 349.392455073621, 'INITIAL_MARGIN_PER_UNIT': 9.059968483230303, 'MAX_TRADING_CAPITAL_FOR_UNITS': 134837.8791689095, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.059968483230303, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003045409483790359, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 65, 'PENALTY_DURATION_MULTIPLIER': 2.913569792069368, 'MAX_PENALTY_DURATION_HOURS': 380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23582443481878734, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.021742177394517736, 'max_pnl_target': 0.1388567114145689, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.029893780314462756, 'max_pnl_target': 0.20516797296466077, 'max_calls_for_rule': 33}}
|
431 |
NIFTYFIN
|
{'omega': 4.329642713325766, 'alpha': [0.051492264244643385], 'beta': [0.843405775554288], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 14444.5, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 810.8947383256923, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 203, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 96570.25952447027, 'LEVERAGE': 95, 'UNIT_BUDGET': 474.9444697634532, 'INITIAL_MARGIN_PER_UNIT': 8.535734087638867, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96570.25952447027, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.535734087638867, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015690401838945917, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 1.7160726345950879, 'MAX_PENALTY_DURATION_HOURS': 1284, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4252255138524313, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.021314814846229695, 'max_pnl_target': 0.13902972792600407, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.02675729796416962, 'max_pnl_target': 0.2589091177459911, 'max_calls_for_rule': 41}}
|
432 |
NIFTYFIN
|
{'omega': 4.504558745026616, 'alpha': [0.04955081419748244], 'beta': [0.8487513273557437], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 14444.5, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 614.1550423256743, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, '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': 174427.17970963847, 'LEVERAGE': 55, 'UNIT_BUDGET': 2421.0895282602237, 'INITIAL_MARGIN_PER_UNIT': 11.16645531501226, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174427.17970963847, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.16645531501226, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003573997755077187, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 1.6071697099311373, 'MAX_PENALTY_DURATION_HOURS': 724, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.712816983957433, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.03144120269217749, 'max_pnl_target': 0.11141438465596143, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.0995774499438842, 'max_pnl_target': 0.31906800233862687, 'max_calls_for_rule': 135}}
|
433 |
NIFTYBANK
|
{'omega': 0.7776237115871764, 'alpha': [0.08889809889493998], 'beta': [0.9080318359626883], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.025075613278789093, 'historical_segment_start_price': 38459.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 502.2939644363703, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83596.29782527537, 'LEVERAGE': 64, 'UNIT_BUDGET': 1938.841905254908, 'INITIAL_MARGIN_PER_UNIT': 7.848343194318286, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83596.29782527537, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.848343194318286, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022127898763647904, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.787599247851897, 'MAX_PENALTY_DURATION_HOURS': 709, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05803220039056216, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.017000467627009165, 'max_pnl_target': 0.07603277084858812, 'max_calls_for_rule': 138}, 'moderate_calls': {'min_pnl_target': 0.04848661868513876, 'max_pnl_target': 0.2502045161128434, 'max_calls_for_rule': 159}}
|
434 |
BNBUSD
|
{'omega': 0.3463000625045061, 'alpha': [0.040798872463436164], 'beta': [0.8848991282798314], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.255459473126331, 'historical_segment_start_price': 240.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 890.1444746492665, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, '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': 57811.51432000835, 'LEVERAGE': 109, 'UNIT_BUDGET': 667.9582085158938, 'INITIAL_MARGIN_PER_UNIT': 8.166463070176757, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57811.51432000835, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.166463070176757, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0049784674173632285, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.0139952065150335, 'MAX_PENALTY_DURATION_HOURS': 927, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6417548066450813, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.01308149081703694, 'max_pnl_target': 0.1628756249463556, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.08092409822915674, 'max_pnl_target': 0.2291164686709125, 'max_calls_for_rule': 63}}
|
435 |
NIFTY50
|
{'omega': 0.15960657197357817, 'alpha': [0.08535493459977614], 'beta': [0.8028168174366099], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016974947477930994, 'historical_segment_start_price': 10438.5, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 808.9177633174902, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 211, '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': 185385.85396774963, 'LEVERAGE': 86, 'UNIT_BUDGET': 1998.8141223883263, 'INITIAL_MARGIN_PER_UNIT': 9.406020503691746, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185385.85396774963, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.406020503691746, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035154039398412234, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 65, 'PENALTY_DURATION_MULTIPLIER': 1.5161778070939924, 'MAX_PENALTY_DURATION_HOURS': 878, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.061294404195803794, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.0074116746534966735, 'max_pnl_target': 0.13739877491265814, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.03472885047309793, 'max_pnl_target': 0.23481717266086743, 'max_calls_for_rule': 180}}
|
436 |
BTCUSD
|
{'omega': 32.95985083611575, 'alpha': [0.19875865488649472], 'beta': [0.7138072599902179], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 460.89, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 269.77899973271457, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 134, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80410.30467170765, 'LEVERAGE': 20, 'UNIT_BUDGET': 599.7089120470354, 'INITIAL_MARGIN_PER_UNIT': 13.488949986635728, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80410.30467170765, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.488949986635728, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003107125184035878, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 2.666843603597285, 'MAX_PENALTY_DURATION_HOURS': 665, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23930574915413763, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 35, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 2100}
|
{'small_calls': {'min_pnl_target': 0.030147461254859693, 'max_pnl_target': 0.16809883347736865, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.017052469291583723, 'max_pnl_target': 0.24092721083706647, 'max_calls_for_rule': 31}}
|
437 |
GOOGLUSD
|
{'omega': 0.24649159812390212, 'alpha': [0.07962047124181854], 'beta': [0.9183795287581814], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026842869648818, 'historical_segment_start_price': 1890.73, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 289.8211993520473, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 257, 'MAX_CONCURRENT_UNITS': 127, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 181195.74855397246, 'LEVERAGE': 53, 'UNIT_BUDGET': 1416.0787767722998, 'INITIAL_MARGIN_PER_UNIT': 5.468324516076365, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181195.74855397246, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.468324516076365, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004085105169021574, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.6609524713567705, 'MAX_PENALTY_DURATION_HOURS': 876, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5551954176620465, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.01260276119142022, 'max_pnl_target': 0.07391455459241139, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.09565815081218342, 'max_pnl_target': 0.3026086955722754, 'max_calls_for_rule': 231}}
|
438 |
XRPUSD
|
{'omega': 1.2994734611518888, 'alpha': [0.08015420784640957], 'beta': [0.9178457921535904], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.039961186711905315, 'historical_segment_start_price': 1.2798, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1355.217535866017, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, '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': 127061.15404603702, 'LEVERAGE': 105, 'UNIT_BUDGET': 1403.5764730431404, 'INITIAL_MARGIN_PER_UNIT': 12.906833674914449, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127061.15404603702, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.906833674914449, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002370261546276499, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.6350203971838815, 'MAX_PENALTY_DURATION_HOURS': 689, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5516754164176507, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.008023911537385431, 'max_pnl_target': 0.11231057130294705, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.08988138961636015, 'max_pnl_target': 0.21351878075574837, 'max_calls_for_rule': 102}}
|
439 |
BNBUSD
|
