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
|
|---|---|---|---|---|
800 |
XRPUSD
|
{'omega': 1.1594065212791107, 'alpha': [0.08696960129890173], 'beta': [0.9110303987010984], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01257780396318176, 'historical_segment_start_price': 0.4876, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 548.5389374566522, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127499.72651488228, 'LEVERAGE': 60, 'UNIT_BUDGET': 1658.1461608719858, 'INITIAL_MARGIN_PER_UNIT': 9.142315624277536, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127499.72651488228, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.142315624277536, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026799117473952465, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.415441001110705, 'MAX_PENALTY_DURATION_HOURS': 1103, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34865268917511205, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.012451090928164498, 'max_pnl_target': 0.12126891513149492, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.012688317814277181, 'max_pnl_target': 0.14595816442218382, 'max_calls_for_rule': 159}}
|
801 |
BTCUSD
|
{'omega': 1.6784386212175448, 'alpha': [0.08654970719907934], 'beta': [0.864258280717675], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.023868069506106, 'historical_segment_start_price': 7187.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 734.2391211002601, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 136, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 171091.75138828967, 'LEVERAGE': 95, 'UNIT_BUDGET': 1249.972660704113, 'INITIAL_MARGIN_PER_UNIT': 7.728832853686949, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171091.75138828967, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.728832853686949, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036013405317547164, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 1.7002410995957122, 'MAX_PENALTY_DURATION_HOURS': 935, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6543887095384711, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.016459782387264248, 'max_pnl_target': 0.07859865397050851, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.024896069841682814, 'max_pnl_target': 0.21331044856902687, 'max_calls_for_rule': 106}}
|
802 |
BTCUSD
|
{'omega': 2.0672891643498413e-06, 'alpha': [0.3263176343958022], 'beta': [0.6687674853477328], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.021823332028412933, 'historical_segment_start_price': 709.87, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 485.59868998892443, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 90, 'MAX_CONCURRENT_UNITS': 279, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 181630.03285828227, 'LEVERAGE': 68, 'UNIT_BUDGET': 650.6025129486789, 'INITIAL_MARGIN_PER_UNIT': 7.141157205719477, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181630.03285828227, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.141157205719477, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014018454218041052, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 1.7138502475345578, 'MAX_PENALTY_DURATION_HOURS': 295, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4633842692837984, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.024956077626233638, 'max_pnl_target': 0.09421396993317557, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.045699276947156434, 'max_pnl_target': 0.18243855251784752, 'max_calls_for_rule': 83}}
|
803 |
ETHUSD
|
{'omega': 0.8670205166104684, 'alpha': [0.0804022439936866], 'beta': [0.9057574354703402], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3407.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1533.0782177198791, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 20, 'MAX_CONCURRENT_UNITS': 593, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186221.86883611954, 'LEVERAGE': 106, 'UNIT_BUDGET': 313.7420728120334, 'INITIAL_MARGIN_PER_UNIT': 14.463002053961123, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186221.86883611954, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.463002053961123, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004767675235877117, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.6844876504258477, 'MAX_PENALTY_DURATION_HOURS': 972, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06773215770910661, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.034445593114631176, 'max_pnl_target': 0.14090435791655148, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.07206612067811742, 'max_pnl_target': 0.2783617401509127, 'max_calls_for_rule': 17}}
|
804 |
XRPUSD
|
{'omega': 1.6626163098379112, 'alpha': [0.1471955008737246], 'beta': [0.8276012329249132], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.31541, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 514.5355643720964, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173136.90197397224, 'LEVERAGE': 38, 'UNIT_BUDGET': 2293.97584596317, 'INITIAL_MARGIN_PER_UNIT': 13.54040958873938, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173136.90197397224, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.54040958873938, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033879303624867628, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.7951453030336217, 'MAX_PENALTY_DURATION_HOURS': 960, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4486808207773617, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.01912860980174264, 'max_pnl_target': 0.09680941615991466, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.051694529421124645, 'max_pnl_target': 0.1972539056629342, 'max_calls_for_rule': 152}}
|
805 |
BTCUSD
|
{'omega': 0.20353705722730872, 'alpha': [0.07669635367385175], 'beta': [0.8443251830560597], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 40604.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1228.0677936373027, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128157.87949278599, 'LEVERAGE': 82, 'UNIT_BUDGET': 2188.0946955743993, 'INITIAL_MARGIN_PER_UNIT': 14.976436507771984, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128157.87949278599, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.976436507771984, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001065740194723376, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 1.9467718970879484, 'MAX_PENALTY_DURATION_HOURS': 744, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09728272486701091, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.022069680417585932, 'max_pnl_target': 0.1199660040759686, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.03524635352169767, 'max_pnl_target': 0.21340438093016087, 'max_calls_for_rule': 123}}
|
806 |
NIFTYENERGY
|
{'omega': 0.47768618384511863, 'alpha': [0.08454358891960549], 'beta': [0.8965803556123119], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.406433417866851, 'historical_segment_start_price': 14150.15, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1445.4226851488595, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, 'MAX_CONCURRENT_UNITS': 56, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 133130.0835504227, 'LEVERAGE': 106, 'UNIT_BUDGET': 2368.834693624933, 'INITIAL_MARGIN_PER_UNIT': 13.636063067442072, 'MAX_TRADING_CAPITAL_FOR_UNITS': 133130.0835504227, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.636063067442072, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011529102354558068, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 2.352839607426372, 'MAX_PENALTY_DURATION_HOURS': 394, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.037084043553751646, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.038699792541284556, 'max_pnl_target': 0.10141272018380779, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.030117238678119662, 'max_pnl_target': 0.25271743361167853, 'max_calls_for_rule': 143}}
|
807 |
BNBUSD
|
{'omega': 0.15175525002732754, 'alpha': [0.06123784915943906], 'beta': [0.9295682907434136], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 638.01, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 700.9209461862423, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 189, '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': 50772.85696211535, 'LEVERAGE': 79, 'UNIT_BUDGET': 1693.848564932678, 'INITIAL_MARGIN_PER_UNIT': 8.87241704033218, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50772.85696211535, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.87241704033218, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029702675450314657, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.7709856512919773, 'MAX_PENALTY_DURATION_HOURS': 171, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41599449551221057, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.03764672539217784, 'max_pnl_target': 0.13099865382429743, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.022972299927527057, 'max_pnl_target': 0.12988556295195564, 'max_calls_for_rule': 171}}
