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
|
|---|---|---|---|---|
500 |
ADAUSD
|
{'omega': 1.0333616713370635, 'alpha': [0.07623260053051778], 'beta': [0.9217673994694822], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.07586, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 646.6949470805499, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 183, 'MAX_CONCURRENT_UNITS': 99, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 144093.23914505274, 'LEVERAGE': 82, 'UNIT_BUDGET': 1454.122048899757, 'INITIAL_MARGIN_PER_UNIT': 7.886523744884755, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144093.23914505274, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.886523744884755, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038419659944263595, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 2.114327593788685, 'MAX_PENALTY_DURATION_HOURS': 228, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43935039269856063, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.035214563471298546, 'max_pnl_target': 0.10353818950986576, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.03566059525348282, 'max_pnl_target': 0.19191482987999664, 'max_calls_for_rule': 160}}
|
501 |
NIFTYFIN
|
{'omega': 0.6864101874691468, 'alpha': [0.08610261082722133], 'beta': [0.9118973891727786], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02446297819874107, 'historical_segment_start_price': 18554.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1187.8182203580147, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 125, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 152987.22953062417, 'LEVERAGE': 84, 'UNIT_BUDGET': 1219.4577901055281, 'INITIAL_MARGIN_PER_UNIT': 14.140693099500176, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152987.22953062417, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.140693099500176, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002637074366580938, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 1.5758278350403983, 'MAX_PENALTY_DURATION_HOURS': 384, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2557168279575199, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.009646608436476606, 'max_pnl_target': 0.07028228254152238, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.02257331588804081, 'max_pnl_target': 0.1772442843493673, 'max_calls_for_rule': 52}}
|
502 |
NIFTYIT
|
{'omega': 0.39572308062174866, 'alpha': [0.11500256602534782], 'beta': [0.8829974339746521], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023224899830132036, 'historical_segment_start_price': 14387.45, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 595.3180213090425, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, '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': 167970.66339775082, 'LEVERAGE': 42, 'UNIT_BUDGET': 1997.567961173136, 'INITIAL_MARGIN_PER_UNIT': 14.17423860259625, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167970.66339775082, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.17423860259625, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040170807647695265, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 2.808216007839616, 'MAX_PENALTY_DURATION_HOURS': 439, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.749015005904379, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 134, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8040}
|
{'small_calls': {'min_pnl_target': 0.012251265872686596, 'max_pnl_target': 0.12867731331206617, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.017211107665590385, 'max_pnl_target': 0.24824734474256205, 'max_calls_for_rule': 127}}
|
503 |
BTCUSD
|
{'omega': 3.7928404999736336, 'alpha': [0.07662203148263985], 'beta': [0.92137796851736], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11451.35, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 382.18003950079753, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 276, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122562.25803334534, 'LEVERAGE': 59, 'UNIT_BUDGET': 1797.1095447376929, 'INITIAL_MARGIN_PER_UNIT': 6.47762778814911, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122562.25803334534, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.47762778814911, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004164113617242296, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.9231661849700146, 'MAX_PENALTY_DURATION_HOURS': 176, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3890618984122919, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.011719010609526483, 'max_pnl_target': 0.084344245759534, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.09011076754974896, 'max_pnl_target': 0.2565928380057662, 'max_calls_for_rule': 209}}
|
504 |
XRPUSD
|
{'omega': 0.5208232120630558, 'alpha': [0.07166649305413904], 'beta': [0.8396661533223481], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016705923965975783, 'historical_segment_start_price': 0.5998, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 967.9031093701334, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 304, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 115582.59424070324, 'LEVERAGE': 71, 'UNIT_BUDGET': 379.30437893579324, 'INITIAL_MARGIN_PER_UNIT': 13.632438160142724, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115582.59424070324, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.632438160142724, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001197895574479186, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 2.8624307446520567, 'MAX_PENALTY_DURATION_HOURS': 851, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.594224982798462, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.03358322991826592, 'max_pnl_target': 0.17079562677886886, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.04099874342051244, 'max_pnl_target': 0.19320062239112568, 'max_calls_for_rule': 20}}
|
505 |
BTCUSD
|
{'omega': 0.7032614364381248, 'alpha': [0.0617722342930354], 'beta': [0.9362277657069644], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.021519671213137956, 'historical_segment_start_price': 11257.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 280.07726562995714, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 319, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170418.90102681698, 'LEVERAGE': 41, 'UNIT_BUDGET': 2189.3187037575153, 'INITIAL_MARGIN_PER_UNIT': 6.831152820242857, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170418.90102681698, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.831152820242857, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002049449314683558, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 2.2733049588181005, 'MAX_PENALTY_DURATION_HOURS': 244, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1170048864576457, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.03216863886739272, 'max_pnl_target': 0.1640212657203892, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.053704106060738915, 'max_pnl_target': 0.19808842484480269, 'max_calls_for_rule': 262}}
|
506 |
BTCUSD
|
{'omega': 0.20043640586185943, 'alpha': [0.07132754748814821], 'beta': [0.8670282784467105], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 40604.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 108.95550395979008, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 58, 'MAX_CONCURRENT_UNITS': 264, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156123.16486951182, 'LEVERAGE': 11, 'UNIT_BUDGET': 589.8048096400988, 'INITIAL_MARGIN_PER_UNIT': 9.905045814526371, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156123.16486951182, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.905045814526371, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015755476451579438, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.715698819902985, 'MAX_PENALTY_DURATION_HOURS': 268, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38407931003512447, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.0490224748003796, 'max_pnl_target': 0.12222716630268318, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.06830101953418337, 'max_pnl_target': 0.2142061106578419, 'max_calls_for_rule': 57}}
|
507 |
BNBUSD
|
{'omega': 1.0631644176057513, 'alpha': [0.09093976255104629], 'beta': [0.9070602374489536], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016703750322409356, 'historical_segment_start_price': 26.8176, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 190.52975902300673, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 263, 'MAX_CONCURRENT_UNITS': 66, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 114956.22749624199, 'LEVERAGE': 29, 'UNIT_BUDGET': 1739.6865890513948, 'INITIAL_MARGIN_PER_UNIT': 6.569991690448508, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114956.22749624199, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.569991690448508, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00406933539800266, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 1.6504224769136047, 'MAX_PENALTY_DURATION_HOURS': 1414, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7449432818440221, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.010408332951308509, 'max_pnl_target': 0.0773079934812133, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.09185440047030231, 'max_pnl_target': 0.2294238833642206, 'max_calls_for_rule': 221}}
|
508 |
NIFTYENERGY
|
{'omega': 0.24152407519469873, 'alpha': [0.07543552585766752], 'beta': [0.9225644741423326], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010241783671938518, 'historical_segment_start_price': 39915.1, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1313.8018786591026, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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': 67050.59819483182, 'LEVERAGE': 124, 'UNIT_BUDGET': 1269.624376111347, 'INITIAL_MARGIN_PER_UNIT': 10.595176440799214, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67050.59819483182, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.595176440799214, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029819286223489306, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 1.9115898259041946, 'MAX_PENALTY_DURATION_HOURS': 1287, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.595360262427597, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.045107239734952384, 'max_pnl_target': 0.10927677696034539, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.0908973116229905, 'max_pnl_target': 0.30799259985875005, 'max_calls_for_rule': 101}}
|
509 |
BTCUSD
|
{'omega': 1.4316521881890714, 'alpha': [0.0683835459162566], 'beta': [0.8826860570454561], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01166561082649054, 'historical_segment_start_price': 22711.87, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 453.1103026225343, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, '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': 168608.14320460346, 'LEVERAGE': 87, 'UNIT_BUDGET': 829.757276435258, 'INITIAL_MARGIN_PER_UNIT': 5.208164397960164, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168608.14320460346, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.208164397960164, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003914348142316509, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.9579491039371115, 'MAX_PENALTY_DURATION_HOURS': 364, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32548371989825897, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.01738007814473504, 'max_pnl_target': 0.09140157825689618, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.0487178250270378, 'max_pnl_target': 0.27461079974175034, 'max_calls_for_rule': 126}}
|
510 |
BTCUSD
|
{'omega': 5.790696092372132, 'alpha': [0.1185760923543247], 'beta': [0.8794239076456754], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 332.8, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 780.3708478293926, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 187, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 151306.35574809505, 'LEVERAGE': 100, 'UNIT_BUDGET': 808.1744393842606, 'INITIAL_MARGIN_PER_UNIT': 7.803708478293926, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151306.35574809505, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.803708478293926, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021719329330472043, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 2.8049157267488494, 'MAX_PENALTY_DURATION_HOURS': 652, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7361962592179668, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.04645601147937615, 'max_pnl_target': 0.13606819141383925, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.038261549896507124, 'max_pnl_target': 0.2712920416791653, 'max_calls_for_rule': 89}}
|
511 |
NIFTYFMCG
|
{'omega': 0.21193964300799242, 'alpha': [0.08769723185999823], 'beta': [0.834682255082282], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.826832398682162, 'historical_segment_start_price': 52599.4, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 857.07453956628, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 251, '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': 79379.01556569328, 'LEVERAGE': 118, 'UNIT_BUDGET': 1836.019918824021, 'INITIAL_MARGIN_PER_UNIT': 7.263343555646441, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79379.01556569328, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.263343555646441, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00199492220336039, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.4368831785960667, 'MAX_PENALTY_DURATION_HOURS': 1042, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7125900071953502, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.017295391283853264, 'max_pnl_target': 0.11837824696242968, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.012492716282282837, 'max_pnl_target': 0.17907395641484308, 'max_calls_for_rule': 179}}
|
512 |
BNBUSD
|