{'omega': 1.1752608322614146, 'alpha': [0.06247724317925021], 'beta': [0.8508177078289964], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024534990227993998, 'historical_segment_start_price': 485.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 249.22527072371503, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 230, 'MAX_CONCURRENT_UNITS': 25, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 61016.55765053186, 'LEVERAGE': 24, 'UNIT_BUDGET': 2403.9828761073945, 'INITIAL_MARGIN_PER_UNIT': 10.384386280154793, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61016.55765053186, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.384386280154793, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021794201078611406, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.9760959729431464, 'MAX_PENALTY_DURATION_HOURS': 1041, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4189698383555062, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 5460}
|
{'small_calls': {'min_pnl_target': 0.011877701928517191, 'max_pnl_target': 0.09486028270398475, 'max_calls_for_rule': 130}, 'moderate_calls': {'min_pnl_target': 0.018559191293591706, 'max_pnl_target': 0.1330587489086477, 'max_calls_for_rule': 177}}
|
440 |
ADAUSD
|
{'omega': 0.26605075305923515, 'alpha': [0.054385279623606265], 'beta': [0.9436147203763937], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03120383011959336, 'historical_segment_start_price': 0.2581, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 433.75471585656595, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 361, 'MAX_CONCURRENT_UNITS': 59, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138756.32611132186, 'LEVERAGE': 67, 'UNIT_BUDGET': 2344.469645717801, 'INITIAL_MARGIN_PER_UNIT': 6.47395098293382, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138756.32611132186, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.47395098293382, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003947841816261382, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.928490919018292, 'MAX_PENALTY_DURATION_HOURS': 900, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37645152933779963, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.016160424073459138, 'max_pnl_target': 0.10629455396427454, 'max_calls_for_rule': 185}, 'moderate_calls': {'min_pnl_target': 0.06407604714809476, 'max_pnl_target': 0.23955032440526589, 'max_calls_for_rule': 344}}
|
441 |
BTCUSD
|
{'omega': 0.9948555351020972, 'alpha': [0.06832401660291355], 'beta': [0.9161555128308508], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.016379884473904833, 'historical_segment_start_price': 57801.15, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 832.612378258314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, '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': 142170.12553775212, 'LEVERAGE': 89, 'UNIT_BUDGET': 1879.816253329471, 'INITIAL_MARGIN_PER_UNIT': 9.35519526132937, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142170.12553775212, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.35519526132937, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027750234262844094, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 74, 'PENALTY_DURATION_MULTIPLIER': 2.6662025668405995, 'MAX_PENALTY_DURATION_HOURS': 689, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6352118558521822, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.03822896413492559, 'max_pnl_target': 0.12495189367580635, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.07247497776516154, 'max_pnl_target': 0.3083373939978952, 'max_calls_for_rule': 127}}
|
442 |
BTCUSD
|
{'omega': 5.775241786368889, 'alpha': [0.16406698188851268], 'beta': [0.7904701885537255], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 498.6978025389255, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 90635.0860276061, 'LEVERAGE': 35, 'UNIT_BUDGET': 2449.2930708025874, 'INITIAL_MARGIN_PER_UNIT': 14.2485086439693, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90635.0860276061, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.2485086439693, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016752533840585762, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 1.9755592186891435, 'MAX_PENALTY_DURATION_HOURS': 280, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11976831310382631, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.01023026933431962, 'max_pnl_target': 0.150182252620659, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.07150528084441585, 'max_pnl_target': 0.18348147646475846, 'max_calls_for_rule': 104}}
|
443 |
BTCUSD
|
{'omega': 1.9190718301361, 'alpha': [0.0625341259290178], 'beta': [0.9354658740709821], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.016116143348375, 'historical_segment_start_price': 40779.16, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 848.5896374444251, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65578.6595955214, 'LEVERAGE': 112, 'UNIT_BUDGET': 1526.3245551788584, 'INITIAL_MARGIN_PER_UNIT': 7.576693191468081, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65578.6595955214, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.576693191468081, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015014675997958307, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.1288828568594984, 'MAX_PENALTY_DURATION_HOURS': 504, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17787966333597668, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.006824191395428203, 'max_pnl_target': 0.06899113801965256, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.046313351821600485, 'max_pnl_target': 0.1922380588770818, 'max_calls_for_rule': 180}}
|
444 |
BTCUSD
|
{'omega': 0.8107172502510919, 'alpha': [0.05990306496385857], 'beta': [0.9380969350361414], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01882971202165938, 'historical_segment_start_price': 11257.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 562.5468716731602, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, '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': 57584.31565954429, 'LEVERAGE': 55, 'UNIT_BUDGET': 386.20591092806023, 'INITIAL_MARGIN_PER_UNIT': 10.228124939512004, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57584.31565954429, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.228124939512004, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004273517607206193, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.2625880725024943, 'MAX_PENALTY_DURATION_HOURS': 273, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6591398671002952, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.01676937878915751, 'max_pnl_target': 0.09743829791394318, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.05989537173093006, 'max_pnl_target': 0.20703413291166065, 'max_calls_for_rule': 35}}
|
445 |
BTCUSD
|
{'omega': 1.182443477363028, 'alpha': [0.06955143494499381], 'beta': [0.8966100685327515], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.709911147965978, 'historical_segment_start_price': 8863.44, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1078.5832327351116, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 93, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 87268.12792700926, 'LEVERAGE': 84, 'UNIT_BUDGET': 933.7549625507893, 'INITIAL_MARGIN_PER_UNIT': 12.840276580179898, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87268.12792700926, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.840276580179898, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034427888506352003, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.058420200524937, 'MAX_PENALTY_DURATION_HOURS': 409, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4323768531802673, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.01782393660991681, 'max_pnl_target': 0.08682214558484726, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.09382783959227194, 'max_pnl_target': 0.323716765396282, 'max_calls_for_rule': 54}}
|
446 |
ADAUSD
|
{'omega': 3.004971303348977, 'alpha': [0.10455577120339564], 'beta': [0.8220219495530653], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01761011444179248, 'historical_segment_start_price': 0.10313, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1001.3361483305061, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 220, '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': 56360.138721531475, 'LEVERAGE': 122, 'UNIT_BUDGET': 1815.5930615513153, 'INITIAL_MARGIN_PER_UNIT': 8.207673346971362, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56360.138721531475, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.207673346971362, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023198366874040846, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.629113285475607, 'MAX_PENALTY_DURATION_HOURS': 1144, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4013307156044653, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.01769753807095952, 'max_pnl_target': 0.10640833663286851, 'max_calls_for_rule': 114}, 'moderate_calls': {'min_pnl_target': 0.022678148414990933, 'max_pnl_target': 0.25417055761061075, 'max_calls_for_rule': 204}}
|
447 |
XRPUSD
|
{'omega': 0.5719330568130415, 'alpha': [0.08784574572778744], 'beta': [0.8934728414867361], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009370726082266221, 'historical_segment_start_price': 0.5157, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1025.7506879384794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, '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': 113182.79660733374, 'LEVERAGE': 89, 'UNIT_BUDGET': 1085.750028182229, 'INITIAL_MARGIN_PER_UNIT': 11.52528862852224, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113182.79660733374, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.52528862852224, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027700505340020705, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 1.7424952718061382, 'MAX_PENALTY_DURATION_HOURS': 1117, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5504664227667038, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 42, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2520}