|
808 |
ETHUSD
|
{'omega': 1.1057790319275866, 'alpha': [0.09355471091855493], 'beta': [0.8708675961832432], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 230.86423071, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 201.2144417480019, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 311, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 79022.09767596752, 'LEVERAGE': 37, 'UNIT_BUDGET': 253.5092761675213, 'INITIAL_MARGIN_PER_UNIT': 5.4382281553514025, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79022.09767596752, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.4382281553514025, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004748630813599778, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 1.6656381293522817, 'MAX_PENALTY_DURATION_HOURS': 723, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5067459063215846, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.03200643262928627, 'max_pnl_target': 0.16058394951923177, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.08462301183674496, 'max_pnl_target': 0.18753783170718424, 'max_calls_for_rule': 40}}
|
809 |
BTCUSD
|
{'omega': 0.7451784281944663, 'alpha': [0.09801711172453267], 'beta': [0.8999828882754672], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0186894826205495, 'historical_segment_start_price': 40816.14, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 264.0505738303155, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 187, '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': 100178.37157945137, 'LEVERAGE': 22, 'UNIT_BUDGET': 2258.208092972988, 'INITIAL_MARGIN_PER_UNIT': 12.002298810468886, 'MAX_TRADING_CAPITAL_FOR_UNITS': 100178.37157945137, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.002298810468886, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015211136967470595, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 135, 'PENALTY_DURATION_MULTIPLIER': 2.2292189682627743, 'MAX_PENALTY_DURATION_HOURS': 532, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.564387190077924, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.02627263033460195, 'max_pnl_target': 0.1196305602906362, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.09160517210841414, 'max_pnl_target': 0.23317709909152434, 'max_calls_for_rule': 134}}
|
810 |
BNBUSD
|
{'omega': 0.35006975842891747, 'alpha': [0.043623422318647395], 'beta': [0.8918827346016398], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.002941637736148, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 191.96828458739859, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 129, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94475.86595132304, 'LEVERAGE': 18, 'UNIT_BUDGET': 727.5481974475315, 'INITIAL_MARGIN_PER_UNIT': 10.664904699299921, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94475.86595132304, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.664904699299921, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004727360081831694, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.6431549238131384, 'MAX_PENALTY_DURATION_HOURS': 225, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41571919697679965, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.03579669160439521, 'max_pnl_target': 0.10405941792056958, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.06830644485956675, 'max_pnl_target': 0.28994633475104115, 'max_calls_for_rule': 42}}
|
811 |
ADAUSD
|
{'omega': 0.7180118088924147, 'alpha': [0.05273790712382357], 'beta': [0.9452620928761765], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008736115077036454, 'historical_segment_start_price': 0.2668, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 165.58607268509584, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 424, 'MAX_CONCURRENT_UNITS': 34, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 73720.2221202609, 'LEVERAGE': 33, 'UNIT_BUDGET': 2136.20910654453, 'INITIAL_MARGIN_PER_UNIT': 5.017759778336238, 'MAX_TRADING_CAPITAL_FOR_UNITS': 73720.2221202609, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.017759778336238, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004551621847787221, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.0011081261111823, 'MAX_PENALTY_DURATION_HOURS': 443, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.248109409785953, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.008028906760015159, 'max_pnl_target': 0.09285437017121781, 'max_calls_for_rule': 159}, 'moderate_calls': {'min_pnl_target': 0.05348244316884141, 'max_pnl_target': 0.2921038065842975, 'max_calls_for_rule': 390}}
|
812 |
BTCUSD
|
{'omega': 37.5509408127322, 'alpha': [0.18720471353872956], 'beta': [0.7584165914933221], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 621.99, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1122.1555016780658, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170195.21222193388, 'LEVERAGE': 80, 'UNIT_BUDGET': 2234.3766028327063, 'INITIAL_MARGIN_PER_UNIT': 14.026943770975823, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170195.21222193388, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.026943770975823, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002647353512741293, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.4475551512531974, 'MAX_PENALTY_DURATION_HOURS': 329, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09727314409496778, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.020792671548812248, 'max_pnl_target': 0.13379192631604972, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.08443699370022954, 'max_pnl_target': 0.333565040614906, 'max_calls_for_rule': 99}}
|
813 |
NIFTYIT
|
{'omega': 0.655046053040305, 'alpha': [0.10295959274923967], 'beta': [0.8512940653003968], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.019126221364240782, 'historical_segment_start_price': 28784.1, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 125.92294614186218, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, 'MAX_CONCURRENT_UNITS': 80, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 111714.09740390007, 'LEVERAGE': 14, 'UNIT_BUDGET': 1392.9517238114595, 'INITIAL_MARGIN_PER_UNIT': 8.994496152990155, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111714.09740390007, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.994496152990155, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004231204960164253, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 1.5710753909658481, 'MAX_PENALTY_DURATION_HOURS': 598, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15259667842947505, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.03037924392279993, 'max_pnl_target': 0.17122141839740537, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.022039929071555386, 'max_pnl_target': 0.13196830143062557, 'max_calls_for_rule': 111}}
|
814 |
BNBUSD
|
{'omega': 1.0706224699435969, 'alpha': [0.07799434789014578], 'beta': [0.8457774631730597], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.2072, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 554.8619570288251, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 73, 'MAX_CONCURRENT_UNITS': 207, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 107490.41618781173, 'LEVERAGE': 80, 'UNIT_BUDGET': 519.1182862551843, 'INITIAL_MARGIN_PER_UNIT': 6.935774462860315, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107490.41618781173, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.935774462860315, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032647476197687065, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.3196259392532568, 'MAX_PENALTY_DURATION_HOURS': 1192, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0718384480764951, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.04012774996243861, 'max_pnl_target': 0.1354081803459333, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.07161711384510855, 'max_pnl_target': 0.20330603853239906, 'max_calls_for_rule': 64}}
|
815 |
IHSG_BBCA
|
{'omega': 1.0866325704333557, 'alpha': [0.7577805771166055], 'beta': [0.2402194228833945], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.0705556393821693, 'historical_segment_start_price': 7875, 'asset_source_name': 'IHSG_BBCA'}
|
{'POSITION_SIZE_PER_UNIT': 523.4190396788583, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 119, 'MAX_CONCURRENT_UNITS': 98, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 178352.85705273531, 'LEVERAGE': 35, 'UNIT_BUDGET': 1802.1815902271824, 'INITIAL_MARGIN_PER_UNIT': 14.954829705110237, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178352.85705273531, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.954829705110237, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015858754285622157, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.673412532793994, 'MAX_PENALTY_DURATION_HOURS': 1202, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6646430533543616, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 149, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 8940}