{'omega': 0.3757704930431869, 'alpha': [0.04330207278235766], 'beta': [0.8853687282584178], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.597626316787839, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 498.3745020611158, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 194, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 108872.9642387954, 'LEVERAGE': 48, 'UNIT_BUDGET': 560.2564540499468, 'INITIAL_MARGIN_PER_UNIT': 10.382802126273246, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108872.9642387954, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.382802126273246, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00499180117157993, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 1.8962638840641093, 'MAX_PENALTY_DURATION_HOURS': 510, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6882008553545136, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.049465327898022604, 'max_pnl_target': 0.1575634730508114, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.038939761385043396, 'max_pnl_target': 0.18876151277065006, 'max_calls_for_rule': 50}}
|
513 |
BNBUSD
|
{'omega': 0.4255392169485177, 'alpha': [0.039032032168956725], 'beta': [0.9589679678310433], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02370608319376924, 'historical_segment_start_price': 214.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1259.6454470082529, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 36, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 54386.49953111791, 'LEVERAGE': 111, 'UNIT_BUDGET': 1505.662582238675, 'INITIAL_MARGIN_PER_UNIT': 11.34815718025453, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54386.49953111791, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.34815718025453, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002605380867746606, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.9416776774255764, 'MAX_PENALTY_DURATION_HOURS': 1208, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04110346014785889, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.008865127383945196, 'max_pnl_target': 0.12862185196125736, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.07817951402264063, 'max_pnl_target': 0.19700694232675714, 'max_calls_for_rule': 86}}
|
514 |
ETHUSD
|
{'omega': 1.1058577396609925, 'alpha': [0.0805407106870913], 'beta': [0.917206401284255], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.28, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 513.4605509335504, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95511.34720567221, 'LEVERAGE': 70, 'UNIT_BUDGET': 1331.4391673955945, 'INITIAL_MARGIN_PER_UNIT': 7.335150727622148, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95511.34720567221, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.335150727622148, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038565381573414776, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 1.791064252117379, 'MAX_PENALTY_DURATION_HOURS': 399, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42868168515456806, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 134, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8040}
|
{'small_calls': {'min_pnl_target': 0.02455659369652827, 'max_pnl_target': 0.07629487178071044, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.03900020993833063, 'max_pnl_target': 0.2889775602853609, 'max_calls_for_rule': 145}}
|
515 |
NIFTYBANK
|
{'omega': 0.3945881667069312, 'alpha': [0.10004326620781953], 'beta': [0.8581151568176196], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9311713025086634, 'historical_segment_start_price': 18945.2, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1401.6241917527393, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, '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': 95404.06485763442, 'LEVERAGE': 96, 'UNIT_BUDGET': 1809.7812338421215, 'INITIAL_MARGIN_PER_UNIT': 14.600251997424367, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95404.06485763442, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.600251997424367, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011328337275221863, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 1.8401225930780956, 'MAX_PENALTY_DURATION_HOURS': 517, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6238388668844543, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.02958179069602372, 'max_pnl_target': 0.12706835476059658, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.08209073190315884, 'max_pnl_target': 0.19832770750759177, 'max_calls_for_rule': 109}}
|
516 |
BNBUSD
|
{'omega': 0.604135558582734, 'alpha': [0.052571485737388395], 'beta': [0.9440229087331174], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025958322769163582, 'historical_segment_start_price': 246.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 641.3827832396145, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, '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': 163178.71991362423, 'LEVERAGE': 84, 'UNIT_BUDGET': 1517.0568172254013, 'INITIAL_MARGIN_PER_UNIT': 7.6355093242811245, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163178.71991362423, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.6355093242811245, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004752781451336391, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.5921203160357547, 'MAX_PENALTY_DURATION_HOURS': 790, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2596216809464754, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.02267999648974646, 'max_pnl_target': 0.11285903504286243, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.08300432723082027, 'max_pnl_target': 0.24733894605755272, 'max_calls_for_rule': 162}}
|
517 |
ADAUSD
|
{'omega': 0.9726908316401329, 'alpha': [0.07240641726043694], 'beta': [0.9255935827395632], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012406680452687311, 'historical_segment_start_price': 0.3411, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1223.616321463609, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 207, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182159.80728810956, 'LEVERAGE': 88, 'UNIT_BUDGET': 877.575950455804, 'INITIAL_MARGIN_PER_UNIT': 13.904730925722829, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182159.80728810956, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.904730925722829, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025261123579450994, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 1.9555472546721455, 'MAX_PENALTY_DURATION_HOURS': 1001, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3118243293646729, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.007256595062489387, 'max_pnl_target': 0.0584050356786722, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.09836690572430973, 'max_pnl_target': 0.2939293268472028, 'max_calls_for_rule': 55}}
|
518 |
BTCUSD
|
{'omega': 0.43230122884700223, 'alpha': [0.065378994726858], 'beta': [0.932621005273142], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.024765672687180076, 'historical_segment_start_price': 11451.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 129.94856874239818, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 140, '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': 154011.96552203386, 'LEVERAGE': 20, 'UNIT_BUDGET': 920.3601039536071, 'INITIAL_MARGIN_PER_UNIT': 6.4974284371199085, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154011.96552203386, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.4974284371199085, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004995567226635258, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 2.7466415821488916, 'MAX_PENALTY_DURATION_HOURS': 636, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35985130908824037, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.040510409186146075, 'max_pnl_target': 0.11458693908588558, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.041563151192752085, 'max_pnl_target': 0.18434864368284853, 'max_calls_for_rule': 127}}
|
519 |
BTCUSD
|
{'omega': 15.911608869662718, 'alpha': [0.1624657019210703], 'beta': [0.8355342980789298], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 315.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1570.970315335365, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 124, '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': 97753.9050430358, 'LEVERAGE': 106, 'UNIT_BUDGET': 1858.8463047275472, 'INITIAL_MARGIN_PER_UNIT': 14.820474672975143, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97753.9050430358, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.820474672975143, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016382936531902483, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.9323310469772377, 'MAX_PENALTY_DURATION_HOURS': 285, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11090677788935481, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.04434421006238405, 'max_pnl_target': 0.09977633828933041, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.030025080770506488, 'max_pnl_target': 0.15756944754515945, 'max_calls_for_rule': 79}}
|
520 |
BNBUSD
|
{'omega': 3.2958437086098296, 'alpha': [0.14177511068162055], 'beta': [0.8562248893183795], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.0455, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 930.0636611160078, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, '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': 79828.4330356083, 'LEVERAGE': 124, 'UNIT_BUDGET': 991.0851518049262, 'INITIAL_MARGIN_PER_UNIT': 7.500513396096837, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79828.4330356083, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.500513396096837, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038018164111893334, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 1.9874151865834995, 'MAX_PENALTY_DURATION_HOURS': 928, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5402836815646005, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.02328524637189249, 'max_pnl_target': 0.1533897588498498, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.017383994102763735, 'max_pnl_target': 0.199858197559895, 'max_calls_for_rule': 79}}
|
521 |
BTCUSD
|
{'omega': 18.10950646900542, 'alpha': [0.15620254819276888], 'beta': [0.8417974518072312], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1295.8432033326246, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168301.54300850787, 'LEVERAGE': 87, 'UNIT_BUDGET': 2334.2003331092556, 'INITIAL_MARGIN_PER_UNIT': 14.894749463593387, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168301.54300850787, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.894749463593387, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002373737183964475, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 2.7439028397757346, 'MAX_PENALTY_DURATION_HOURS': 1079, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4089800850154682, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.03596425627509414, 'max_pnl_target': 0.14064877145353405, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.027252565633906767, 'max_pnl_target': 0.19612458726192988, 'max_calls_for_rule': 144}}
|
522 |
ETHUSD
|
{'omega': 2.299544642136973, 'alpha': [0.08473454966585332], 'beta': [0.8486071361143724], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 876.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 488.69585097984924, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, 'MAX_CONCURRENT_UNITS': 138, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159929.9175906346, 'LEVERAGE': 33, 'UNIT_BUDGET': 1158.0533661722366, 'INITIAL_MARGIN_PER_UNIT': 14.808965181207553, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159929.9175906346, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.808965181207553, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002790610277939286, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 2.8010461509135145, 'MAX_PENALTY_DURATION_HOURS': 758, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5974201687058507, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.01845229875592989, 'max_pnl_target': 0.1250543495624241, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.04064891177708891, 'max_pnl_target': 0.21991681241433295, 'max_calls_for_rule': 54}}
|
523 |
ETHUSD
|
{'omega': 1.6283552096095084, 'alpha': [0.07155549640282746], 'beta': [0.9264445035971726], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.392566073180441, 'historical_segment_start_price': 1789.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 220.37220326754402, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 146, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 87692.528219188, 'LEVERAGE': 28, 'UNIT_BUDGET': 597.7030876636732, 'INITIAL_MARGIN_PER_UNIT': 7.870435830983715, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87692.528219188, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.870435830983715, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013046114244475559, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.9461401078578398, 'MAX_PENALTY_DURATION_HOURS': 1248, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7097790068630541, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.017945625345878836, 'max_pnl_target': 0.13419008727498352, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.06010712543530693, 'max_pnl_target': 0.1613305315056437, 'max_calls_for_rule': 67}}
|
524 |
XRPUSD
|
{'omega': 0.8067159332403547, 'alpha': [0.08413832689509734], 'beta': [0.9071429714590341], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02152660802948044, 'historical_segment_start_price': 0.38, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 370.62386705503684, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 192835.79337476823, 'LEVERAGE': 26, 'UNIT_BUDGET': 2008.8116671496232, 'INITIAL_MARGIN_PER_UNIT': 14.254764117501416, 'MAX_TRADING_CAPITAL_FOR_UNITS': 192835.79337476823, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.254764117501416, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002360843041849179, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.9516977695554742, 'MAX_PENALTY_DURATION_HOURS': 875, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.280229156121371, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.009012348969869414, 'max_pnl_target': 0.14693226371948895, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.048504541900823775, 'max_pnl_target': 0.28924208635425913, 'max_calls_for_rule': 110}}
|
525 |
BTCUSD
|
