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
|
|---|---|---|---|---|
600 |
NIFTYBANK
|
{'omega': 0.32276267160526356, 'alpha': [0.08911323966568668], 'beta': [0.9088867603343134], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7613292924882096, 'historical_segment_start_price': 44055.75, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 422.78566953545464, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, 'MAX_CONCURRENT_UNITS': 31, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 59482.36437174235, 'LEVERAGE': 29, 'UNIT_BUDGET': 1882.6662200105532, 'INITIAL_MARGIN_PER_UNIT': 14.578816190877745, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59482.36437174235, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.578816190877745, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014525736514509027, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.7803380053183546, 'MAX_PENALTY_DURATION_HOURS': 540, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6116468694642521, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5460}
|
{'small_calls': {'min_pnl_target': 0.0400606248065444, 'max_pnl_target': 0.12539392093281176, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.03569203689923121, 'max_pnl_target': 0.1879420934919951, 'max_calls_for_rule': 105}}
|
601 |
ETHUSD
|
{'omega': 1.5082429036011558, 'alpha': [0.055426686649689486], 'beta': [0.8608032809837954], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013261824537357702, 'historical_segment_start_price': 3721.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 791.5237481160295, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, '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': 93592.12543235488, 'LEVERAGE': 64, 'UNIT_BUDGET': 1153.8969066901072, 'INITIAL_MARGIN_PER_UNIT': 12.367558564312962, 'MAX_TRADING_CAPITAL_FOR_UNITS': 93592.12543235488, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.367558564312962, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001480678481638742, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 1.9690316290903913, 'MAX_PENALTY_DURATION_HOURS': 656, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3452262894493617, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.017421671543724256, 'max_pnl_target': 0.14094317632327277, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.018724167375755826, 'max_pnl_target': 0.18364424388070016, 'max_calls_for_rule': 68}}
|
602 |
ETHUSD
|
{'omega': 0.7811789911069703, 'alpha': [0.08140588960411015], 'beta': [0.852339072343093], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3405.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 865.6961263920591, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 258, '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': 171930.70557564875, 'LEVERAGE': 93, 'UNIT_BUDGET': 2412.8971113344924, 'INITIAL_MARGIN_PER_UNIT': 9.308560498839345, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171930.70557564875, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.308560498839345, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014760215732212549, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 1.683043235562368, 'MAX_PENALTY_DURATION_HOURS': 802, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3339862518549503, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.02161666536239634, 'max_pnl_target': 0.11513271793085741, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.019564960614062876, 'max_pnl_target': 0.1642942159106922, 'max_calls_for_rule': 180}}
|
603 |
BNBUSD
|
{'omega': 1.8872756586069757, 'alpha': [0.07793332639599672], 'beta': [0.8441680622319324], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.7939, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 67.7078296656246, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 342, 'MAX_CONCURRENT_UNITS': 27, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58651.12209665331, 'LEVERAGE': 11, 'UNIT_BUDGET': 2112.3625360411343, 'INITIAL_MARGIN_PER_UNIT': 6.155257242329509, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58651.12209665331, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.155257242329509, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003095074989494627, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.560513341290573, 'MAX_PENALTY_DURATION_HOURS': 750, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.080456227139672, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.045763909110663525, 'max_pnl_target': 0.18625819403090127, 'max_calls_for_rule': 108}, 'moderate_calls': {'min_pnl_target': 0.09580421829427897, 'max_pnl_target': 0.23417802504669916, 'max_calls_for_rule': 317}}
|
604 |
BTCUSD
|
{'omega': 0.1273622141748973, 'alpha': [0.056858594617940544], 'beta': [0.9311462785727798], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 60147.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1077.1786748097436, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 193, 'MAX_CONCURRENT_UNITS': 45, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102529.96317535217, 'LEVERAGE': 92, 'UNIT_BUDGET': 2277.9169867742125, 'INITIAL_MARGIN_PER_UNIT': 11.708463856627647, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102529.96317535217, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.708463856627647, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014934170341149972, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.422612069923492, 'MAX_PENALTY_DURATION_HOURS': 602, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3125680438580685, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.023217503282306075, 'max_pnl_target': 0.12241667781749169, 'max_calls_for_rule': 99}, 'moderate_calls': {'min_pnl_target': 0.05794204555326079, 'max_pnl_target': 0.2721183226013314, 'max_calls_for_rule': 192}}
|
605 |
BNBUSD
|
{'omega': 3.338224376508876, 'alpha': [0.14170948128010816], 'beta': [0.8562905187198919], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.8367, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 716.6613069577604, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 61, 'MAX_CONCURRENT_UNITS': 244, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121815.4352940931, 'LEVERAGE': 90, 'UNIT_BUDGET': 497.30965086568006, 'INITIAL_MARGIN_PER_UNIT': 7.962903410641783, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121815.4352940931, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.962903410641783, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001049023738412133, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 56, 'PENALTY_DURATION_MULTIPLIER': 2.923932715450617, 'MAX_PENALTY_DURATION_HOURS': 1411, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7125788094088259, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.051023472072387804, 'max_pnl_target': 0.1934166568540233, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.06149045123923576, 'max_pnl_target': 0.17793901157203246, 'max_calls_for_rule': 37}}
|
606 |
XRPUSD
|
{'omega': 3.7516343579981233, 'alpha': [0.14018328740348016], 'beta': [0.7672355159922173], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.26162, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 802.7001595378005, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 537, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 193963.73725455158, 'LEVERAGE': 73, 'UNIT_BUDGET': 360.5587056586038, 'INITIAL_MARGIN_PER_UNIT': 10.995892596408225, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193963.73725455158, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.995892596408225, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016222734310312394, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 1.5258079009443928, 'MAX_PENALTY_DURATION_HOURS': 1101, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6898997876338466, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.039123011806779906, 'max_pnl_target': 0.10591182973039397, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.09015095788316455, 'max_pnl_target': 0.3336610010769746, 'max_calls_for_rule': 19}}
|
607 |
ADAUSD
|
{'omega': 2.3260665385357044, 'alpha': [0.08900677523231233], 'beta': [0.8257965053035753], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0512, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 172.67267671057294, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 320, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 181804.11846255953, 'LEVERAGE': 24, 'UNIT_BUDGET': 2311.767643525418, 'INITIAL_MARGIN_PER_UNIT': 7.19469486294054, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181804.11846255953, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.19469486294054, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003781695106626183, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.5413127080382105, 'MAX_PENALTY_DURATION_HOURS': 1367, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6684052321314161, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.030427082730878623, 'max_pnl_target': 0.1673905505481068, 'max_calls_for_rule': 167}, 'moderate_calls': {'min_pnl_target': 0.05354638381486995, 'max_pnl_target': 0.1677902998439099, 'max_calls_for_rule': 274}}
|
608 |
BTCUSD
|
{'omega': 4.836344435939398, 'alpha': [0.13863661183539155], 'beta': [0.8593633881646084], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011892232580114934, 'historical_segment_start_price': 9341.04, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 609.7476547514502, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, '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': 133800.61319331895, 'LEVERAGE': 56, 'UNIT_BUDGET': 1209.3168916337713, 'INITIAL_MARGIN_PER_UNIT': 10.88835097770447, 'MAX_TRADING_CAPITAL_FOR_UNITS': 133800.61319331895, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.88835097770447, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034986572566452555, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.5269898739323193, 'MAX_PENALTY_DURATION_HOURS': 1433, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.363443389361892, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.03807888880884088, 'max_pnl_target': 0.18557652688413775, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.06259551165482363, 'max_pnl_target': 0.19139515392931838, 'max_calls_for_rule': 100}}
|
609 |
NIFTYBANK
|
{'omega': 0.7799969960022743, 'alpha': [0.11508968108161154], 'beta': [0.7720225388153044], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.477609515271322, 'historical_segment_start_price': 15252.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 105.69129508570364, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 68908.29175604595, 'LEVERAGE': 16, 'UNIT_BUDGET': 1068.6976863566406, 'INITIAL_MARGIN_PER_UNIT': 6.605705942856478, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68908.29175604595, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.605705942856478, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003347178269998804, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.856764292532869, 'MAX_PENALTY_DURATION_HOURS': 839, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09288575275498882, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.05049422930624845, 'max_pnl_target': 0.17717235050306432, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.09701818619297707, 'max_pnl_target': 0.25869604621135595, 'max_calls_for_rule': 113}}
|
610 |
ETHUSD
|
{'omega': 2.966596453374129, 'alpha': [0.08569228569881389], 'beta': [0.8844714577426364], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 260.74, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 462.589404667075, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 20, 'MAX_CONCURRENT_UNITS': 447, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127213.28527713809, 'LEVERAGE': 35, 'UNIT_BUDGET': 284.2474089853869, 'INITIAL_MARGIN_PER_UNIT': 13.216840133344999, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127213.28527713809, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.216840133344999, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032595192062566183, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 2.00729620998763, 'MAX_PENALTY_DURATION_HOURS': 1110, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.028828279493344613, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.023407420592296918, 'max_pnl_target': 0.0784531659946605, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.03554411576066463, 'max_pnl_target': 0.23902119152719606, 'max_calls_for_rule': 13}}
|
611 |
BTCUSD
|
{'omega': 1.1672917591385688, 'alpha': [0.1632755416074806], 'beta': [0.8347244583925195], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 7194.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1087.7176519669335, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 128, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159963.7292575446, 'LEVERAGE': 93, 'UNIT_BUDGET': 1246.9996852879258, 'INITIAL_MARGIN_PER_UNIT': 11.695888730827242, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159963.7292575446, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.695888730827242, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034643963939276195, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.8134374419317383, 'MAX_PENALTY_DURATION_HOURS': 944, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.013651969457173927, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.021696611749435952, 'max_pnl_target': 0.10961972140000016, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.06310860358481263, 'max_pnl_target': 0.27582305377248184, 'max_calls_for_rule': 82}}
|
612 |
TSLAUSD
|
{'omega': 0.6893099029029671, 'alpha': [0.0704221849016745], 'beta': [0.9275778150983254], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01849465590124186, 'historical_segment_start_price': 561.59, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 181.93468427254223, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 335, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60774.157478351815, 'LEVERAGE': 29, 'UNIT_BUDGET': 2112.4131430702605, 'INITIAL_MARGIN_PER_UNIT': 6.273609802501456, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60774.157478351815, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.273609802501456, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001589292830036601, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.296160466230679, 'MAX_PENALTY_DURATION_HOURS': 325, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6575131476188225, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.04111841097711391, 'max_pnl_target': 0.19060439397435006, 'max_calls_for_rule': 187}, 'moderate_calls': {'min_pnl_target': 0.02343553537916414, 'max_pnl_target': 0.2727818413475474, 'max_calls_for_rule': 333}}