|
{'small_calls': {'min_pnl_target': 0.03276475370416013, 'max_pnl_target': 0.16123494101808658, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.05302843866518578, 'max_pnl_target': 0.20891690729419748, 'max_calls_for_rule': 95}}
|
816 |
BTCUSD
|
{'omega': 44.40201212866148, 'alpha': [0.18922448237237055], 'beta': [0.8087755176276294], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 442.9, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 581.4052418208868, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 280, 'MAX_CONCURRENT_UNITS': 61, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 106603.45483970596, 'LEVERAGE': 95, 'UNIT_BUDGET': 1720.4190846639024, 'INITIAL_MARGIN_PER_UNIT': 6.120055177061966, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106603.45483970596, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.120055177061966, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003470892049403098, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 2.5935634972220116, 'MAX_PENALTY_DURATION_HOURS': 1097, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22972598513536913, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.020549471073608997, 'max_pnl_target': 0.1064183796819772, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.09353608119738735, 'max_pnl_target': 0.31403234025690935, 'max_calls_for_rule': 195}}
|
817 |
NIFTYFIN
|
{'omega': 1.7316597804862992, 'alpha': [0.009321116494033303], 'beta': [0.9886788835059667], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.948409492551975, 'historical_segment_start_price': 9469.25, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1091.4531421689044, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, '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': 90727.80049473955, 'LEVERAGE': 76, 'UNIT_BUDGET': 467.8469170975872, 'INITIAL_MARGIN_PER_UNIT': 14.361225554854006, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90727.80049473955, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.361225554854006, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001901183737744133, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 1.9856801479579214, 'MAX_PENALTY_DURATION_HOURS': 1341, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13320719388700691, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.01413658527304518, 'max_pnl_target': 0.15931484862336215, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.043190352107122645, 'max_pnl_target': 0.2393721076789237, 'max_calls_for_rule': 27}}
|
818 |
NIFTYBANK
|
{'omega': 1.1079238308485908, 'alpha': [0.07328348428375908], 'beta': [0.842469351994198], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.225648785355143, 'historical_segment_start_price': 19601.65, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 139.87665337056157, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 133, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 75125.65937744096, 'LEVERAGE': 26, 'UNIT_BUDGET': 560.7101027749495, 'INITIAL_MARGIN_PER_UNIT': 5.379871283483137, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75125.65937744096, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.379871283483137, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022888967923862104, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.198603516107725, 'MAX_PENALTY_DURATION_HOURS': 1008, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4726280981578772, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.016510638305255, 'max_pnl_target': 0.1218181623878735, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.053657740401449085, 'max_pnl_target': 0.24619948311894566, 'max_calls_for_rule': 91}}
|
819 |
BTCUSD
|
{'omega': 6.740042449528538, 'alpha': [0.16346498338454743], 'beta': [0.8345350166154526], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 295.21, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1107.1844724393416, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 93, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77352.01064574752, 'LEVERAGE': 111, 'UNIT_BUDGET': 828.1644870799253, 'INITIAL_MARGIN_PER_UNIT': 9.974634886840915, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77352.01064574752, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.974634886840915, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027891216615395452, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.7108005694710853, 'MAX_PENALTY_DURATION_HOURS': 757, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7299860892108689, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.038007327857421155, 'max_pnl_target': 0.14855073712147832, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.07502149195613296, 'max_pnl_target': 0.2372124242226235, 'max_calls_for_rule': 67}}
|
820 |
NIFTYFMCG
|
{'omega': 0.25509115574308977, 'alpha': [0.07824671346875137], 'beta': [0.9197532865312487], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014045248365632439, 'historical_segment_start_price': 34267.25, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1164.57646269478, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 264, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 143022.93507851014, 'LEVERAGE': 112, 'UNIT_BUDGET': 540.5085930825427, 'INITIAL_MARGIN_PER_UNIT': 10.398004131203393, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143022.93507851014, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.398004131203393, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002428568970526573, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 2.215327403745822, 'MAX_PENALTY_DURATION_HOURS': 999, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21630112284096903, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.03517893123272301, 'max_pnl_target': 0.16415078681200487, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.0861551252267248, 'max_pnl_target': 0.21994974427377179, 'max_calls_for_rule': 42}}
|
821 |
ETHUSD
|
{'omega': 2.333602451942312, 'alpha': [0.19708740506555966], 'beta': [0.7994177479113416], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1769.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 645.1177419153418, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 35, 'MAX_CONCURRENT_UNITS': 349, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169582.38116335747, 'LEVERAGE': 48, 'UNIT_BUDGET': 485.3989215330322, 'INITIAL_MARGIN_PER_UNIT': 13.43995295656962, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169582.38116335747, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.43995295656962, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004620145898373172, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 1.8719605409016662, 'MAX_PENALTY_DURATION_HOURS': 835, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6204206788231355, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.04634953487819735, 'max_pnl_target': 0.1338684534355567, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.011696719191627843, 'max_pnl_target': 0.12620776034850514, 'max_calls_for_rule': 31}}
|
822 |
BTCUSD
|
{'omega': 2.796914511806551, 'alpha': [0.18146075836327122], 'beta': [0.795596052353462], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018438843996337204, 'historical_segment_start_price': 6724.78, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1045.684568185891, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 201, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161853.40989449102, 'LEVERAGE': 83, 'UNIT_BUDGET': 802.8178710286766, 'INITIAL_MARGIN_PER_UNIT': 12.598609255251699, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161853.40989449102, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.598609255251699, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00443469960247923, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.8653769343582125, 'MAX_PENALTY_DURATION_HOURS': 870, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1550729785532751, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 116, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6960}
|
{'small_calls': {'min_pnl_target': 0.02378857125485116, 'max_pnl_target': 0.11308454477708745, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.07622311097407114, 'max_pnl_target': 0.2633659098056547, 'max_calls_for_rule': 41}}
|
823 |
BNBUSD
|