{'omega': 2.4310729597382696, 'alpha': [0.15905938635843375], 'beta': [0.7672570918516405], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.030106970774573215, 'historical_segment_start_price': 10360.09, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 304.557243509059, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 540, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184900.17948018888, 'LEVERAGE': 51, 'UNIT_BUDGET': 342.1379822201694, 'INITIAL_MARGIN_PER_UNIT': 5.971710657040372, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184900.17948018888, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.971710657040372, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004234243202176944, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.4366892345217277, 'MAX_PENALTY_DURATION_HOURS': 739, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6972330574601165, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.01820620549670285, 'max_pnl_target': 0.10465524950807051, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.04818879624138948, 'max_pnl_target': 0.1569830119811539, 'max_calls_for_rule': 36}}
|
526 |
ADAUSD
|
{'omega': 0.7246624996644766, 'alpha': [0.08129928901196273], 'beta': [0.8584663887628643], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.556281834123286, 'historical_segment_start_price': 0.3916, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 651.1016664622633, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, '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': 197216.0977490659, 'LEVERAGE': 44, 'UNIT_BUDGET': 2381.8330806412864, 'INITIAL_MARGIN_PER_UNIT': 14.79776514686962, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197216.0977490659, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.79776514686962, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004008256388285107, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 2.0617141641730736, 'MAX_PENALTY_DURATION_HOURS': 241, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5732078748699094, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.018669735247024852, 'max_pnl_target': 0.09487707885146955, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.057240578214098246, 'max_pnl_target': 0.2972702834327539, 'max_calls_for_rule': 110}}
|
527 |
BNBUSD
|
{'omega': 5.064656784977739, 'alpha': [0.09877487567162246], 'beta': [0.9000223491530139], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.191, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 964.1693638182344, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, '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': 168528.5120680781, 'LEVERAGE': 114, 'UNIT_BUDGET': 1570.2148492740284, 'INITIAL_MARGIN_PER_UNIT': 8.457625998405565, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168528.5120680781, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.457625998405565, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00242699361830258, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.127585921422091, 'MAX_PENALTY_DURATION_HOURS': 1110, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49113893697688327, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.036608825489297565, 'max_pnl_target': 0.13468602434652632, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.07255681273158722, 'max_pnl_target': 0.3189643637595921, 'max_calls_for_rule': 112}}
|
528 |
NIFTY50
|
{'omega': 0.328881107710264, 'alpha': [0.11513710599061937], 'beta': [0.8828628940093807], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.448955516388701, 'historical_segment_start_price': 7459.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 382.74482474802915, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128585.28828756954, 'LEVERAGE': 37, 'UNIT_BUDGET': 1669.2139464894951, 'INITIAL_MARGIN_PER_UNIT': 10.344454722919707, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128585.28828756954, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.344454722919707, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029278602377325975, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.75408143594528, 'MAX_PENALTY_DURATION_HOURS': 408, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07324220996000098, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.04192648414753107, 'max_pnl_target': 0.1258541102441908, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.05840982044851822, 'max_pnl_target': 0.20518837243206697, 'max_calls_for_rule': 138}}
|
529 |
NIFTYFMCG
|
{'omega': 0.20263627684671026, 'alpha': [0.08327758502542668], 'beta': [0.9147224149745733], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.529654187469248, 'historical_segment_start_price': 50640.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 734.8652915755661, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, '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': 164763.7424475141, 'LEVERAGE': 52, 'UNIT_BUDGET': 1571.0690646374458, 'INITIAL_MARGIN_PER_UNIT': 14.132024837991656, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164763.7424475141, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.132024837991656, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018485755503604806, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 1.7659065829229392, 'MAX_PENALTY_DURATION_HOURS': 1330, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31189115491595054, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.02939479705244641, 'max_pnl_target': 0.10836422655235826, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.022891710417319345, 'max_pnl_target': 0.19933100348970223, 'max_calls_for_rule': 71}}
|
530 |
NIFTY50
|
{'omega': 0.22842899033888725, 'alpha': [0.08997835642451904], 'beta': [0.9080216435754809], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.175559619929209, 'historical_segment_start_price': 13744.85, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 817.5568250315557, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 263, 'MAX_CONCURRENT_UNITS': 67, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 116164.35328485034, 'LEVERAGE': 125, 'UNIT_BUDGET': 1727.6487292154163, 'INITIAL_MARGIN_PER_UNIT': 6.5404546002524455, 'MAX_TRADING_CAPITAL_FOR_UNITS': 116164.35328485034, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.5404546002524455, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003040931686156573, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.5299382503462384, 'MAX_PENALTY_DURATION_HOURS': 351, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06814756706424036, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 34, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2040}
|
{'small_calls': {'min_pnl_target': 0.013553895154291742, 'max_pnl_target': 0.07484532393997004, 'max_calls_for_rule': 142}, 'moderate_calls': {'min_pnl_target': 0.04392680509387143, 'max_pnl_target': 0.2505553069574656, 'max_calls_for_rule': 162}}
|
531 |
ETHUSD
|
{'omega': 2.2082472350724442, 'alpha': [0.08576006136089202], 'beta': [0.912239938639108], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.410725291165594, 'historical_segment_start_price': 1527.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 350.14054699479135, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, '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': 64933.17557338309, 'LEVERAGE': 27, 'UNIT_BUDGET': 1268.2788645983742, 'INITIAL_MARGIN_PER_UNIT': 12.968168407214494, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64933.17557338309, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.968168407214494, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012552738630988612, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.821823609204592, 'MAX_PENALTY_DURATION_HOURS': 818, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5659638032770984, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.040901345435352426, 'max_pnl_target': 0.16152668208647525, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.04483797478438316, 'max_pnl_target': 0.24648433155986038, 'max_calls_for_rule': 74}}
|
532 |
NIFTYFMCG
|
{'omega': 0.225742042094993, 'alpha': [0.07917099999594018], 'beta': [0.9188290000040598], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.094043481603943, 'historical_segment_start_price': 50640.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 136.00903754623843, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, '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': 58090.56591320524, 'LEVERAGE': 19, 'UNIT_BUDGET': 561.0189064930796, 'INITIAL_MARGIN_PER_UNIT': 7.158370397170444, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58090.56591320524, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.158370397170444, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004837245955468902, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 2.0589607099758056, 'MAX_PENALTY_DURATION_HOURS': 796, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.023221295062487733, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.04934541502923302, 'max_pnl_target': 0.15782766902401324, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.0536279252420789, 'max_pnl_target': 0.24065795817133884, 'max_calls_for_rule': 52}}
|
533 |
ETHUSD
|
{'omega': 1.7720762854932341, 'alpha': [0.08061175352574584], 'beta': [0.8318254442959208], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 396.11, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 530.3525495904245, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, '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': 198357.7651036891, 'LEVERAGE': 74, 'UNIT_BUDGET': 892.0490976022493, 'INITIAL_MARGIN_PER_UNIT': 7.166926345816547, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198357.7651036891, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.166926345816547, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003859558385940466, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 1.9975623922719699, 'MAX_PENALTY_DURATION_HOURS': 788, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.134271880360044, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.04117684934459328, 'max_pnl_target': 0.16848766858913058, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.1006118466605369, 'max_pnl_target': 0.2486552493163468, 'max_calls_for_rule': 102}}
|
534 |
NIFTY50
|
{'omega': 0.5803787365385401, 'alpha': [0.1026125863290313], 'beta': [0.798737431480767], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8461246106222773, 'historical_segment_start_price': 18213.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 563.0307338719862, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, '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': 147836.00520924112, 'LEVERAGE': 38, 'UNIT_BUDGET': 1228.8780861245218, 'INITIAL_MARGIN_PER_UNIT': 14.816598259789108, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147836.00520924112, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.816598259789108, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029357040115163434, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 1.6298767257327902, 'MAX_PENALTY_DURATION_HOURS': 991, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04232118511848729, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.032892478038047686, 'max_pnl_target': 0.13611706164433132, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.08291102075205564, 'max_pnl_target': 0.19206700881771935, 'max_calls_for_rule': 68}}
|
535 |
ADAUSD
|
{'omega': 8.633984946752255, 'alpha': [0.1122037949095779], 'beta': [0.799796968482414], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.13358, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1039.0141726927875, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 400, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 111901.50532378914, 'LEVERAGE': 118, 'UNIT_BUDGET': 279.06984644136577, 'INITIAL_MARGIN_PER_UNIT': 8.805204853328707, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111901.50532378914, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.805204853328707, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004946004240286594, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.644629016023006, 'MAX_PENALTY_DURATION_HOURS': 696, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6475124479034217, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 51, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3060}
|
{'small_calls': {'min_pnl_target': 0.02533776739967, 'max_pnl_target': 0.12083824651677563, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.0989914845135744, 'max_pnl_target': 0.3214970406492639, 'max_calls_for_rule': 19}}
|
536 |
BTCUSD
|
{'omega': 0.04741901114925153, 'alpha': [0.05652297140949117], 'beta': [0.8960339861762054], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.7261877218875705, 'historical_segment_start_price': 102139.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 565.9888272088976, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, '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': 62645.003238815654, 'LEVERAGE': 57, 'UNIT_BUDGET': 437.12139195025736, 'INITIAL_MARGIN_PER_UNIT': 9.92962854752452, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62645.003238815654, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.92962854752452, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004874656310379434, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 2.0444835472151697, 'MAX_PENALTY_DURATION_HOURS': 591, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4667158518440088, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.016305610358910493, 'max_pnl_target': 0.15390315333896185, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.0688896775612381, 'max_pnl_target': 0.2331685641980815, 'max_calls_for_rule': 41}}
|
537 |
NIFTYFIN
|
{'omega': 0.27667971916025696, 'alpha': [0.08858376185195282], 'beta': [0.9081842793188161], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.220366632511037, 'historical_segment_start_price': 19936.1, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1320.8423791971932, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, 'MAX_CONCURRENT_UNITS': 67, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128766.13507430468, 'LEVERAGE': 120, 'UNIT_BUDGET': 1913.1464734754547, 'INITIAL_MARGIN_PER_UNIT': 11.007019826643276, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128766.13507430468, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.007019826643276, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029454018779198634, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 2.1061751179070187, 'MAX_PENALTY_DURATION_HOURS': 1170, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3853095540629935, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.021083370172562718, 'max_pnl_target': 0.12735145194515027, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.10093407512056866, 'max_pnl_target': 0.20810336597083748, 'max_calls_for_rule': 108}}