|
{'small_calls': {'min_pnl_target': 0.018661098140451853, 'max_pnl_target': 0.13324762492594674, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.05492263938798531, 'max_pnl_target': 0.25798866407855736, 'max_calls_for_rule': 72}}
|
448 |
BTCUSD
|
{'omega': 0.47278633359413696, 'alpha': [0.07344042316596142], 'beta': [0.9245595768340386], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.668909875984043, 'historical_segment_start_price': 9395.56, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 249.18090667916118, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, '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': 92757.8031332149, 'LEVERAGE': 40, 'UNIT_BUDGET': 1075.6864714353494, 'INITIAL_MARGIN_PER_UNIT': 6.22952266697903, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92757.8031332149, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.22952266697903, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001190176204562445, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.7391203544607743, 'MAX_PENALTY_DURATION_HOURS': 1365, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10160216740503783, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.02069381626548845, 'max_pnl_target': 0.14420790244056605, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.01884997236988726, 'max_pnl_target': 0.1934348950613395, 'max_calls_for_rule': 136}}
|
449 |
NIFTYBANK
|
{'omega': 0.3305148038988883, 'alpha': [0.1052202513358483], 'beta': [0.8409592215325722], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.020313460837463, 'historical_segment_start_price': 23586.15, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 323.29487561398895, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 95, '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': 129207.25460829282, 'LEVERAGE': 25, 'UNIT_BUDGET': 1253.4736711324235, 'INITIAL_MARGIN_PER_UNIT': 12.931795024559559, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129207.25460829282, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.931795024559559, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023444036618748354, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 2.261071992699034, 'MAX_PENALTY_DURATION_HOURS': 430, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6878073028642655, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.031842313707450214, 'max_pnl_target': 0.18013171685056548, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.021920872173241495, 'max_pnl_target': 0.26013905194856185, 'max_calls_for_rule': 74}}
|
450 |
BNBUSD
|
{'omega': 9.466516866467112, 'alpha': [0.09560488812177469], 'beta': [0.8924354639563618], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3207, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 942.827953276639, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 97, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 116098.84080989128, 'LEVERAGE': 68, 'UNIT_BUDGET': 1194.2607477566817, 'INITIAL_MARGIN_PER_UNIT': 13.865116959950575, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116098.84080989128, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.865116959950575, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018395987232161732, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.681798807535939, 'MAX_PENALTY_DURATION_HOURS': 727, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.711931481110399, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.049237869945607055, 'max_pnl_target': 0.14821082770056107, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.09484600247523711, 'max_pnl_target': 0.32746961264304414, 'max_calls_for_rule': 52}}
|
451 |
BNBUSD
|
{'omega': 0.6304174859456417, 'alpha': [0.04719598179287427], 'beta': [0.9508040182071257], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00758292146745259, 'historical_segment_start_price': 306.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 597.3732999052492, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, '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': 100714.97346657098, 'LEVERAGE': 77, 'UNIT_BUDGET': 1448.2621519394052, 'INITIAL_MARGIN_PER_UNIT': 7.7580948039642745, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100714.97346657098, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.7580948039642745, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029680977062096813, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 2.4391232765726114, 'MAX_PENALTY_DURATION_HOURS': 445, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31727502567975485, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.042701068066759815, 'max_pnl_target': 0.15107585187553832, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.058195814790665545, 'max_pnl_target': 0.30473536930104805, 'max_calls_for_rule': 176}}
|
452 |
BNBUSD
|
{'omega': 7.065945133946627, 'alpha': [0.11227352473924715], 'beta': [0.885726475260753], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3879, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1230.3718506939388, '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': 97307.94660351338, 'LEVERAGE': 118, 'UNIT_BUDGET': 2438.3772009270174, 'INITIAL_MARGIN_PER_UNIT': 10.4268800906266, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97307.94660351338, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.4268800906266, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015079692173679137, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 2.384253995354479, 'MAX_PENALTY_DURATION_HOURS': 835, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4049879786881728, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 48, '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': 0.010365252733605971, 'max_pnl_target': 0.1246942329659834, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.0727133540846748, 'max_pnl_target': 0.2893351003677348, 'max_calls_for_rule': 228}}
|
453 |
NIFTYIT
|
{'omega': 0.3812068822833897, 'alpha': [0.13592283973402974], 'beta': [0.8620771602659703], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9900297438249397, 'historical_segment_start_price': 10185.25, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 825.0814865695169, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 251, 'MAX_CONCURRENT_UNITS': 25, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58189.58956171367, 'LEVERAGE': 91, 'UNIT_BUDGET': 2285.859927365589, 'INITIAL_MARGIN_PER_UNIT': 9.066829522741944, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58189.58956171367, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.066829522741944, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004845791505046317, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 144, 'PENALTY_DURATION_MULTIPLIER': 2.1669367971871014, 'MAX_PENALTY_DURATION_HOURS': 559, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37472205671286446, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 38, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2280}
|
{'small_calls': {'min_pnl_target': 0.03503697943369579, 'max_pnl_target': 0.18349331147481499, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.06862047052883621, 'max_pnl_target': 0.18134243233708475, 'max_calls_for_rule': 193}}
|
454 |
XRPUSD
|
{'omega': 0.84982518754787, 'alpha': [0.10004840061735809], 'beta': [0.8885807685274454], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008423677180906579, 'historical_segment_start_price': 0.8734, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 855.7396975341987, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, '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': 167563.08698212667, 'LEVERAGE': 71, 'UNIT_BUDGET': 1286.3363106125178, 'INITIAL_MARGIN_PER_UNIT': 12.05267179625632, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167563.08698212667, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.05267179625632, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021475972892153563, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 56, 'PENALTY_DURATION_MULTIPLIER': 1.8491953119268858, 'MAX_PENALTY_DURATION_HOURS': 1026, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36058120204112215, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 13, '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': 0.010575355437022205, 'max_pnl_target': 0.12928078678924443, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.09438727880283439, 'max_pnl_target': 0.2629845229678333, 'max_calls_for_rule': 87}}
|
455 |
ADAUSD
|
{'omega': 2.3038717824305177, 'alpha': [0.05094787907730107], 'beta': [0.8799999766113147], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.0512760503032785, 'historical_segment_start_price': 1.607, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 448.571879981775, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 20, 'MAX_CONCURRENT_UNITS': 589, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 180048.33854498697, 'LEVERAGE': 32, 'UNIT_BUDGET': 305.5503393736771, 'INITIAL_MARGIN_PER_UNIT': 14.017871249430469, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180048.33854498697, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.017871249430469, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033414069038365008, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 1.9555373908841605, 'MAX_PENALTY_DURATION_HOURS': 654, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08426572759932918, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.03430579011367846, 'max_pnl_target': 0.12713785754752863, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.012897934106299037, 'max_pnl_target': 0.1721846199209282, 'max_calls_for_rule': 15}}
|
456 |
TSLAUSD
|
