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
|
|---|---|---|---|---|
700 |
ETHUSD
|
{'omega': 7.588275098886335, 'alpha': [0.10775278314596465], 'beta': [0.7773217949597754], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.46, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 252.95882048827633, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, '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': 95107.8363420853, 'LEVERAGE': 21, 'UNIT_BUDGET': 975.8315119719837, 'INITIAL_MARGIN_PER_UNIT': 12.04565811848935, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95107.8363420853, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.04565811848935, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00223220730273124, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.0775930208001063, 'MAX_PENALTY_DURATION_HOURS': 1064, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46731326291883796, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.04796139100529272, 'max_pnl_target': 0.10744268560856217, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.0691534066191696, 'max_pnl_target': 0.2918816891736111, 'max_calls_for_rule': 65}}
|
701 |
BNBUSD
|
{'omega': 0.2578128665268944, 'alpha': [0.06157811718492658], 'beta': [0.9364218828150733], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012774539254005363, 'historical_segment_start_price': 289.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 926.3410848712297, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 28, 'MAX_CONCURRENT_UNITS': 533, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 196956.7932880236, 'LEVERAGE': 75, 'UNIT_BUDGET': 369.210421450625, 'INITIAL_MARGIN_PER_UNIT': 12.351214464949729, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196956.7932880236, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.351214464949729, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034580215126153407, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 1.7521103862234173, 'MAX_PENALTY_DURATION_HOURS': 478, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2482642351358316, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.048942207702359165, 'max_pnl_target': 0.1851342015594931, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.012034217981600388, 'max_pnl_target': 0.20162670481974357, 'max_calls_for_rule': 21}}
|
702 |
BNBUSD
|
{'omega': 2.6298667282877397, 'alpha': [0.09128174753214183], 'beta': [0.9067182524678582], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20.4147, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 549.3181864496671, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 320, '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': 143366.61758752613, 'LEVERAGE': 71, 'UNIT_BUDGET': 2490.9080485962168, 'INITIAL_MARGIN_PER_UNIT': 7.736875865488269, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143366.61758752613, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.736875865488269, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001772240148397216, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 52, 'PENALTY_DURATION_MULTIPLIER': 2.064337259761287, 'MAX_PENALTY_DURATION_HOURS': 630, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14717517296126426, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.015595235461887222, 'max_pnl_target': 0.08902519415668138, 'max_calls_for_rule': 169}, 'moderate_calls': {'min_pnl_target': 0.04922867583182183, 'max_pnl_target': 0.21694582809890411, 'max_calls_for_rule': 196}}
|
703 |
BNBUSD
|
{'omega': 0.3768258408191695, 'alpha': [0.042499597052074026], 'beta': [0.955500402947926], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.936754684341249, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 755.4425562821318, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, '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': 56393.78748412374, 'LEVERAGE': 61, 'UNIT_BUDGET': 1966.7240537709022, 'INITIAL_MARGIN_PER_UNIT': 12.384304201346424, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56393.78748412374, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.384304201346424, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036203382742868054, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 2.4406161158726967, 'MAX_PENALTY_DURATION_HOURS': 181, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6622599026541945, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.010439262214237292, 'max_pnl_target': 0.08403833593960539, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.05260891241026111, 'max_pnl_target': 0.25607795464590966, 'max_calls_for_rule': 151}}
|
704 |
BNBUSD
|
{'omega': 0.32495656100041775, 'alpha': [0.06840985568343276], 'beta': [0.8944229236796304], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028510678987412615, 'historical_segment_start_price': 532.8, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1052.027133430159, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 212, 'MAX_CONCURRENT_UNITS': 23, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 53404.78194039465, 'LEVERAGE': 98, 'UNIT_BUDGET': 2288.3008447100947, 'INITIAL_MARGIN_PER_UNIT': 10.734970749287337, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53404.78194039465, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.734970749287337, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00272753381045192, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 1.882818990697704, 'MAX_PENALTY_DURATION_HOURS': 215, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5708807872293541, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.04240450802188559, 'max_pnl_target': 0.10235371623286789, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.05367684436389468, 'max_pnl_target': 0.2053468845986337, 'max_calls_for_rule': 205}}
|
705 |
NIFTYENERGY
|
{'omega': 0.7504445152457648, 'alpha': [0.09839305416402074], 'beta': [0.8944377882168315], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.692194438328189, 'historical_segment_start_price': 14136.0, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 86.03961349746774, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 73, 'MAX_CONCURRENT_UNITS': 150, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80490.58262474903, 'LEVERAGE': 12, 'UNIT_BUDGET': 535.524265444676, 'INITIAL_MARGIN_PER_UNIT': 7.169967791455645, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80490.58262474903, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.169967791455645, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004790592267887002, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 2.1925204907572042, 'MAX_PENALTY_DURATION_HOURS': 559, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48051685556758206, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.038685070456318, 'max_pnl_target': 0.1799046062252441, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.04187797428292638, 'max_pnl_target': 0.24609802891265536, 'max_calls_for_rule': 70}}
|
706 |
IHSG_PGAS
|
{'omega': 17.860366850207257, 'alpha': [0.6767844777620508], 'beta': [0.23184504505574402], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014207127570476522, 'historical_segment_start_price': 1545, 'asset_source_name': 'IHSG_PGAS'}
|
{'POSITION_SIZE_PER_UNIT': 781.8314150103495, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 360, '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': 115463.5942809642, 'LEVERAGE': 124, 'UNIT_BUDGET': 2280.9142845447323, 'INITIAL_MARGIN_PER_UNIT': 6.305092056535076, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115463.5942809642, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.305092056535076, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001828671960335988, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 1.9632983290736459, 'MAX_PENALTY_DURATION_HOURS': 363, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1472443519998881, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.03324473800176219, 'max_pnl_target': 0.14933033510171023, 'max_calls_for_rule': 202}, 'moderate_calls': {'min_pnl_target': 0.0859076204524564, 'max_pnl_target': 0.2529510457300122, 'max_calls_for_rule': 326}}
|
707 |
BNBUSD
|
{'omega': 0.3959301174578245, 'alpha': [0.04505303365419613], 'beta': [0.8851811754977903], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020962281830336302, 'historical_segment_start_price': 214.9, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 595.6160723144083, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 132, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 121847.90642814181, 'LEVERAGE': 41, 'UNIT_BUDGET': 916.3804536884896, 'INITIAL_MARGIN_PER_UNIT': 14.527221275961178, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121847.90642814181, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.527221275961178, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015789548078439144, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.4896717853044414, 'MAX_PENALTY_DURATION_HOURS': 509, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11941848751932961, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 37, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2220}
|
{'small_calls': {'min_pnl_target': 0.04588341923561841, 'max_pnl_target': 0.15577509279796042, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.03647996486407412, 'max_pnl_target': 0.19481691309185573, 'max_calls_for_rule': 56}}
|
708 |
BNBUSD
|
{'omega': 2.5400721182436845, 'alpha': [0.10808272525041816], 'beta': [0.8899172747495817], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.0287377832941615, 'historical_segment_start_price': 21.1848, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 601.4337514013946, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 398, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109171.83451172216, 'LEVERAGE': 84, 'UNIT_BUDGET': 273.8694200143642, 'INITIAL_MARGIN_PER_UNIT': 7.159925611921364, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109171.83451172216, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.159925611921364, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004287149234806003, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 47, 'PENALTY_DURATION_MULTIPLIER': 2.845804355555921, 'MAX_PENALTY_DURATION_HOURS': 252, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5131354302617486, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.04286018306696392, 'max_pnl_target': 0.18207953996797493, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.07397989023050108, 'max_pnl_target': 0.18635534349468297, 'max_calls_for_rule': 33}}
|
709 |
NIFTYENERGY
|
{'omega': 0.5012135224286792, 'alpha': [0.13548202991013072], 'beta': [0.8625179700898693], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011450298698665339, 'historical_segment_start_price': 10793.7, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 680.7170717455405, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, 'MAX_CONCURRENT_UNITS': 115, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 139737.61315653892, 'LEVERAGE': 72, 'UNIT_BUDGET': 1204.7268773014575, 'INITIAL_MARGIN_PER_UNIT': 9.454403774243618, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139737.61315653892, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.454403774243618, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011363474338074498, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 2.756539208266972, 'MAX_PENALTY_DURATION_HOURS': 1039, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08888185119839823, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.023587685136671862, 'max_pnl_target': 0.07470008329719516, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.08176461121800899, 'max_pnl_target': 0.31184620131319846, 'max_calls_for_rule': 87}}
|
710 |
NIFTYENERGY
|
{'omega': 0.4257059084802182, 'alpha': [0.13301872004056625], 'beta': [0.8649812799594339], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7258812047730636, 'historical_segment_start_price': 10077.65, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1202.674351408953, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, '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': 126608.8196305547, 'LEVERAGE': 89, 'UNIT_BUDGET': 821.4411162230114, 'INITIAL_MARGIN_PER_UNIT': 13.513194959651157, 'MAX_TRADING_CAPITAL_FOR_UNITS': 126608.8196305547, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.513194959651157, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023288585224315213, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.2358852913794927, 'MAX_PENALTY_DURATION_HOURS': 928, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.075255667993139, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.011184477784069516, 'max_pnl_target': 0.07104469010421133, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.026124533236979212, 'max_pnl_target': 0.182328767453236, 'max_calls_for_rule': 50}}
|
711 |
ADAUSD
|
{'omega': 2.415120744867119, 'alpha': [0.0894372996911514], 'beta': [0.8592968315972114], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02182056672969248, 'historical_segment_start_price': 0.5168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 372.83592307695153, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 23, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 52201.25771705641, 'LEVERAGE': 34, 'UNIT_BUDGET': 2175.11132733507, 'INITIAL_MARGIN_PER_UNIT': 10.96576244343975, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52201.25771705641, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.96576244343975, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029386161557526692, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 1.6271029769964396, 'MAX_PENALTY_DURATION_HOURS': 437, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14508749924761055, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.029807035057269858, 'max_pnl_target': 0.16100953685638156, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.02690798480532617, 'max_pnl_target': 0.23269731848017658, 'max_calls_for_rule': 166}}
|
712 |
NIFTYBANK
|