|
538 |
NIFTYFIN
|
{'omega': 0.860812307679672, 'alpha': [0.0638972582838454], 'beta': [0.880239747662001], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014596376996869637, 'historical_segment_start_price': 11297.6, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 740.4933624805112, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 135, 'MAX_CONCURRENT_UNITS': 153, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168528.9174527137, 'LEVERAGE': 92, 'UNIT_BUDGET': 1097.7250584665458, 'INITIAL_MARGIN_PER_UNIT': 8.048840896527295, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168528.9174527137, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.048840896527295, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026715787544406766, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.9866051452857059, 'MAX_PENALTY_DURATION_HOURS': 1284, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6017724746121266, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.027775218710248677, 'max_pnl_target': 0.17025549704806714, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.04549171292760805, 'max_pnl_target': 0.19635240811292037, 'max_calls_for_rule': 114}}
|
539 |
ADAUSD
|
{'omega': 0.5029292033655907, 'alpha': [0.055631004477212906], 'beta': [0.8558441752360882], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.6075596477654885, 'historical_segment_start_price': 0.3444, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 482.39224345816575, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, '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': 115806.25337052532, 'LEVERAGE': 34, 'UNIT_BUDGET': 1102.9174389490117, 'INITIAL_MARGIN_PER_UNIT': 14.188007160534287, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115806.25337052532, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.188007160534287, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004931836644243476, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 1.7619407208978617, 'MAX_PENALTY_DURATION_HOURS': 575, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41921731360089276, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.039038011294131994, 'max_pnl_target': 0.176505368251142, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.02298101522558, 'max_pnl_target': 0.16072974246228872, 'max_calls_for_rule': 57}}
|
540 |
XRPUSD
|
{'omega': 6.693979710924355, 'alpha': [0.11980301021783574], 'beta': [0.8751568463541572], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.60301, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 990.930773731471, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, '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': 122668.81968105446, 'LEVERAGE': 73, 'UNIT_BUDGET': 2394.4947961221856, 'INITIAL_MARGIN_PER_UNIT': 13.574394160705083, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122668.81968105446, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.574394160705083, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034449495297370378, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 2.1479362257945294, 'MAX_PENALTY_DURATION_HOURS': 404, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10253676278028218, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.037510824656384584, 'max_pnl_target': 0.1533263316936394, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.06280589552817288, 'max_pnl_target': 0.2698203039731005, 'max_calls_for_rule': 124}}
|
541 |
NIFTY50
|
{'omega': 0.14370235781423835, 'alpha': [0.06761906057066827], 'beta': [0.8607514232004682], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.0095196266234785, 'historical_segment_start_price': 17786.25, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 426.1987075428846, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, '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': 170591.68149490308, 'LEVERAGE': 37, 'UNIT_BUDGET': 1884.4476723558353, 'INITIAL_MARGIN_PER_UNIT': 11.51888398764553, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170591.68149490308, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.51888398764553, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003766692931038889, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.65704708587349, 'MAX_PENALTY_DURATION_HOURS': 915, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5958675093700898, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.031102523098288308, 'max_pnl_target': 0.14790587323756252, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.024655769994014136, 'max_pnl_target': 0.23281120599767538, 'max_calls_for_rule': 151}}
|
542 |
NIFTYHEALTHCARE
|
{'omega': 0.20285288496295636, 'alpha': [0.07997095935900589], 'beta': [0.8642094450421356], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.018492140214446506, 'historical_segment_start_price': 11850.4, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 233.96286565345835, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 29, 'MAX_CONCURRENT_UNITS': 388, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 171869.52048448444, 'LEVERAGE': 16, 'UNIT_BUDGET': 442.17698489607096, 'INITIAL_MARGIN_PER_UNIT': 14.622679103341147, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171869.52048448444, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.622679103341147, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023741736381506706, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 1.9107262562049998, 'MAX_PENALTY_DURATION_HOURS': 387, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4285588027953652, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.035854544614128014, 'max_pnl_target': 0.12763070500275225, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.06572811877585892, 'max_pnl_target': 0.19055631893263641, 'max_calls_for_rule': 25}}
|
543 |
ADAUSD
|
{'omega': 3.8340785786952796, 'alpha': [0.04701615811374866], 'beta': [0.9509838418862513], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 11.513915590148429, 'historical_segment_start_price': 0.971, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 342.8809461764862, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92771.30444123488, 'LEVERAGE': 55, 'UNIT_BUDGET': 1259.0398970761635, 'INITIAL_MARGIN_PER_UNIT': 6.2341990213906575, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92771.30444123488, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.2341990213906575, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018567027144081433, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 2.9094337898898175, 'MAX_PENALTY_DURATION_HOURS': 848, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5723389689385844, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.006685900466621547, 'max_pnl_target': 0.10053616181922187, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.04819485859526047, 'max_pnl_target': 0.1872585593688968, 'max_calls_for_rule': 181}}
|
544 |
NIFTY500
|
{'omega': 0.24639280876803415, 'alpha': [0.1026381095876905], 'beta': [0.8670414064789672], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.076581836319364, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 902.5278796510993, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, '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': 152171.5435190957, 'LEVERAGE': 73, 'UNIT_BUDGET': 1703.0783568412019, 'INITIAL_MARGIN_PER_UNIT': 12.363395611658895, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152171.5435190957, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.363395611658895, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022742966897646467, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 2.5047361649421545, 'MAX_PENALTY_DURATION_HOURS': 721, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22254036831583254, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.04747206880958198, 'max_pnl_target': 0.1928321894257944, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.046995948979472325, 'max_pnl_target': 0.16009988663322172, 'max_calls_for_rule': 112}}
|
545 |
NIFTY50
|
{'omega': 0.21657546684816073, 'alpha': [0.08321796466580354], 'beta': [0.9147820353341963], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015951234734349114, 'historical_segment_start_price': 10715.75, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1441.558199039521, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 38, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 66976.52769422391, 'LEVERAGE': 110, 'UNIT_BUDGET': 1738.158685103199, 'INITIAL_MARGIN_PER_UNIT': 13.105074536722919, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66976.52769422391, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.105074536722919, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003985443206071542, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.959881219528315, 'MAX_PENALTY_DURATION_HOURS': 328, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.47204535863570146, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 34, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2040}
|
{'small_calls': {'min_pnl_target': 0.03312311142976592, 'max_pnl_target': 0.1400265506638719, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.07252808507068494, 'max_pnl_target': 0.262299847110224, 'max_calls_for_rule': 83}}
|
546 |
NIFTYENERGY
|
{'omega': 0.21225150763211942, 'alpha': [0.08310817262213542], 'beta': [0.9148918273778646], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010418006618570818, 'historical_segment_start_price': 24239.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 310.3222235238849, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 339, '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': 121999.31561168323, 'LEVERAGE': 44, 'UNIT_BUDGET': 2404.770585494444, 'INITIAL_MARGIN_PER_UNIT': 7.05277780736102, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121999.31561168323, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.05277780736102, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035999749624626588, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 1.5975483601899183, 'MAX_PENALTY_DURATION_HOURS': 896, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.01780421303661201, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.04945225908655094, 'max_pnl_target': 0.1705835793612686, 'max_calls_for_rule': 196}, 'moderate_calls': {'min_pnl_target': 0.058777192133833665, 'max_pnl_target': 0.2558771529411335, 'max_calls_for_rule': 227}}
|
547 |
XRPUSD
|
{'omega': 2.203017347424739, 'alpha': [0.09629606398896288], 'beta': [0.9017039360110372], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.36322, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 518.123375973188, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, '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': 83288.37769847397, 'LEVERAGE': 79, 'UNIT_BUDGET': 793.6166007362882, 'INITIAL_MARGIN_PER_UNIT': 6.55852374649605, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83288.37769847397, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.55852374649605, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011484161818199516, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 1.594485959602694, 'MAX_PENALTY_DURATION_HOURS': 862, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1849138373025659, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.030687646139632187, 'max_pnl_target': 0.15163407014690794, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.08009904044264111, 'max_pnl_target': 0.2792550686595349, 'max_calls_for_rule': 85}}
|
548 |
BNBUSD
|
{'omega': 1.4278622400013325, 'alpha': [0.0753531919179972], 'beta': [0.8501190721465307], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013711047129800317, 'historical_segment_start_price': 429.73, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 647.6190411644718, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 231, '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': 64054.80390595693, 'LEVERAGE': 77, 'UNIT_BUDGET': 1956.9554776373147, 'INITIAL_MARGIN_PER_UNIT': 8.410636898239893, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64054.80390595693, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.410636898239893, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002029597876525485, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.7976389074497923, 'MAX_PENALTY_DURATION_HOURS': 1152, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17078975920932757, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.046890978058949484, 'max_pnl_target': 0.14590970244216303, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.04729735453359899, 'max_pnl_target': 0.19783305286935857, 'max_calls_for_rule': 148}}
|
549 |
NIFTYENERGY
|
{'omega': 0.8505145380821287, 'alpha': [0.12839659129423683], 'beta': [0.7854235814803631], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.644488074537248, 'historical_segment_start_price': 8518.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 458.81061077999897, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, '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': 163562.38718108495, 'LEVERAGE': 66, 'UNIT_BUDGET': 729.2798139642076, 'INITIAL_MARGIN_PER_UNIT': 6.951675920909075, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163562.38718108495, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.951675920909075, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004671008813118335, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 1.8835251975883691, 'MAX_PENALTY_DURATION_HOURS': 269, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3980344906877671, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 49, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2940}
|
{'small_calls': {'min_pnl_target': 0.014030671059669549, 'max_pnl_target': 0.15987143137008525, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.0773684538406479, 'max_pnl_target': 0.2848052395786547, 'max_calls_for_rule': 89}}