{'omega': 888.2655419390952, 'alpha': [0.2005952252348656], 'beta': [0.5321703514609333], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 569.06, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 338.51114645989225, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, 'MAX_CONCURRENT_UNITS': 107, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 166171.56058296165, 'LEVERAGE': 34, 'UNIT_BUDGET': 1547.344141409523, 'INITIAL_MARGIN_PER_UNIT': 9.956210189996831, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166171.56058296165, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.956210189996831, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001074758588835516, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 1.5717516232056141, 'MAX_PENALTY_DURATION_HOURS': 794, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5213759706542752, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.02598791804618781, 'max_pnl_target': 0.17574625104741678, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.03152999717293804, 'max_pnl_target': 0.15915622642311816, 'max_calls_for_rule': 152}}
|
457 |
ETHUSD
|
{'omega': 0.6077773589276145, 'alpha': [0.06759437788543296], 'beta': [0.8459812635556516], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016131634734693527, 'historical_segment_start_price': 3587.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 182.26348547816823, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 354, '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': 163692.22800078423, 'LEVERAGE': 36, 'UNIT_BUDGET': 1798.2822742498097, 'INITIAL_MARGIN_PER_UNIT': 5.062874596615784, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163692.22800078423, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.062874596615784, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001966445827528184, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.2588604429261414, 'MAX_PENALTY_DURATION_HOURS': 1032, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5153783289477505, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.05100247025663378, 'max_pnl_target': 0.10333426000067801, 'max_calls_for_rule': 209}, 'moderate_calls': {'min_pnl_target': 0.09762373139026176, 'max_pnl_target': 0.2823807916194814, 'max_calls_for_rule': 225}}
|
458 |
BNBUSD
|
{'omega': 1.0397866348858464, 'alpha': [0.07659970571887717], 'beta': [0.9214002942811228], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.2072, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 814.5344027250774, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, 'MAX_CONCURRENT_UNITS': 51, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 99114.00585674818, 'LEVERAGE': 56, 'UNIT_BUDGET': 1912.7095503220894, 'INITIAL_MARGIN_PER_UNIT': 14.545257191519239, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99114.00585674818, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.545257191519239, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032505395934065576, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.171706316043407, 'MAX_PENALTY_DURATION_HOURS': 1149, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4670327436787455, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.01270677623959184, 'max_pnl_target': 0.07256888120449952, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.0560873054718948, 'max_pnl_target': 0.3008168364556241, 'max_calls_for_rule': 90}}
|
459 |
ETHUSD
|
{'omega': 1.1421361245681323, 'alpha': [0.08521242769631351], 'beta': [0.9127875723036865], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.28, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 539.1768622791141, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 217, 'MAX_CONCURRENT_UNITS': 93, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154084.08917577966, 'LEVERAGE': 71, 'UNIT_BUDGET': 1656.6595521015408, 'INITIAL_MARGIN_PER_UNIT': 7.594040313790339, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154084.08917577966, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.594040313790339, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019143124839394914, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 30, 'PENALTY_DURATION_MULTIPLIER': 2.748805367471935, 'MAX_PENALTY_DURATION_HOURS': 1086, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7235803381690549, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.035191554282495055, 'max_pnl_target': 0.0959714100100999, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.06768219910675588, 'max_pnl_target': 0.2886204321030664, 'max_calls_for_rule': 170}}
|
460 |
BTCUSD
|
{'omega': 1.1048450816797046, 'alpha': [0.109190050588483], 'beta': [0.8818743443923626], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.025162923718934357, 'historical_segment_start_price': 10199.88, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 232.814751586168, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 142, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 164138.08389591606, 'LEVERAGE': 25, 'UNIT_BUDGET': 1149.3047472917187, 'INITIAL_MARGIN_PER_UNIT': 9.31259006344672, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164138.08389591606, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.31259006344672, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014020624804835702, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.6976845912896286, 'MAX_PENALTY_DURATION_HOURS': 477, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3726020282255724, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.028248415985011693, 'max_pnl_target': 0.11309443889242406, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.06231109518679548, 'max_pnl_target': 0.2197088141738763, 'max_calls_for_rule': 120}}
|
461 |
XRPUSD
|
{'omega': 1.7278764879903017, 'alpha': [0.09884633986260451], 'beta': [0.8483433336133036], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32526, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 644.4811678153422, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 403, 'MAX_CONCURRENT_UNITS': 26, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58134.102239645865, 'LEVERAGE': 117, 'UNIT_BUDGET': 2229.099984708195, 'INITIAL_MARGIN_PER_UNIT': 5.5083860497037795, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58134.102239645865, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.5083860497037795, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019365975512656503, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.7772362182455836, 'MAX_PENALTY_DURATION_HOURS': 1317, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.29662009056256583, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.03289008031721299, 'max_pnl_target': 0.10344749716440133, 'max_calls_for_rule': 165}, 'moderate_calls': {'min_pnl_target': 0.025655761491831505, 'max_pnl_target': 0.1673172466352984, 'max_calls_for_rule': 368}}
|
462 |
BNBUSD
|
{'omega': 0.5971311264508466, 'alpha': [0.053385619553491775], 'beta': [0.9446143804465081], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008236717210929912, 'historical_segment_start_price': 306.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 147.55228819857527, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, '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': 125863.25549203467, 'LEVERAGE': 17, 'UNIT_BUDGET': 1437.9479554848135, 'INITIAL_MARGIN_PER_UNIT': 8.679546364622075, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125863.25549203467, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.679546364622075, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002706225839864186, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 2.5289846859823992, 'MAX_PENALTY_DURATION_HOURS': 176, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.013333881319221452, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.03093590198737204, 'max_pnl_target': 0.09440061325835197, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.012043459576294267, 'max_pnl_target': 0.1962368573065569, 'max_calls_for_rule': 132}}
|
463 |
BNBUSD
|
{'omega': 0.37282171789113233, 'alpha': [0.059041197064577465], 'beta': [0.9389588029354227], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015387316067241355, 'historical_segment_start_price': 570.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 474.4195943133649, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 130, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 140105.73139849585, 'LEVERAGE': 72, 'UNIT_BUDGET': 1071.3689228381322, 'INITIAL_MARGIN_PER_UNIT': 6.589161032130068, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140105.73139849585, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.589161032130068, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012718998901564077, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.552508200295815, 'MAX_PENALTY_DURATION_HOURS': 1082, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34133121553409956, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.02154541946653835, 'max_pnl_target': 0.12036691092705704, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.0729000474057905, 'max_pnl_target': 0.18062952119579762, 'max_calls_for_rule': 159}}
|
464 |
NIFTYIT
|
{'omega': 0.8474050596738815, 'alpha': [0.1402715311230075], 'beta': [0.8577284688769925], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013699426337030635, 'historical_segment_start_price': 11098.6, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 364.8603223497681, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, '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': 197881.05740343343, 'LEVERAGE': 49, 'UNIT_BUDGET': 1383.010020589368, 'INITIAL_MARGIN_PER_UNIT': 7.446129027546288, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197881.05740343343, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.446129027546288, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004253456393754415, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 1.5273678649313358, 'MAX_PENALTY_DURATION_HOURS': 873, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6802602070395958, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.02365196828381131, 'max_pnl_target': 0.14434333349291384, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.055303147818572665, 'max_pnl_target': 0.15759473966226112, 'max_calls_for_rule': 123}}
|
465 |