{'omega': 15.24470459080192, 'alpha': [0.18197416840491382], 'beta': [0.8058868249299324], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.4702198837625837, 'historical_segment_start_price': 13.5551, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 213.6129058044091, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 372, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 145975.61550225044, 'LEVERAGE': 27, 'UNIT_BUDGET': 391.42338976122767, 'INITIAL_MARGIN_PER_UNIT': 7.911589103867004, 'MAX_TRADING_CAPITAL_FOR_UNITS': 145975.61550225044, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.911589103867004, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033755080043067916, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 87, 'PENALTY_DURATION_MULTIPLIER': 2.8408739214726637, 'MAX_PENALTY_DURATION_HOURS': 863, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.013632536143071458, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.00646375565125194, 'max_pnl_target': 0.06582252927714145, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.0778710530752133, 'max_pnl_target': 0.25989045504265473, 'max_calls_for_rule': 30}}
|
824 |
ADAUSD
|
{'omega': 2.203826237336587, 'alpha': [0.0837213130199232], 'beta': [0.8761633070964946], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.640498114622908, 'historical_segment_start_price': 0.09022, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1378.5228832701816, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 58, 'MAX_CONCURRENT_UNITS': 166, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 134164.63768114167, 'LEVERAGE': 102, 'UNIT_BUDGET': 806.5055899615853, 'INITIAL_MARGIN_PER_UNIT': 13.514930228139036, 'MAX_TRADING_CAPITAL_FOR_UNITS': 134164.63768114167, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.514930228139036, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0041506322046103465, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 2.1135142820450206, 'MAX_PENALTY_DURATION_HOURS': 600, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5609397632591325, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.03130742547642186, 'max_pnl_target': 0.12359156876423982, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.041897329381285646, 'max_pnl_target': 0.21165693097397092, 'max_calls_for_rule': 35}}
|
825 |
BTCUSD
|
{'omega': 3.060049004117757, 'alpha': [0.06709873389143887], 'beta': [0.9309012661085612], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5504.42, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 74.46563358825621, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 125, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95524.24808333786, 'LEVERAGE': 13, 'UNIT_BUDGET': 760.5190377631028, 'INITIAL_MARGIN_PER_UNIT': 5.728125660635093, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95524.24808333786, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.728125660635093, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003567938416611776, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.631694804274094, 'MAX_PENALTY_DURATION_HOURS': 919, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36892566959450535, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 35, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2100}
|
{'small_calls': {'min_pnl_target': 0.03329559174625482, 'max_pnl_target': 0.12290885963040538, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.04027361268911932, 'max_pnl_target': 0.1412685167755755, 'max_calls_for_rule': 112}}
|
826 |
BTCUSD
|
{'omega': 0.7656158067952117, 'alpha': [0.061229486066895926], 'beta': [0.860993526016555], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.021269191215508347, 'historical_segment_start_price': 11257.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 902.9588506966692, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, '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': 120813.15146552559, 'LEVERAGE': 105, 'UNIT_BUDGET': 1111.0527454295895, 'INITIAL_MARGIN_PER_UNIT': 8.59960810187304, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120813.15146552559, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.59960810187304, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002207433223943176, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 2.0964026336903254, 'MAX_PENALTY_DURATION_HOURS': 638, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6054662685928935, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.041359432778885555, 'max_pnl_target': 0.10488238806641603, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.06257088317192824, 'max_pnl_target': 0.2677943878489649, 'max_calls_for_rule': 92}}
|
827 |
BTCUSD
|
{'omega': 3.7272221077351504, 'alpha': [0.06766851617983657], 'beta': [0.9303314838201633], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2360.12, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 362.5218443643208, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 156, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158416.63727814582, 'LEVERAGE': 55, 'UNIT_BUDGET': 1014.9827363253152, 'INITIAL_MARGIN_PER_UNIT': 6.5913062611694695, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158416.63727814582, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.5913062611694695, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003511969791995357, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 1.6926356636494688, 'MAX_PENALTY_DURATION_HOURS': 996, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7310429666284002, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.01310737767230501, 'max_pnl_target': 0.09115600965997163, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.03108179683572712, 'max_pnl_target': 0.13152403424168763, 'max_calls_for_rule': 147}}
|
828 |
ADAUSD
|
{'omega': 1.3001565860361726, 'alpha': [0.059684139699322465], 'beta': [0.9383158603006775], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.079646216228293, 'historical_segment_start_price': 1.2259, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 656.062197466827, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 136, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191793.64501401418, 'LEVERAGE': 76, 'UNIT_BUDGET': 1409.8383934947462, 'INITIAL_MARGIN_PER_UNIT': 8.632397335089829, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191793.64501401418, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.632397335089829, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003449871294163316, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 1.522334257674889, 'MAX_PENALTY_DURATION_HOURS': 421, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.014159644377577888, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.0251893773365123, 'max_pnl_target': 0.1604911512098712, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.01480676239787864, 'max_pnl_target': 0.15611839648827922, 'max_calls_for_rule': 145}}
|
829 |
XRPUSD
|
{'omega': 0.48950400040506314, 'alpha': [0.08802027075535475], 'beta': [0.9099797292446452], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00778913255812199, 'historical_segment_start_price': 0.6094, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 386.31282799288323, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 438, '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': 52680.61192757043, 'LEVERAGE': 72, 'UNIT_BUDGET': 2357.1554309216076, 'INITIAL_MARGIN_PER_UNIT': 5.365455944345601, 'MAX_TRADING_CAPITAL_FOR_UNITS': 52680.61192757043, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.365455944345601, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004630472621900816, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 1.8153200781138175, 'MAX_PENALTY_DURATION_HOURS': 674, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13106359910099707, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.03858056881513781, 'max_pnl_target': 0.10484187526003585, 'max_calls_for_rule': 237}, 'moderate_calls': {'min_pnl_target': 0.08626575481975744, 'max_pnl_target': 0.30593488926057283, 'max_calls_for_rule': 430}}
|
830 |
ETHUSD
|
{'omega': 3.488041356014088, 'alpha': [0.10906247405749964], 'beta': [0.8889375259425004], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1766.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 879.3150766492183, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 139, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 57440.21347960562, 'LEVERAGE': 114, 'UNIT_BUDGET': 410.4550574792114, 'INITIAL_MARGIN_PER_UNIT': 7.713290146045775, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57440.21347960562, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.713290146045775, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004673202032621291, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 153, 'PENALTY_DURATION_MULTIPLIER': 2.1875279142495865, 'MAX_PENALTY_DURATION_HOURS': 964, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1964518623337931, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.02484483885983469, 'max_pnl_target': 0.17172164937864737, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.09805922186235287, 'max_pnl_target': 0.3381324092963606, 'max_calls_for_rule': 35}}
|
831 |
BNBUSD
|