|
550 |
ADAUSD
|
{'omega': 0.8865301634828123, 'alpha': [0.06675892073794082], 'beta': [0.9312410792620592], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022842170472327932, 'historical_segment_start_price': 0.2688, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1204.0908266127892, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101378.18790692896, 'LEVERAGE': 85, 'UNIT_BUDGET': 1832.3246073357047, 'INITIAL_MARGIN_PER_UNIT': 14.165774430738697, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101378.18790692896, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.165774430738697, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022179458344009605, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.0389682569048375, 'MAX_PENALTY_DURATION_HOURS': 1085, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6221839699843736, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.009329498250894588, 'max_pnl_target': 0.09670388529929896, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.03718046500799479, 'max_pnl_target': 0.20454899254815553, 'max_calls_for_rule': 127}}
|
551 |
ETHUSD
|
{'omega': 1.1619198022333352, 'alpha': [0.07309580584799413], 'beta': [0.8462106055076208], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012975073223828383, 'historical_segment_start_price': 2986.62661616, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 980.6866460734275, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, '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': 129115.9234607193, 'LEVERAGE': 72, 'UNIT_BUDGET': 1398.5926224033378, 'INITIAL_MARGIN_PER_UNIT': 13.620647862130937, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129115.9234607193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.620647862130937, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033132747262121427, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 1.9796424785676257, 'MAX_PENALTY_DURATION_HOURS': 1406, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7469361150277724, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 23, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 1380}
|
{'small_calls': {'min_pnl_target': 0.02174891398929805, 'max_pnl_target': 0.07564123769715991, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.08245227844251476, 'max_pnl_target': 0.3298700254838651, 'max_calls_for_rule': 73}}
|
552 |
BTCUSD
|
{'omega': 1.7248852177597518, 'alpha': [0.08130542303885273], 'beta': [0.9166945769611473], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.190282551361372, 'historical_segment_start_price': 7187.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 262.56501300875027, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 108, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63287.30594325579, 'LEVERAGE': 29, 'UNIT_BUDGET': 584.14707906712, 'INITIAL_MARGIN_PER_UNIT': 9.053965965818975, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63287.30594325579, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.053965965818975, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002596762664966613, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 1.9153674392920939, 'MAX_PENALTY_DURATION_HOURS': 428, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6606536119453826, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.05066829244625833, 'max_pnl_target': 0.16191260215201517, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.07742960541162214, 'max_pnl_target': 0.215486631171256, 'max_calls_for_rule': 52}}
|
553 |
BTCUSD
|
{'omega': 0.1251846724452109, 'alpha': [0.07969486006623701], 'beta': [0.9136854672436112], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 70897.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 794.9644318031528, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 24, 'MAX_CONCURRENT_UNITS': 507, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 147219.6697105387, 'LEVERAGE': 71, 'UNIT_BUDGET': 290.3446225030793, 'INITIAL_MARGIN_PER_UNIT': 11.196682138072575, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147219.6697105387, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.196682138072575, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023603759580170178, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.2452189560032245, 'MAX_PENALTY_DURATION_HOURS': 378, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7196124346703732, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.044866260975698756, 'max_pnl_target': 0.10320480896179815, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.08784915113615394, 'max_pnl_target': 0.23876957375187574, 'max_calls_for_rule': 21}}
|
554 |
XRPUSD
|
{'omega': 0.6391230636222078, 'alpha': [0.07083748471748363], 'beta': [0.9271625152825165], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.425416657800823, 'historical_segment_start_price': 0.848, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1393.0958484251214, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 68022.19871244398, 'LEVERAGE': 94, 'UNIT_BUDGET': 662.716915065261, 'INITIAL_MARGIN_PER_UNIT': 14.82016860026725, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68022.19871244398, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.82016860026725, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004603815477529777, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 1.8484095297969976, 'MAX_PENALTY_DURATION_HOURS': 917, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18667804224655452, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.03977087942521707, 'max_pnl_target': 0.11360115504304241, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.041303641246141436, 'max_pnl_target': 0.17293600642931503, 'max_calls_for_rule': 35}}
|
555 |
ETHUSD
|
{'omega': 0.719626147083031, 'alpha': [0.06882817529890722], 'beta': [0.8653171152960608], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007836685813693131, 'historical_segment_start_price': 2334.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 780.5241179114154, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 318, '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': 163453.7349474949, 'LEVERAGE': 113, 'UNIT_BUDGET': 2207.0470930016054, 'INITIAL_MARGIN_PER_UNIT': 6.907293078862083, 'MAX_TRADING_CAPITAL_FOR_UNITS': 163453.7349474949, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.907293078862083, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029801368549482736, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.6686958335220878, 'MAX_PENALTY_DURATION_HOURS': 1069, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08957356839010559, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.008875978734650495, 'max_pnl_target': 0.13732612649098333, 'max_calls_for_rule': 148}, 'moderate_calls': {'min_pnl_target': 0.08609519422701943, 'max_pnl_target': 0.2580757941673524, 'max_calls_for_rule': 224}}
|
556 |
BTCUSD
|
{'omega': 2.51641540692353, 'alpha': [0.09363524039302733], 'beta': [0.897012779748482], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 533.7626703352357, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 268, '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': 69469.60020157014, 'LEVERAGE': 77, 'UNIT_BUDGET': 1869.1939405392893, 'INITIAL_MARGIN_PER_UNIT': 6.931982731626438, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69469.60020157014, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.931982731626438, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038089951093203006, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 1.7466378504381868, 'MAX_PENALTY_DURATION_HOURS': 308, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6290905665840312, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.04229097123960448, 'max_pnl_target': 0.17131355862090106, 'max_calls_for_rule': 147}, 'moderate_calls': {'min_pnl_target': 0.027246971816904053, 'max_pnl_target': 0.2442178139396283, 'max_calls_for_rule': 245}}
|
557 |
NIFTYIT
|
{'omega': 2.477936333217153, 'alpha': [0.19728656463480237], 'beta': [0.7860596823915026], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15099.9, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 262.37177797744243, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 89, 'MAX_CONCURRENT_UNITS': 196, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 144977.10469625774, 'LEVERAGE': 32, 'UNIT_BUDGET': 738.3216678350425, 'INITIAL_MARGIN_PER_UNIT': 8.199118061795076, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144977.10469625774, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.199118061795076, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023440755620648926, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 1.712181074074836, 'MAX_PENALTY_DURATION_HOURS': 591, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25927653019683294, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.03319999768268164, 'max_pnl_target': 0.17022168923951725, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.06881774656088624, 'max_pnl_target': 0.2716060071793882, 'max_calls_for_rule': 72}}
|
558 |
NIFTYHEALTHCARE
|
{'omega': 0.21056501944871928, 'alpha': [0.07707659445620682], 'beta': [0.9130734394683818], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.021776001913297413, 'historical_segment_start_price': 11850.4, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 179.67654389686254, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58153.35933763144, 'LEVERAGE': 19, 'UNIT_BUDGET': 1049.4239472397721, 'INITIAL_MARGIN_PER_UNIT': 9.456660205098029, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58153.35933763144, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.456660205098029, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018188136944655962, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 1.6926905116017632, 'MAX_PENALTY_DURATION_HOURS': 1163, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.460611594766939, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.05036377082872392, 'max_pnl_target': 0.1683229429624508, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.04401542576044743, 'max_pnl_target': 0.20485462580644728, 'max_calls_for_rule': 93}}
|
559 |
BNBUSD
|
{'omega': 3.303462948492488, 'alpha': [0.1191264466567436], 'beta': [0.8788735533432563], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 39.2967, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 354.9410870182737, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 223, 'MAX_CONCURRENT_UNITS': 61, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 149085.33972716704, 'LEVERAGE': 33, 'UNIT_BUDGET': 2417.1633694349534, 'INITIAL_MARGIN_PER_UNIT': 10.755790515705264, 'MAX_TRADING_CAPITAL_FOR_UNITS': 149085.33972716704, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.755790515705264, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033755308547292924, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 53, 'PENALTY_DURATION_MULTIPLIER': 2.710967147142136, 'MAX_PENALTY_DURATION_HOURS': 254, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4396708741533049, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.03237959349979817, 'max_pnl_target': 0.13515801218692158, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.014505088673980957, 'max_pnl_target': 0.14560931093271087, 'max_calls_for_rule': 146}}
|
560 |
NIFTYHEALTHCARE
|
{'omega': 0.24454081026691069, 'alpha': [0.08294675908447664], 'beta': [0.9150532409155234], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.35242489486594, 'historical_segment_start_price': 8023.25, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 592.7831058981856, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, 'MAX_CONCURRENT_UNITS': 99, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124107.96378052326, 'LEVERAGE': 48, 'UNIT_BUDGET': 1244.2706706595354, 'INITIAL_MARGIN_PER_UNIT': 12.349648039545531, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124107.96378052326, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.349648039545531, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001335619055248166, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.346373636903442, 'MAX_PENALTY_DURATION_HOURS': 196, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6811647419504198, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.04454690953797548, 'max_pnl_target': 0.09884585752518196, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.029979596755105774, 'max_pnl_target': 0.1308152322993436, 'max_calls_for_rule': 83}}
|
561 |
ETHUSD
|
{'omega': 1.0939392479823877, 'alpha': [0.07213018783002667], 'beta': [0.9061158798838896], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4600.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 279.01811575467923, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 135, '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': 50981.55700382731, 'LEVERAGE': 40, 'UNIT_BUDGET': 952.255495547367, 'INITIAL_MARGIN_PER_UNIT': 6.97545289386698, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50981.55700382731, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.97545289386698, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004772572067342454, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 1.8824773230120777, 'MAX_PENALTY_DURATION_HOURS': 426, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5847906376991312, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.045572175020520196, 'max_pnl_target': 0.1541129468101782, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.044182742801667056, 'max_pnl_target': 0.27388964956917744, 'max_calls_for_rule': 85}}
|
562 |
BNBUSD
|
{'omega': 1.485638286264928, 'alpha': [0.07514417092668288], 'beta': [0.8646806104903566], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01718362127666345, 'historical_segment_start_price': 255.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1468.7061678104844, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, 'MAX_CONCURRENT_UNITS': 24, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 50882.67068842355, 'LEVERAGE': 110, 'UNIT_BUDGET': 2071.777885736078, 'INITIAL_MARGIN_PER_UNIT': 13.351874252822586, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50882.67068842355, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.351874252822586, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014145470714223146, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.3066877943853177, 'MAX_PENALTY_DURATION_HOURS': 933, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3897059956623802, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.013842873095807437, 'max_pnl_target': 0.14408353019418263, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.08880822216762968, 'max_pnl_target': 0.30056006438580973, 'max_calls_for_rule': 134}}