|
613 |
ADAUSD
|
{'omega': 1.2817840251967108, 'alpha': [0.06180692722423011], 'beta': [0.9073389510302838], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.8148917525541775, 'historical_segment_start_price': 2.268, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 999.0037511855453, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 89, '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': 96463.60393934652, 'LEVERAGE': 90, 'UNIT_BUDGET': 1005.6246798767601, 'INITIAL_MARGIN_PER_UNIT': 11.100041679839393, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96463.60393934652, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.100041679839393, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002825173581892562, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.4731663009780798, 'MAX_PENALTY_DURATION_HOURS': 1304, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4140545468870036, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.03860588058662419, 'max_pnl_target': 0.0943789168721744, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.08936510895136775, 'max_pnl_target': 0.27003812879428457, 'max_calls_for_rule': 70}}
|
614 |
NIFTYENERGY
|
{'omega': 0.4049379869911249, 'alpha': [0.07276634758758291], 'beta': [0.925233652412417], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01220430539241607, 'historical_segment_start_price': 16376.65, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1395.5207927621334, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 148, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94631.09091546014, 'LEVERAGE': 117, 'UNIT_BUDGET': 637.9435467817518, 'INITIAL_MARGIN_PER_UNIT': 11.927528143266098, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94631.09091546014, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.927528143266098, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021973677436181714, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 2.672099013779371, 'MAX_PENALTY_DURATION_HOURS': 743, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6362618165682481, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.00701424146206468, 'max_pnl_target': 0.12237794058735495, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.03973338284598955, 'max_pnl_target': 0.24328572652675146, 'max_calls_for_rule': 36}}
|
615 |
XRPUSD
|
{'omega': 0.8857434330136419, 'alpha': [0.07590752500352597], 'beta': [0.8523526441562788], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02811460091750794, 'historical_segment_start_price': 0.7679, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1219.1307192557103, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, 'MAX_CONCURRENT_UNITS': 29, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71807.68746010418, 'LEVERAGE': 83, 'UNIT_BUDGET': 2465.6186474411084, 'INITIAL_MARGIN_PER_UNIT': 14.6883219187435, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71807.68746010418, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.6883219187435, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038510634694187327, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.5904198060591335, 'MAX_PENALTY_DURATION_HOURS': 1401, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6036906401520126, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.037780413912008384, 'max_pnl_target': 0.15621266074530918, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.06264784938550183, 'max_pnl_target': 0.2948560540297479, 'max_calls_for_rule': 144}}
|
616 |
XRPUSD
|
{'omega': 2.01455575142386, 'alpha': [0.09145804040400807], 'beta': [0.8319397130897039], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.21359, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 810.0443036581304, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 128, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158653.67514431878, 'LEVERAGE': 70, 'UNIT_BUDGET': 1234.234658379874, 'INITIAL_MARGIN_PER_UNIT': 11.572061480830435, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158653.67514431878, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.572061480830435, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001950664255960124, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 1.5850596356346498, 'MAX_PENALTY_DURATION_HOURS': 434, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5495051533920594, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.03914172112118336, 'max_pnl_target': 0.1377452930276947, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.014751858422061056, 'max_pnl_target': 0.24084519640327345, 'max_calls_for_rule': 63}}
|
617 |
GOOGLUSD
|
{'omega': 0.39527478807371524, 'alpha': [0.08372396488312508], 'beta': [0.9142760351168749], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02780586775034537, 'historical_segment_start_price': 2840.09, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 763.3717688633427, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 117, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 70013.32684570862, 'LEVERAGE': 87, 'UNIT_BUDGET': 596.3148023798651, 'INITIAL_MARGIN_PER_UNIT': 8.774388147854514, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70013.32684570862, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.774388147854514, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003907466612766438, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.5189209887430906, 'MAX_PENALTY_DURATION_HOURS': 192, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20793700829482345, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.006932658415260597, 'max_pnl_target': 0.15243206607567383, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.08755728357629436, 'max_pnl_target': 0.18841345015342387, 'max_calls_for_rule': 61}}
|
618 |
NIFTY500
|
{'omega': 0.24129010403374962, 'alpha': [0.09435949866972979], 'beta': [0.9036405013302702], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.956344924259831, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 815.3604295445049, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 97, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184545.34262401846, 'LEVERAGE': 62, 'UNIT_BUDGET': 1886.3823998744365, 'INITIAL_MARGIN_PER_UNIT': 13.15097467007266, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184545.34262401846, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.15097467007266, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031055836105449135, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 1.6470588746985813, 'MAX_PENALTY_DURATION_HOURS': 322, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2149451467530266, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.01344751851233891, 'max_pnl_target': 0.08747152869052241, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.035445116076827925, 'max_pnl_target': 0.17855295612361982, 'max_calls_for_rule': 110}}
|
619 |
ETHUSD
|
{'omega': 0.5794025342729596, 'alpha': [0.06102368242237609], 'beta': [0.9369763175776238], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013984277188230119, 'historical_segment_start_price': 3587.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 796.1523989164666, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 493, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188273.2913729578, 'LEVERAGE': 84, 'UNIT_BUDGET': 381.79735886284266, 'INITIAL_MARGIN_PER_UNIT': 9.478004749005555, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188273.2913729578, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.478004749005555, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019357642805852935, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 2.030043758631571, 'MAX_PENALTY_DURATION_HOURS': 1005, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6346708145622583, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.04755922459271975, 'max_pnl_target': 0.11736413132407644, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.07139963454009315, 'max_pnl_target': 0.3066541954785307, 'max_calls_for_rule': 24}}
|
620 |
ADAUSD
|
{'omega': 3.2435241484447723, 'alpha': [0.09301583452549296], 'beta': [0.9049841654745071], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.881728114067394, 'historical_segment_start_price': 0.0822, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 652.9752345391998, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 401, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 157222.0108551329, 'LEVERAGE': 95, 'UNIT_BUDGET': 391.4811106657944, 'INITIAL_MARGIN_PER_UNIT': 6.873423521465261, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157222.0108551329, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.873423521465261, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030776982411681144, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.843973374318895, 'MAX_PENALTY_DURATION_HOURS': 1177, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22972958135744828, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.0471284915642215, 'max_pnl_target': 0.14504305305963797, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.015553968708812156, 'max_pnl_target': 0.20965018493906235, 'max_calls_for_rule': 50}}
|
621 |
BTCUSD
|
{'omega': 10.762808802837668, 'alpha': [0.11153763812671351], 'beta': [0.8864623618732865], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1371.7328049296689, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, 'MAX_CONCURRENT_UNITS': 145, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191055.3183617743, 'LEVERAGE': 105, 'UNIT_BUDGET': 1309.7163575788654, 'INITIAL_MARGIN_PER_UNIT': 13.064121951711133, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191055.3183617743, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.064121951711133, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034438555265672056, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.5746485411385693, 'MAX_PENALTY_DURATION_HOURS': 246, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2402248717759355, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.006935707191324799, 'max_pnl_target': 0.11846711275010732, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.06334216220995599, 'max_pnl_target': 0.27447771526712156, 'max_calls_for_rule': 74}}
|
622 |
ETHUSD
|
{'omega': 3.6652977703422422, 'alpha': [0.1018670638435134], 'beta': [0.8961329361564866], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1766.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1323.2509406314273, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 61, 'MAX_CONCURRENT_UNITS': 176, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 130393.01888126228, 'LEVERAGE': 111, 'UNIT_BUDGET': 739.499280077267, 'INITIAL_MARGIN_PER_UNIT': 11.921179645328174, 'MAX_TRADING_CAPITAL_FOR_UNITS': 130393.01888126228, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.921179645328174, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038006042379893426, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 2.086441682859194, 'MAX_PENALTY_DURATION_HOURS': 1154, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5912614553245228, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.007959265035708414, 'max_pnl_target': 0.07627086541164291, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.05678825011556353, 'max_pnl_target': 0.2339282296564119, 'max_calls_for_rule': 59}}
|
623 |
ADAUSD
|
{'omega': 0.3975120211999262, 'alpha': [0.04682181890698092], 'beta': [0.951178181093019], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014129379216020992, 'historical_segment_start_price': 0.3586, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 552.1071895592141, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 382, 'MAX_CONCURRENT_UNITS': 26, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58739.1565646566, 'LEVERAGE': 94, 'UNIT_BUDGET': 2252.415733262263, 'INITIAL_MARGIN_PER_UNIT': 5.87348073999164, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58739.1565646566, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.87348073999164, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045110817831215105, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.6393925418211923, 'MAX_PENALTY_DURATION_HOURS': 1347, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20531132366518096, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.03531101326895019, 'max_pnl_target': 0.15195287678628397, 'max_calls_for_rule': 167}, 'moderate_calls': {'min_pnl_target': 0.08148968654015211, 'max_pnl_target': 0.23653983863509093, 'max_calls_for_rule': 267}}
|
624 |
GOOGLUSD
|
{'omega': 1.3519418472636984, 'alpha': [0.07568231277001305], 'beta': [0.8291346118454219], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.027587432637518762, 'historical_segment_start_price': 104.38, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 175.48151373349572, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 243, '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': 69720.17271274808, 'LEVERAGE': 22, 'UNIT_BUDGET': 1946.7080343900423, 'INITIAL_MARGIN_PER_UNIT': 7.976432442431624, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69720.17271274808, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.976432442431624, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011214355204920636, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 1.7815954978668609, 'MAX_PENALTY_DURATION_HOURS': 1417, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09964966449657821, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.007040553980563645, 'max_pnl_target': 0.08597284018878136, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.034190006461882166, 'max_pnl_target': 0.21906458115256058, 'max_calls_for_rule': 213}}
|
625 |
NIFTYFIN
|