{'omega': 40.02733589781098, 'alpha': [0.1061112685260287], 'beta': [0.8124193927687695], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1682.9287871954566, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 22, 'MAX_CONCURRENT_UNITS': 466, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148888.35062214447, 'LEVERAGE': 122, 'UNIT_BUDGET': 319.08680945095375, 'INITIAL_MARGIN_PER_UNIT': 13.794498255700464, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148888.35062214447, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.794498255700464, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030174031470762796, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.2541809820750425, 'MAX_PENALTY_DURATION_HOURS': 1237, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1634479857807908, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 69, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4140}
|
{'small_calls': {'min_pnl_target': 0.012802771096776027, 'max_pnl_target': 0.0978872992886595, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.08787871400957967, 'max_pnl_target': 0.21172716765617972, 'max_calls_for_rule': 18}}
|
832 |
XRPUSD
|
{'omega': 0.5817530529796422, 'alpha': [0.07721220394015822], 'beta': [0.9207877960598417], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03064872243326369, 'historical_segment_start_price': 0.4363, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 835.1567671049969, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 39, 'MAX_CONCURRENT_UNITS': 416, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 157986.13272981485, 'LEVERAGE': 88, 'UNIT_BUDGET': 379.6924434056149, 'INITIAL_MARGIN_PER_UNIT': 9.490417808011328, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157986.13272981485, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.490417808011328, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0039424371451915845, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 2.72670352056082, 'MAX_PENALTY_DURATION_HOURS': 1296, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5523756575227358, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.02427894149134627, 'max_pnl_target': 0.10313259972134635, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.04748442245622956, 'max_pnl_target': 0.21205920810769222, 'max_calls_for_rule': 27}}
|
833 |
BTCUSD
|
{'omega': 0.8396651824999798, 'alpha': [0.06008262469414904], 'beta': [0.8830985490034817], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02541866679657566, 'historical_segment_start_price': 60138.05, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 616.4940008848223, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 238, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80280.33304595544, 'LEVERAGE': 73, 'UNIT_BUDGET': 2024.97896534565, 'INITIAL_MARGIN_PER_UNIT': 8.445123299792087, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80280.33304595544, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.445123299792087, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004946553580413848, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 1.8531112488826251, 'MAX_PENALTY_DURATION_HOURS': 1183, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05451010155791108, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.04791394921721143, 'max_pnl_target': 0.10756055885567209, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.07254091588262442, 'max_pnl_target': 0.19852503623407608, 'max_calls_for_rule': 220}}
|
834 |
BNBUSD
|
{'omega': 1.2456687458628062, 'alpha': [0.09216159365003627], 'beta': [0.8479870548025606], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 28.5635, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 463.9339175337712, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, 'MAX_CONCURRENT_UNITS': 175, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153810.8331515366, 'LEVERAGE': 58, 'UNIT_BUDGET': 877.6082532450812, 'INITIAL_MARGIN_PER_UNIT': 7.998860647133986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153810.8331515366, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.998860647133986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019175751377801871, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.7677532656275643, 'MAX_PENALTY_DURATION_HOURS': 469, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.010450804990573975, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.0464631545758156, 'max_pnl_target': 0.19166915138395835, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.09107664301912043, 'max_pnl_target': 0.22127963127117772, 'max_calls_for_rule': 89}}
|
835 |
ETHUSD
|
{'omega': 1.0654386762516845, 'alpha': [0.07936671363469312], 'beta': [0.8426095439567386], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.28, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 184.48328414313852, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 229, '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': 165288.8640611437, 'LEVERAGE': 28, 'UNIT_BUDGET': 1521.2104318737966, 'INITIAL_MARGIN_PER_UNIT': 6.588688719397805, 'MAX_TRADING_CAPITAL_FOR_UNITS': 165288.8640611437, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.588688719397805, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029113543696943993, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 1.9807133199946865, 'MAX_PENALTY_DURATION_HOURS': 856, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24877388092277627, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.04496065047251631, 'max_pnl_target': 0.16795046698532817, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.09534003810935321, 'max_pnl_target': 0.3193596014079643, 'max_calls_for_rule': 142}}
|
836 |
BNBUSD
|
{'omega': 0.44151363415659395, 'alpha': [0.05240797963630436], 'beta': [0.9455920203636957], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.040341169285385996, 'historical_segment_start_price': 573.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 554.9075663992536, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 142, 'MAX_CONCURRENT_UNITS': 112, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148878.3842997338, 'LEVERAGE': 60, 'UNIT_BUDGET': 1327.8148182258042, 'INITIAL_MARGIN_PER_UNIT': 9.24845943998756, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148878.3842997338, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.24845943998756, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003241489430640874, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.258671209778187, 'MAX_PENALTY_DURATION_HOURS': 775, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.306363206760239, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.04611431689845952, 'max_pnl_target': 0.1861313717550392, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.01576313486194282, 'max_pnl_target': 0.21710698575984583, 'max_calls_for_rule': 95}}
|
837 |
BNBUSD
|
{'omega': 2.5447444034407867, 'alpha': [0.11556024768923995], 'beta': [0.7873557053441286], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.0785, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 691.1330138099453, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 173, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92960.9175553879, 'LEVERAGE': 49, 'UNIT_BUDGET': 534.8184396654049, 'INITIAL_MARGIN_PER_UNIT': 14.104755383876434, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92960.9175553879, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.104755383876434, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028649214269998832, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 1.606023130824782, 'MAX_PENALTY_DURATION_HOURS': 957, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07813547240106397, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.02345966056697384, 'max_pnl_target': 0.09270632604489377, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.06420856549057134, 'max_pnl_target': 0.27828202278697806, 'max_calls_for_rule': 22}}
|
838 |
XRPUSD
|
{'omega': 0.9213570780526592, 'alpha': [0.08178946058763696], 'beta': [0.8807947728562674], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.692217249972079, 'historical_segment_start_price': 0.7543, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 413.47900515539766, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 47, 'MAX_CONCURRENT_UNITS': 268, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146139.05179075102, 'LEVERAGE': 37, 'UNIT_BUDGET': 544.1097513516659, 'INITIAL_MARGIN_PER_UNIT': 11.17510824744318, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146139.05179075102, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.17510824744318, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025237749157179237, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.449799459080142, 'MAX_PENALTY_DURATION_HOURS': 841, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45391545697702823, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.023826558587719815, 'max_pnl_target': 0.09286822658688663, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.02658065258026221, 'max_pnl_target': 0.14781840413553798, 'max_calls_for_rule': 46}}