|
563 |
ADAUSD
|
{'omega': 2.879989064001, 'alpha': [0.09344668621781099], 'beta': [0.89763050166083], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017694412914569316, 'historical_segment_start_price': 0.10313, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 203.03430721064626, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 297, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 165963.71234935574, 'LEVERAGE': 16, 'UNIT_BUDGET': 557.5762167356751, 'INITIAL_MARGIN_PER_UNIT': 12.689644200665391, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165963.71234935574, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.689644200665391, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004002800572910027, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.8666235581853807, 'MAX_PENALTY_DURATION_HOURS': 570, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4014587322932278, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.05118554244160856, 'max_pnl_target': 0.11119486974855144, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.05412711086773177, 'max_pnl_target': 0.17577502257196634, 'max_calls_for_rule': 29}}
|
564 |
ETHUSD
|
{'omega': 1.3282982753962742, 'alpha': [0.09929426182540677], 'beta': [0.8987057381745932], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.332654755080966, 'historical_segment_start_price': 1529.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1227.3725052336715, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 179, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173175.46470963626, 'LEVERAGE': 98, 'UNIT_BUDGET': 966.5627695377077, 'INITIAL_MARGIN_PER_UNIT': 12.524209237078281, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173175.46470963626, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.524209237078281, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012176255874477469, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 2.174578166079673, 'MAX_PENALTY_DURATION_HOURS': 1114, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6792677958516969, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.02706546301689183, 'max_pnl_target': 0.10705293388816438, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.08444359814870105, 'max_pnl_target': 0.30666046801213453, 'max_calls_for_rule': 51}}
|
565 |
ETHUSD
|
{'omega': 1.9859423894536783, 'alpha': [0.08182417029759799], 'beta': [0.9126777520566174], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 142.36929342, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 143.20317740330265, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, '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': 175900.0468143727, 'LEVERAGE': 10, 'UNIT_BUDGET': 2211.742967234388, 'INITIAL_MARGIN_PER_UNIT': 14.320317740330264, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175900.0468143727, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.320317740330264, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013336534890025361, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.2967063382454156, 'MAX_PENALTY_DURATION_HOURS': 539, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3617597882239865, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.010288508450893416, 'max_pnl_target': 0.09126470499774723, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.04716720993987401, 'max_pnl_target': 0.1525897738297838, 'max_calls_for_rule': 116}}
|
566 |
NIFTYFIN
|
{'omega': 0.9189128582050059, 'alpha': [0.06488583774338556], 'beta': [0.9331141622566146], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013562635532150442, 'historical_segment_start_price': 11297.6, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 476.0066639757147, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 152185.72227310634, 'LEVERAGE': 54, 'UNIT_BUDGET': 1478.5002393521706, 'INITIAL_MARGIN_PER_UNIT': 8.814938221772493, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152185.72227310634, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.814938221772493, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013984085664915753, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 1.615334268954491, 'MAX_PENALTY_DURATION_HOURS': 617, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23391185027042766, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.02625757414524641, 'max_pnl_target': 0.096195810910189, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.09276642353249706, 'max_pnl_target': 0.2158489529704763, 'max_calls_for_rule': 139}}
|
567 |
NIFTY50
|
{'omega': 2.8453397756293035, 'alpha': [0.051795420299674926], 'beta': [0.8923928469192915], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.314311827398256, 'historical_segment_start_price': 11966.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 382.30921308447637, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 158, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 120003.02009042841, 'LEVERAGE': 38, 'UNIT_BUDGET': 755.4293442749968, 'INITIAL_MARGIN_PER_UNIT': 10.060768765380956, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120003.02009042841, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.060768765380956, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003955520320689923, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 78, 'PENALTY_DURATION_MULTIPLIER': 1.8581605289896301, 'MAX_PENALTY_DURATION_HOURS': 632, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3411233762338005, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.03358778905645787, 'max_pnl_target': 0.17932408153887663, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.0860207756756411, 'max_pnl_target': 0.31759206987560296, 'max_calls_for_rule': 56}}
|
568 |
ADAUSD
|
{'omega': 7.715067230366138, 'alpha': [0.12077058414779365], 'beta': [0.8772294158522064], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009083777164101912, 'historical_segment_start_price': 0.0865, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 639.7490929250271, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, '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': 193042.0856492784, 'LEVERAGE': 45, 'UNIT_BUDGET': 2141.485161694145, 'INITIAL_MARGIN_PER_UNIT': 14.216646509445045, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193042.0856492784, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.216646509445045, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001458038925111501, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 1.518676791499385, 'MAX_PENALTY_DURATION_HOURS': 727, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34410843657638224, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.019549310832223978, 'max_pnl_target': 0.1396538922930947, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.0632948489713954, 'max_pnl_target': 0.23561049171148865, 'max_calls_for_rule': 97}}
|
569 |
XRPUSD
|
{'omega': 0.5982936938566845, 'alpha': [0.062184626676174595], 'beta': [0.919687050156199], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021085989980835385, 'historical_segment_start_price': 0.8265, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 162.04125357656255, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 73, 'MAX_CONCURRENT_UNITS': 139, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 129869.31043675909, 'LEVERAGE': 13, 'UNIT_BUDGET': 931.1745449175686, 'INITIAL_MARGIN_PER_UNIT': 12.464711813581735, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129869.31043675909, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.464711813581735, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002546373752960864, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 2.334689301881365, 'MAX_PENALTY_DURATION_HOURS': 1209, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.608264875976427, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 44, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2640}
|
{'small_calls': {'min_pnl_target': 0.023774840016671052, 'max_pnl_target': 0.11647526714371867, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.04290399174184579, 'max_pnl_target': 0.16782014068863269, 'max_calls_for_rule': 67}}
|
570 |
BNBUSD
|
{'omega': 0.49942001066979747, 'alpha': [0.07010463702621163], 'beta': [0.9056757480536589], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007219349237809481, 'historical_segment_start_price': 308.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 459.07368355955634, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, 'MAX_CONCURRENT_UNITS': 83, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 198713.11028155952, 'LEVERAGE': 33, 'UNIT_BUDGET': 2392.076251868022, 'INITIAL_MARGIN_PER_UNIT': 13.91132374422898, 'MAX_TRADING_CAPITAL_FOR_UNITS': 198713.11028155952, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.91132374422898, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00413532422279394, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.0357546110145046, 'MAX_PENALTY_DURATION_HOURS': 446, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05097934391711937, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.02225104062902243, 'max_pnl_target': 0.08117359988475209, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.0883606363866129, 'max_pnl_target': 0.26197927283205336, 'max_calls_for_rule': 151}}
|
571 |
XRPUSD
|
{'omega': 1.7044350276177365, 'alpha': [0.09724990773796348], 'beta': [0.8335254986192436], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.19697, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1625.7200138084556, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 434, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 196928.96992795338, 'LEVERAGE': 118, 'UNIT_BUDGET': 452.7642924358966, 'INITIAL_MARGIN_PER_UNIT': 13.777288252614031, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196928.96992795338, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.777288252614031, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019287978140707235, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.3003619378881224, 'MAX_PENALTY_DURATION_HOURS': 366, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5237036882055763, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.028639602817715437, 'max_pnl_target': 0.08346454009489726, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.06493635417834066, 'max_pnl_target': 0.18353022569444638, 'max_calls_for_rule': 22}}
|
572 |
XRPUSD
|
{'omega': 1.3805071583474564, 'alpha': [0.07733243418160657], 'beta': [0.9206675658183934], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.030529115112815128, 'historical_segment_start_price': 0.3643, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 763.4294756420453, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 20, 'MAX_CONCURRENT_UNITS': 732, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187686.21756119988, 'LEVERAGE': 63, 'UNIT_BUDGET': 256.17210878452147, 'INITIAL_MARGIN_PER_UNIT': 12.11792818479437, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187686.21756119988, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.11792818479437, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026175789593211726, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 2.828405734704374, 'MAX_PENALTY_DURATION_HOURS': 1424, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.059055972767441546, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.036550396726714576, 'max_pnl_target': 0.11987631489690012, 'max_calls_for_rule': 6}, 'moderate_calls': {'min_pnl_target': 0.08291016046498909, 'max_pnl_target': 0.33118919891589493, 'max_calls_for_rule': 16}}
|
573 |
BTCUSD
|
{'omega': 3.5487548667613327, 'alpha': [0.0823559268373046], 'beta': [0.9156440731626952], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 151.7333567315838, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 129, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 79147.28378844331, 'LEVERAGE': 26, 'UNIT_BUDGET': 611.7045091531081, 'INITIAL_MARGIN_PER_UNIT': 5.835898335830146, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79147.28378844331, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.835898335830146, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004552017720643165, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.2487501683017674, 'MAX_PENALTY_DURATION_HOURS': 726, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4281826836860219, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.043314094568094395, 'max_pnl_target': 0.15035908919756352, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.05283659379906889, 'max_pnl_target': 0.16294470982981893, 'max_calls_for_rule': 74}}
|
574 |
BTCUSD
|
{'omega': 55.80447962470157, 'alpha': [0.23122930972324934], 'beta': [0.6420355039410095], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 329.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 690.364428614132, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 349, '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': 70580.4768909544, 'LEVERAGE': 123, 'UNIT_BUDGET': 1966.449527621438, 'INITIAL_MARGIN_PER_UNIT': 5.612718931822211, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70580.4768909544, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.612718931822211, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002585226024069832, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.9596667484614914, 'MAX_PENALTY_DURATION_HOURS': 1218, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33759372853872877, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.018143734712313047, 'max_pnl_target': 0.12827388618167854, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.049362169449773605, 'max_pnl_target': 0.2016223377843322, 'max_calls_for_rule': 226}}
|
575 |
BTCUSD
|