{'omega': 0.266229698040121, 'alpha': [0.07136078782128304], 'beta': [0.9266392121787169], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.9327934010947425, 'historical_segment_start_price': 17461.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 104.99463813251751, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, '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': 69839.46592406242, 'LEVERAGE': 14, 'UNIT_BUDGET': 970.2820169000255, 'INITIAL_MARGIN_PER_UNIT': 7.4996170094655366, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69839.46592406242, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.4996170094655366, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002854357646136211, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.475335332473893, 'MAX_PENALTY_DURATION_HOURS': 1434, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5073366965465456, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.017876710666303454, 'max_pnl_target': 0.12763353143395936, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.0361213838862922, 'max_pnl_target': 0.20762751643748012, 'max_calls_for_rule': 110}}
|
626 |
NIFTYENERGY
|
{'omega': 0.6949194646251896, 'alpha': [0.13363043761239335], 'beta': [0.8224348084977313], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8198693838818976, 'historical_segment_start_price': 8505.8, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 182.12799371243963, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 409, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188047.82218487427, 'LEVERAGE': 31, 'UNIT_BUDGET': 2409.0117440446384, 'INITIAL_MARGIN_PER_UNIT': 5.875096571369021, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188047.82218487427, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.875096571369021, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003413688609529263, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 2.624632812633962, 'MAX_PENALTY_DURATION_HOURS': 577, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08329386995933187, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.04927305900638478, 'max_pnl_target': 0.15573520962982998, 'max_calls_for_rule': 185}, 'moderate_calls': {'min_pnl_target': 0.03570347544312649, 'max_pnl_target': 0.22344085741101774, 'max_calls_for_rule': 310}}
|
627 |
XRPUSD
|
{'omega': 0.4275695344406208, 'alpha': [0.10540774426257442], 'beta': [0.8491229063576248], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.5269264847850677, 'historical_segment_start_price': 0.5356, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1047.7422481564433, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, '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': 107294.98158926898, 'LEVERAGE': 73, 'UNIT_BUDGET': 2257.686416732002, 'INITIAL_MARGIN_PER_UNIT': 14.352633536389636, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107294.98158926898, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.352633536389636, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002663546359284917, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.4910585175556994, 'MAX_PENALTY_DURATION_HOURS': 781, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33269751245426, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.04247295523685742, 'max_pnl_target': 0.13705650464208902, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.012716875774559221, 'max_pnl_target': 0.2551657399960311, 'max_calls_for_rule': 113}}
|
628 |
NIFTYIT
|
{'omega': 0.4783227830658973, 'alpha': [0.11941673441874287], 'beta': [0.8080939104351632], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.018082815033603976, 'historical_segment_start_price': 26755.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 540.5936612964149, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 326, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 115414.7821833737, 'LEVERAGE': 101, 'UNIT_BUDGET': 1750.805132381126, 'INITIAL_MARGIN_PER_UNIT': 5.352412488083315, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115414.7821833737, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.352412488083315, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014661090854674423, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.164086626681904, 'MAX_PENALTY_DURATION_HOURS': 395, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4222172096315797, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.011658664782261324, 'max_pnl_target': 0.10955354964647895, 'max_calls_for_rule': 157}, 'moderate_calls': {'min_pnl_target': 0.08303792230855007, 'max_pnl_target': 0.2273232521298436, 'max_calls_for_rule': 255}}
|
629 |
BTCUSD
|
{'omega': 0.5878327576776857, 'alpha': [0.05629521082034142], 'beta': [0.9417047891796586], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.52172304004772, 'historical_segment_start_price': 17305.12, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 500.67384863098414, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 298, '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': 90003.69303957987, 'LEVERAGE': 62, 'UNIT_BUDGET': 2415.8387231058273, 'INITIAL_MARGIN_PER_UNIT': 8.075384655338453, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90003.69303957987, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.075384655338453, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010516579844248705, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 2.2347580728869536, 'MAX_PENALTY_DURATION_HOURS': 459, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05602285108988333, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.011291568878619401, 'max_pnl_target': 0.12381793560527868, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.05462682770350606, 'max_pnl_target': 0.280494895896077, 'max_calls_for_rule': 186}}
|
630 |
XRPUSD
|
{'omega': 1.54630987183882, 'alpha': [0.10683833772775708], 'beta': [0.8911616622722429], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15324, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 492.6821752865076, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 310, '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': 155871.43129821503, 'LEVERAGE': 73, 'UNIT_BUDGET': 2102.522757179435, 'INITIAL_MARGIN_PER_UNIT': 6.74907089433572, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155871.43129821503, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.74907089433572, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033716192625298227, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.4600003624625724, 'MAX_PENALTY_DURATION_HOURS': 1327, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23658524487593932, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.023668737182128422, 'max_pnl_target': 0.14777137402426782, 'max_calls_for_rule': 134}, 'moderate_calls': {'min_pnl_target': 0.0939654519718915, 'max_pnl_target': 0.280738478593533, 'max_calls_for_rule': 292}}
|
631 |
BNBUSD
|
{'omega': 0.416263552199458, 'alpha': [0.06768926828265699], 'beta': [0.8525146397713218], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019905904729100175, 'historical_segment_start_price': 548.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 376.01457177272465, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 263, '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': 165517.37119088008, 'LEVERAGE': 44, 'UNIT_BUDGET': 2263.636397613601, 'INITIAL_MARGIN_PER_UNIT': 8.545785722107379, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165517.37119088008, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.545785722107379, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024301124285521984, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.580772762529767, 'MAX_PENALTY_DURATION_HOURS': 1367, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7218652007440725, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.018333359421591214, 'max_pnl_target': 0.11893967547271007, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.08992568150188725, 'max_pnl_target': 0.29370323259689485, 'max_calls_for_rule': 247}}
|
632 |
BTCUSD
|
{'omega': 0.4431213047648981, 'alpha': [0.07350330768552657], 'beta': [0.8347635480986779], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.585512232123904, 'historical_segment_start_price': 9395.56, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1295.9506342799773, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 106, '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': 115326.84987214624, 'LEVERAGE': 98, 'UNIT_BUDGET': 1418.7163444465132, 'INITIAL_MARGIN_PER_UNIT': 13.223986064081402, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115326.84987214624, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.223986064081402, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018575153556444819, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 1.5103973432034614, 'MAX_PENALTY_DURATION_HOURS': 245, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09849930990698848, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.035988201656310746, 'max_pnl_target': 0.17090472767514253, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.017471082679922444, 'max_pnl_target': 0.1932201554387976, 'max_calls_for_rule': 91}}
|
633 |
ADAUSD
|
{'omega': 1.2308288208886689, 'alpha': [0.06607142857498606], 'beta': [0.8852241248104442], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.615184648482913, 'historical_segment_start_price': 2.268, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 741.4591234504496, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 177, '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': 153401.6809996828, 'LEVERAGE': 59, 'UNIT_BUDGET': 2237.300012173343, 'INITIAL_MARGIN_PER_UNIT': 12.567103787295757, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153401.6809996828, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.567103787295757, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030232452039895934, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 1.6674270174288992, 'MAX_PENALTY_DURATION_HOURS': 348, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5355862527734736, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.01870818397914787, 'max_pnl_target': 0.13341015109437385, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.01692565538076881, 'max_pnl_target': 0.1725112990298374, 'max_calls_for_rule': 151}}
|
634 |
XRPUSD
|
{'omega': 1.3025809363626464, 'alpha': [0.10026403445553524], 'beta': [0.8977359655444647], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15324, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 623.40596674804, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 410, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159919.2277949833, 'LEVERAGE': 105, 'UNIT_BUDGET': 2442.559161485739, 'INITIAL_MARGIN_PER_UNIT': 5.937199683314667, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159919.2277949833, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.937199683314667, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012771481896505673, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 1.5911937613878853, 'MAX_PENALTY_DURATION_HOURS': 1042, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4048070847656342, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.04762019146113554, 'max_pnl_target': 0.1879391152671151, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.03642166686107375, 'max_pnl_target': 0.20699098238784736, 'max_calls_for_rule': 332}}
|
635 |
XRPUSD
|
{'omega': 0.49493191676292647, 'alpha': [0.08296381886028908], 'beta': [0.9150361811397109], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006807561654649427, 'historical_segment_start_price': 0.6094, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1078.9601495722782, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 72402.10899665832, 'LEVERAGE': 75, 'UNIT_BUDGET': 1742.7891541127783, 'INITIAL_MARGIN_PER_UNIT': 14.386135327630376, 'MAX_TRADING_CAPITAL_FOR_UNITS': 72402.10899665832, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.386135327630376, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019479277960702587, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 2.4749448524976176, 'MAX_PENALTY_DURATION_HOURS': 847, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11480265629194354, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.04995477081059516, 'max_pnl_target': 0.1448048389696554, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.04374906108965693, 'max_pnl_target': 0.28385652533958206, 'max_calls_for_rule': 89}}
|
636 |
BTCUSD
|
{'omega': 46.24753479438908, 'alpha': [0.17222978120362978], 'beta': [0.759076805958832], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 392.5992740628335, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, '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': 58885.05010667766, 'LEVERAGE': 40, 'UNIT_BUDGET': 1825.1410143627195, 'INITIAL_MARGIN_PER_UNIT': 9.814981851570838, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58885.05010667766, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.814981851570838, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004028714698215025, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 80, 'PENALTY_DURATION_MULTIPLIER': 1.6164043058438264, 'MAX_PENALTY_DURATION_HOURS': 1030, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49331505196509917, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.03019341062750153, 'max_pnl_target': 0.10605573392148125, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.07074330136843246, 'max_pnl_target': 0.2503033971240145, 'max_calls_for_rule': 145}}
|
637 |
XRPUSD
|
{'omega': 2.06924888200672, 'alpha': [0.12721897052334857], 'beta': [0.8410901052864035], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009408365139209332, 'historical_segment_start_price': 0.44502, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 114.74669804284028, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, 'MAX_CONCURRENT_UNITS': 119, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 97477.37332069759, 'LEVERAGE': 17, 'UNIT_BUDGET': 815.602395887494, 'INITIAL_MARGIN_PER_UNIT': 6.749805767225899, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97477.37332069759, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.749805767225899, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033887805290060747, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.10583149277682, 'MAX_PENALTY_DURATION_HOURS': 738, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10878406201501668, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.019867668671242948, 'max_pnl_target': 0.13253010109208013, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.09554878918023135, 'max_pnl_target': 0.3146621191602896, 'max_calls_for_rule': 113}}