{'omega': 0.2431968740867895, 'alpha': [0.08090616877217122], 'beta': [0.8512843006059861], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.2431799369817265, 'historical_segment_start_price': 38657.7, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1042.3039814296221, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, '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': 109262.89434798647, 'LEVERAGE': 93, 'UNIT_BUDGET': 716.4182155365186, 'INITIAL_MARGIN_PER_UNIT': 11.207569692791637, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109262.89434798647, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.207569692791637, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002407924031397163, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 1.994871772443243, 'MAX_PENALTY_DURATION_HOURS': 648, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40060243162417253, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.043920335809521184, 'max_pnl_target': 0.15791601601147495, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.05484520094364054, 'max_pnl_target': 0.24310993512980572, 'max_calls_for_rule': 53}}
|
713 |
NIFTYIT
|
{'omega': 0.3876905011712363, 'alpha': [0.09540270335579835], 'beta': [0.9025972966442016], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.711248277096521, 'historical_segment_start_price': 24059.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 235.4221479628121, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 60569.98009021759, 'LEVERAGE': 30, 'UNIT_BUDGET': 1348.176598807288, 'INITIAL_MARGIN_PER_UNIT': 7.8474049320937365, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60569.98009021759, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.8474049320937365, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002207122777913366, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 2.623248635920901, 'MAX_PENALTY_DURATION_HOURS': 764, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09552981589398969, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.05077447532988114, 'max_pnl_target': 0.14036060641709713, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.08676213597425816, 'max_pnl_target': 0.31982682340471047, 'max_calls_for_rule': 139}}
|
714 |
BNBUSD
|
{'omega': 3.2154119868506825, 'alpha': [0.12753147949521657], 'beta': [0.7795609305865975], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 39.2967, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 384.92603600054224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 236, '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': 67873.96041763712, 'LEVERAGE': 38, 'UNIT_BUDGET': 2403.6333315177017, 'INITIAL_MARGIN_PER_UNIT': 10.12963252633006, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67873.96041763712, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.12963252633006, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002043792906124842, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.269086832893512, 'MAX_PENALTY_DURATION_HOURS': 228, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6275825586623848, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.03590673911540803, 'max_pnl_target': 0.100818437545521, 'max_calls_for_rule': 139}, 'moderate_calls': {'min_pnl_target': 0.08534950247404098, 'max_pnl_target': 0.3038625337503104, 'max_calls_for_rule': 220}}
|
715 |
BNBUSD
|
{'omega': 0.4159717793411822, 'alpha': [0.07270148943966591], 'beta': [0.8781425233249768], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006758605745077234, 'historical_segment_start_price': 308.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 326.5236671002521, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 283, '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': 61500.018454104706, 'LEVERAGE': 46, 'UNIT_BUDGET': 2019.33043836684, 'INITIAL_MARGIN_PER_UNIT': 7.0983405891359155, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61500.018454104706, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.0983405891359155, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002733808685822608, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 1.9583682741499295, 'MAX_PENALTY_DURATION_HOURS': 1286, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11699100379733865, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.010299863457808898, 'max_pnl_target': 0.0952539717708799, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.0199862802252991, 'max_pnl_target': 0.2211396943868845, 'max_calls_for_rule': 276}}
|
716 |
BTCUSD
|
{'omega': 1.0192438672887187, 'alpha': [0.07767647524963152], 'beta': [0.8919362057586923], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017503266368566462, 'historical_segment_start_price': 37815.54, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 112.2910980081798, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 368, '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': 91254.13689399998, 'LEVERAGE': 17, 'UNIT_BUDGET': 2438.9070485401053, 'INITIAL_MARGIN_PER_UNIT': 6.605358706363518, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91254.13689399998, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.605358706363518, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017104496644932254, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 27, 'PENALTY_DURATION_MULTIPLIER': 2.6795705551366416, 'MAX_PENALTY_DURATION_HOURS': 672, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5456890062779508, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.05033912103237471, 'max_pnl_target': 0.18017037340184505, 'max_calls_for_rule': 171}, 'moderate_calls': {'min_pnl_target': 0.056464305721450524, 'max_pnl_target': 0.2541202107805332, 'max_calls_for_rule': 274}}
|
717 |
NIFTYIT
|
{'omega': 0.4191666973012058, 'alpha': [0.10328929828786487], 'beta': [0.8287505416778124], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025872888121931073, 'historical_segment_start_price': 14387.45, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 341.33613618281146, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 99, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 72250.02746746462, 'LEVERAGE': 26, 'UNIT_BUDGET': 724.8088499074236, 'INITIAL_MARGIN_PER_UNIT': 13.128312930108134, 'MAX_TRADING_CAPITAL_FOR_UNITS': 72250.02746746462, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.128312930108134, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003972233254577689, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.599745529462901, 'MAX_PENALTY_DURATION_HOURS': 1278, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5107208118585419, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.010437153618266647, 'max_pnl_target': 0.11200607690224547, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.06375869234147413, 'max_pnl_target': 0.24315647397613416, 'max_calls_for_rule': 46}}
|
718 |
ADAUSD
|
{'omega': 4.433166706414139, 'alpha': [0.0903326886291544], 'beta': [0.8354072121633626], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.30859143026199, 'historical_segment_start_price': 0.37642, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1511.925594431962, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 313, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159409.48643387575, 'LEVERAGE': 110, 'UNIT_BUDGET': 509.06102672567675, 'INITIAL_MARGIN_PER_UNIT': 13.744778131199656, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159409.48643387575, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.744778131199656, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031320478018391986, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.7558039788793334, 'MAX_PENALTY_DURATION_HOURS': 443, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3027155495572134, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.03847225574977257, 'max_pnl_target': 0.13986866224087888, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.06794151778068722, 'max_pnl_target': 0.2566685235617331, 'max_calls_for_rule': 28}}
|
719 |
ETHUSD
|
{'omega': 3.737976352520884, 'alpha': [0.07343466696473587], 'beta': [0.9216525489495813], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 731.04, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 606.7916097706474, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 377, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153352.77805214628, 'LEVERAGE': 108, 'UNIT_BUDGET': 2124.083857923778, 'INITIAL_MARGIN_PER_UNIT': 5.618440831209698, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153352.77805214628, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.618440831209698, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011186620802669238, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 1.7385437293629762, 'MAX_PENALTY_DURATION_HOURS': 171, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7447041230034144, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 42, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 2520}
|
{'small_calls': {'min_pnl_target': 0.015023661367259012, 'max_pnl_target': 0.07069535021341615, 'max_calls_for_rule': 173}, 'moderate_calls': {'min_pnl_target': 0.10047823096678933, 'max_pnl_target': 0.24652356266350212, 'max_calls_for_rule': 301}}
|
720 |
BTCUSD
|
{'omega': 1.6534288565987856, 'alpha': [0.16692427856679531], 'beta': [0.759847739164257], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.039629855095374665, 'historical_segment_start_price': 3403.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 161.74122251768034, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, 'MAX_CONCURRENT_UNITS': 157, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 178836.55905570945, 'LEVERAGE': 22, 'UNIT_BUDGET': 1138.3881173210061, 'INITIAL_MARGIN_PER_UNIT': 7.3518737508036525, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178836.55905570945, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.3518737508036525, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001065510191497786, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 1.967529799588871, 'MAX_PENALTY_DURATION_HOURS': 1341, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20154940120199988, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.02164478509914219, 'max_pnl_target': 0.08357134342312052, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.09128709367530241, 'max_pnl_target': 0.27355484790480433, 'max_calls_for_rule': 122}}
|
721 |
BTCUSD
|
{'omega': 4.123442700821182, 'alpha': [0.11867916691155055], 'beta': [0.8711537154207097], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 274.08, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1178.4069685667123, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, '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': 69565.53030754082, 'LEVERAGE': 84, 'UNIT_BUDGET': 1076.8327652332077, 'INITIAL_MARGIN_PER_UNIT': 14.028654387698955, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69565.53030754082, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.028654387698955, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004158979473489518, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 1.6556324780403522, 'MAX_PENALTY_DURATION_HOURS': 1437, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23895789927058705, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.012142825364376324, 'max_pnl_target': 0.13795546655758367, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.03172823397758153, 'max_pnl_target': 0.26663541061893525, 'max_calls_for_rule': 45}}
|
722 |
TSLAUSD
|
{'omega': 0.9919591833078532, 'alpha': [0.08399231824288035], 'beta': [0.9140076817571198], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020655029260547915, 'historical_segment_start_price': 356.79, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 288.5993857103771, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 283, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182776.4585372071, 'LEVERAGE': 41, 'UNIT_BUDGET': 2002.9636515342627, 'INITIAL_MARGIN_PER_UNIT': 7.039009407570173, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182776.4585372071, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.039009407570173, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001180194027916619, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 2.775135830069369, 'MAX_PENALTY_DURATION_HOURS': 1038, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.048077208902135744, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.02020462504796484, 'max_pnl_target': 0.13974511202807868, 'max_calls_for_rule': 129}, 'moderate_calls': {'min_pnl_target': 0.09344665094234011, 'max_pnl_target': 0.2541976946136266, 'max_calls_for_rule': 212}}
|
723 |
XRPUSD
|
{'omega': 1.7682212927507304, 'alpha': [0.11041613744638705], 'beta': [0.8733585438851676], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011265868965956159, 'historical_segment_start_price': 0.9338, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 807.6882691691238, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, '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': 81395.11401014743, 'LEVERAGE': 69, 'UNIT_BUDGET': 1166.6030775205377, 'INITIAL_MARGIN_PER_UNIT': 11.705627089407592, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81395.11401014743, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.705627089407592, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002521061455684297, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.479668309390771, 'MAX_PENALTY_DURATION_HOURS': 812, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6116186391412368, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.010697758329144338, 'max_pnl_target': 0.12119741291987217, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.06611023590811614, 'max_pnl_target': 0.30749783335963166, 'max_calls_for_rule': 85}}
|
724 |
GOOGLUSD
|
{'omega': 0.9308895485018971, 'alpha': [0.14225150958931154], 'beta': [0.7975793915836196], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 945.0, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1341.3976661715085, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, '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': 60062.944187793924, 'LEVERAGE': 101, 'UNIT_BUDGET': 948.7955378143696, 'INITIAL_MARGIN_PER_UNIT': 13.281165011599093, 'MAX_TRADING_CAPITAL_FOR_UNITS': 60062.944187793924, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.281165011599093, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003923277602445005, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 84, 'PENALTY_DURATION_MULTIPLIER': 2.8520690720292867, 'MAX_PENALTY_DURATION_HOURS': 928, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6772272759180332, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 25, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 1500}