{'omega': 12.545982041747733, 'alpha': [0.1798873503060742], 'beta': [0.7338367202125627], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 369.34, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1012.6406244590158, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 125, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 197059.86624352256, 'LEVERAGE': 86, 'UNIT_BUDGET': 1565.878912132271, 'INITIAL_MARGIN_PER_UNIT': 11.77489098208158, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197059.86624352256, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.77489098208158, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002792801496634417, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.0579922596219022, 'MAX_PENALTY_DURATION_HOURS': 688, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5921888530638485, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.04032670371380257, 'max_pnl_target': 0.1271943965351345, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.07945539397184107, 'max_pnl_target': 0.23714781782296626, 'max_calls_for_rule': 111}}
|
576 |
XRPUSD
|
{'omega': 1.700240921821934, 'alpha': [0.07489698435669426], 'beta': [0.9088197880019553], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7343, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1085.1855582350852, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, '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': 182259.06167481618, 'LEVERAGE': 111, 'UNIT_BUDGET': 1040.8937821268544, 'INITIAL_MARGIN_PER_UNIT': 9.776446470586354, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182259.06167481618, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.776446470586354, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010129785482887578, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 2.709546559230728, 'MAX_PENALTY_DURATION_HOURS': 716, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3529985957382886, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.0363498834551371, 'max_pnl_target': 0.14857128286198676, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.06318376081314124, 'max_pnl_target': 0.2922725789231877, 'max_calls_for_rule': 91}}
|
577 |
BTCUSD
|
{'omega': 2.1079851798723057, 'alpha': [0.09985153760573261], 'beta': [0.8981484623942675], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012640373531056853, 'historical_segment_start_price': 47428.78, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 997.5696514327043, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, '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': 86588.37294529384, 'LEVERAGE': 105, 'UNIT_BUDGET': 805.164442200814, 'INITIAL_MARGIN_PER_UNIT': 9.500663346978136, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86588.37294529384, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.500663346978136, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004146382494625579, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.8335150597833891, 'MAX_PENALTY_DURATION_HOURS': 232, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.024234739311348147, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.024536269045960683, 'max_pnl_target': 0.1111843733365897, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.09905292025083011, 'max_pnl_target': 0.2638431116109422, 'max_calls_for_rule': 59}}
|
578 |
BTCUSD
|
{'omega': 0.815368155386299, 'alpha': [0.06662913389715472], 'beta': [0.9249416773937744], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.021769564933967502, 'historical_segment_start_price': 11257.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 184.80112130369685, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 325, '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': 150519.4524971472, 'LEVERAGE': 32, 'UNIT_BUDGET': 1887.566258801525, 'INITIAL_MARGIN_PER_UNIT': 5.775035040740526, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150519.4524971472, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.775035040740526, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026019584475337055, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.4531896326883293, 'MAX_PENALTY_DURATION_HOURS': 473, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3454278012298719, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.03747773004178052, 'max_pnl_target': 0.1649276813046743, 'max_calls_for_rule': 189}, 'moderate_calls': {'min_pnl_target': 0.09880852778161847, 'max_pnl_target': 0.22264123292853794, 'max_calls_for_rule': 254}}
|
579 |
NIFTYBANK
|
{'omega': 0.8001964475670372, 'alpha': [0.09107937904098658], 'beta': [0.8849654180920481], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.023377974933100436, 'historical_segment_start_price': 38459.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 910.7346817745175, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 211, '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': 106510.03605226536, 'LEVERAGE': 81, 'UNIT_BUDGET': 2389.7051591294194, 'INITIAL_MARGIN_PER_UNIT': 11.243638046598981, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106510.03605226536, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.243638046598981, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031611982016440513, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.9632057336662454, 'MAX_PENALTY_DURATION_HOURS': 969, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4346007226137317, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.011663337137001798, 'max_pnl_target': 0.08974116740981966, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.02972823231073221, 'max_pnl_target': 0.2312683798473559, 'max_calls_for_rule': 183}}
|
580 |
NIFTY50
|
{'omega': 0.428833227558267, 'alpha': [0.12153526350649183], 'beta': [0.8764647364935081], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04675148886584263, 'historical_segment_start_price': 8288.15, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 291.56869808860256, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, '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': 58015.22022584288, 'LEVERAGE': 29, 'UNIT_BUDGET': 1774.030883543107, 'INITIAL_MARGIN_PER_UNIT': 10.054093037538019, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58015.22022584288, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.054093037538019, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033317617986641118, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 88, 'PENALTY_DURATION_MULTIPLIER': 2.9587164543263116, 'MAX_PENALTY_DURATION_HOURS': 365, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3148006383377142, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.044693385251970835, 'max_pnl_target': 0.17685669023112868, 'max_calls_for_rule': 103}, 'moderate_calls': {'min_pnl_target': 0.09800698940878265, 'max_pnl_target': 0.27792869070313175, 'max_calls_for_rule': 132}}
|
581 |
NIFTYENERGY
|
{'omega': 0.5184901739702997, 'alpha': [0.09185439905271224], 'beta': [0.8441585407948079], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009634739777185842, 'historical_segment_start_price': 16992.65, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 853.9332389684675, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, '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': 141525.35181072992, 'LEVERAGE': 91, 'UNIT_BUDGET': 2326.745810778366, 'INITIAL_MARGIN_PER_UNIT': 9.383881746906237, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141525.35181072992, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.383881746906237, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022431102305379867, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.557595121236438, 'MAX_PENALTY_DURATION_HOURS': 684, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25628722937248244, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.015552016331639922, 'max_pnl_target': 0.10116232991708396, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.08736865614063768, 'max_pnl_target': 0.28430101611362635, 'max_calls_for_rule': 197}}
|
582 |
IHSG_BBRI
|
{'omega': 8242293.0752700595, 'alpha': [0.0006636056341650848], 'beta': [0.08741962112210495], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.1263817378121135, 'historical_segment_start_price': 4670, 'asset_source_name': 'IHSG_BBRI'}
|
{'POSITION_SIZE_PER_UNIT': 873.7235007535727, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 575, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194947.1128460717, 'LEVERAGE': 71, 'UNIT_BUDGET': 338.7340706667262, 'INITIAL_MARGIN_PER_UNIT': 12.305964799346095, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194947.1128460717, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.305964799346095, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003945830006916331, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 1.8886940671087171, 'MAX_PENALTY_DURATION_HOURS': 635, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4359147851989489, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.020641470635248366, 'max_pnl_target': 0.16576840491294745, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.08154504015241233, 'max_pnl_target': 0.2120459769016272, 'max_calls_for_rule': 24}}
|
583 |
ADAUSD
|
{'omega': 0.7050651497103227, 'alpha': [0.05913209253709406], 'beta': [0.9388679074629058], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7529, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 634.8729441540235, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, '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': 162022.77190117716, 'LEVERAGE': 50, 'UNIT_BUDGET': 1817.6404276607004, 'INITIAL_MARGIN_PER_UNIT': 12.69745888308047, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162022.77190117716, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.69745888308047, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002305753999601169, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 2.386644274828348, 'MAX_PENALTY_DURATION_HOURS': 229, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3449652017692293, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.01743734062412736, 'max_pnl_target': 0.15897902743838813, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.07524004265249402, 'max_pnl_target': 0.25109287070991426, 'max_calls_for_rule': 112}}
|
584 |
NIFTYBANK
|
{'omega': 0.4413648389665002, 'alpha': [0.08984978425820558], 'beta': [0.895626283723479], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.345139400982937, 'historical_segment_start_price': 26169.6, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1017.8069006354735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128407.54560387725, 'LEVERAGE': 83, 'UNIT_BUDGET': 1790.553918762091, 'INITIAL_MARGIN_PER_UNIT': 12.262733742596067, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128407.54560387725, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.262733742596067, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002377602263226123, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.5437782971620804, 'MAX_PENALTY_DURATION_HOURS': 1151, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.578852544230052, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.04988879504241611, 'max_pnl_target': 0.17460787186611434, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.026102263259555912, 'max_pnl_target': 0.13418083604319977, 'max_calls_for_rule': 132}}
|
585 |
XRPUSD
|
{'omega': 3.493403806037263, 'alpha': [0.14988233141496354], 'beta': [0.7503032133244255], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.26162, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 988.0553339535356, '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': 193507.5677070901, 'LEVERAGE': 76, 'UNIT_BUDGET': 2237.0838920531605, 'INITIAL_MARGIN_PER_UNIT': 13.000728078335996, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193507.5677070901, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.000728078335996, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029087463271459998, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 2.619551048480023, 'MAX_PENALTY_DURATION_HOURS': 880, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07080550422435829, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.009244908390582632, 'max_pnl_target': 0.1519679094376486, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.058731231809141055, 'max_pnl_target': 0.24214929364226281, 'max_calls_for_rule': 160}}
|
586 |
BNBUSD
|
{'omega': 10.654540726556023, 'alpha': [0.12724498490270864], 'beta': [0.8707550150972914], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.328590859914234, 'historical_segment_start_price': 12.0886, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 838.8293211206914, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, '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': 112041.48034262189, 'LEVERAGE': 82, 'UNIT_BUDGET': 1408.2007922179776, 'INITIAL_MARGIN_PER_UNIT': 10.229625867325504, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112041.48034262189, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.229625867325504, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002936093936033222, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 65, 'PENALTY_DURATION_MULTIPLIER': 2.536825249784756, 'MAX_PENALTY_DURATION_HOURS': 408, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5282660297600086, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.025144414000623252, 'max_pnl_target': 0.07718805218563927, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.04568239896276011, 'max_pnl_target': 0.2204807921881336, 'max_calls_for_rule': 126}}
|
587 |
XRPUSD
|
{'omega': 1.2415294532312846, 'alpha': [0.141141663938973], 'beta': [0.7985918464032613], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014889467597377715, 'historical_segment_start_price': 0.29376, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 817.6368663590054, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 97973.26631433585, 'LEVERAGE': 93, 'UNIT_BUDGET': 2052.077981198954, 'INITIAL_MARGIN_PER_UNIT': 8.791794261924789, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97973.26631433585, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.791794261924789, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011405106662570597, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 1.550813228024643, 'MAX_PENALTY_DURATION_HOURS': 1363, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6616287438431929, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.019676471353491255, 'max_pnl_target': 0.09303560676741272, 'max_calls_for_rule': 134}, 'moderate_calls': {'min_pnl_target': 0.07251831779095243, 'max_pnl_target': 0.2269843703151923, 'max_calls_for_rule': 186}}