|
638 |
ADAUSD
|
{'omega': 9.614915627412346, 'alpha': [0.11958690783389359], 'beta': [0.7892507249964197], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.13358, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1596.539136642318, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, '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': 80101.86481923569, 'LEVERAGE': 114, 'UNIT_BUDGET': 740.0465729569976, 'INITIAL_MARGIN_PER_UNIT': 14.004729268792262, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80101.86481923569, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.004729268792262, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026913593378608104, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.827009439945948, 'MAX_PENALTY_DURATION_HOURS': 959, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34678547117552483, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.009803952932788261, 'max_pnl_target': 0.0656085625588135, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.02759920606819695, 'max_pnl_target': 0.19735039177717895, 'max_calls_for_rule': 45}}
|
639 |
IHSG_INDF
|
{'omega': 7414410.1499258075, 'alpha': [0], 'beta': [0], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.145391596039317, 'historical_segment_start_price': 6350, 'asset_source_name': 'IHSG_INDF'}
|
{'POSITION_SIZE_PER_UNIT': 238.69385607361068, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 342, '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': 94342.2416020627, 'LEVERAGE': 33, 'UNIT_BUDGET': 2486.0245685267373, 'INITIAL_MARGIN_PER_UNIT': 7.233147153745778, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94342.2416020627, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.233147153745778, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033026921996383543, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 2.5955750695199047, 'MAX_PENALTY_DURATION_HOURS': 344, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36068915694765513, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.007374340002487162, 'max_pnl_target': 0.06934865163106406, 'max_calls_for_rule': 170}, 'moderate_calls': {'min_pnl_target': 0.060902663289034584, 'max_pnl_target': 0.2210887101927101, 'max_calls_for_rule': 254}}
|
640 |
BTCUSD
|
{'omega': 0.34985844767005425, 'alpha': [0.07426887427968637], 'beta': [0.9237311257203136], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 68006.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 161.53634841773234, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 459, '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': 120594.59161987952, 'LEVERAGE': 31, 'UNIT_BUDGET': 2398.3858335393365, 'INITIAL_MARGIN_PER_UNIT': 5.210849948959107, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120594.59161987952, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.210849948959107, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022560227589286685, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 2.215053628729029, 'MAX_PENALTY_DURATION_HOURS': 954, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.556766571631752, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.0437258965522239, 'max_pnl_target': 0.14961116541135863, 'max_calls_for_rule': 259}, 'moderate_calls': {'min_pnl_target': 0.05618847610266894, 'max_pnl_target': 0.19764162724936343, 'max_calls_for_rule': 454}}
|
641 |
NIFTYIT
|
{'omega': 0.4846422002151788, 'alpha': [0.13448783794382688], 'beta': [0.8596498639175647], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0293865690301866, 'historical_segment_start_price': 12674.0, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1142.906950491418, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, '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': 93974.099372266, 'LEVERAGE': 85, 'UNIT_BUDGET': 610.7988924157019, 'INITIAL_MARGIN_PER_UNIT': 13.445964123428446, 'MAX_TRADING_CAPITAL_FOR_UNITS': 93974.099372266, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.445964123428446, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004581721385470982, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 1.840371057249328, 'MAX_PENALTY_DURATION_HOURS': 1406, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.509474432559863, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.035087761841276044, 'max_pnl_target': 0.12547186396239957, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.09137703846272562, 'max_pnl_target': 0.24994003472865783, 'max_calls_for_rule': 40}}
|
642 |
NIFTYFIN
|
{'omega': 0.166369322369932, 'alpha': [0.0744130364774349], 'beta': [0.83350969493922], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9827128709283746, 'historical_segment_start_price': 20749.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 577.7528124329785, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 100, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 131622.87081422476, 'LEVERAGE': 47, 'UNIT_BUDGET': 1307.9459807735043, 'INITIAL_MARGIN_PER_UNIT': 12.292613030488905, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131622.87081422476, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.292613030488905, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002609815119761779, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 78, 'PENALTY_DURATION_MULTIPLIER': 2.772204974879374, 'MAX_PENALTY_DURATION_HOURS': 1355, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.194401262147749, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 29, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 1740}
|
{'small_calls': {'min_pnl_target': 0.050853321999845255, 'max_pnl_target': 0.17313191164055636, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.05628300862045782, 'max_pnl_target': 0.24269940349527458, 'max_calls_for_rule': 97}}
|
643 |
BNBUSD
|
{'omega': 1.1715851949625133, 'alpha': [0.0561271669117012], 'beta': [0.9418728330882987], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01625147570705068, 'historical_segment_start_price': 312.74, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 533.2130890003808, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 216, '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': 132824.72043588373, 'LEVERAGE': 73, 'UNIT_BUDGET': 1590.6421289098319, 'INITIAL_MARGIN_PER_UNIT': 7.304288890416176, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132824.72043588373, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.304288890416176, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004695700255916171, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.6531836689194863, 'MAX_PENALTY_DURATION_HOURS': 935, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08335306457999354, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.050077366354104015, 'max_pnl_target': 0.1412787469563881, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.05413894772819218, 'max_pnl_target': 0.20157585351506646, 'max_calls_for_rule': 163}}
|
644 |
GOOGLUSD
|
{'omega': 0.9794387787829305, 'alpha': [0.08129521779410144], 'beta': [0.8133249346965549], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04093046723352543, 'historical_segment_start_price': 91.83, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 259.6461031237564, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 245, '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': 85711.79244248784, 'LEVERAGE': 51, 'UNIT_BUDGET': 1256.5082616980703, 'INITIAL_MARGIN_PER_UNIT': 5.091100061250126, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85711.79244248784, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.091100061250126, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017272003337139431, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 2.192607734909914, 'MAX_PENALTY_DURATION_HOURS': 448, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36968772776373643, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.014224978241746976, 'max_pnl_target': 0.09422588178324778, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.10036839885202438, 'max_pnl_target': 0.24035762196474836, 'max_calls_for_rule': 203}}
|
645 |
BTCUSD
|
{'omega': 0.8081338263881676, 'alpha': [0.06129306149524496], 'beta': [0.936706938504755], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020152517214702053, 'historical_segment_start_price': 11257.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 547.9950533436628, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, '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': 113421.93565549287, 'LEVERAGE': 62, 'UNIT_BUDGET': 1386.2411178968016, 'INITIAL_MARGIN_PER_UNIT': 8.838629892639723, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113421.93565549287, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.838629892639723, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0044313417321919036, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 1.5947914004606005, 'MAX_PENALTY_DURATION_HOURS': 636, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06636669908991465, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.024183771024943363, 'max_pnl_target': 0.10480213677965905, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.0318288611060696, 'max_pnl_target': 0.23429350340846455, 'max_calls_for_rule': 141}}
|
646 |
ETHUSD
|
{'omega': 3.847414179232865, 'alpha': [0.08873455851801562], 'beta': [0.8269697678079206], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 191.49, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 217.27826543415148, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 169, 'MAX_CONCURRENT_UNITS': 88, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 142980.3655757662, 'LEVERAGE': 23, 'UNIT_BUDGET': 1607.3925192462905, 'INITIAL_MARGIN_PER_UNIT': 9.446881105832674, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142980.3655757662, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.446881105832674, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037663243487570104, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.7671090032573944, 'MAX_PENALTY_DURATION_HOURS': 698, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2143317479949887, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.04483080908624987, 'max_pnl_target': 0.11366026313977194, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.030294849202663128, 'max_pnl_target': 0.278796841642463, 'max_calls_for_rule': 157}}
|
647 |
ETHUSD
|
{'omega': 2.855696148790745, 'alpha': [0.08208398924379894], 'beta': [0.870072610620886], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.50128945, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 400.07984087835604, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 465, 'MAX_CONCURRENT_UNITS': 62, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148868.01512945927, 'LEVERAGE': 78, 'UNIT_BUDGET': 2392.5738605504635, 'INITIAL_MARGIN_PER_UNIT': 5.129228729209693, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148868.01512945927, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.129228729209693, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038152057534755666, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 2.8485421213214215, 'MAX_PENALTY_DURATION_HOURS': 1260, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23179019518699073, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.035869078558425825, 'max_pnl_target': 0.16306499222474932, 'max_calls_for_rule': 192}, 'moderate_calls': {'min_pnl_target': 0.09027941466362194, 'max_pnl_target': 0.21520047313022006, 'max_calls_for_rule': 329}}
|
648 |
XRPUSD
|
{'omega': 3.417999492517247, 'alpha': [0.08408417870537387], 'beta': [0.9139158212946261], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.43241, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1095.5146239818694, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 154, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69595.20535429768, 'LEVERAGE': 111, 'UNIT_BUDGET': 449.35539232315875, 'INITIAL_MARGIN_PER_UNIT': 9.869501116953778, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69595.20535429768, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.869501116953778, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028493768622618815, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.933823199585138, 'MAX_PENALTY_DURATION_HOURS': 694, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.020617448606189952, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.013277648477972467, 'max_pnl_target': 0.1374962829175544, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.09315651022690434, 'max_pnl_target': 0.19947664432816553, 'max_calls_for_rule': 41}}
|
649 |
BNBUSD
|
{'omega': 0.27048426320119096, 'alpha': [0.04795723946932646], 'beta': [0.9500427605306736], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.886191398575818, 'historical_segment_start_price': 324.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 505.323535270664, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, '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': 168838.69102943476, 'LEVERAGE': 47, 'UNIT_BUDGET': 1863.239841228312, 'INITIAL_MARGIN_PER_UNIT': 10.751564580226894, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168838.69102943476, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.751564580226894, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017702226355695023, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.6516945570404493, 'MAX_PENALTY_DURATION_HOURS': 833, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09116018720585978, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 19, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.02993538330928893, 'max_pnl_target': 0.10359780091669357, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.013143314485306536, 'max_pnl_target': 0.14823203844222288, 'max_calls_for_rule': 161}}
|
650 |
GOOGLUSD
|