XRPUSD
|
{'omega': 1.0135548022978744, 'alpha': [0.10457904698653694], 'beta': [0.893420953013463], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5451, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1004.4852146174412, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80584.20032415053, 'LEVERAGE': 88, 'UNIT_BUDGET': 1583.704072888903, 'INITIAL_MARGIN_PER_UNIT': 11.414604711561832, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80584.20032415053, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.414604711561832, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004797604543085301, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 2.39970188365854, 'MAX_PENALTY_DURATION_HOURS': 1056, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4387539666418536, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.038965252835230405, 'max_pnl_target': 0.18155060782612098, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.09762931733511203, 'max_pnl_target': 0.20205451811829217, 'max_calls_for_rule': 128}}
|
466 |
ADAUSD
|
{'omega': 0.23899422447454058, 'alpha': [0.05097561034038542], 'beta': [0.9470243896596147], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.032509967880651136, 'historical_segment_start_price': 0.2581, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 639.1434355346084, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 169, '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': 84022.64828037411, 'LEVERAGE': 71, 'UNIT_BUDGET': 1530.5432920247508, 'INITIAL_MARGIN_PER_UNIT': 9.002020218797302, 'MAX_TRADING_CAPITAL_FOR_UNITS': 84022.64828037411, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.002020218797302, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003126697646979048, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.3689684356019898, 'MAX_PENALTY_DURATION_HOURS': 989, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4249572367666713, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.037794071281520764, 'max_pnl_target': 0.09719541120078742, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.059037970255362414, 'max_pnl_target': 0.26718973165070825, 'max_calls_for_rule': 162}}
|
467 |
NIFTYFMCG
|
{'omega': 0.7288444695492876, 'alpha': [0.158464192692446], 'beta': [0.8088294682447057], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010919160160163427, 'historical_segment_start_price': 22392.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1188.2657933426576, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 183, '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': 150185.70630262123, 'LEVERAGE': 121, 'UNIT_BUDGET': 1813.8198110607802, 'INITIAL_MARGIN_PER_UNIT': 9.820378457377336, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150185.70630262123, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.820378457377336, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001101322658694495, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.059798639232264, 'MAX_PENALTY_DURATION_HOURS': 873, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4522861596863806, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.04859857899177236, 'max_pnl_target': 0.14596115471682664, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.06625996925759015, 'max_pnl_target': 0.2656894352774152, 'max_calls_for_rule': 130}}
|
468 |
NIFTYENERGY
|
{'omega': 0.713422106182011, 'alpha': [0.12730515166964887], 'beta': [0.8043586923461606], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8689505569623672, 'historical_segment_start_price': 8505.8, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 858.8542773340273, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 167, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 119455.27751333514, 'LEVERAGE': 65, 'UNIT_BUDGET': 713.6291904838187, 'INITIAL_MARGIN_PER_UNIT': 13.213142728215805, 'MAX_TRADING_CAPITAL_FOR_UNITS': 119455.27751333514, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.213142728215805, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004555194615939886, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 2.423147325394548, 'MAX_PENALTY_DURATION_HOURS': 1128, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2522384423061118, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.0453882615721862, 'max_pnl_target': 0.17637059896480403, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.07115352746982925, 'max_pnl_target': 0.2596863011893717, 'max_calls_for_rule': 45}}
|
469 |
BTCUSD
|
{'omega': 5.9700783792126275, 'alpha': [0.12460399644037715], 'beta': [0.8733960035596228], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 272.95, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1382.6570566249252, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 210, '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': 153262.92097202933, 'LEVERAGE': 120, 'UNIT_BUDGET': 2433.022959865966, 'INITIAL_MARGIN_PER_UNIT': 11.522142138541044, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153262.92097202933, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.522142138541044, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001366089064160492, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 2.115371562807127, 'MAX_PENALTY_DURATION_HOURS': 1102, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4403908860144646, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.04381286314353552, 'max_pnl_target': 0.17251885441890188, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.07578082512459033, 'max_pnl_target': 0.23020083820568857, 'max_calls_for_rule': 166}}
|
470 |
NIFTYENERGY
|
{'omega': 0.26018317025005866, 'alpha': [0.07189539238854828], 'beta': [0.9261046076114516], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009127881602025698, 'historical_segment_start_price': 39915.1, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 496.56569363972403, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, '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': 92246.38321567891, 'LEVERAGE': 60, 'UNIT_BUDGET': 1045.8266626711413, 'INITIAL_MARGIN_PER_UNIT': 8.2760948939954, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92246.38321567891, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.2760948939954, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032969843839750442, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 1.7329306369544917, 'MAX_PENALTY_DURATION_HOURS': 701, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6207914395219073, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.02620575005946474, 'max_pnl_target': 0.12999394619053795, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.05491279810900005, 'max_pnl_target': 0.21953004303891369, 'max_calls_for_rule': 105}}
|
471 |
BNBUSD
|
{'omega': 0.45647066884545107, 'alpha': [0.05605007525588127], 'beta': [0.9419499247441189], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02418181882166973, 'historical_segment_start_price': 568.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 600.3612288665649, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 176, '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': 128356.8157651, 'LEVERAGE': 60, 'UNIT_BUDGET': 1779.6460076336868, 'INITIAL_MARGIN_PER_UNIT': 10.006020481109417, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128356.8157651, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.006020481109417, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004498704526644581, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.8128570747488768, 'MAX_PENALTY_DURATION_HOURS': 1383, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5327238458831496, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.048005115230137396, 'max_pnl_target': 0.1791756728353077, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.028288891808434406, 'max_pnl_target': 0.18295347606260437, 'max_calls_for_rule': 137}}
|
472 |
NIFTYFMCG
|
{'omega': 0.3258159848965947, 'alpha': [0.08882535884204878], 'beta': [0.8915866988941967], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011031412696548844, 'historical_segment_start_price': 37987.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 195.03835804948463, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 307, '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': 85514.13289981647, 'LEVERAGE': 37, 'UNIT_BUDGET': 1624.7852734397027, 'INITIAL_MARGIN_PER_UNIT': 5.271306974310395, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85514.13289981647, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.271306974310395, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014629914193038291, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.712976527101398, 'MAX_PENALTY_DURATION_HOURS': 324, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23770042162875324, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.020991731909866047, 'max_pnl_target': 0.13821412623618312, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.08734612166126235, 'max_pnl_target': 0.2471966459835557, 'max_calls_for_rule': 274}}
|
473 |
NIFTYIT
|
{'omega': 0.2753409638173749, 'alpha': [0.0983477723363021], 'beta': [0.881100491123134], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.974235597077752, 'historical_segment_start_price': 28419.2, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 529.7269757736927, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63775.51089699054, 'LEVERAGE': 66, 'UNIT_BUDGET': 905.5476530841556, 'INITIAL_MARGIN_PER_UNIT': 8.026166299601405, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63775.51089699054, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.026166299601405, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022350523209801305, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 1.9840355245655592, 'MAX_PENALTY_DURATION_HOURS': 1162, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5673508892381665, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 33, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 1980}
|