|
{'small_calls': {'min_pnl_target': 0.05114648935665502, 'max_pnl_target': 0.1455084816015544, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.02424149864979138, 'max_pnl_target': 0.2653330686655135, 'max_calls_for_rule': 45}}
|
725 |
ETHUSD
|
{'omega': 1.417185805534398, 'alpha': [0.05942794721101407], 'beta': [0.8590763951612513], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2330.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 185.234748800337, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, 'MAX_CONCURRENT_UNITS': 527, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188983.7048029311, 'LEVERAGE': 27, 'UNIT_BUDGET': 358.3968677947578, 'INITIAL_MARGIN_PER_UNIT': 6.860546251864333, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188983.7048029311, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.860546251864333, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016437811164285755, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.4725755479346665, 'MAX_PENALTY_DURATION_HOURS': 403, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31409119698200766, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.04840307390334769, 'max_pnl_target': 0.1651240619065557, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.07753041891264617, 'max_pnl_target': 0.3223674364251201, 'max_calls_for_rule': 38}}
|
726 |
NIFTYFIN
|
{'omega': 0.410987602750418, 'alpha': [0.10816334798831401], 'beta': [0.889836652011686], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.66126038033115, 'historical_segment_start_price': 7859.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 815.5532111129344, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 218, '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': 114131.08923761355, 'LEVERAGE': 79, 'UNIT_BUDGET': 2268.587034124327, 'INITIAL_MARGIN_PER_UNIT': 10.323458368518157, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114131.08923761355, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.323458368518157, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004543243009920546, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.1081112369456454, 'MAX_PENALTY_DURATION_HOURS': 1063, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.058948113606899444, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.010667742022906553, 'max_pnl_target': 0.1502730254618853, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.07770013419788413, 'max_pnl_target': 0.22287036934532323, 'max_calls_for_rule': 166}}
|
727 |
ADAUSD
|
{'omega': 8.805779669981941, 'alpha': [0.10213449166317169], 'beta': [0.8517259523695402], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.03855, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 270.6224385546584, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, 'MAX_CONCURRENT_UNITS': 172, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98583.75658370208, 'LEVERAGE': 25, 'UNIT_BUDGET': 571.6247534313612, 'INITIAL_MARGIN_PER_UNIT': 10.824897542186335, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98583.75658370208, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.824897542186335, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004992014789633073, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 1.998372966100357, 'MAX_PENALTY_DURATION_HOURS': 1373, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5266074517112599, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.03575269269239801, 'max_pnl_target': 0.0905406417512756, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.0949618626765534, 'max_pnl_target': 0.22578692228187439, 'max_calls_for_rule': 42}}
|
728 |
ETHUSD
|
{'omega': 3.219706083886053, 'alpha': [0.077121638254183], 'beta': [0.8438483476827456], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 260.74, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1424.4821066380562, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 628, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199579.77659899634, 'LEVERAGE': 124, 'UNIT_BUDGET': 317.30862829220075, 'INITIAL_MARGIN_PER_UNIT': 11.487758924500453, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199579.77659899634, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.487758924500453, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038175363333357117, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 1.5506562033334792, 'MAX_PENALTY_DURATION_HOURS': 341, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18800502081248865, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.02328166598951187, 'max_pnl_target': 0.1255569301524727, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.10040801768066296, 'max_pnl_target': 0.2531583319964381, 'max_calls_for_rule': 20}}
|
729 |
GOOGLUSD
|
{'omega': 0.1925330849128569, 'alpha': [0.08914303769871025], 'beta': [0.8690428791440287], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.07622675780413768, 'historical_segment_start_price': 977.02, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 82.85114898945662, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77502.21635143674, 'LEVERAGE': 14, 'UNIT_BUDGET': 1278.9437549936777, 'INITIAL_MARGIN_PER_UNIT': 5.917939213532616, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77502.21635143674, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.917939213532616, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034566720389591675, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 133, 'PENALTY_DURATION_MULTIPLIER': 2.379671403500316, 'MAX_PENALTY_DURATION_HOURS': 263, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.060203884357161126, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.010569395738840599, 'max_pnl_target': 0.15617504412120545, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.07844747063765713, 'max_pnl_target': 0.3067191577409476, 'max_calls_for_rule': 189}}
|
730 |
XRPUSD
|
{'omega': 0.2624281513354306, 'alpha': [0.0687465536114663], 'beta': [0.9292534463885337], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02121807381011193, 'historical_segment_start_price': 0.5224, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 904.6741177380869, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161538.7215588554, 'LEVERAGE': 74, 'UNIT_BUDGET': 2285.11713055174, 'INITIAL_MARGIN_PER_UNIT': 12.225325915379553, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161538.7215588554, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.225325915379553, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003015832274812381, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.9786892603217634, 'MAX_PENALTY_DURATION_HOURS': 1344, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1722695147452754, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.02975731752557153, 'max_pnl_target': 0.1484594466574333, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.07084897915045169, 'max_pnl_target': 0.23219283973530166, 'max_calls_for_rule': 112}}
|
731 |
BTCUSD
|
{'omega': 0.10958419103713421, 'alpha': [0.061541995110597845], 'beta': [0.8965345555964226], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 83574.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 674.4875115609009, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138101.53585574086, 'LEVERAGE': 69, 'UNIT_BUDGET': 2284.907714372146, 'INITIAL_MARGIN_PER_UNIT': 9.775181326969578, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138101.53585574086, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.775181326969578, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001694705786910093, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.703463804310867, 'MAX_PENALTY_DURATION_HOURS': 404, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6265961722804653, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.023240886919418936, 'max_pnl_target': 0.1348875835825723, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.08133353756194639, 'max_pnl_target': 0.22065933982790784, 'max_calls_for_rule': 166}}
|
732 |
BTCUSD
|
{'omega': 3.873811046004562, 'alpha': [0.07939004618840102], 'beta': [0.8671789236450727], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2360.12, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1051.9706319729305, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 112, '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': 178642.95184784167, 'LEVERAGE': 91, 'UNIT_BUDGET': 1315.8519854650156, 'INITIAL_MARGIN_PER_UNIT': 11.560116834867369, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178642.95184784167, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.560116834867369, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001971140786315878, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 1.8040077128681196, 'MAX_PENALTY_DURATION_HOURS': 1261, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36265824459574725, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.02494564295768276, 'max_pnl_target': 0.11881590340037484, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.03177350626132204, 'max_pnl_target': 0.14377620239942007, 'max_calls_for_rule': 77}}
|
733 |
NIFTYFMCG
|
{'omega': 0.3735817807514138, 'alpha': [0.10726067456083375], 'beta': [0.8470973342258509], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.14978267518472, 'historical_segment_start_price': 25931.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1058.2213183169702, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 176, 'MAX_CONCURRENT_UNITS': 99, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 164468.78366777138, 'LEVERAGE': 114, 'UNIT_BUDGET': 1645.7289317242632, 'INITIAL_MARGIN_PER_UNIT': 9.282643143131317, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164468.78366777138, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.282643143131317, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030852254210326914, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 24, 'PENALTY_DURATION_MULTIPLIER': 1.5399032807974948, 'MAX_PENALTY_DURATION_HOURS': 1075, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2656568728444254, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.025256277684150168, 'max_pnl_target': 0.12585384853768436, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.06797947003308703, 'max_pnl_target': 0.20229466391790124, 'max_calls_for_rule': 134}}
|
734 |
BTCUSD
|
{'omega': 3.2782615349222697, 'alpha': [0.0806038301858382], 'beta': [0.9173961698141619], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 933.6685649830268, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 296, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158293.8288448566, 'LEVERAGE': 94, 'UNIT_BUDGET': 533.7638691400261, 'INITIAL_MARGIN_PER_UNIT': 9.932644308330072, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158293.8288448566, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.932644308330072, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00217139639769635, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 81, 'PENALTY_DURATION_MULTIPLIER': 2.6987549419022514, 'MAX_PENALTY_DURATION_HOURS': 1414, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23780369987237834, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 19, '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': 0.022571323397211327, 'max_pnl_target': 0.09813734318558807, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.09631556403275836, 'max_pnl_target': 0.28234182009657566, 'max_calls_for_rule': 41}}
|
735 |
BTCUSD
|
{'omega': 0.19770274279229735, 'alpha': [0.06683664169861359], 'beta': [0.9311633583013864], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 40604.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1275.614755160158, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 204, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 175433.5862386414, 'LEVERAGE': 123, 'UNIT_BUDGET': 2130.164067375266, 'INITIAL_MARGIN_PER_UNIT': 10.370851667968765, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175433.5862386414, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.370851667968765, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032466746031418604, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.8400609920015762, 'MAX_PENALTY_DURATION_HOURS': 1037, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3672439223462436, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.03365694569782972, 'max_pnl_target': 0.1559083988616178, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.04111404991738784, 'max_pnl_target': 0.23281096822592806, 'max_calls_for_rule': 167}}
|
736 |
BNBUSD
|
{'omega': 0.24397095298319083, 'alpha': [0.06033034814017544], 'beta': [0.8638821990293448], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 554.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 336.90041501107703, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 290, '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': 114906.39623812055, 'LEVERAGE': 49, 'UNIT_BUDGET': 2003.3893223659584, 'INITIAL_MARGIN_PER_UNIT': 6.875518673695449, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114906.39623812055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.875518673695449, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001524852254518553, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 2.101534000774607, 'MAX_PENALTY_DURATION_HOURS': 1338, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38062894644336687, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.01682462999711987, 'max_pnl_target': 0.10379412573259891, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.09749419249883978, 'max_pnl_target': 0.3394478943318393, 'max_calls_for_rule': 194}}
|
737 |
NIFTYENERGY
|