{'omega': 1.9076568530233513, 'alpha': [0.09823658593614265], 'beta': [0.8554412242356754], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03182167058983326, 'historical_segment_start_price': 2288.92, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 337.24588407828537, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, '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': 53427.41439861174, 'LEVERAGE': 45, 'UNIT_BUDGET': 1056.175796381678, 'INITIAL_MARGIN_PER_UNIT': 7.494352979517452, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53427.41439861174, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.494352979517452, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034925846371521925, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 1.5577096593313882, 'MAX_PENALTY_DURATION_HOURS': 1414, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6033196825864983, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.041579357090350544, 'max_pnl_target': 0.151980984474202, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.03492074497044669, 'max_pnl_target': 0.2698754246597578, 'max_calls_for_rule': 99}}
|
651 |
ADAUSD
|
{'omega': 8.398264475702334, 'alpha': [0.10530316304662059], 'beta': [0.8325694889750911], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.13358, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 248.78284714058756, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 142968.6769948288, 'LEVERAGE': 17, 'UNIT_BUDGET': 2048.870085977382, 'INITIAL_MARGIN_PER_UNIT': 14.634285125916916, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142968.6769948288, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.634285125916916, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003975458162545355, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.0841563441155233, 'MAX_PENALTY_DURATION_HOURS': 676, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.057301726422732555, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.03864645319080945, 'max_pnl_target': 0.1454358509256954, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.09845609008539812, 'max_pnl_target': 0.21196098395552732, 'max_calls_for_rule': 94}}
|
652 |
BTCUSD
|
{'omega': 1.6015475620240502, 'alpha': [0.08624989442766828], 'beta': [0.9117501055723317], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01021013425903036, 'historical_segment_start_price': 20373.92, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1005.5161720042859, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, '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': 118640.41015840317, 'LEVERAGE': 72, 'UNIT_BUDGET': 2404.255131878845, 'INITIAL_MARGIN_PER_UNIT': 13.965502388948416, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118640.41015840317, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.965502388948416, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022723152731375295, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 52, 'PENALTY_DURATION_MULTIPLIER': 2.7247246165112893, 'MAX_PENALTY_DURATION_HOURS': 782, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24866427098012497, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.01580882490150249, 'max_pnl_target': 0.06894108744425828, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.08344795720359596, 'max_pnl_target': 0.31884318513696674, 'max_calls_for_rule': 143}}
|
653 |
NIFTYIT
|
{'omega': 0.25871017962325976, 'alpha': [0.10192300325766877], 'beta': [0.8255497962452366], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.026788195772904, 'historical_segment_start_price': 15381.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 808.8873040799168, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 297, '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': 131900.2786475902, 'LEVERAGE': 124, 'UNIT_BUDGET': 1949.0004912341444, 'INITIAL_MARGIN_PER_UNIT': 6.52328471032191, 'MAX_TRADING_CAPITAL_FOR_UNITS': 131900.2786475902, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.52328471032191, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001394139434176744, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.236740915212031, 'MAX_PENALTY_DURATION_HOURS': 713, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24224057273844302, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.00995497506250596, 'max_pnl_target': 0.12449035534317004, 'max_calls_for_rule': 176}, 'moderate_calls': {'min_pnl_target': 0.0383341513569535, 'max_pnl_target': 0.15117971207184272, 'max_calls_for_rule': 277}}
|
654 |
BNBUSD
|
{'omega': 0.6530638170794284, 'alpha': [0.07585685609445829], 'beta': [0.8494656407610339], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008262628481924553, 'historical_segment_start_price': 294.8, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 94.04851977565447, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 176, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 86531.65586976826, 'LEVERAGE': 11, 'UNIT_BUDGET': 1517.5122185187124, 'INITIAL_MARGIN_PER_UNIT': 8.549865434150407, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86531.65586976826, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.549865434150407, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045656755168932694, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 2.212642636173467, 'MAX_PENALTY_DURATION_HOURS': 280, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40113687332894576, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 30, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 1800}
|
{'small_calls': {'min_pnl_target': 0.046665881578354766, 'max_pnl_target': 0.1812152959677681, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.03762890727588979, 'max_pnl_target': 0.24596409774258537, 'max_calls_for_rule': 146}}
|
655 |
NIFTY500
|
{'omega': 0.2290915068041068, 'alpha': [0.09028938877926836], 'beta': [0.8486866815773784], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.196905870317036, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 917.6584961863682, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, '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': 92138.32056992495, 'LEVERAGE': 67, 'UNIT_BUDGET': 2099.663522859124, 'INITIAL_MARGIN_PER_UNIT': 13.696395465468182, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92138.32056992495, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.696395465468182, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014359329865121003, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 1.7166526937547035, 'MAX_PENALTY_DURATION_HOURS': 385, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2638361668250372, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 20, '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': 0.009713481283723962, 'max_pnl_target': 0.07983966300548276, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.0772559205628966, 'max_pnl_target': 0.2272259627560427, 'max_calls_for_rule': 96}}
|
656 |
GOOGLUSD
|
{'omega': 0.35177556246965647, 'alpha': [0.07850871095960771], 'beta': [0.9194912890403921], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03935684872618155, 'historical_segment_start_price': 1177.03, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1613.5164838938906, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 182, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 166479.56424566166, 'LEVERAGE': 115, 'UNIT_BUDGET': 910.0409843664104, 'INITIAL_MARGIN_PER_UNIT': 14.03057812081644, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166479.56424566166, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.03057812081644, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003373660049283539, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.044536865950053, 'MAX_PENALTY_DURATION_HOURS': 1178, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6618472927036221, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.0425075747609662, 'max_pnl_target': 0.1466954892736918, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.023808539224399367, 'max_pnl_target': 0.2605843552089068, 'max_calls_for_rule': 45}}
|
657 |
ADAUSD
|
{'omega': 12.987087836181235, 'alpha': [0.13825034398976488], 'beta': [0.8528908182360182], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2182, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 710.5187836474104, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, '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': 144246.50608853862, 'LEVERAGE': 64, 'UNIT_BUDGET': 1769.7967932876818, 'INITIAL_MARGIN_PER_UNIT': 11.101855994490787, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144246.50608853862, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.101855994490787, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003284040279653923, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.4960954334833056, 'MAX_PENALTY_DURATION_HOURS': 896, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.025054012219570494, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.0124430956478961, 'max_pnl_target': 0.14340912272265474, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.01452193294613542, 'max_pnl_target': 0.1479337956976181, 'max_calls_for_rule': 98}}
|
658 |
BNBUSD
|
{'omega': 0.6648833914139292, 'alpha': [0.07465336402359843], 'beta': [0.8414033316370244], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0415668081059704, 'historical_segment_start_price': 432.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1444.9146287049984, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 121, 'MAX_CONCURRENT_UNITS': 62, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101162.26577618039, 'LEVERAGE': 110, 'UNIT_BUDGET': 1612.5414039192924, 'INITIAL_MARGIN_PER_UNIT': 13.135587533681804, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101162.26577618039, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.135587533681804, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027159637192606507, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 2.3198393881508013, 'MAX_PENALTY_DURATION_HOURS': 1276, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5677618341739559, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.021377830287922325, 'max_pnl_target': 0.13286262803978383, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.09186824493852352, 'max_pnl_target': 0.2350778363432164, 'max_calls_for_rule': 110}}
|
659 |
NIFTYFIN
|
{'omega': 0.3877779071375095, 'alpha': [0.08742790732263206], 'beta': [0.8792370047730903], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.25622571795091, 'historical_segment_start_price': 11074.85, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 106.94196390801444, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 416, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 62836.104513322905, 'LEVERAGE': 20, 'UNIT_BUDGET': 2230.235283595629, 'INITIAL_MARGIN_PER_UNIT': 5.347098195400722, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62836.104513322905, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.347098195400722, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033801544169131774, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 1.5134220288565672, 'MAX_PENALTY_DURATION_HOURS': 1361, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10714481074970136, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 66, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 3960}
|
{'small_calls': {'min_pnl_target': 0.015900387856828433, 'max_pnl_target': 0.07410554336701389, 'max_calls_for_rule': 168}, 'moderate_calls': {'min_pnl_target': 0.04167879833062058, 'max_pnl_target': 0.21409042179505233, 'max_calls_for_rule': 335}}
|
660 |
NIFTYFMCG
|
{'omega': 0.3920315887943342, 'alpha': [0.09737118391790982], 'beta': [0.8143452708276444], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.72562325835206, 'historical_segment_start_price': 25931.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 836.9502612082914, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 261, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 67690.82497072176, 'LEVERAGE': 94, 'UNIT_BUDGET': 2336.040543834392, 'INITIAL_MARGIN_PER_UNIT': 8.90372618306693, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67690.82497072176, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.90372618306693, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010505548985677714, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 1.93455255192674, 'MAX_PENALTY_DURATION_HOURS': 1086, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1709464480170815, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.02216173930690138, 'max_pnl_target': 0.14189794715110735, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.06311935560385695, 'max_pnl_target': 0.24266744836006776, 'max_calls_for_rule': 230}}
|
661 |
ADAUSD
|
{'omega': 1.7431563988273797, 'alpha': [0.04172428902637607], 'beta': [0.9562757109736238], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.876635667988069, 'historical_segment_start_price': 1.279, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 638.7844749851847, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 143190.5382154028, 'LEVERAGE': 56, 'UNIT_BUDGET': 2266.78584541093, 'INITIAL_MARGIN_PER_UNIT': 11.406865624735442, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143190.5382154028, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.406865624735442, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023702759077499297, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.5118774246123396, 'MAX_PENALTY_DURATION_HOURS': 452, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4090584873932958, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.028496998803243388, 'max_pnl_target': 0.14505578367549135, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.08168533844478289, 'max_pnl_target': 0.2691114012374248, 'max_calls_for_rule': 169}}
|
662 |
BNBUSD
|