|
588 |
BNBUSD
|
{'omega': 3.454762806920215, 'alpha': [0.1421612392612156], 'beta': [0.8315528605929827], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.0455, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1657.6522671491707, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 22, 'MAX_CONCURRENT_UNITS': 234, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 81192.8402313669, 'LEVERAGE': 113, 'UNIT_BUDGET': 346.8570791908695, 'INITIAL_MARGIN_PER_UNIT': 14.66948908981567, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81192.8402313669, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.66948908981567, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0049920958422938365, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 1.8823306675867642, 'MAX_PENALTY_DURATION_HOURS': 1402, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5165543991709196, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 35, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2100}
|
{'small_calls': {'min_pnl_target': 0.04777687484280047, 'max_pnl_target': 0.12266968993200209, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.03308230197928353, 'max_pnl_target': 0.20396163540042797, 'max_calls_for_rule': 20}}
|
589 |
ADAUSD
|
{'omega': 1.2618754535080492, 'alpha': [0.08659227573097021], 'beta': [0.9114077242690298], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.18605, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1422.5908636316926, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 214, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190924.97104236015, 'LEVERAGE': 103, 'UNIT_BUDGET': 888.7034992109536, 'INITIAL_MARGIN_PER_UNIT': 13.811561782831967, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190924.97104236015, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.811561782831967, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023858462743402056, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.653517217633762, 'MAX_PENALTY_DURATION_HOURS': 1436, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7398660145803145, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.04954695237787939, 'max_pnl_target': 0.18546331672541105, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.04309258101313208, 'max_pnl_target': 0.18054211084309849, 'max_calls_for_rule': 47}}
|
590 |
ETHUSD
|
{'omega': 1.5485768872094998, 'alpha': [0.07115448252104269], 'beta': [0.9268455174789574], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.248604121970424, 'historical_segment_start_price': 1789.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 335.501198842268, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 322, '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': 113739.23784881424, 'LEVERAGE': 47, 'UNIT_BUDGET': 2308.1476036840504, 'INITIAL_MARGIN_PER_UNIT': 7.138323379622724, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113739.23784881424, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.138323379622724, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010390433179188051, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.256909618917014, 'MAX_PENALTY_DURATION_HOURS': 240, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.374683176723989, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 35, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2100}
|
{'small_calls': {'min_pnl_target': 0.03556344347380616, 'max_pnl_target': 0.12415429727456473, 'max_calls_for_rule': 178}, 'moderate_calls': {'min_pnl_target': 0.052297817674604404, 'max_pnl_target': 0.225253098843337, 'max_calls_for_rule': 224}}
|
591 |
BTCUSD
|
{'omega': 4.2200058284730675, 'alpha': [0.07564010116577141], 'beta': [0.9223598988342285], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 592.0312132378658, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 396, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194643.3968732901, 'LEVERAGE': 64, 'UNIT_BUDGET': 490.6940952433118, 'INITIAL_MARGIN_PER_UNIT': 9.250487706841653, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194643.3968732901, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.250487706841653, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022264764475432124, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.1031018621007846, 'MAX_PENALTY_DURATION_HOURS': 917, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5815902954328752, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.030392135315251437, 'max_pnl_target': 0.17387165441476232, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.040426931264313286, 'max_pnl_target': 0.2589389975798128, 'max_calls_for_rule': 32}}
|
592 |
NIFTYIT
|
{'omega': 0.5063150748795083, 'alpha': [0.10136283182221759], 'beta': [0.8351900314671282], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.065690472462513, 'historical_segment_start_price': 25911.2, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 396.8269711789941, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 419, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 150258.19477285788, 'LEVERAGE': 79, 'UNIT_BUDGET': 2113.79542751294, 'INITIAL_MARGIN_PER_UNIT': 5.023126217455621, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150258.19477285788, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.023126217455621, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018388291978627205, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.3164119660489786, 'MAX_PENALTY_DURATION_HOURS': 617, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35633718384877794, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.012270350310137037, 'max_pnl_target': 0.13055515063091042, 'max_calls_for_rule': 186}, 'moderate_calls': {'min_pnl_target': 0.06155270563982869, 'max_pnl_target': 0.2740889595423691, 'max_calls_for_rule': 392}}
|
593 |
XRPUSD
|
{'omega': 0.6123729527906147, 'alpha': [0.08637196816704208], 'beta': [0.8290303074021215], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009264430907002253, 'historical_segment_start_price': 0.5157, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1030.8195350048766, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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': 153321.81897606657, 'LEVERAGE': 84, 'UNIT_BUDGET': 1461.4601897693756, 'INITIAL_MARGIN_PER_UNIT': 12.271661131010436, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153321.81897606657, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.271661131010436, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004888130921236415, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 141, 'PENALTY_DURATION_MULTIPLIER': 2.2779287777752257, 'MAX_PENALTY_DURATION_HOURS': 884, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08793288938625742, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.032172282018405746, 'max_pnl_target': 0.10820686316886029, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.0773951207180763, 'max_pnl_target': 0.28128217119834603, 'max_calls_for_rule': 108}}
|
594 |
TSLAUSD
|
{'omega': 1.4763242239895613, 'alpha': [0.09547327487487611], 'beta': [0.8989641142079742], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014145680304803392, 'historical_segment_start_price': 301.24, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 448.7260747526684, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 110541.99702992215, 'LEVERAGE': 53, 'UNIT_BUDGET': 1356.4950937572366, 'INITIAL_MARGIN_PER_UNIT': 8.466529712314498, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110541.99702992215, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.466529712314498, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004467877152807791, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 2.127262076805592, 'MAX_PENALTY_DURATION_HOURS': 1410, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27629501932552, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.02923073209924463, 'max_pnl_target': 0.16184618291404576, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.09240272471473046, 'max_pnl_target': 0.3206362974416167, 'max_calls_for_rule': 126}}
|
595 |
XRPUSD
|
{'omega': 1.026805561424812, 'alpha': [0.09047757625436495], 'beta': [0.8270816020416751], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024648454811239236, 'historical_segment_start_price': 0.7409, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 199.49027866431553, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 110, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 140498.53237254012, 'LEVERAGE': 39, 'UNIT_BUDGET': 1267.5671317746599, 'INITIAL_MARGIN_PER_UNIT': 5.115135350367065, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140498.53237254012, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.115135350367065, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004682075314906829, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 1.8057245386053955, 'MAX_PENALTY_DURATION_HOURS': 848, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5179814983076187, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.03282710174919213, 'max_pnl_target': 0.10247146160224727, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.07135289617431412, 'max_pnl_target': 0.2837209359491204, 'max_calls_for_rule': 187}}
|
596 |
ADAUSD
|
{'omega': 0.9080529521822821, 'alpha': [0.07527159312979563], 'beta': [0.8740754344801587], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.056054231859368, 'historical_segment_start_price': 0.3942, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 744.7872244392879, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, 'MAX_CONCURRENT_UNITS': 118, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 140739.03731159028, 'LEVERAGE': 75, 'UNIT_BUDGET': 1184.5745094080926, 'INITIAL_MARGIN_PER_UNIT': 9.930496325857172, 'MAX_TRADING_CAPITAL_FOR_UNITS': 140739.03731159028, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.930496325857172, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00205719008837756, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 2.1169661707997465, 'MAX_PENALTY_DURATION_HOURS': 179, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5785776064348291, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.029940157384049263, 'max_pnl_target': 0.11036466967313188, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.01306644634130593, 'max_pnl_target': 0.1275315230111568, 'max_calls_for_rule': 75}}
|
597 |
NIFTYFMCG
|
{'omega': 0.7845269845153252, 'alpha': [0.17116936323720575], 'beta': [0.7540223308786768], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009652472360977729, 'historical_segment_start_price': 22392.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 484.16772854230624, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, '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': 105223.73232727844, 'LEVERAGE': 88, 'UNIT_BUDGET': 1018.5781988477797, 'INITIAL_MARGIN_PER_UNIT': 5.501906006162571, 'MAX_TRADING_CAPITAL_FOR_UNITS': 105223.73232727844, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.501906006162571, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011939444037249527, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 1.9642895559137865, 'MAX_PENALTY_DURATION_HOURS': 347, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6481945541339343, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 51, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3060}
|
{'small_calls': {'min_pnl_target': 0.01713141634546394, 'max_pnl_target': 0.10014642677596244, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.07568404285603546, 'max_pnl_target': 0.3244099282447259, 'max_calls_for_rule': 114}}
|
598 |
NIFTYENERGY
|
{'omega': 0.32415186128280266, 'alpha': [0.09013093262122786], 'beta': [0.9078690673787722], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010297707945263888, 'historical_segment_start_price': 25681.8, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1434.4125684893572, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 163, 'MAX_CONCURRENT_UNITS': 67, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 136882.4889405267, 'LEVERAGE': 116, 'UNIT_BUDGET': 2035.2325554698878, 'INITIAL_MARGIN_PER_UNIT': 12.365625590425493, 'MAX_TRADING_CAPITAL_FOR_UNITS': 136882.4889405267, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.365625590425493, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00459800562721201, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 1.9927887310997865, 'MAX_PENALTY_DURATION_HOURS': 1105, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11190096777333655, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.007050262489193094, 'max_pnl_target': 0.06972008601028994, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.0284745724711677, 'max_pnl_target': 0.2703110903039242, 'max_calls_for_rule': 110}}
|
599 |
NIFTY500
|
{'omega': 0.24005501119676145, 'alpha': [0.09245487210593052], 'beta': [0.9055451278940694], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.68520306976992, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 303.0467050060538, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, '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': 185106.04502729984, 'LEVERAGE': 30, 'UNIT_BUDGET': 2023.7319447227976, 'INITIAL_MARGIN_PER_UNIT': 10.101556833535128, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185106.04502729984, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.101556833535128, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033179286924718593, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.183703778484375, 'MAX_PENALTY_DURATION_HOURS': 997, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11843971967710816, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 42, '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': 0.026771490604127594, 'max_pnl_target': 0.12338174465036776, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.08876873056967659, 'max_pnl_target': 0.21521746945946557, 'max_calls_for_rule': 128}}
|
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