{'small_calls': {'min_pnl_target': 0.04241700572864271, 'max_pnl_target': 0.10239493653012388, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.024695018050441112, 'max_pnl_target': 0.18332155134176828, 'max_calls_for_rule': 110}}
|
474 |
NIFTYBANK
|
{'omega': 0.9136787760549598, 'alpha': [0.10961716236990929], 'beta': [0.8883828376300908], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7133365972132464, 'historical_segment_start_price': 17197.6, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 474.3040778289534, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 320, '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': 182919.0327269478, 'LEVERAGE': 66, 'UNIT_BUDGET': 2309.9380339933564, 'INITIAL_MARGIN_PER_UNIT': 7.186425421650809, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182919.0327269478, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.186425421650809, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024783307203511003, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 2.957311241463681, 'MAX_PENALTY_DURATION_HOURS': 615, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12867255168761224, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.021032104069494968, 'max_pnl_target': 0.1517020800312088, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.02450570893012631, 'max_pnl_target': 0.1359355235848671, 'max_calls_for_rule': 198}}
|
475 |
BNBUSD
|
{'omega': 0.3761279386065564, 'alpha': [0.041945796123218936], 'beta': [0.8585333247321368], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02343067980482186, 'historical_segment_start_price': 214.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 525.3114985267666, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 16, 'MAX_CONCURRENT_UNITS': 338, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 86252.45771535693, 'LEVERAGE': 36, 'UNIT_BUDGET': 254.438180511508, 'INITIAL_MARGIN_PER_UNIT': 14.59198607018796, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86252.45771535693, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.59198607018796, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022806702111863647, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 2.9643500819748554, 'MAX_PENALTY_DURATION_HOURS': 408, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.017966405590461698, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.04011678418781545, 'max_pnl_target': 0.1694220220268992, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.09836188964005954, 'max_pnl_target': 0.32802207478430373, 'max_calls_for_rule': 11}}
|
476 |
ADAUSD
|
{'omega': 1.1301436710298778, 'alpha': [0.04832305707093171], 'beta': [0.9496769429290682], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02183937459222875, 'historical_segment_start_price': 0.7227, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1384.3630929877543, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, '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': 98641.27134192997, 'LEVERAGE': 103, 'UNIT_BUDGET': 1974.9409053555878, 'INITIAL_MARGIN_PER_UNIT': 13.440418378521885, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98641.27134192997, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.440418378521885, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001725187753016309, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 1.7991175500536107, 'MAX_PENALTY_DURATION_HOURS': 1395, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2735890700729369, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.046897390442723015, 'max_pnl_target': 0.1262823225502837, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.060925246236744245, 'max_pnl_target': 0.2355147762062533, 'max_calls_for_rule': 103}}
|
477 |
NIFTYFIN
|
{'omega': 0.3523647100380795, 'alpha': [0.07821633050582454], 'beta': [0.8241433703198514], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014653849341616815, 'historical_segment_start_price': 15939.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 968.2046355956483, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 114, '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': 105245.63967388353, 'LEVERAGE': 70, 'UNIT_BUDGET': 1603.6600655300483, 'INITIAL_MARGIN_PER_UNIT': 13.831494794223547, 'MAX_TRADING_CAPITAL_FOR_UNITS': 105245.63967388353, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.831494794223547, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015693675902812391, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.2013952883845174, 'MAX_PENALTY_DURATION_HOURS': 683, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6588763982031911, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.027653790804808134, 'max_pnl_target': 0.1597865056577183, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.017808879891717144, 'max_pnl_target': 0.22303589821956857, 'max_calls_for_rule': 89}}
|
478 |
ADAUSD
|
{'omega': 0.8508119729896055, 'alpha': [0.0925916677085991], 'beta': [0.8288942633523195], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.951760919899788, 'historical_segment_start_price': 0.4667, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 732.8618147233595, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 175, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109289.18834949692, 'LEVERAGE': 93, 'UNIT_BUDGET': 623.1449792172555, 'INITIAL_MARGIN_PER_UNIT': 7.880234566917844, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109289.18834949692, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.880234566917844, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023026838511526013, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.3140163698713803, 'MAX_PENALTY_DURATION_HOURS': 965, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11712445208083185, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.01830821589445491, 'max_pnl_target': 0.07909079596951549, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.08125121604084888, 'max_pnl_target': 0.284725951880502, 'max_calls_for_rule': 61}}
|
479 |
ETHUSD
|
{'omega': 4.536557462681489, 'alpha': [0.0790160474476424], 'beta': [0.9021313921807471], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 134.52, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 611.7051381668512, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, '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': 57434.03853015507, 'LEVERAGE': 80, 'UNIT_BUDGET': 769.032219007134, 'INITIAL_MARGIN_PER_UNIT': 7.6463142270856395, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57434.03853015507, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.6463142270856395, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004912625946769442, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.941255681904352, 'MAX_PENALTY_DURATION_HOURS': 366, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10505628720944037, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.029226747357576566, 'max_pnl_target': 0.12121552788794172, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.04864521722446257, 'max_pnl_target': 0.2917307241207715, 'max_calls_for_rule': 80}}
|
480 |
TSLAUSD
|
{'omega': 1.5959025245189156, 'alpha': [0.09276887721566837], 'beta': [0.8415001139954449], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02348245883568128, 'historical_segment_start_price': 194.5, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 304.0757802125696, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, 'MAX_CONCURRENT_UNITS': 109, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 174183.55962982413, 'LEVERAGE': 21, 'UNIT_BUDGET': 1587.3153771023153, 'INITIAL_MARGIN_PER_UNIT': 14.47979905774141, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174183.55962982413, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.47979905774141, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004474684699887841, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 72, 'PENALTY_DURATION_MULTIPLIER': 2.4085753722091168, 'MAX_PENALTY_DURATION_HOURS': 551, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.643885014549923, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.04779534590246405, 'max_pnl_target': 0.14551030606970783, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.10030927084402189, 'max_pnl_target': 0.303428153006416, 'max_calls_for_rule': 85}}
|
481 |
NIFTY500
|
{'omega': 0.3701170155300097, 'alpha': [0.09758341704415015], 'beta': [0.9004165829558498], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016653725711933777, 'historical_segment_start_price': 9069.1, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 1462.4658807708988, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 199, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179895.02603387076, 'LEVERAGE': 115, 'UNIT_BUDGET': 902.327385823112, 'INITIAL_MARGIN_PER_UNIT': 12.71709461539912, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179895.02603387076, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.71709461539912, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012735232054069488, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.190478847145781, 'MAX_PENALTY_DURATION_HOURS': 1225, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.610107975305998, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.010838531557440283, 'max_pnl_target': 0.11172411001172618, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.08399128510108174, 'max_pnl_target': 0.33205277414391443, 'max_calls_for_rule': 45}}
|
482 |
NIFTY50
|