|
839 |
ADAUSD
|
{'omega': 2.2881941142232636, 'alpha': [0.0853904157802789], 'beta': [0.9132303989776724], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15877, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1391.933187972014, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 368, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182651.11163475018, 'LEVERAGE': 105, 'UNIT_BUDGET': 495.76335285617654, 'INITIAL_MARGIN_PER_UNIT': 13.256506552114418, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182651.11163475018, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.256506552114418, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004259655295468777, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.703509171385373, 'MAX_PENALTY_DURATION_HOURS': 1366, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10650149076886387, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.023801052079602904, 'max_pnl_target': 0.15262749418174357, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.01343638875275172, 'max_pnl_target': 0.217290484325814, 'max_calls_for_rule': 26}}
|
840 |
ADAUSD
|
{'omega': 0.4477432431969612, 'alpha': [0.043611431189594145], 'beta': [0.9325649839919342], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 9.163990918938941, 'historical_segment_start_price': 0.8158, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1319.5841475834839, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 267, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194796.43011189433, 'LEVERAGE': 102, 'UNIT_BUDGET': 728.4235163772204, 'INITIAL_MARGIN_PER_UNIT': 12.937099486112587, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194796.43011189433, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.937099486112587, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003397997247437272, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.796161164495901, 'MAX_PENALTY_DURATION_HOURS': 554, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1860105247872065, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.026130595999156635, 'max_pnl_target': 0.16911518969171951, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.06611051310240387, 'max_pnl_target': 0.21375905905775766, 'max_calls_for_rule': 52}}
|
841 |
NIFTYENERGY
|
{'omega': 0.5220297709411112, 'alpha': [0.14027410410788685], 'beta': [0.7821387966476852], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012682332337670112, 'historical_segment_start_price': 10793.7, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 248.9077115883465, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 195, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 80006.86667648751, 'LEVERAGE': 24, 'UNIT_BUDGET': 2039.5930748307085, 'INITIAL_MARGIN_PER_UNIT': 10.371154649514438, 'MAX_TRADING_CAPITAL_FOR_UNITS': 80006.86667648751, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.371154649514438, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018025317264567173, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 104, 'PENALTY_DURATION_MULTIPLIER': 2.974210094474111, 'MAX_PENALTY_DURATION_HOURS': 969, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.569600975482655, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.015881579369615203, 'max_pnl_target': 0.14571227700148842, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.016078434819407662, 'max_pnl_target': 0.12170402109263911, 'max_calls_for_rule': 118}}
|
842 |
BNBUSD
|
{'omega': 1.2658190360575061, 'alpha': [0.0777628368476566], 'beta': [0.905607364678313], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02468212841682106, 'historical_segment_start_price': 366.1, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 351.56177430551503, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 318, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127986.82310588167, 'LEVERAGE': 60, 'UNIT_BUDGET': 1872.9055862698046, 'INITIAL_MARGIN_PER_UNIT': 5.859362905091917, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127986.82310588167, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.859362905091917, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018825398174306361, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.0134438768062872, 'MAX_PENALTY_DURATION_HOURS': 387, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4131035708062957, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.027566508372389022, 'max_pnl_target': 0.10271049916457427, 'max_calls_for_rule': 138}, 'moderate_calls': {'min_pnl_target': 0.09169482933686918, 'max_pnl_target': 0.20053599670177927, 'max_calls_for_rule': 206}}
|
843 |
NIFTYFIN
|
{'omega': 0.35898595930533933, 'alpha': [0.10548485458694941], 'beta': [0.8925151454130507], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.391369837608167, 'historical_segment_start_price': 7859.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1005.6196856102649, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 87270.16605366752, 'LEVERAGE': 110, 'UNIT_BUDGET': 1273.948208468293, 'INITIAL_MARGIN_PER_UNIT': 9.1419971419115, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87270.16605366752, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.1419971419115, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003648204521229607, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 1.8859750548015242, 'MAX_PENALTY_DURATION_HOURS': 1078, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6926864801253984, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.029116313554779918, 'max_pnl_target': 0.1247513459211542, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.05296963762114006, 'max_pnl_target': 0.22851600824449195, 'max_calls_for_rule': 89}}
|
844 |
BTCUSD
|
{'omega': 2.599828805033982, 'alpha': [0.23106301018125408], 'beta': [0.766936989818746], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02979173441348567, 'historical_segment_start_price': 3784.21, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1106.9610158601952, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, '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': 107213.17116543645, 'LEVERAGE': 114, 'UNIT_BUDGET': 1955.4937386690879, 'INITIAL_MARGIN_PER_UNIT': 9.710184349650834, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107213.17116543645, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.710184349650834, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0039318527566210345, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 1.9250923900828392, 'MAX_PENALTY_DURATION_HOURS': 191, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32325662682875156, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 132, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7920}
|
{'small_calls': {'min_pnl_target': 0.029089542154860416, 'max_pnl_target': 0.10081283085372192, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.06974477813984094, 'max_pnl_target': 0.24302076420496715, 'max_calls_for_rule': 153}}
|
845 |
BTCUSD
|
{'omega': 7.291890831331646, 'alpha': [0.1004427400297194], 'beta': [0.79599116047574], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 454.7, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1028.9373583924773, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 284, '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': 71210.76459481157, 'LEVERAGE': 118, 'UNIT_BUDGET': 2486.8030032806078, 'INITIAL_MARGIN_PER_UNIT': 8.719808121970146, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71210.76459481157, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.719808121970146, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002206257599144343, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 74, 'PENALTY_DURATION_MULTIPLIER': 2.932403558155007, 'MAX_PENALTY_DURATION_HOURS': 1213, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7294151416561704, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.013630387496244562, 'max_pnl_target': 0.08146206494807627, 'max_calls_for_rule': 149}, 'moderate_calls': {'min_pnl_target': 0.057825880159962206, 'max_pnl_target': 0.15800948713083596, 'max_calls_for_rule': 238}}
|
846 |
ADAUSD
|