{'omega': 0.2775492528806904, 'alpha': [0.08090098820046601], 'beta': [0.917099011799534], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.9113932180419635, 'historical_segment_start_price': 22827.65, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 500.3675043877793, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, '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': 189224.7542599843, 'LEVERAGE': 34, 'UNIT_BUDGET': 1434.7217781722954, 'INITIAL_MARGIN_PER_UNIT': 14.716691305522922, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189224.7542599843, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.716691305522922, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030168743118127554, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 164, 'PENALTY_DURATION_MULTIPLIER': 2.39611526092696, 'MAX_PENALTY_DURATION_HOURS': 229, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4833522666458599, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.04058162985021634, 'max_pnl_target': 0.1827112925364887, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.017549851863998198, 'max_pnl_target': 0.2451537219146202, 'max_calls_for_rule': 94}}
|
738 |
NIFTYFIN
|
{'omega': 0.36324418645920675, 'alpha': [0.07212739691983464], 'beta': [0.9258726030801654], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.015792781303274654, 'historical_segment_start_price': 15939.7, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1474.8453136102996, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 149, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 84671.24715626315, 'LEVERAGE': 105, 'UNIT_BUDGET': 568.1276725124891, 'INITIAL_MARGIN_PER_UNIT': 14.046145843907615, 'MAX_TRADING_CAPITAL_FOR_UNITS': 84671.24715626315, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.046145843907615, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003145961153664887, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.3218035469551617, 'MAX_PENALTY_DURATION_HOURS': 1320, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.47810744442873065, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.02267264490766665, 'max_pnl_target': 0.11819611784098238, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.0412119726197885, 'max_pnl_target': 0.21296942083554304, 'max_calls_for_rule': 26}}
|
739 |
BNBUSD
|
{'omega': 1.3170505963952839, 'alpha': [0.07872351709351497], 'beta': [0.919276482906485], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 28.5635, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 169.90546775808062, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 273, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156871.37947058878, 'LEVERAGE': 21, 'UNIT_BUDGET': 2222.9231204316675, 'INITIAL_MARGIN_PER_UNIT': 8.090736559908601, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156871.37947058878, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.090736559908601, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023131273067280964, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 2.869500618596062, 'MAX_PENALTY_DURATION_HOURS': 876, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.014543267916981515, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.010692839906445591, 'max_pnl_target': 0.131704552742611, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.0635364794496255, 'max_pnl_target': 0.21200883189212327, 'max_calls_for_rule': 166}}
|
740 |
ETHUSD
|
{'omega': 3.4545380084508146, 'alpha': [0.08743791159667845], 'beta': [0.891471120890128], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 191.49, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1345.7189247179324, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 132, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146550.95456511155, 'LEVERAGE': 105, 'UNIT_BUDGET': 1102.5003736230678, 'INITIAL_MARGIN_PER_UNIT': 12.816370711599356, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146550.95456511155, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.816370711599356, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004895275700132335, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.0253233549234886, 'MAX_PENALTY_DURATION_HOURS': 367, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4364853966217939, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.03356569891541172, 'max_pnl_target': 0.10262880393666982, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.037165854354703355, 'max_pnl_target': 0.19004837372136857, 'max_calls_for_rule': 70}}
|
741 |
BNBUSD
|
{'omega': 1.3498573612264484, 'alpha': [0.07006229041581831], 'beta': [0.9279377095841818], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02410035031373302, 'historical_segment_start_price': 366.1, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1400.6822570711126, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, 'MAX_CONCURRENT_UNITS': 22, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 52920.72142711967, 'LEVERAGE': 103, 'UNIT_BUDGET': 2365.84408228077, 'INITIAL_MARGIN_PER_UNIT': 13.598856864768084, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52920.72142711967, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.598856864768084, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00401002766121808, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 1.6266186243794267, 'MAX_PENALTY_DURATION_HOURS': 1359, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5845796306918197, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.019222986046442823, 'max_pnl_target': 0.08929705887625346, 'max_calls_for_rule': 97}, 'moderate_calls': {'min_pnl_target': 0.08467173574815888, 'max_pnl_target': 0.28744687604615704, 'max_calls_for_rule': 139}}
|
742 |
XRPUSD
|
{'omega': 0.6647677426257941, 'alpha': [0.08135321134129095], 'beta': [0.9166467886587089], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012442535932837345, 'historical_segment_start_price': 0.5191, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 785.8977600851134, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, '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': 109966.19181174922, 'LEVERAGE': 105, 'UNIT_BUDGET': 1618.8883497035813, 'INITIAL_MARGIN_PER_UNIT': 7.4847405722391755, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109966.19181174922, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.4847405722391755, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002632014855704662, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 2.61968469443962, 'MAX_PENALTY_DURATION_HOURS': 1061, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12863263302255773, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.022088072211616183, 'max_pnl_target': 0.10371421028554727, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.07744931070173755, 'max_pnl_target': 0.22537732001348013, 'max_calls_for_rule': 176}}
|
743 |
NIFTY50
|
{'omega': 2.360190686466941, 'alpha': [0.04889475997335823], 'beta': [0.8945691366450559], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.381406128323482, 'historical_segment_start_price': 10989.75, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1238.677180937618, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 24, 'MAX_CONCURRENT_UNITS': 305, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 115715.38978861959, 'LEVERAGE': 84, 'UNIT_BUDGET': 378.3452639111292, 'INITIAL_MARGIN_PER_UNIT': 14.746156915924024, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115715.38978861959, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.746156915924024, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00258624209882207, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.0118860476338067, 'MAX_PENALTY_DURATION_HOURS': 672, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.302066622488575, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.02664786098928037, 'max_pnl_target': 0.08308786349038255, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.07441559590969472, 'max_pnl_target': 0.22641782348335887, 'max_calls_for_rule': 18}}
|
744 |
NIFTYIT
|
{'omega': 0.45186337708100427, 'alpha': [0.1272583986511845], 'beta': [0.8529333241855833], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015533627487742296, 'historical_segment_start_price': 10163.55, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 221.04886003432816, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, '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': 54714.56502682437, 'LEVERAGE': 21, 'UNIT_BUDGET': 2092.04214211597, 'INITIAL_MARGIN_PER_UNIT': 10.526136192110865, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54714.56502682437, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.526136192110865, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001891618197536721, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 1.7244392977148, 'MAX_PENALTY_DURATION_HOURS': 212, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3154996356375979, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.015244032190080112, 'max_pnl_target': 0.08442350922888324, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.03240912660174033, 'max_pnl_target': 0.22185504277894105, 'max_calls_for_rule': 149}}
|
745 |
BNBUSD
|
{'omega': 5.728122733862401, 'alpha': [0.10263370075725674], 'beta': [0.8059745796316808], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.191, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 391.7787815904455, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 144006.99778748502, 'LEVERAGE': 39, 'UNIT_BUDGET': 1847.7199936271309, 'INITIAL_MARGIN_PER_UNIT': 10.045609784370397, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144006.99778748502, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.045609784370397, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002845274441533748, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.4322658134277417, 'MAX_PENALTY_DURATION_HOURS': 257, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48808449716423397, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.022337806593731826, 'max_pnl_target': 0.10474638155730283, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.07465843162808035, 'max_pnl_target': 0.30530909867552175, 'max_calls_for_rule': 122}}
|
746 |
BTCUSD
|
{'omega': 4.334403269260147, 'alpha': [0.17972843557316273], 'beta': [0.8182715644268372], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6293.83, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1042.5633756549298, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 137, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102087.53645495283, 'LEVERAGE': 100, 'UNIT_BUDGET': 743.2074663118037, 'INITIAL_MARGIN_PER_UNIT': 10.4256337565493, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102087.53645495283, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.4256337565493, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00456960134372225, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 1.6593951397888334, 'MAX_PENALTY_DURATION_HOURS': 846, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5192704939704498, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.029426033826488614, 'max_pnl_target': 0.1296768757376668, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.08733921614788219, 'max_pnl_target': 0.2754274991518741, 'max_calls_for_rule': 46}}
|
747 |
ADAUSD
|
{'omega': 0.37646748377744094, 'alpha': [0.04171226405964173], 'beta': [0.9562877359403583], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.194927618076669, 'historical_segment_start_price': 0.8158, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 560.9966047038771, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 249, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 106822.08383095224, 'LEVERAGE': 71, 'UNIT_BUDGET': 1982.6377193910614, 'INITIAL_MARGIN_PER_UNIT': 7.901360629632071, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106822.08383095224, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.901360629632071, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004734898974124961, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.8420169969394484, 'MAX_PENALTY_DURATION_HOURS': 780, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0900821566794335, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.008405565732398455, 'max_pnl_target': 0.0602978948174132, 'max_calls_for_rule': 134}, 'moderate_calls': {'min_pnl_target': 0.10096881166307531, 'max_pnl_target': 0.29258415747917793, 'max_calls_for_rule': 159}}
|
748 |
ADAUSD
|
{'omega': 8.216270812940293, 'alpha': [0.11678843771515852], 'beta': [0.790290894523239], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.13358, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 600.5256731515906, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 378, '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': 93345.61290084361, 'LEVERAGE': 112, 'UNIT_BUDGET': 2033.1951459869174, 'INITIAL_MARGIN_PER_UNIT': 5.361836367424916, 'MAX_TRADING_CAPITAL_FOR_UNITS': 93345.61290084361, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.361836367424916, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003097922464410399, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 1.8308804238393779, 'MAX_PENALTY_DURATION_HOURS': 860, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.56720324485629, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.009244963937055928, 'max_pnl_target': 0.14716298585227522, 'max_calls_for_rule': 167}, 'moderate_calls': {'min_pnl_target': 0.032615660711386094, 'max_pnl_target': 0.1562330171315037, 'max_calls_for_rule': 356}}
|
749 |
XRPUSD
|
{'omega': 2.3821373881959373, 'alpha': [0.11636775118402498], 'beta': [0.881632248815975], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01769894505499127, 'historical_segment_start_price': 0.38182, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 297.96655569966214, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 66612.90041818978, 'LEVERAGE': 41, 'UNIT_BUDGET': 948.2696594548131, 'INITIAL_MARGIN_PER_UNIT': 7.267476968284442, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66612.90041818978, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.267476968284442, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004301642470370784, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 2.1870506761796724, 'MAX_PENALTY_DURATION_HOURS': 1374, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.736264650881195, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.04352887773354518, 'max_pnl_target': 0.16109530597828298, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.06919555848845135, 'max_pnl_target': 0.2579647880867964, 'max_calls_for_rule': 117}}
|
750 |
GOOGLUSD
|