{'omega': 0.1962986470242204, 'alpha': [0.08842758357625455], 'beta': [0.9095724164237454], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.915075919959456, 'historical_segment_start_price': 10937.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 136.416433064094, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 399, 'MAX_CONCURRENT_UNITS': 89, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 195385.91615523587, 'LEVERAGE': 25, 'UNIT_BUDGET': 2184.8407574262806, 'INITIAL_MARGIN_PER_UNIT': 5.4566573225637605, 'MAX_TRADING_CAPITAL_FOR_UNITS': 195385.91615523587, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.4566573225637605, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035469117315173656, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.187702718753772, 'MAX_PENALTY_DURATION_HOURS': 686, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24088600914309347, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.023830996058144482, 'max_pnl_target': 0.13491360417632714, 'max_calls_for_rule': 206}, 'moderate_calls': {'min_pnl_target': 0.048525784912936853, 'max_pnl_target': 0.21768244857282582, 'max_calls_for_rule': 370}}
|
483 |
XRPUSD
|
{'omega': 1.5787987871488744, 'alpha': [0.13409582620793284], 'beta': [0.8228321303592964], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.31541, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 874.2643441799461, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 194, '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': 128551.9906952212, 'LEVERAGE': 107, 'UNIT_BUDGET': 1600.6121478996845, 'INITIAL_MARGIN_PER_UNIT': 8.170694805420057, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128551.9906952212, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.170694805420057, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004828466798864447, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 2.611907797667569, 'MAX_PENALTY_DURATION_HOURS': 987, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11968591711368154, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.049715297850995585, 'max_pnl_target': 0.18480123288471417, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.046942813841467604, 'max_pnl_target': 0.22377414962907105, 'max_calls_for_rule': 129}}
|
484 |
ETHUSD
|
{'omega': 0.7378134994614469, 'alpha': [0.07560968613322058], 'beta': [0.9181842878428198], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00891315609552753, 'historical_segment_start_price': 2334.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 183.92423102535605, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 354, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 176822.11933268906, 'LEVERAGE': 26, 'UNIT_BUDGET': 498.3413316669844, 'INITIAL_MARGIN_PER_UNIT': 7.074008885590618, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176822.11933268906, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.074008885590618, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028940202957575918, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 1.9789735439382607, 'MAX_PENALTY_DURATION_HOURS': 1332, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7438742867061484, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.042821352902996546, 'max_pnl_target': 0.1374988432593429, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.028264633954362683, 'max_pnl_target': 0.1351882533289418, 'max_calls_for_rule': 48}}
|
485 |
XRPUSD
|
{'omega': 0.9583549147429034, 'alpha': [0.09497237827449964], 'beta': [0.9030276217255004], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009722909892386368, 'historical_segment_start_price': 0.8734, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1174.374337571722, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, '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': 126531.2373149062, 'LEVERAGE': 99, 'UNIT_BUDGET': 2389.3471013076633, 'INITIAL_MARGIN_PER_UNIT': 11.86236704617901, 'MAX_TRADING_CAPITAL_FOR_UNITS': 126531.2373149062, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.86236704617901, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021611283048447224, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 1.807535887138112, 'MAX_PENALTY_DURATION_HOURS': 505, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08760879821979263, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.022850089962993217, 'max_pnl_target': 0.1497572094521471, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.03668964648643479, 'max_pnl_target': 0.20638494875748647, 'max_calls_for_rule': 151}}
|
486 |
BTCUSD
|
{'omega': 3.14688838901186, 'alpha': [0.13947297657350735], 'beta': [0.8268070551676632], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 231.71, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 984.5627482282788, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, 'MAX_CONCURRENT_UNITS': 188, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 166344.12638582697, 'LEVERAGE': 106, 'UNIT_BUDGET': 880.7374154471065, 'INITIAL_MARGIN_PER_UNIT': 9.288327813474329, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166344.12638582697, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.288327813474329, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031160534175137446, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.0794114230703133, 'MAX_PENALTY_DURATION_HOURS': 1284, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.563575386112212, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.04953625293540295, 'max_pnl_target': 0.14462448903231823, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.01879493781867454, 'max_pnl_target': 0.12026205294402563, 'max_calls_for_rule': 90}}
|
487 |
NIFTYENERGY
|
{'omega': 0.6599412326139471, 'alpha': [0.0823562052279877], 'beta': [0.8584080116168981], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.5429459723017205, 'historical_segment_start_price': 16103.7, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 173.41826955902056, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 134, 'MAX_CONCURRENT_UNITS': 101, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198573.18951513694, 'LEVERAGE': 12, 'UNIT_BUDGET': 1964.3103236572122, 'INITIAL_MARGIN_PER_UNIT': 14.451522463251713, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198573.18951513694, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.451522463251713, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010773723713515975, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.073735585509002, 'MAX_PENALTY_DURATION_HOURS': 599, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.379931726015695, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.01840569003317052, 'max_pnl_target': 0.13257287886323002, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.0832139981271253, 'max_pnl_target': 0.2539684409713683, 'max_calls_for_rule': 82}}
|
488 |
NIFTYFMCG
|
{'omega': 0.2184773074049353, 'alpha': [0.08027159999104166], 'beta': [0.9177284000089584], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02394182873252705, 'historical_segment_start_price': 34153.75, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1215.3701399190809, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 222, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156983.0982760055, 'LEVERAGE': 110, 'UNIT_BUDGET': 706.8964257585249, 'INITIAL_MARGIN_PER_UNIT': 11.048819453809827, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156983.0982760055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.048819453809827, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003173868224314456, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 1.8067299480493075, 'MAX_PENALTY_DURATION_HOURS': 775, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5455828287937148, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.045112913491360034, 'max_pnl_target': 0.17021568476449073, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.07337003716244737, 'max_pnl_target': 0.2773799480441247, 'max_calls_for_rule': 40}}
|
489 |
ADAUSD
|
{'omega': 1.0905250964023205, 'alpha': [0.06159835501174959], 'beta': [0.9364016449882505], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02883982960149483, 'historical_segment_start_price': 1.1754, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1012.8512555426055, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 106, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 50082.666153883656, 'LEVERAGE': 71, 'UNIT_BUDGET': 470.03153020330467, 'INITIAL_MARGIN_PER_UNIT': 14.265510641445148, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50082.666153883656, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.265510641445148, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00487953915695389, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 2.767072970709778, 'MAX_PENALTY_DURATION_HOURS': 444, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25581749377637797, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.029953657685792785, 'max_pnl_target': 0.13490833045171102, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.05753851803161546, 'max_pnl_target': 0.23804703823199602, 'max_calls_for_rule': 29}}
|
490 |
GOOGLUSD
|
{'omega': 0.1721579880484138, 'alpha': [0.08878907665378753], 'beta': [0.9092109233462125], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0768297666256218, 'historical_segment_start_price': 977.02, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 243.3253659826148, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 120, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131984.8202405183, 'LEVERAGE': 22, 'UNIT_BUDGET': 1093.527857283347, 'INITIAL_MARGIN_PER_UNIT': 11.060243908300674, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131984.8202405183, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.060243908300674, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004853795783094528, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 1.526735124924552, 'MAX_PENALTY_DURATION_HOURS': 972, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2304557346136529, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.041815067841317534, 'max_pnl_target': 0.1801795723823248, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.036620635815645654, 'max_pnl_target': 0.17528548136390162, 'max_calls_for_rule': 70}}
|
491 |
NIFTY50
|