{'omega': 0.5742897313737522, 'alpha': [0.07077500415228591], 'beta': [0.9164130248774455], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010823712540390034, 'historical_segment_start_price': 227.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 331.4608597672659, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 179, 'MAX_CONCURRENT_UNITS': 154, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 178247.79514069943, 'LEVERAGE': 52, 'UNIT_BUDGET': 1150.6925567062194, 'INITIAL_MARGIN_PER_UNIT': 6.374247303216652, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178247.79514069943, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.374247303216652, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004426108771955583, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 53, 'PENALTY_DURATION_MULTIPLIER': 2.4644958701802677, 'MAX_PENALTY_DURATION_HOURS': 1360, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42742893628625583, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.0063692999081592944, 'max_pnl_target': 0.1500935022770595, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.0733293148611166, 'max_pnl_target': 0.2766759585954553, 'max_calls_for_rule': 140}}
|
663 |
ADAUSD
|
{'omega': 1.5500706461535074, 'alpha': [0.07345402989445061], 'beta': [0.9245459701055493], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013268438016464022, 'historical_segment_start_price': 0.05114, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 454.7089454630447, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 176, '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': 78470.47468298733, 'LEVERAGE': 83, 'UNIT_BUDGET': 974.0617755987922, 'INITIAL_MARGIN_PER_UNIT': 5.478421029675237, 'MAX_TRADING_CAPITAL_FOR_UNITS': 78470.47468298733, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.478421029675237, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002789604062779197, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 2.393705685918023, 'MAX_PENALTY_DURATION_HOURS': 843, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11539720220937293, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.03136690604165459, 'max_pnl_target': 0.1224640807048761, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.05382823900823504, 'max_pnl_target': 0.28369284060066224, 'max_calls_for_rule': 115}}
|
664 |
NIFTYBANK
|
{'omega': 0.3215461425483907, 'alpha': [0.09108994553104015], 'beta': [0.9069100544689598], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.748749244508806, 'historical_segment_start_price': 44055.75, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 253.16611407501202, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 72, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 52863.552785308784, 'LEVERAGE': 23, 'UNIT_BUDGET': 813.778367078068, 'INITIAL_MARGIN_PER_UNIT': 11.00722235108748, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52863.552785308784, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.00722235108748, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017578475174372832, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 2.497878807935373, 'MAX_PENALTY_DURATION_HOURS': 253, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5792720228675493, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.03346260698515508, 'max_pnl_target': 0.11793590883150656, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.054822284921186876, 'max_pnl_target': 0.20994921467219782, 'max_calls_for_rule': 68}}
|
665 |
BNBUSD
|
{'omega': 41.18350288074018, 'alpha': [0.091865761509358], 'beta': [0.8906338821101406], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 673.1747849602502, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, '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': 68733.19923347529, 'LEVERAGE': 51, 'UNIT_BUDGET': 1361.5607457819094, 'INITIAL_MARGIN_PER_UNIT': 13.199505587455887, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68733.19923347529, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.199505587455887, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0044621539100191225, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 1.9897917410446357, 'MAX_PENALTY_DURATION_HOURS': 653, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2639570852015548, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.008631811746842534, 'max_pnl_target': 0.10443430182385816, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.03616440334315348, 'max_pnl_target': 0.28246932605925795, 'max_calls_for_rule': 75}}
|
666 |
BTCUSD
|
{'omega': 6.677891382662356, 'alpha': [0.11443908906306333], 'beta': [0.8274300528282201], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 332.8, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 662.1160224145069, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 152, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169420.9631058561, 'LEVERAGE': 97, 'UNIT_BUDGET': 1113.4215610150197, 'INITIAL_MARGIN_PER_UNIT': 6.825938375407288, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169420.9631058561, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.825938375407288, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004141154770999078, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.8789606808300885, 'MAX_PENALTY_DURATION_HOURS': 872, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4028670082021166, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.009042279138166395, 'max_pnl_target': 0.08488012248421133, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.07676496591707296, 'max_pnl_target': 0.21204396293794875, 'max_calls_for_rule': 103}}
|
667 |
NIFTYIT
|
{'omega': 0.454881887881387, 'alpha': [0.11305833471383452], 'beta': [0.8849416652861655], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.016978142029756643, 'historical_segment_start_price': 26755.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 863.7259610065618, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 306, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 160933.5958216414, 'LEVERAGE': 92, 'UNIT_BUDGET': 525.1391306067246, 'INITIAL_MARGIN_PER_UNIT': 9.388325663114802, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160933.5958216414, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.388325663114802, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001579596511368083, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 1.6262980155990916, 'MAX_PENALTY_DURATION_HOURS': 869, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3170696805612726, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.016268688414856097, 'max_pnl_target': 0.0985134896269812, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.028716965657867792, 'max_pnl_target': 0.24824287730298167, 'max_calls_for_rule': 39}}
|
668 |
XRPUSD
|
{'omega': 0.9537822118057773, 'alpha': [0.09162303116882166], 'beta': [0.885084930045877], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018329852265745912, 'historical_segment_start_price': 0.4786, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 55.53748386812298, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 212, 'MAX_CONCURRENT_UNITS': 131, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156297.86774505425, 'LEVERAGE': 10, 'UNIT_BUDGET': 1184.6598746936115, 'INITIAL_MARGIN_PER_UNIT': 5.553748386812298, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156297.86774505425, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.553748386812298, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004388113709996294, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 2.07816750279601, 'MAX_PENALTY_DURATION_HOURS': 562, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43709363346212005, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.01366893925728836, 'max_pnl_target': 0.11863352452131676, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.05762367475789248, 'max_pnl_target': 0.18881992459479807, 'max_calls_for_rule': 208}}
|
669 |
BNBUSD
|
{'omega': 3.231167878993497, 'alpha': [0.14179413324642284], 'beta': [0.8562058667535771], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013895956777806062, 'historical_segment_start_price': 17.6526, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 726.959687625915, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 236, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 145743.2679649177, 'LEVERAGE': 82, 'UNIT_BUDGET': 2107.865130739775, 'INITIAL_MARGIN_PER_UNIT': 8.865362044218475, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145743.2679649177, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.865362044218475, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002072816789507987, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.2033216943419642, 'MAX_PENALTY_DURATION_HOURS': 827, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25388566188857103, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.030026943066617257, 'max_pnl_target': 0.10466940513895537, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.07105667636715829, 'max_pnl_target': 0.2590228237757697, 'max_calls_for_rule': 151}}
|
670 |
ETHUSD
|
{'omega': 1.9055056533925583, 'alpha': [0.07485103619222426], 'beta': [0.9231489638077758], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 297.31, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 262.4747311481833, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 259, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 85763.92164143536, 'LEVERAGE': 32, 'UNIT_BUDGET': 2137.578519852863, 'INITIAL_MARGIN_PER_UNIT': 8.202335348380728, 'MAX_TRADING_CAPITAL_FOR_UNITS': 85763.92164143536, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.202335348380728, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001374329267084857, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 88, 'PENALTY_DURATION_MULTIPLIER': 2.2166158235195925, 'MAX_PENALTY_DURATION_HOURS': 895, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7101329765137477, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.02279151966008384, 'max_pnl_target': 0.11630337013741, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.06744629805094371, 'max_pnl_target': 0.29418113041026617, 'max_calls_for_rule': 220}}
|
671 |
ADAUSD
|
{'omega': 1.7835158803345195, 'alpha': [0.09680057567953843], 'beta': [0.8532116919516505], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.10433, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 593.4784318404425, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, 'MAX_CONCURRENT_UNITS': 160, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173612.90900661296, 'LEVERAGE': 60, 'UNIT_BUDGET': 1083.0369279885992, 'INITIAL_MARGIN_PER_UNIT': 9.891307197340709, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173612.90900661296, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.891307197340709, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004769130214929817, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 46, 'PENALTY_DURATION_MULTIPLIER': 2.827329338856006, 'MAX_PENALTY_DURATION_HOURS': 181, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6901145810962278, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.006709211683024961, 'max_pnl_target': 0.11836553603286346, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.08533389555719083, 'max_pnl_target': 0.24354796635826387, 'max_calls_for_rule': 72}}
|
672 |
GOOGLUSD
|
{'omega': 2.065834955361213, 'alpha': [0.09439332441520668], 'beta': [0.8107107482639165], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03263782515390704, 'historical_segment_start_price': 2288.92, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 337.8934040329217, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, 'MAX_CONCURRENT_UNITS': 54, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 59354.36298984008, 'LEVERAGE': 33, 'UNIT_BUDGET': 1085.5277404788935, 'INITIAL_MARGIN_PER_UNIT': 10.239194061603687, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59354.36298984008, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.239194061603687, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002896857547182046, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 2.781631043188825, 'MAX_PENALTY_DURATION_HOURS': 334, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5049047663092672, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.04631078051565642, 'max_pnl_target': 0.18498017451301255, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.03293722944958704, 'max_pnl_target': 0.16780776227251684, 'max_calls_for_rule': 75}}
|
673 |
BNBUSD
|
{'omega': 0.3666247576906316, 'alpha': [0.056643214194952086], 'beta': [0.941356785805048], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.49088373586697, 'historical_segment_start_price': 400.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 268.4876451058219, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 114, 'MAX_CONCURRENT_UNITS': 135, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191246.16981750517, 'LEVERAGE': 22, 'UNIT_BUDGET': 1411.3262252174566, 'INITIAL_MARGIN_PER_UNIT': 12.203983868446452, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191246.16981750517, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.203983868446452, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027623435702478936, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.620134831387729, 'MAX_PENALTY_DURATION_HOURS': 313, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5379096755752888, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.016230322596857236, 'max_pnl_target': 0.11706425266230393, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.10062928664936459, 'max_pnl_target': 0.2478024346845059, 'max_calls_for_rule': 83}}
|
674 |
BNBUSD
|
{'omega': 0.4583369324100261, 'alpha': [0.04383831938785625], 'beta': [0.9541616806121437], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0090674906414773, 'historical_segment_start_price': 210.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 725.7161241232893, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 68, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 63213.05679835493, 'LEVERAGE': 55, 'UNIT_BUDGET': 910.6738900675832, 'INITIAL_MARGIN_PER_UNIT': 13.194838620423443, 'MAX_TRADING_CAPITAL_FOR_UNITS': 63213.05679835493, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.194838620423443, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003828474633401795, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 88, 'PENALTY_DURATION_MULTIPLIER': 1.614602645202802, 'MAX_PENALTY_DURATION_HOURS': 615, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0860284389818182, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.05065259647574857, 'max_pnl_target': 0.14372151875415015, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.030065596505730936, 'max_pnl_target': 0.253572387665011, 'max_calls_for_rule': 66}}
|
675 |
XRPUSD