{'omega': 0.2690050465624739, 'alpha': [0.06322246766241264], 'beta': [0.9347775323375872], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026094691729112978, 'historical_segment_start_price': 1072.79, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 959.5068230998046, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 248, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94501.48810023005, 'LEVERAGE': 114, 'UNIT_BUDGET': 2103.785480467133, 'INITIAL_MARGIN_PER_UNIT': 8.416726518419338, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94501.48810023005, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.416726518419338, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004922675961955497, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 1.9753210692944105, 'MAX_PENALTY_DURATION_HOURS': 1140, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.580849525528196, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.024482539448696102, 'max_pnl_target': 0.09121980130322453, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.07079999553842314, 'max_pnl_target': 0.28658839546726095, 'max_calls_for_rule': 243}}
|
751 |
ADAUSD
|
{'omega': 1.5508516714417622, 'alpha': [0.07059319686878378], 'beta': [0.9099517243583127], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012476766237268355, 'historical_segment_start_price': 0.05114, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 642.1680570640498, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 373, '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': 142282.36885563788, 'LEVERAGE': 109, 'UNIT_BUDGET': 2207.282482654189, 'INITIAL_MARGIN_PER_UNIT': 5.891450064807796, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142282.36885563788, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.891450064807796, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002721394767642397, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 1.7830059418199167, 'MAX_PENALTY_DURATION_HOURS': 1268, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16455701521756252, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.04255041147441331, 'max_pnl_target': 0.1395035218109843, 'max_calls_for_rule': 186}, 'moderate_calls': {'min_pnl_target': 0.024977240927220742, 'max_pnl_target': 0.24014911776081654, 'max_calls_for_rule': 235}}
|
752 |
GOOGLUSD
|
{'omega': 0.35476393169425424, 'alpha': [0.07281366348660011], 'beta': [0.847410011675825], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.045146843661429834, 'historical_segment_start_price': 1177.03, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 645.4090909101757, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, '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': 50963.75029648149, 'LEVERAGE': 81, 'UNIT_BUDGET': 1859.587559313617, 'INITIAL_MARGIN_PER_UNIT': 7.968013468026861, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50963.75029648149, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.968013468026861, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036100701671478467, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 2.9250027646115955, 'MAX_PENALTY_DURATION_HOURS': 1440, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14491733019184747, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.044937143146318644, 'max_pnl_target': 0.17360177966968532, 'max_calls_for_rule': 105}, 'moderate_calls': {'min_pnl_target': 0.04181198507971631, 'max_pnl_target': 0.16970595155927495, 'max_calls_for_rule': 180}}
|
753 |
XRPUSD
|
{'omega': 2.052193323413399, 'alpha': [0.07333786929557458], 'beta': [0.9246621307044254], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7343, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1122.7050870480955, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 204, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 96197.90696077471, 'LEVERAGE': 78, 'UNIT_BUDGET': 471.3680780895486, 'INITIAL_MARGIN_PER_UNIT': 14.393654962155072, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96197.90696077471, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.393654962155072, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0040297453675385035, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 48, 'PENALTY_DURATION_MULTIPLIER': 2.620287945463207, 'MAX_PENALTY_DURATION_HOURS': 1260, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5626015508911915, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.03490434174630201, 'max_pnl_target': 0.18325048872865868, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.09292928071422243, 'max_pnl_target': 0.27735402203069326, 'max_calls_for_rule': 25}}
|
754 |
NIFTYFMCG
|
{'omega': 0.518491039643234, 'alpha': [0.11294284713095526], 'beta': [0.8850571528690448], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007217805082523104, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1047.6368371878434, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 89, 'MAX_CONCURRENT_UNITS': 208, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184725.51943525064, 'LEVERAGE': 107, 'UNIT_BUDGET': 884.0679658871123, 'INITIAL_MARGIN_PER_UNIT': 9.79099847839106, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184725.51943525064, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.79099847839106, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032959809018709933, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 2.135609824413865, 'MAX_PENALTY_DURATION_HOURS': 1000, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48463730544431816, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 34, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2040}
|
{'small_calls': {'min_pnl_target': 0.03715590662497174, 'max_pnl_target': 0.10037136497537025, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.026548074139305055, 'max_pnl_target': 0.23155805273245578, 'max_calls_for_rule': 85}}
|
755 |
BNBUSD
|
{'omega': 3.4156550122569427, 'alpha': [0.13585084940990702], 'beta': [0.7840844513671235], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.4325, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 224.53398650583244, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 214, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158449.4778525302, 'LEVERAGE': 22, 'UNIT_BUDGET': 2198.6460467892844, 'INITIAL_MARGIN_PER_UNIT': 10.206090295719656, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158449.4778525302, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.206090295719656, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017089141738360265, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.054640925348683, 'MAX_PENALTY_DURATION_HOURS': 562, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7171446757605305, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.046138404202947306, 'max_pnl_target': 0.18714489879472113, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.056624452643907926, 'max_pnl_target': 0.24724389495896795, 'max_calls_for_rule': 201}}
|
756 |
BNBUSD
|
{'omega': 1.749333649234917, 'alpha': [0.07538948795595105], 'beta': [0.8529734302301831], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04808946210796478, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 873.5105127035491, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 118, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188160.02328361367, 'LEVERAGE': 68, 'UNIT_BUDGET': 1582.36337707603, 'INITIAL_MARGIN_PER_UNIT': 12.845742833875722, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188160.02328361367, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.845742833875722, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004926157400857053, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.169924345821852, 'MAX_PENALTY_DURATION_HOURS': 432, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2649473503175048, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.04142778304479659, 'max_pnl_target': 0.17390754752059007, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.027818435736328403, 'max_pnl_target': 0.2168431872346765, 'max_calls_for_rule': 119}}
|
757 |
NIFTYFIN
|
{'omega': 0.26174384520849264, 'alpha': [0.08911755636344218], 'beta': [0.9088824436365578], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.174849591062743, 'historical_segment_start_price': 10199.0, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1390.2384511884895, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, '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': 64720.96437924126, 'LEVERAGE': 117, 'UNIT_BUDGET': 1315.1665492816874, 'INITIAL_MARGIN_PER_UNIT': 11.882379924687944, 'MAX_TRADING_CAPITAL_FOR_UNITS': 64720.96437924126, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.882379924687944, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031087204690684704, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.4744759054914507, 'MAX_PENALTY_DURATION_HOURS': 929, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6864280651719575, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.014838637134922571, 'max_pnl_target': 0.07329557015938042, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.07539369852846776, 'max_pnl_target': 0.24121662716701187, 'max_calls_for_rule': 87}}
|
758 |
ETHUSD
|
{'omega': 2.2877677300250054, 'alpha': [0.1688599652250329], 'beta': [0.7603286573726021], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1769.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1482.4353092153824, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103520.8351817154, 'LEVERAGE': 113, 'UNIT_BUDGET': 1953.1429951646162, 'INITIAL_MARGIN_PER_UNIT': 13.118896541729049, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103520.8351817154, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.118896541729049, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011854055461582354, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.9155716100716207, 'MAX_PENALTY_DURATION_HOURS': 524, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4882158190800728, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.0129628731203628, 'max_pnl_target': 0.14143951816279735, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.03583566188859826, 'max_pnl_target': 0.27886503851035455, 'max_calls_for_rule': 113}}
|
759 |
BNBUSD
|
{'omega': 1.5705898581650037, 'alpha': [0.07376294043969743], 'beta': [0.9066842646957229], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.738711243783634, 'historical_segment_start_price': 316.0, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 640.647585002718, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 407, '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': 59704.4858519679, 'LEVERAGE': 112, 'UNIT_BUDGET': 2334.5077598524044, 'INITIAL_MARGIN_PER_UNIT': 5.720067723238554, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59704.4858519679, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.720067723238554, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026511715400863167, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 2.901692265870862, 'MAX_PENALTY_DURATION_HOURS': 458, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7073620863708829, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.04097209641046537, 'max_pnl_target': 0.18511973264424644, 'max_calls_for_rule': 154}, 'moderate_calls': {'min_pnl_target': 0.03610283307472677, 'max_pnl_target': 0.20892056442597146, 'max_calls_for_rule': 276}}
|
760 |
ETHUSD
|
{'omega': 2.267052118685968, 'alpha': [0.08363269750282834], 'beta': [0.8327966717064939], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 313.33, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1186.7435358504358, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, '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': 119521.30214462562, 'LEVERAGE': 88, 'UNIT_BUDGET': 2188.588980916497, 'INITIAL_MARGIN_PER_UNIT': 13.485721998300408, 'MAX_TRADING_CAPITAL_FOR_UNITS': 119521.30214462562, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.485721998300408, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004893593481295332, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.441162982540211, 'MAX_PENALTY_DURATION_HOURS': 206, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5561920874522664, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.025279733808466508, 'max_pnl_target': 0.08610223685999609, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.07114769218580054, 'max_pnl_target': 0.26697017932569883, 'max_calls_for_rule': 159}}
|
761 |
BTCUSD
|
{'omega': 1.8226915001774164, 'alpha': [0.07664070514265786], 'beta': [0.9213592948573421], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.787812826967315, 'historical_segment_start_price': 7187.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1229.1043386213025, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 28, 'MAX_CONCURRENT_UNITS': 395, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 133679.8426670002, 'LEVERAGE': 108, 'UNIT_BUDGET': 338.17693065350466, 'INITIAL_MARGIN_PER_UNIT': 11.380595727975024, 'MAX_TRADING_CAPITAL_FOR_UNITS': 133679.8426670002, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.380595727975024, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032322342501143043, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 2.620469988269985, 'MAX_PENALTY_DURATION_HOURS': 373, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4114613641435577, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.04130278131269686, 'max_pnl_target': 0.1905886451554795, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.048903700422881176, 'max_pnl_target': 0.2576807736895951, 'max_calls_for_rule': 20}}
|
762 |
ETHUSD
|
{'omega': 7.609231411401398, 'alpha': [0.10237803802876476], 'beta': [0.7995799156681409], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.46, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 548.0027360622737, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, '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': 73732.75485412807, 'LEVERAGE': 62, 'UNIT_BUDGET': 1125.8851306806505, 'INITIAL_MARGIN_PER_UNIT': 8.838753807456028, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73732.75485412807, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.838753807456028, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001120628803720896, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 2.02813426836122, 'MAX_PENALTY_DURATION_HOURS': 839, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3106776030087921, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.010062889942990821, 'max_pnl_target': 0.11630936463511762, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.015774562841258978, 'max_pnl_target': 0.259724085095211, 'max_calls_for_rule': 79}}