{'omega': 0.8234834178121986, 'alpha': [0.009980466895207173], 'beta': [0.8743612208714487], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.234700571144966, 'historical_segment_start_price': 9016.55, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1273.6240069172927, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109712.94421508547, 'LEVERAGE': 95, 'UNIT_BUDGET': 1868.1273965523383, 'INITIAL_MARGIN_PER_UNIT': 13.406568493866239, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109712.94421508547, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.406568493866239, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004896232761210406, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 76, 'PENALTY_DURATION_MULTIPLIER': 2.6226916622650047, 'MAX_PENALTY_DURATION_HOURS': 289, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3074417231014249, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.039517483025374556, 'max_pnl_target': 0.132861313588305, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.04404071061156941, 'max_pnl_target': 0.2029301043730852, 'max_calls_for_rule': 121}}
|
492 |
NIFTYIT
|
{'omega': 0.5514009332337323, 'alpha': [0.10346649748781771], 'beta': [0.8649882429118813], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.101954484516645, 'historical_segment_start_price': 18099.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 312.8748266100563, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, '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': 131290.28904787934, 'LEVERAGE': 32, 'UNIT_BUDGET': 1598.572548896584, 'INITIAL_MARGIN_PER_UNIT': 9.777338331564259, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131290.28904787934, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.777338331564259, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004483286180823837, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.348135239621865, 'MAX_PENALTY_DURATION_HOURS': 221, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41586968444226896, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.04296714550141039, 'max_pnl_target': 0.13315088493810037, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.031771024726273446, 'max_pnl_target': 0.22867084989973305, 'max_calls_for_rule': 146}}
|
493 |
NIFTYIT
|
{'omega': 0.3283836165593422, 'alpha': [0.08874970070165204], 'beta': [0.8855891457480088], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026444785202096737, 'historical_segment_start_price': 15377.5, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1339.8655938628615, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, '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': 196290.32315914263, 'LEVERAGE': 93, 'UNIT_BUDGET': 2133.9371502639915, 'INITIAL_MARGIN_PER_UNIT': 14.407156923256576, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196290.32315914263, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.407156923256576, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038360698851627744, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 2.502223957947269, 'MAX_PENALTY_DURATION_HOURS': 548, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06617256361607321, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.02128393483322087, 'max_pnl_target': 0.10398186539783322, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.08351386755271813, 'max_pnl_target': 0.33240779838947615, 'max_calls_for_rule': 113}}
|
494 |
NIFTYFMCG
|
{'omega': 0.22668996796916305, 'alpha': [0.07003585313140884], 'beta': [0.9279641468685912], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.8387628661802164, 'historical_segment_start_price': 53958.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 642.7807371102614, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 366, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194347.11493452566, 'LEVERAGE': 54, 'UNIT_BUDGET': 529.9512623098107, 'INITIAL_MARGIN_PER_UNIT': 11.90334698352336, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194347.11493452566, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.90334698352336, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00479948087529356, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 1.5127565275740151, 'MAX_PENALTY_DURATION_HOURS': 419, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5559003600303516, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.00739046444985827, 'max_pnl_target': 0.09292035010652314, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.021133193093263215, 'max_pnl_target': 0.1256543986424594, 'max_calls_for_rule': 42}}
|
495 |
NIFTY50
|
{'omega': 0.1507979908788911, 'alpha': [0.106266964016056], 'beta': [0.8920190011931959], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028467019647902526, 'historical_segment_start_price': 9588.6, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 497.63702562701064, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 113932.19695549004, 'LEVERAGE': 65, 'UNIT_BUDGET': 1937.5373064002058, 'INITIAL_MARGIN_PER_UNIT': 7.655954240415548, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113932.19695549004, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.655954240415548, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011848007546938946, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 56, 'PENALTY_DURATION_MULTIPLIER': 2.0164474086435353, 'MAX_PENALTY_DURATION_HOURS': 601, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6184618857719948, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.04574816102577385, 'max_pnl_target': 0.10152298990806644, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.0547949208491634, 'max_pnl_target': 0.2947592816716973, 'max_calls_for_rule': 224}}
|
496 |
NIFTYFIN
|
{'omega': 0.38390501102818786, 'alpha': [0.10333015093301838], 'beta': [0.8402528450444113], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.207462346114353, 'historical_segment_start_price': 19410.45, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 827.539218602256, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 109, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 114278.8801126816, 'LEVERAGE': 121, 'UNIT_BUDGET': 1041.0353429600505, 'INITIAL_MARGIN_PER_UNIT': 6.839167095886413, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114278.8801126816, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.839167095886413, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004458033505529453, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 1.984827803707105, 'MAX_PENALTY_DURATION_HOURS': 578, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5107540401205747, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.04209281072187086, 'max_pnl_target': 0.10466844407410832, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.02554930742228309, 'max_pnl_target': 0.24647239006413, 'max_calls_for_rule': 142}}
|
497 |
BNBUSD
|
{'omega': 1.5549281978435536, 'alpha': [0.09612702632621727], 'beta': [0.8297643400726247], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 796.3159539560112, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, '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': 173517.79812853874, 'LEVERAGE': 55, 'UNIT_BUDGET': 2402.2101855220644, 'INITIAL_MARGIN_PER_UNIT': 14.478471890109294, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173517.79812853874, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.478471890109294, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022103668289668948, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 2.994923252912435, 'MAX_PENALTY_DURATION_HOURS': 336, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.686486818776172, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.03148290908629981, 'max_pnl_target': 0.1542253347284449, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.054336261648427586, 'max_pnl_target': 0.21251729441199693, 'max_calls_for_rule': 113}}
|
498 |
BNBUSD
|
{'omega': 0.3705831004427201, 'alpha': [0.05192083250525103], 'beta': [0.9460791674947489], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.255689719781495, 'historical_segment_start_price': 400.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 394.4285973538389, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 223, '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': 91301.58585061642, 'LEVERAGE': 56, 'UNIT_BUDGET': 1584.7193171425913, 'INITIAL_MARGIN_PER_UNIT': 7.04336780988998, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91301.58585061642, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.04336780988998, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004871682620078353, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 2.216932396101372, 'MAX_PENALTY_DURATION_HOURS': 1145, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11173154342175987, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.05091985369510792, 'max_pnl_target': 0.15169618337416663, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.08851529974772684, 'max_pnl_target': 0.32541768310412317, 'max_calls_for_rule': 144}}
|
499 |
NIFTYENERGY
|
{'omega': 0.746693997216934, 'alpha': [0.11815516516523038], 'beta': [0.8168803131878111], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.657548397938121, 'historical_segment_start_price': 8505.8, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 532.3151498251843, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, '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': 95046.4434629821, 'LEVERAGE': 39, 'UNIT_BUDGET': 2140.839468479713, 'INITIAL_MARGIN_PER_UNIT': 13.649106405773956, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95046.4434629821, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.649106405773956, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014554377959520434, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 2.9709581790402084, 'MAX_PENALTY_DURATION_HOURS': 768, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3650299743827843, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.04728581642280721, 'max_pnl_target': 0.14086376821502328, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.06266679811064331, 'max_pnl_target': 0.2421927330005333, 'max_calls_for_rule': 105}}
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.