{'omega': 0.6163860958175882, 'alpha': [0.09643522573902286], 'beta': [0.8696514724279522], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008487297110168454, 'historical_segment_start_price': 0.3991, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 252.07245448379948, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, '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': 97497.6273204541, 'LEVERAGE': 18, 'UNIT_BUDGET': 1139.1969795414516, 'INITIAL_MARGIN_PER_UNIT': 14.004025249099971, 'MAX_TRADING_CAPITAL_FOR_UNITS': 97497.6273204541, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.004025249099971, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001732679482443671, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.0831568015920854, 'MAX_PENALTY_DURATION_HOURS': 976, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3818724168950869, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.02414528204297949, 'max_pnl_target': 0.16695410867568256, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.052450653976334916, 'max_pnl_target': 0.19542377023771332, 'max_calls_for_rule': 79}}
|
847 |
NIFTYIT
|
{'omega': 0.29379713329956353, 'alpha': [0.0914150845230372], 'beta': [0.9065849154769628], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.042098445590343, 'historical_segment_start_price': 31769.7, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1470.1367933113202, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 181, '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': 51604.06012018937, 'LEVERAGE': 115, 'UNIT_BUDGET': 2331.841498222522, 'INITIAL_MARGIN_PER_UNIT': 12.783798202707132, 'MAX_TRADING_CAPITAL_FOR_UNITS': 51604.06012018937, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.783798202707132, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002860003355951977, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 1.7856457287731031, 'MAX_PENALTY_DURATION_HOURS': 246, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.667567109325814, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.02254502409625904, 'max_pnl_target': 0.07984502285322659, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.02956846879086132, 'max_pnl_target': 0.1545257093317829, 'max_calls_for_rule': 148}}
|
848 |
NIFTYBANK
|
{'omega': 0.752896887108849, 'alpha': [0.08028665032092751], 'beta': [0.9177133496790725], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.022974424157424442, 'historical_segment_start_price': 38459.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 928.4022783394536, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 234, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158092.12363484278, 'LEVERAGE': 89, 'UNIT_BUDGET': 673.7258084799339, 'INITIAL_MARGIN_PER_UNIT': 10.431486273477006, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158092.12363484278, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.431486273477006, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004266100093681032, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.956646976333862, 'MAX_PENALTY_DURATION_HOURS': 922, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2159656345698676, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.026728227786846144, 'max_pnl_target': 0.15741885033410952, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.03937904248836048, 'max_pnl_target': 0.1915576984019629, 'max_calls_for_rule': 57}}
|
849 |
XRPUSD
|
{'omega': 1.3012166083885655, 'alpha': [0.09022035244835211], 'beta': [0.9077796475516478], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.6054, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 937.2323668315057, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 57, 'MAX_CONCURRENT_UNITS': 241, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 171683.11373535905, 'LEVERAGE': 77, 'UNIT_BUDGET': 709.9009082527214, 'INITIAL_MARGIN_PER_UNIT': 12.171848919889685, 'MAX_TRADING_CAPITAL_FOR_UNITS': 171683.11373535905, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.171848919889685, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012149618956143042, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 1.984514900135372, 'MAX_PENALTY_DURATION_HOURS': 465, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12140317670190064, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.0475859702204834, 'max_pnl_target': 0.10510610300119536, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.07325010756525416, 'max_pnl_target': 0.30398932423340386, 'max_calls_for_rule': 43}}
|
850 |
ETHUSD
|
{'omega': 0.7024555078339751, 'alpha': [0.05926508225059221], 'beta': [0.9387349177494078], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011350823385823, 'historical_segment_start_price': 2086.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1016.3294403138862, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 72, 'MAX_CONCURRENT_UNITS': 216, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168712.20136430068, 'LEVERAGE': 96, 'UNIT_BUDGET': 781.015465988018, 'INITIAL_MARGIN_PER_UNIT': 10.586765003269647, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168712.20136430068, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.586765003269647, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002406928488210342, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.3747006006440463, 'MAX_PENALTY_DURATION_HOURS': 1266, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6578866252807765, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.025925084693128594, 'max_pnl_target': 0.14630882497924014, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.0219085262550556, 'max_pnl_target': 0.18691729977929117, 'max_calls_for_rule': 47}}
|
851 |
BNBUSD
|
{'omega': 0.2852534764363121, 'alpha': [0.061051535682204144], 'beta': [0.884022869121403], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024535869597213895, 'historical_segment_start_price': 678.94, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 173.63352641667754, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, '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': 179772.26601262495, 'LEVERAGE': 13, 'UNIT_BUDGET': 2134.882041969102, 'INITIAL_MARGIN_PER_UNIT': 13.356425108975195, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179772.26601262495, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.356425108975195, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018542623121226018, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.9615309524164273, 'MAX_PENALTY_DURATION_HOURS': 717, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5842089332516065, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 31, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 1860}
|
{'small_calls': {'min_pnl_target': 0.03531295206007964, 'max_pnl_target': 0.16921783403651605, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.07157528125134088, 'max_pnl_target': 0.265008705105659, 'max_calls_for_rule': 154}}
|
852 |
NIFTYIT
|
{'omega': 0.7978175311184442, 'alpha': [0.13222931170890972], 'beta': [0.8657706882910904], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012231262419016614, 'historical_segment_start_price': 11567.95, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1314.7369831337182, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, 'MAX_CONCURRENT_UNITS': 146, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 150045.66916060908, 'LEVERAGE': 112, 'UNIT_BUDGET': 1023.8155915801726, 'INITIAL_MARGIN_PER_UNIT': 11.738723063693913, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150045.66916060908, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.738723063693913, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012620423365931046, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 155, 'PENALTY_DURATION_MULTIPLIER': 2.2718400187792875, 'MAX_PENALTY_DURATION_HOURS': 354, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6925840787319091, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.01836517068898971, 'max_pnl_target': 0.0762695458331944, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.10034690707490235, 'max_pnl_target': 0.30168105585377347, 'max_calls_for_rule': 67}}
|
853 |
BNBUSD
|
{'omega': 0.45414538362381024, 'alpha': [0.06902368520631519], 'beta': [0.852821412065514], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021722748213033036, 'historical_segment_start_price': 548.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 342.5870108816423, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 148, 'MAX_CONCURRENT_UNITS': 48, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95119.21514499844, 'LEVERAGE': 26, 'UNIT_BUDGET': 1970.2525984547133, 'INITIAL_MARGIN_PER_UNIT': 13.17642349544778, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95119.21514499844, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.17642349544778, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002324690468909635, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.0737893276530817, 'MAX_PENALTY_DURATION_HOURS': 205, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4424655094198042, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.028791208910458447, 'max_pnl_target': 0.13297532888037944, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.0348157380913381, 'max_pnl_target': 0.159892953166358, 'max_calls_for_rule': 104}}
|
854 |
BTCUSD
|