|
{'omega': 1.8170517300927278, 'alpha': [0.09326146019935148], 'beta': [0.9047385398006487], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.015026934453463469, 'historical_segment_start_price': 1.0984, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 233.3218580510025, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 403, 'MAX_CONCURRENT_UNITS': 30, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69516.26512663961, 'LEVERAGE': 42, 'UNIT_BUDGET': 2246.131911937345, 'INITIAL_MARGIN_PER_UNIT': 5.5552823345476785, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69516.26512663961, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.5552823345476785, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004523597042523267, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 2.5242296888579507, 'MAX_PENALTY_DURATION_HOURS': 761, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7482380901121771, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.04465126505388079, 'max_pnl_target': 0.153659547657028, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.09109324591523095, 'max_pnl_target': 0.23938248263097395, 'max_calls_for_rule': 362}}
|
676 |
NIFTYENERGY
|
{'omega': 0.48182050788793107, 'alpha': [0.15115828369394194], 'beta': [0.7819424990375728], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01132085943236803, 'historical_segment_start_price': 10793.7, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 375.29399839339914, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, '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': 190500.4353298682, 'LEVERAGE': 36, 'UNIT_BUDGET': 2094.3941468930243, 'INITIAL_MARGIN_PER_UNIT': 10.424833288705532, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190500.4353298682, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.424833288705532, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004377196895830451, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 1.6732874622608698, 'MAX_PENALTY_DURATION_HOURS': 422, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3933931188603094, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.03430949706949619, 'max_pnl_target': 0.17094919194502525, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.0714307921437118, 'max_pnl_target': 0.3015007899608237, 'max_calls_for_rule': 190}}
|
677 |
BTCUSD
|
{'omega': 14.49620512740187, 'alpha': [0.1985107437163787], 'beta': [0.7348098964492951], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 261.64, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 236.5884511835241, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 253, 'MAX_CONCURRENT_UNITS': 88, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121233.98005863471, 'LEVERAGE': 44, 'UNIT_BUDGET': 1368.5838333882853, 'INITIAL_MARGIN_PER_UNIT': 5.377010254171003, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121233.98005863471, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.377010254171003, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003715205233223208, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 1.8090081177402078, 'MAX_PENALTY_DURATION_HOURS': 871, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6122046465028512, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.024238856503527896, 'max_pnl_target': 0.16052085758709275, 'max_calls_for_rule': 135}, 'moderate_calls': {'min_pnl_target': 0.03601737162937935, 'max_pnl_target': 0.21964961754771511, 'max_calls_for_rule': 170}}
|
678 |
BTCUSD
|
{'omega': 2.863549349123523, 'alpha': [0.1123524333003023], 'beta': [0.783416204360628], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 414.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 314.19836049869036, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, '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': 84003.89298216798, 'LEVERAGE': 22, 'UNIT_BUDGET': 968.7862422922258, 'INITIAL_MARGIN_PER_UNIT': 14.281743659031381, 'MAX_TRADING_CAPITAL_FOR_UNITS': 84003.89298216798, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.281743659031381, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004231976499815116, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 1.6178302639629387, 'MAX_PENALTY_DURATION_HOURS': 1279, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1785735240670815, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.032305841373228165, 'max_pnl_target': 0.1160529926368101, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.10066499913389673, 'max_pnl_target': 0.28577888671887497, 'max_calls_for_rule': 62}}
|
679 |
IHSG_INDF
|
{'omega': 8222438.430676482, 'alpha': [0], 'beta': [0], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.240013449378251, 'historical_segment_start_price': 6350, 'asset_source_name': 'IHSG_INDF'}
|
{'POSITION_SIZE_PER_UNIT': 736.9004971272133, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 302, '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': 151825.55863521615, 'LEVERAGE': 119, 'UNIT_BUDGET': 1877.8820809860113, 'INITIAL_MARGIN_PER_UNIT': 6.192441152329524, 'MAX_TRADING_CAPITAL_FOR_UNITS': 151825.55863521615, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.192441152329524, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036573582491409877, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 2.040380552261852, 'MAX_PENALTY_DURATION_HOURS': 462, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6325182885059871, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.03036684144147257, 'max_pnl_target': 0.11775148388336316, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.09854257498217008, 'max_pnl_target': 0.32849649908473727, 'max_calls_for_rule': 275}}
|
680 |
NIFTYENERGY
|
{'omega': 0.5268894810675675, 'alpha': [0.1532029238243965], 'beta': [0.8310502109051465], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012692702375894344, 'historical_segment_start_price': 10793.7, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 530.4428387699504, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 72, 'MAX_CONCURRENT_UNITS': 330, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167500.55656859287, 'LEVERAGE': 77, 'UNIT_BUDGET': 506.5616608879198, 'INITIAL_MARGIN_PER_UNIT': 6.888868035973382, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167500.55656859287, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.888868035973382, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003407119231742772, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 1.8232232300776854, 'MAX_PENALTY_DURATION_HOURS': 654, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4564281877449097, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.012581505713681787, 'max_pnl_target': 0.13270402142698495, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.03369791893068887, 'max_pnl_target': 0.19711507353217395, 'max_calls_for_rule': 55}}
|
681 |
ETHUSD
|
{'omega': 1.9232072447339, 'alpha': [0.07675714744099235], 'beta': [0.9212428525590076], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 291.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1296.583376149783, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 183, 'MAX_CONCURRENT_UNITS': 25, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 55644.48980953948, 'LEVERAGE': 108, 'UNIT_BUDGET': 2216.6936438094326, 'INITIAL_MARGIN_PER_UNIT': 12.005401631016507, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55644.48980953948, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.005401631016507, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030592437860963973, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.150800766441863, 'MAX_PENALTY_DURATION_HOURS': 1024, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2821258999392962, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.02243889960741736, 'max_pnl_target': 0.13976563506212059, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.09033458378276736, 'max_pnl_target': 0.20612973887991326, 'max_calls_for_rule': 170}}
|
682 |
NIFTYENERGY
|
{'omega': 0.6757582877446912, 'alpha': [0.11380556637012676], 'beta': [0.8841944336298733], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.198191324315371, 'historical_segment_start_price': 24868.05, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 575.7204891233523, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 236, 'MAX_CONCURRENT_UNITS': 33, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 81383.6287392785, 'LEVERAGE': 56, 'UNIT_BUDGET': 2436.9268133501705, 'INITIAL_MARGIN_PER_UNIT': 10.280723020059863, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81383.6287392785, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.280723020059863, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004043153261815308, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.613741030438085, 'MAX_PENALTY_DURATION_HOURS': 949, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.554595021476474, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.015684547537751586, 'max_pnl_target': 0.09235849092818563, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.031616344218125425, 'max_pnl_target': 0.25825691573203274, 'max_calls_for_rule': 188}}
|
683 |
ADAUSD
|
{'omega': 1.0702073470765756, 'alpha': [0.0972504231955727], 'beta': [0.9007495768044272], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009288622771566757, 'historical_segment_start_price': 0.3905, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 179.38053247522927, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98183.92749139422, 'LEVERAGE': 12, 'UNIT_BUDGET': 2352.301448166648, 'INITIAL_MARGIN_PER_UNIT': 14.948377706269106, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98183.92749139422, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.948377706269106, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001981711583918225, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 2.9682954947834244, 'MAX_PENALTY_DURATION_HOURS': 886, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5808909107545527, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.025704990035318072, 'max_pnl_target': 0.17156330284216903, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.0808409951872402, 'max_pnl_target': 0.2921253826169425, 'max_calls_for_rule': 97}}
|
684 |
ETHUSD
|
{'omega': 2.5043007084240876, 'alpha': [0.11203646329305347], 'beta': [0.806797680234561], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 338.47, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 755.6244866547913, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 209, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77583.94987136376, 'LEVERAGE': 82, 'UNIT_BUDGET': 1937.849499247766, 'INITIAL_MARGIN_PER_UNIT': 9.214932764082821, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77583.94987136376, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.214932764082821, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018653794997507901, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.7197116420582805, 'MAX_PENALTY_DURATION_HOURS': 1200, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6649681392807413, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.037781459453354364, 'max_pnl_target': 0.14904631686124817, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.07592674791073374, 'max_pnl_target': 0.2813511696781828, 'max_calls_for_rule': 129}}
|
685 |
XRPUSD
|
{'omega': 0.4717284181999226, 'alpha': [0.06729058953543521], 'beta': [0.9307094104645647], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.016027642001738326, 'historical_segment_start_price': 0.5998, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 499.42973566612756, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 122, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 157788.94264834392, 'LEVERAGE': 38, 'UNIT_BUDGET': 1289.8526060475608, 'INITIAL_MARGIN_PER_UNIT': 13.142887780687568, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157788.94264834392, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.142887780687568, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011929180507846344, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 2.4233542838893865, 'MAX_PENALTY_DURATION_HOURS': 1251, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2798089883005326, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.020807838083363006, 'max_pnl_target': 0.086177638988957, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.014575645548077672, 'max_pnl_target': 0.24678477055409423, 'max_calls_for_rule': 92}}
|
686 |
GOOGLUSD
|
{'omega': 0.9419144260623072, 'alpha': [0.07161544937827924], 'beta': [0.9263845506217208], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04858540112228609, 'historical_segment_start_price': 91.83, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 823.6344124666249, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, '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': 74452.10534956011, 'LEVERAGE': 122, 'UNIT_BUDGET': 820.2397675119482, 'INITIAL_MARGIN_PER_UNIT': 6.7511017415297125, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74452.10534956011, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.7511017415297125, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004167139457223858, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 2.3196342463794917, 'MAX_PENALTY_DURATION_HOURS': 1217, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5400429687026713, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 45, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 2700}
|
{'small_calls': {'min_pnl_target': 0.044062435264710424, 'max_pnl_target': 0.165318270257662, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.017686899679605912, 'max_pnl_target': 0.15879130213819248, 'max_calls_for_rule': 116}}
|
687 |
NIFTYHEALTHCARE
|