|
763 |
NIFTYFIN
|
{'omega': 0.2002530859557813, 'alpha': [0.0736791000213617], 'beta': [0.9243208999786383], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.295590214971181, 'historical_segment_start_price': 20749.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 800.8902083920768, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 250, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161426.5805262533, 'LEVERAGE': 103, 'UNIT_BUDGET': 1957.7018766054719, 'INITIAL_MARGIN_PER_UNIT': 7.775633091185211, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161426.5805262533, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.775633091185211, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014948923531707438, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 1.6374528070961383, 'MAX_PENALTY_DURATION_HOURS': 356, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.30792649991936716, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.026117437750228872, 'max_pnl_target': 0.16301254888117647, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.08016088940865722, 'max_pnl_target': 0.21516126489508064, 'max_calls_for_rule': 196}}
|
764 |
NIFTYIT
|
{'omega': 0.5353887946167849, 'alpha': [0.12412414802543784], 'beta': [0.8443360685628317], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023170725600564098, 'historical_segment_start_price': 10794.95, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1237.6771731791202, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 192, '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': 83578.78306732004, 'LEVERAGE': 116, 'UNIT_BUDGET': 2061.3014083921607, 'INITIAL_MARGIN_PER_UNIT': 10.669630803268278, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83578.78306732004, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.669630803268278, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019248606907144431, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.227842217187377, 'MAX_PENALTY_DURATION_HOURS': 999, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5024102238541076, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.026027101263233342, 'max_pnl_target': 0.1282671997464663, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.09644665432521526, 'max_pnl_target': 0.32730447419906494, 'max_calls_for_rule': 145}}
|
765 |
ADAUSD
|
{'omega': 1.5456666954658718, 'alpha': [0.08638326289983428], 'beta': [0.8491788831676266], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01758542679121202, 'historical_segment_start_price': 0.3168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 558.5630517079297, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, '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': 77982.96152620089, 'LEVERAGE': 56, 'UNIT_BUDGET': 664.8358079893762, 'INITIAL_MARGIN_PER_UNIT': 9.974340209070174, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77982.96152620089, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.974340209070174, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0045486760629334325, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 2.759496339341609, 'MAX_PENALTY_DURATION_HOURS': 1006, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27342194841444695, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.037284386247347485, 'max_pnl_target': 0.14906957367193643, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.07690995646753374, 'max_pnl_target': 0.23769680743581142, 'max_calls_for_rule': 39}}
|
766 |
ADAUSD
|
{'omega': 0.8931377091352881, 'alpha': [0.08521873159485362], 'beta': [0.8528872762261589], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012298268466583292, 'historical_segment_start_price': 0.2653, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 808.774551414137, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, 'MAX_CONCURRENT_UNITS': 221, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132018.60637665575, 'LEVERAGE': 68, 'UNIT_BUDGET': 595.7286730381269, 'INITIAL_MARGIN_PER_UNIT': 11.893743403149074, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132018.60637665575, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.893743403149074, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0049465619882623, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.370210950812912, 'MAX_PENALTY_DURATION_HOURS': 1400, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49143255601473157, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.038382295581179116, 'max_pnl_target': 0.17936853866872216, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.05614094884669031, 'max_pnl_target': 0.22252841009316332, 'max_calls_for_rule': 32}}
|
767 |
NIFTYIT
|
{'omega': 0.9275251583735367, 'alpha': [0.1321541384133488], 'beta': [0.8658458615866512], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015731868047646876, 'historical_segment_start_price': 11098.6, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 955.4938041020987, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, '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': 66786.20446612133, 'LEVERAGE': 64, 'UNIT_BUDGET': 2263.644499029047, 'INITIAL_MARGIN_PER_UNIT': 14.929590689095292, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66786.20446612133, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.929590689095292, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016446427713934834, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 1.5269798264033523, 'MAX_PENALTY_DURATION_HOURS': 972, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.339001461421736, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.009023271173697455, 'max_pnl_target': 0.07302809402442166, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.09241612310836465, 'max_pnl_target': 0.20504078002492768, 'max_calls_for_rule': 102}}
|
768 |
NIFTY500
|
{'omega': 2655.721831738948, 'alpha': [0.0003757766335784379], 'beta': [0.026950071578915373], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.1944640042371373, 'historical_segment_start_price': 3423.0, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 511.2391627560886, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, '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': 196381.35840897387, 'LEVERAGE': 35, 'UNIT_BUDGET': 1809.6951161474265, 'INITIAL_MARGIN_PER_UNIT': 14.606833221602532, 'MAX_TRADING_CAPITAL_FOR_UNITS': 196381.35840897387, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.606833221602532, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018579788188431714, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 2.6458228094406913, 'MAX_PENALTY_DURATION_HOURS': 1395, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3117565229275629, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.04604633551167161, 'max_pnl_target': 0.11866026436598837, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.036745856416887844, 'max_pnl_target': 0.18681572921563233, 'max_calls_for_rule': 77}}
|
769 |
XRPUSD
|
{'omega': 1.3976471917610471, 'alpha': [0.06849570544295712], 'beta': [0.929504294557043], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029515847386348937, 'historical_segment_start_price': 1.1899, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 759.1641742315696, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 278, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 139593.50022709047, 'LEVERAGE': 70, 'UNIT_BUDGET': 502.09409392446275, 'INITIAL_MARGIN_PER_UNIT': 10.845202489022423, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139593.50022709047, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.845202489022423, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001369078429903976, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.744781626829542, 'MAX_PENALTY_DURATION_HOURS': 1374, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32850859860733495, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.040579047398728765, 'max_pnl_target': 0.17351783331913623, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.01937636462133684, 'max_pnl_target': 0.1232527901847955, 'max_calls_for_rule': 43}}
|
770 |
BTCUSD
|
{'omega': 1.589125234469358, 'alpha': [0.08275779880075186], 'beta': [0.8872713551565513], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.594542083148097, 'historical_segment_start_price': 7187.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 655.1759129811996, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, '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': 86253.62308068649, 'LEVERAGE': 102, 'UNIT_BUDGET': 1165.443298000303, 'INITIAL_MARGIN_PER_UNIT': 6.423293264521566, 'MAX_TRADING_CAPITAL_FOR_UNITS': 86253.62308068649, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.423293264521566, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028013548478029557, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 1.554469129920863, 'MAX_PENALTY_DURATION_HOURS': 268, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6400864603548898, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.051157255373258936, 'max_pnl_target': 0.11780046228639675, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.04775167494468338, 'max_pnl_target': 0.257469510129064, 'max_calls_for_rule': 141}}
|
771 |
BTCUSD
|
{'omega': 1.8044094793514542, 'alpha': [0.0522875600687002], 'beta': [0.9457124399312997], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4603.19, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 705.7557868164124, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 106, 'MAX_CONCURRENT_UNITS': 231, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 143930.32918708865, 'LEVERAGE': 122, 'UNIT_BUDGET': 622.3938705394221, 'INITIAL_MARGIN_PER_UNIT': 5.784883498495184, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143930.32918708865, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.784883498495184, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003842849037724174, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 2.2086901176361278, 'MAX_PENALTY_DURATION_HOURS': 453, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6565032141799144, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.016071791389354478, 'max_pnl_target': 0.15789619921278603, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.03636957311143545, 'max_pnl_target': 0.23000166377963133, 'max_calls_for_rule': 65}}
|
772 |
BNBUSD
|
{'omega': 1.968859964958025, 'alpha': [0.11240007470277791], 'beta': [0.8514225964055713], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021437724120709798, 'historical_segment_start_price': 20.4576, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 487.2969056654012, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, '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': 112272.9817680595, 'LEVERAGE': 77, 'UNIT_BUDGET': 279.8612685845944, 'INITIAL_MARGIN_PER_UNIT': 6.3285312424078075, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112272.9817680595, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.3285312424078075, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004598890913486427, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 2.058025068250397, 'MAX_PENALTY_DURATION_HOURS': 271, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5258428408039066, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.04871970720532261, 'max_pnl_target': 0.18525080326939491, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.0936740095787183, 'max_pnl_target': 0.24937198938084942, 'max_calls_for_rule': 32}}
|
773 |
BNBUSD
|
{'omega': 7.6160572394828785, 'alpha': [0.11105084226513694], 'beta': [0.7832345388696279], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3879, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1663.8686734547755, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, 'MAX_CONCURRENT_UNITS': 46, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103898.3460273195, 'LEVERAGE': 116, 'UNIT_BUDGET': 2254.6362035546354, 'INITIAL_MARGIN_PER_UNIT': 14.343695460817031, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103898.3460273195, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.343695460817031, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004116309847167538, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 100, 'PENALTY_DURATION_MULTIPLIER': 2.325036383829346, 'MAX_PENALTY_DURATION_HOURS': 1050, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.62602017566487, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.04020731727046406, 'max_pnl_target': 0.18128786213124065, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.07392457408204978, 'max_pnl_target': 0.3199583044422776, 'max_calls_for_rule': 101}}
|
774 |
BTCUSD
|
{'omega': 4.694876893308743, 'alpha': [0.12855160720847825], 'beta': [0.7826529728618091], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01656820020868224, 'historical_segment_start_price': 8416.99, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 484.3915899510623, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 84, 'MAX_CONCURRENT_UNITS': 274, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 123717.35531552577, 'LEVERAGE': 92, 'UNIT_BUDGET': 450.8186810049442, 'INITIAL_MARGIN_PER_UNIT': 5.265125977728938, 'MAX_TRADING_CAPITAL_FOR_UNITS': 123717.35531552577, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.265125977728938, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001076362031858983, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 2.9672834521557405, 'MAX_PENALTY_DURATION_HOURS': 214, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6564646415436713, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 104, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 20, 'NON_TRADEABLE_WINDOW': 6240}
|
{'small_calls': {'min_pnl_target': 0.050387359532772596, 'max_pnl_target': 0.15148717689726351, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.057794124023126475, 'max_pnl_target': 0.17417485530440088, 'max_calls_for_rule': 80}}
|
775 |
BNBUSD
|