{'omega': 0.2906683603231224, 'alpha': [0.08790740509606518], 'beta': [0.9100925949039349], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.229826387621957, 'historical_segment_start_price': 11006.4, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 286.0874020754961, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 46, 'MAX_CONCURRENT_UNITS': 373, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 175819.53084941744, 'LEVERAGE': 29, 'UNIT_BUDGET': 471.1671655260875, 'INITIAL_MARGIN_PER_UNIT': 9.86508283018952, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175819.53084941744, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.86508283018952, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004413688377517671, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 2.4293929957739966, 'MAX_PENALTY_DURATION_HOURS': 553, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10759847221583103, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.04241035248401338, 'max_pnl_target': 0.17151106866916843, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.07328726103684353, 'max_pnl_target': 0.31811239044029954, 'max_calls_for_rule': 40}}
|
688 |
NIFTY50
|
{'omega': 0.21818320656483672, 'alpha': [0.08957880310425263], 'beta': [0.9084211968957473], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015877163244231052, 'historical_segment_start_price': 10715.75, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 745.1378972455109, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 34, 'MAX_CONCURRENT_UNITS': 299, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 96956.82535984404, 'LEVERAGE': 82, 'UNIT_BUDGET': 323.2194429166818, 'INITIAL_MARGIN_PER_UNIT': 9.087047527384279, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96956.82535984404, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.087047527384279, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004784812057848824, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 1.5270241689305015, 'MAX_PENALTY_DURATION_HOURS': 1344, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23670731172445036, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.030429780708500997, 'max_pnl_target': 0.1687544089135851, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.06375745335877483, 'max_pnl_target': 0.2181055792861604, 'max_calls_for_rule': 20}}
|
689 |
BTCUSD
|
{'omega': 3.927656645083466, 'alpha': [0.1314403595796782], 'beta': [0.8665596404203219], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 651.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 317.1323308856501, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 76426.49222637864, 'LEVERAGE': 24, 'UNIT_BUDGET': 1011.6278755696997, 'INITIAL_MARGIN_PER_UNIT': 13.213847120235421, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76426.49222637864, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.213847120235421, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028684893492728677, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 154, 'PENALTY_DURATION_MULTIPLIER': 1.9571524146460488, 'MAX_PENALTY_DURATION_HOURS': 235, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6332469662322857, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.04095395937858448, 'max_pnl_target': 0.12555694439048815, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.016681046011900836, 'max_pnl_target': 0.19620731635726193, 'max_calls_for_rule': 48}}
|
690 |
XRPUSD
|
{'omega': 0.7115321990858071, 'alpha': [0.09949880487807665], 'beta': [0.8985011951219234], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.24298, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 697.8701592254487, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 272, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 142645.08823397564, 'LEVERAGE': 85, 'UNIT_BUDGET': 2245.661007945737, 'INITIAL_MARGIN_PER_UNIT': 8.210237167358219, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142645.08823397564, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.210237167358219, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021850790133553562, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.3010798721213845, 'MAX_PENALTY_DURATION_HOURS': 606, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7493123683909066, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.039709552459170704, 'max_pnl_target': 0.14444000996389772, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.07353385592578875, 'max_pnl_target': 0.23278986489704623, 'max_calls_for_rule': 164}}
|
691 |
BNBUSD
|
{'omega': 0.4532768807159608, 'alpha': [0.06332737285378048], 'beta': [0.9346726271462196], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021862353593843316, 'historical_segment_start_price': 548.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1043.680052897039, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 214, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138951.74304293096, 'LEVERAGE': 94, 'UNIT_BUDGET': 2393.808107539407, 'INITIAL_MARGIN_PER_UNIT': 11.102979286138714, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138951.74304293096, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.102979286138714, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012881403493743737, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.8479506485952457, 'MAX_PENALTY_DURATION_HOURS': 528, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.684148927121534, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.0460953033956791, 'max_pnl_target': 0.1354300279245147, 'max_calls_for_rule': 108}, 'moderate_calls': {'min_pnl_target': 0.053479264354814156, 'max_pnl_target': 0.24503708332930507, 'max_calls_for_rule': 163}}
|
692 |
NIFTY50
|
{'omega': 0.5536088313613639, 'alpha': [0.1043703529833127], 'beta': [0.8540442256480485], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.087537954749628, 'historical_segment_start_price': 18213.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 240.51712611969765, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 74623.54979035248, 'LEVERAGE': 28, 'UNIT_BUDGET': 1785.0392713674441, 'INITIAL_MARGIN_PER_UNIT': 8.589897361417773, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74623.54979035248, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.589897361417773, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010997497157582319, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.052467528997239, 'MAX_PENALTY_DURATION_HOURS': 360, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5057396140798455, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.006383411624147407, 'max_pnl_target': 0.05743746832906463, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.07400208175160816, 'max_pnl_target': 0.30738792764923284, 'max_calls_for_rule': 198}}
|
693 |
NIFTYFMCG
|
{'omega': 0.7245988422511582, 'alpha': [0.17816539330622563], 'beta': [0.7924641761939168], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01116467065149599, 'historical_segment_start_price': 22392.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1573.3119312504573, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 114, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128697.66120032307, 'LEVERAGE': 106, 'UNIT_BUDGET': 1711.0746102202024, 'INITIAL_MARGIN_PER_UNIT': 14.842565389155258, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128697.66120032307, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.842565389155258, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035305612873838188, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 1.6675145948234786, 'MAX_PENALTY_DURATION_HOURS': 197, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02256872220301667, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.009110425357530622, 'max_pnl_target': 0.12388496879125456, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.012153142805746656, 'max_pnl_target': 0.15962163568212168, 'max_calls_for_rule': 100}}
|
694 |
XRPUSD
|
{'omega': 1.5242769977028514, 'alpha': [0.07671296089882947], 'beta': [0.8619717452485717], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.027892674399039488, 'historical_segment_start_price': 0.3643, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1020.6504688570615, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 191, 'MAX_CONCURRENT_UNITS': 34, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 74241.2821664528, 'LEVERAGE': 91, 'UNIT_BUDGET': 2155.245237501054, 'INITIAL_MARGIN_PER_UNIT': 11.215939218209467, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74241.2821664528, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.215939218209467, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023222826083835317, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 1.6336540971841202, 'MAX_PENALTY_DURATION_HOURS': 662, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40826323329284375, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.006799641484599052, 'max_pnl_target': 0.1240780716994651, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.07825607226140294, 'max_pnl_target': 0.27930664698475915, 'max_calls_for_rule': 183}}
|
695 |
BTCUSD
|
{'omega': 2.7086406073318927, 'alpha': [0.1571331221214199], 'beta': [0.7938018102520042], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02704729422819604, 'historical_segment_start_price': 10360.09, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 506.23704004425224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 238, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 118347.41665480117, 'LEVERAGE': 80, 'UNIT_BUDGET': 1515.0497571585577, 'INITIAL_MARGIN_PER_UNIT': 6.327963000553153, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118347.41665480117, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.327963000553153, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003213991416164072, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.676399615692241, 'MAX_PENALTY_DURATION_HOURS': 679, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31134235786239584, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.01321108190715043, 'max_pnl_target': 0.11582051978468083, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.028197504915535992, 'max_pnl_target': 0.22308490872618816, 'max_calls_for_rule': 207}}
|
696 |
BTCUSD
|
{'omega': 4.0888365943110445, 'alpha': [0.0845573680707654], 'beta': [0.9134426319292347], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11451.35, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 638.0116017983214, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 219, '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': 166538.7987871871, 'LEVERAGE': 93, 'UNIT_BUDGET': 1509.7941237332523, 'INITIAL_MARGIN_PER_UNIT': 6.860339804283026, 'MAX_TRADING_CAPITAL_FOR_UNITS': 166538.7987871871, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.860339804283026, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016555910727705458, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 2.9105152082914483, 'MAX_PENALTY_DURATION_HOURS': 737, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41277158311281853, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.023855251811473095, 'max_pnl_target': 0.10228041988204632, 'max_calls_for_rule': 128}, 'moderate_calls': {'min_pnl_target': 0.01837200989501565, 'max_pnl_target': 0.20757197241273295, 'max_calls_for_rule': 168}}
|
697 |
XRPUSD
|
{'omega': 6.677791855544364, 'alpha': [0.10203061632443478], 'beta': [0.862851797793976], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.9, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1365.9115122970225, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 58, 'MAX_CONCURRENT_UNITS': 235, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167368.11475220794, 'LEVERAGE': 115, 'UNIT_BUDGET': 709.5080724034541, 'INITIAL_MARGIN_PER_UNIT': 11.877491411278456, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167368.11475220794, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.877491411278456, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004410471196824722, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 1.6740906263944968, 'MAX_PENALTY_DURATION_HOURS': 525, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3648996690476047, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.043725299883134484, 'max_pnl_target': 0.1416253529028357, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.08515099070264574, 'max_pnl_target': 0.27912732568749155, 'max_calls_for_rule': 47}}
|
698 |
GOOGLUSD
|
{'omega': 0.7163098101699893, 'alpha': [0.09478283802979466], 'beta': [0.871812906376006], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012590088912343641, 'historical_segment_start_price': 138.5, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 415.4519303881224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, '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': 110493.68328021653, 'LEVERAGE': 43, 'UNIT_BUDGET': 1021.8950806854891, 'INITIAL_MARGIN_PER_UNIT': 9.661672799723776, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110493.68328021653, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.661672799723776, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025142063645563328, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.056954605756585, 'MAX_PENALTY_DURATION_HOURS': 387, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05689544601769158, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.03905809622314191, 'max_pnl_target': 0.10594139173858028, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.0421235890061846, 'max_pnl_target': 0.1595519392901396, 'max_calls_for_rule': 95}}
|
699 |
NIFTYENERGY
|
{'omega': 0.8693746986921548, 'alpha': [0.13624720698179668], 'beta': [0.8617527930182034], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.008394738003946, 'historical_segment_start_price': 8482.3, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 715.4673211092248, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 256, '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': 152486.4111474953, 'LEVERAGE': 90, 'UNIT_BUDGET': 2049.773523455965, 'INITIAL_MARGIN_PER_UNIT': 7.949636901213609, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152486.4111474953, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.949636901213609, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004420261791778022, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 1.548803858056101, 'MAX_PENALTY_DURATION_HOURS': 1079, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.42145449451396594, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.03602094855135818, 'max_pnl_target': 0.14728600869048658, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.0496747013187769, 'max_pnl_target': 0.2735418708963755, 'max_calls_for_rule': 178}}
|
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