{'omega': 0.4581592456373711, 'alpha': [0.07621937203860091], 'beta': [0.9059052477564892], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02285427103566418, 'historical_segment_start_price': 526.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 425.8638423504413, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, 'MAX_CONCURRENT_UNITS': 87, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122651.46697625484, 'LEVERAGE': 47, 'UNIT_BUDGET': 1403.5023605022898, 'INITIAL_MARGIN_PER_UNIT': 9.060932815966837, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122651.46697625484, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.060932815966837, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003459087833748876, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 1.6240707890170665, 'MAX_PENALTY_DURATION_HOURS': 577, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07460719309421886, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.038939042248975445, 'max_pnl_target': 0.18891715943411058, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.09016710254706742, 'max_pnl_target': 0.29617228717917365, 'max_calls_for_rule': 112}}
|
776 |
BNBUSD
|
{'omega': 0.30397063116799383, 'alpha': [0.05072808286377139], 'beta': [0.8811943405863155], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.146692840063964, 'historical_segment_start_price': 324.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 179.50508967634937, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 235, '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': 61016.517122043544, 'LEVERAGE': 23, 'UNIT_BUDGET': 1844.7086016410274, 'INITIAL_MARGIN_PER_UNIT': 7.804569116363016, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61016.517122043544, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.804569116363016, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023923462945620298, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.294947227111087, 'MAX_PENALTY_DURATION_HOURS': 1327, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5655226442004462, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.04485222089959488, 'max_pnl_target': 0.1681686489258623, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.018619004762976607, 'max_pnl_target': 0.13028538157909603, 'max_calls_for_rule': 175}}
|
777 |
NIFTYIT
|
{'omega': 0.32240942915110576, 'alpha': [0.08347847379107994], 'beta': [0.9145215262089201], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026659507498075954, 'historical_segment_start_price': 15377.5, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 884.0751193156307, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109243.46805165039, 'LEVERAGE': 67, 'UNIT_BUDGET': 1295.5515268757104, 'INITIAL_MARGIN_PER_UNIT': 13.195151034561652, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109243.46805165039, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.195151034561652, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031165807460256686, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.8350806137881284, 'MAX_PENALTY_DURATION_HOURS': 1107, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3317224455909906, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.012162397313035807, 'max_pnl_target': 0.15457779795012278, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.09548512241584592, 'max_pnl_target': 0.3372380016282481, 'max_calls_for_rule': 73}}
|
778 |
ADAUSD
|
{'omega': 0.42700492867745443, 'alpha': [0.06944847383409089], 'beta': [0.9285515261659092], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019415141904047396, 'historical_segment_start_price': 0.3581, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 344.3503428698599, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 401, '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': 169332.67727692425, 'LEVERAGE': 68, 'UNIT_BUDGET': 2038.310118432251, 'INITIAL_MARGIN_PER_UNIT': 5.063975630439116, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169332.67727692425, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.063975630439116, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003725463242451205, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 53, 'PENALTY_DURATION_MULTIPLIER': 2.956100423328026, 'MAX_PENALTY_DURATION_HOURS': 1007, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07770166768579033, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.022819192087550764, 'max_pnl_target': 0.08305305356369552, 'max_calls_for_rule': 133}, 'moderate_calls': {'min_pnl_target': 0.03490377014383923, 'max_pnl_target': 0.15828784942256136, 'max_calls_for_rule': 281}}
|
779 |
XRPUSD
|
{'omega': 0.56811682278114, 'alpha': [0.07852040532154997], 'beta': [0.9194795946784501], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007382048487856871, 'historical_segment_start_price': 0.6094, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 854.0274755612415, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, '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': 59379.47810778311, 'LEVERAGE': 67, 'UNIT_BUDGET': 1935.6439055868866, 'INITIAL_MARGIN_PER_UNIT': 12.746678739720023, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59379.47810778311, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.746678739720023, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004702597315798014, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 1.7357214902438745, 'MAX_PENALTY_DURATION_HOURS': 396, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07405717223088155, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.035954125585073445, 'max_pnl_target': 0.14170902206512775, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.08182018679450336, 'max_pnl_target': 0.21363791244554564, 'max_calls_for_rule': 97}}
|
780 |
BTCUSD
|
{'omega': 47.011082354769776, 'alpha': [0.21132431835315282], 'beta': [0.6756297186204754], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 329.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 908.8078835406606, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 193, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 67490.34454351803, 'LEVERAGE': 82, 'UNIT_BUDGET': 349.37245301029816, 'INITIAL_MARGIN_PER_UNIT': 11.083022970008056, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67490.34454351803, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.083022970008056, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004895643995869923, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 1.980126700812948, 'MAX_PENALTY_DURATION_HOURS': 410, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3600152188392271, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.027006450766905162, 'max_pnl_target': 0.15381669266644116, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.025612826518312953, 'max_pnl_target': 0.26865030442168836, 'max_calls_for_rule': 26}}
|
781 |
ETHUSD
|
{'omega': 1.3519219020769078, 'alpha': [0.08172225344252479], 'beta': [0.9162777465574753], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3338.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 504.33306944357855, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 96170.45504968974, 'LEVERAGE': 55, 'UNIT_BUDGET': 1595.5447829284496, 'INITIAL_MARGIN_PER_UNIT': 9.169692171701428, 'MAX_TRADING_CAPITAL_FOR_UNITS': 96170.45504968974, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.169692171701428, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022317827851382256, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 1.722190347613367, 'MAX_PENALTY_DURATION_HOURS': 1276, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1164946336599497, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.040679842147538836, 'max_pnl_target': 0.1383815647035745, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.05725011606555503, 'max_pnl_target': 0.2338091460891853, 'max_calls_for_rule': 137}}
|
782 |
NIFTYFMCG
|
{'omega': 0.6591798411280556, 'alpha': [0.16894249843036047], 'beta': [0.8290575015696394], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010811670194751408, 'historical_segment_start_price': 22392.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 134.79133709286563, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 189, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 135206.6437071755, 'LEVERAGE': 22, 'UNIT_BUDGET': 715.018018613796, 'INITIAL_MARGIN_PER_UNIT': 6.1268789587666195, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135206.6437071755, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.1268789587666195, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004510523033209014, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 1.9107486761031032, 'MAX_PENALTY_DURATION_HOURS': 773, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5864997361500304, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.012333504584519914, 'max_pnl_target': 0.13687191223846998, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.01948036184828124, 'max_pnl_target': 0.19263614638380527, 'max_calls_for_rule': 93}}
|
783 |
ADAUSD
|
{'omega': 3.4570378809296995, 'alpha': [0.09571283882377127], 'beta': [0.8874454001213317], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.06057, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 160.32410029392676, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 414, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177730.97429338534, 'LEVERAGE': 15, 'UNIT_BUDGET': 428.5460126386985, 'INITIAL_MARGIN_PER_UNIT': 10.688273352928451, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177730.97429338534, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.688273352928451, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004579064060594393, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.3015285230347264, 'MAX_PENALTY_DURATION_HOURS': 418, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10322093760593787, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.017846381914873474, 'max_pnl_target': 0.1320740930972924, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.07881009158032075, 'max_pnl_target': 0.2410730972277384, 'max_calls_for_rule': 29}}
|
784 |
ADAUSD
|
{'omega': 3.5371915151699307, 'alpha': [0.09327421479707454], 'beta': [0.9047257852029256], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.518455304085687, 'historical_segment_start_price': 0.0822, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 692.2532081069689, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 318, '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': 155690.0706680044, 'LEVERAGE': 102, 'UNIT_BUDGET': 2165.1884089936066, 'INITIAL_MARGIN_PER_UNIT': 6.786796157911461, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155690.0706680044, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.786796157911461, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031849310841814108, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 2.2948490807089885, 'MAX_PENALTY_DURATION_HOURS': 380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.37881526715600633, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.03549209340345495, 'max_pnl_target': 0.12886344242170955, 'max_calls_for_rule': 170}, 'moderate_calls': {'min_pnl_target': 0.03369101035027211, 'max_pnl_target': 0.2820115054846377, 'max_calls_for_rule': 300}}
|
785 |
ETHUSD
|
{'omega': 0.005709465165772715, 'alpha': [0.19765141323824623], 'beta': [0.7481978665550483], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.894138071114853, 'historical_segment_start_price': 466.2734402, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 177.1451473758254, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 19, 'MAX_CONCURRENT_UNITS': 703, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186183.5533043175, 'LEVERAGE': 14, 'UNIT_BUDGET': 264.7406943582181, 'INITIAL_MARGIN_PER_UNIT': 12.653224812558957, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186183.5533043175, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.653224812558957, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003301790374308911, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 1.5789401135974108, 'MAX_PENALTY_DURATION_HOURS': 359, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3952325407767588, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 142, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8520}
|
{'small_calls': {'min_pnl_target': 0.04884694323444119, 'max_pnl_target': 0.13686502323526778, 'max_calls_for_rule': 6}, 'moderate_calls': {'min_pnl_target': 0.08609168443183125, 'max_pnl_target': 0.27882006750340216, 'max_calls_for_rule': 16}}
|
786 |
BTCUSD
|
{'omega': 2.613462397213884, 'alpha': [0.13113672332792287], 'beta': [0.8668632766720772], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 825.86, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1446.2963581865974, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, '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': 66153.26351878943, 'LEVERAGE': 110, 'UNIT_BUDGET': 809.9250550152072, 'INITIAL_MARGIN_PER_UNIT': 13.14814871078725, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66153.26351878943, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.14814871078725, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004446273715370474, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 123, 'PENALTY_DURATION_MULTIPLIER': 1.7138788985436904, 'MAX_PENALTY_DURATION_HOURS': 869, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6423007284512486, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.014500370058856831, 'max_pnl_target': 0.14748971246041706, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.030284250735302026, 'max_pnl_target': 0.18858734831394972, 'max_calls_for_rule': 36}}
|
787 |
BNBUSD
|
{'omega': 0.36864453597228586, 'alpha': [0.03904332888055119], 'beta': [0.9159715169887883], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.267432905427563, 'historical_segment_start_price': 240.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 338.04848584837816, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 298, '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': 121102.7813137694, 'LEVERAGE': 58, 'UNIT_BUDGET': 1743.860076439374, 'INITIAL_MARGIN_PER_UNIT': 5.828422169799623, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121102.7813137694, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.828422169799623, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004905272440403892, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.2556200073223014, 'MAX_PENALTY_DURATION_HOURS': 607, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5832044691130203, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.029693861103498625, 'max_pnl_target': 0.1557863302042164, 'max_calls_for_rule': 175}, 'moderate_calls': {'min_pnl_target': 0.05653259322617302, 'max_pnl_target': 0.18466190946592545, 'max_calls_for_rule': 277}}
|
788 |
NIFTYFIN
|
{'omega': 0.33018786287902613, 'alpha': [0.10800091390334092], 'beta': [0.8133935176863859], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.645567765893911, 'historical_segment_start_price': 9490.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 671.144561589552, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 141, 'MAX_CONCURRENT_UNITS': 85, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154669.76928428287, 'LEVERAGE': 53, 'UNIT_BUDGET': 1808.0648368441073, 'INITIAL_MARGIN_PER_UNIT': 12.663104935651926, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154669.76928428287, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.663104935651926, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004233221240688263, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 2.9060971099431274, 'MAX_PENALTY_DURATION_HOURS': 449, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5849735932918448, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.045733042615976494, 'max_pnl_target': 0.12314508438414859, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.06561002742289956, 'max_pnl_target': 0.2641066053022254, 'max_calls_for_rule': 116}}
|
789 |
ADAUSD
|
{'omega': 0.565776350365661, 'alpha': [0.0500233805461409], 'beta': [0.8984961197595064], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01309291979837461, 'historical_segment_start_price': 0.5149, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 156.5535413587982, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 221, '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': 68786.42592896555, 'LEVERAGE': 14, 'UNIT_BUDGET': 2486.19436194374, 'INITIAL_MARGIN_PER_UNIT': 11.18239581134273, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68786.42592896555, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.18239581134273, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011281564039388057, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 2.645140210991753, 'MAX_PENALTY_DURATION_HOURS': 884, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33195422027603677, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.04583838421658879, 'max_pnl_target': 0.16375344250569288, 'max_calls_for_rule': 103}, 'moderate_calls': {'min_pnl_target': 0.0944917537224964, 'max_pnl_target': 0.23797964940429334, 'max_calls_for_rule': 148}}
|
790 |
BNBUSD
|
{'omega': 0.8349796056215963, 'alpha': [0.05712696807533586], 'beta': [0.9408730319246642], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02097880300428153, 'historical_segment_start_price': 289.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 284.20225686272306, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 100020.96476986642, 'LEVERAGE': 42, 'UNIT_BUDGET': 1373.5005324470828, 'INITIAL_MARGIN_PER_UNIT': 6.766720401493407, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100020.96476986642, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.766720401493407, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023383884974808745, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.7565955055546176, 'MAX_PENALTY_DURATION_HOURS': 805, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6208173770953088, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.04156929409193761, 'max_pnl_target': 0.12032648043028102, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.047244017720169576, 'max_pnl_target': 0.2071447838604782, 'max_calls_for_rule': 179}}
|
791 |
ADAUSD
|
{'omega': 0.7544352285395539, 'alpha': [0.0789379473374074], 'beta': [0.8773643712692942], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012740440560093384, 'historical_segment_start_price': 0.2653, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1141.6651230086404, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 213, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177288.25227173188, 'LEVERAGE': 88, 'UNIT_BUDGET': 830.7773942963372, 'INITIAL_MARGIN_PER_UNIT': 12.973467306916369, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177288.25227173188, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.973467306916369, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001501103204973386, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.2506815709475063, 'MAX_PENALTY_DURATION_HOURS': 905, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.058414556412973884, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.03239838250205081, 'max_pnl_target': 0.15763980241630898, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.042782746565379, 'max_pnl_target': 0.22088044958096872, 'max_calls_for_rule': 47}}
|
792 |
TSLAUSD
|
{'omega': 2.135921411251852, 'alpha': [0.0563082150833577], 'beta': [0.9149072291604843], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01674784166062287, 'historical_segment_start_price': 272.52, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 602.2764012622966, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 297, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128994.48830557025, 'LEVERAGE': 44, 'UNIT_BUDGET': 434.0181460246533, 'INITIAL_MARGIN_PER_UNIT': 13.68810002868856, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128994.48830557025, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.68810002868856, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019566412294642487, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 1.579070727066217, 'MAX_PENALTY_DURATION_HOURS': 1255, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7117660302203191, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.045964142547314825, 'max_pnl_target': 0.148837950573352, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.07911119920022155, 'max_pnl_target': 0.1899113696041918, 'max_calls_for_rule': 25}}
|
793 |
BTCUSD
|
{'omega': 0.1337412993034637, 'alpha': [0.06604149250068438], 'beta': [0.8947278635361735], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 60147.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 186.21380445519782, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 350, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 124854.70170115016, 'LEVERAGE': 29, 'UNIT_BUDGET': 2254.8206735740523, 'INITIAL_MARGIN_PER_UNIT': 6.4211656708688905, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124854.70170115016, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.4211656708688905, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015529460861153056, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.2876404734293176, 'MAX_PENALTY_DURATION_HOURS': 418, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6157361672908086, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 117, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7020}
|
{'small_calls': {'min_pnl_target': 0.040646257562644734, 'max_pnl_target': 0.10077374191070632, 'max_calls_for_rule': 198}, 'moderate_calls': {'min_pnl_target': 0.05945495704844915, 'max_pnl_target': 0.3077163083960667, 'max_calls_for_rule': 317}}
|
794 |
TSLAUSD
|
{'omega': 2.4564340230976827, 'alpha': [0.10260964651964453], 'beta': [0.8247377408512238], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023622652721604326, 'historical_segment_start_price': 278.99, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 318.14218722163946, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 177, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 59169.90671135305, 'LEVERAGE': 58, 'UNIT_BUDGET': 976.6304567913674, 'INITIAL_MARGIN_PER_UNIT': 5.485210124511025, 'MAX_TRADING_CAPITAL_FOR_UNITS': 59169.90671135305, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.485210124511025, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032770945478446255, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.0432373155410333, 'MAX_PENALTY_DURATION_HOURS': 1021, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10606034148300952, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.03472128380002462, 'max_pnl_target': 0.14547694014602347, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.03712058385274864, 'max_pnl_target': 0.19531881684894215, 'max_calls_for_rule': 116}}
|
795 |
BNBUSD
|
{'omega': 1.3530363392624032, 'alpha': [0.0719967550109303], 'beta': [0.9011033658864953], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.1023, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1123.1475370855376, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, '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': 78563.57761448673, 'LEVERAGE': 109, 'UNIT_BUDGET': 1658.598567708071, 'INITIAL_MARGIN_PER_UNIT': 10.304105844821445, 'MAX_TRADING_CAPITAL_FOR_UNITS': 78563.57761448673, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.304105844821445, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017741992358237032, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.8139955305365616, 'MAX_PENALTY_DURATION_HOURS': 478, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5249699197118614, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.012845358134146941, 'max_pnl_target': 0.06372014901525652, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.05007686659988503, 'max_pnl_target': 0.18004051185875034, 'max_calls_for_rule': 110}}
|
796 |
NIFTY50
|
{'omega': 0.307710917573552, 'alpha': [0.13852896907834067], 'beta': [0.8594710309216593], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03219540341969313, 'historical_segment_start_price': 8415.7, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 172.64640505615426, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, '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': 91779.47123606427, 'LEVERAGE': 14, 'UNIT_BUDGET': 1696.7323808648352, 'INITIAL_MARGIN_PER_UNIT': 12.33188607543959, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91779.47123606427, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.33188607543959, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022650050855618853, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.5084509858276363, 'MAX_PENALTY_DURATION_HOURS': 1365, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15685262916986067, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.03027735947838823, 'max_pnl_target': 0.0990395564962277, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.041122276932917645, 'max_pnl_target': 0.2653150639646422, 'max_calls_for_rule': 127}}
|
797 |
BNBUSD
|
{'omega': 5.486386807356972, 'alpha': [0.09885864517559653], 'beta': [0.8096597249712516], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.191, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 299.726548958284, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 124, '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': 53514.98220918218, 'LEVERAGE': 23, 'UNIT_BUDGET': 1639.0792344765687, 'INITIAL_MARGIN_PER_UNIT': 13.031589085142782, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53514.98220918218, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.031589085142782, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029058483293954293, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.951598871141369, 'MAX_PENALTY_DURATION_HOURS': 1214, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7305373569846862, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.04640350827313582, 'max_pnl_target': 0.14873300169655082, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.018533776950741352, 'max_pnl_target': 0.25479365146383764, 'max_calls_for_rule': 103}}
|
798 |
BTCUSD
|
{'omega': 1.866159257525103, 'alpha': [0.06792007718896495], 'beta': [0.9164749387700265], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.080490632772111, 'historical_segment_start_price': 40779.16, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1305.855335967317, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 274, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184512.93465453738, 'LEVERAGE': 97, 'UNIT_BUDGET': 670.9835715612749, 'INITIAL_MARGIN_PER_UNIT': 13.462426143992959, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184512.93465453738, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.462426143992959, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003492839451910493, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 31, 'PENALTY_DURATION_MULTIPLIER': 2.986683781253188, 'MAX_PENALTY_DURATION_HOURS': 352, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08026362975332291, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.032895755167725756, 'max_pnl_target': 0.11655842737804592, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.051306828095311514, 'max_pnl_target': 0.18312250265349564, 'max_calls_for_rule': 33}}
|
799 |
ETHUSD
|
{'omega': 1.1722041596328032, 'alpha': [0.09084334738536311], 'beta': [0.8993670984842997], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011129656547801039, 'historical_segment_start_price': 2882.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 844.4752766765007, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 184, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 119212.19865339716, 'LEVERAGE': 80, 'UNIT_BUDGET': 647.2610627143333, 'INITIAL_MARGIN_PER_UNIT': 10.555940958456258, 'MAX_TRADING_CAPITAL_FOR_UNITS': 119212.19865339716, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.555940958456258, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003408969925229613, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 1.5473745322789272, 'MAX_PENALTY_DURATION_HOURS': 243, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06440427227331205, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.008725389573693424, 'max_pnl_target': 0.13191170081239542, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.06325940360809457, 'max_pnl_target': 0.2456524983077512, 'max_calls_for_rule': 37}}
|
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