{'omega': 1.264360086279192, 'alpha': [0.16126981576785038], 'beta': [0.8367301842321495], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 7194.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 547.280776113086, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, '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': 153774.61632214903, 'LEVERAGE': 47, 'UNIT_BUDGET': 1295.0397635356765, 'INITIAL_MARGIN_PER_UNIT': 11.644271832193319, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153774.61632214903, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.644271832193319, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024794226485336966, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.182735933446699, 'MAX_PENALTY_DURATION_HOURS': 1102, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5300139222229546, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.032390127455982694, 'max_pnl_target': 0.12545183905919277, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.031963866464196695, 'max_pnl_target': 0.18037263580425983, 'max_calls_for_rule': 69}}
|
855 |
NIFTYFIN
|
{'omega': 0.42891066870143396, 'alpha': [0.06213319083373137], 'beta': [0.9358668091662687], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011142681767404999, 'historical_segment_start_price': 15740.6, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 454.86446933514134, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 196, 'MAX_CONCURRENT_UNITS': 59, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 118730.69165100902, 'LEVERAGE': 45, 'UNIT_BUDGET': 1993.2458475137444, 'INITIAL_MARGIN_PER_UNIT': 10.108099318558697, 'MAX_TRADING_CAPITAL_FOR_UNITS': 118730.69165100902, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.108099318558697, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037190949046048715, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 56, 'PENALTY_DURATION_MULTIPLIER': 2.0268145515664457, 'MAX_PENALTY_DURATION_HOURS': 726, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5296095747435628, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.023637022314990652, 'max_pnl_target': 0.12099405995203222, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.0463470257453467, 'max_pnl_target': 0.1992982004306128, 'max_calls_for_rule': 131}}
|
856 |
ETHUSD
|
{'omega': 4.880156152177015, 'alpha': [0.09769842702191063], 'beta': [0.9003015729780893], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 472.68, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 464.4105719460037, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 292, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182294.77632915045, 'LEVERAGE': 57, 'UNIT_BUDGET': 2395.047019353625, 'INITIAL_MARGIN_PER_UNIT': 8.147553893789539, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182294.77632915045, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.147553893789539, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019664418603003225, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 2.5111845220581976, 'MAX_PENALTY_DURATION_HOURS': 1338, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07418737895062434, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.02176532702860855, 'max_pnl_target': 0.1573204017551218, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.07904701958504524, 'max_pnl_target': 0.20032803746602754, 'max_calls_for_rule': 213}}
|
857 |
TSLAUSD
|
{'omega': 2.6970903380321385, 'alpha': [0.05386110826155308], 'beta': [0.944138891738447], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.260151718753523, 'historical_segment_start_price': 300.2, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 612.0778287964125, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 51173.59792515881, 'LEVERAGE': 116, 'UNIT_BUDGET': 539.0582485793165, 'INITIAL_MARGIN_PER_UNIT': 5.276533006865625, 'MAX_TRADING_CAPITAL_FOR_UNITS': 51173.59792515881, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.276533006865625, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0042641826838330085, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 2.1419116202097843, 'MAX_PENALTY_DURATION_HOURS': 743, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5261519861060282, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.04088578733604801, 'max_pnl_target': 0.14402003296878801, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.0880431399565455, 'max_pnl_target': 0.20601700002372633, 'max_calls_for_rule': 76}}
|
858 |
BTCUSD
|
{'omega': 1.0607842118172246, 'alpha': [0.0643915568704646], 'beta': [0.8697425263758569], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.088237740242926, 'historical_segment_start_price': 8748.18, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1493.0261877747519, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, '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': 79639.73888393273, 'LEVERAGE': 124, 'UNIT_BUDGET': 677.5489895234653, 'INITIAL_MARGIN_PER_UNIT': 12.040533772377032, 'MAX_TRADING_CAPITAL_FOR_UNITS': 79639.73888393273, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.040533772377032, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023084445807878603, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.655411746027747, 'MAX_PENALTY_DURATION_HOURS': 444, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3059138565298873, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 47, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2820}
|
{'small_calls': {'min_pnl_target': 0.02630585105297099, 'max_pnl_target': 0.12284690033963792, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.038098725472659474, 'max_pnl_target': 0.28118383540106656, 'max_calls_for_rule': 50}}
|
859 |
NIFTYFMCG
|
{'omega': 1.3219532675906607, 'alpha': [0.1572542703065925], 'beta': [0.8102335320195024], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01141127001539813, 'historical_segment_start_price': 20225.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 173.67701039842652, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 147338.66347618052, 'LEVERAGE': 13, 'UNIT_BUDGET': 2016.0884404818491, 'INITIAL_MARGIN_PER_UNIT': 13.359770030648194, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147338.66347618052, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.359770030648194, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004714964121027031, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 2.414540543555571, 'MAX_PENALTY_DURATION_HOURS': 1349, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34555116179802664, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.029305251315052797, 'max_pnl_target': 0.1118048931010849, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.09503796755131924, 'max_pnl_target': 0.24275282489119185, 'max_calls_for_rule': 125}}
|
860 |
NIFTY50
|
{'omega': 0.16035107839067686, 'alpha': [0.0933197936189497], 'beta': [0.7963637454560042], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021733957231972294, 'historical_segment_start_price': 8750.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 475.6544366704188, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 247, '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': 167857.09272523626, 'LEVERAGE': 83, 'UNIT_BUDGET': 1421.70595732999, 'INITIAL_MARGIN_PER_UNIT': 5.730776345426733, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167857.09272523626, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.730776345426733, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028604320564903345, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 123, 'PENALTY_DURATION_MULTIPLIER': 2.473636472655686, 'MAX_PENALTY_DURATION_HOURS': 380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.47649944289139273, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.043272653137436556, 'max_pnl_target': 0.18272171376840837, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.01866336126599712, 'max_pnl_target': 0.2223573115577321, 'max_calls_for_rule': 242}}
|
861 |
BNBUSD
|
{'omega': 1.4521964497773205, 'alpha': [0.08309887491179567], 'beta': [0.9149011250882043], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.5408, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 351.06703810570707, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 60, 'MAX_CONCURRENT_UNITS': 244, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 194163.57632740692, 'LEVERAGE': 27, 'UNIT_BUDGET': 795.605480227547, 'INITIAL_MARGIN_PER_UNIT': 13.002482892803965, 'MAX_TRADING_CAPITAL_FOR_UNITS': 194163.57632740692, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.002482892803965, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004460857028783792, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.8799359648154965, 'MAX_PENALTY_DURATION_HOURS': 1257, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6557943975533967, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.014569718650020987, 'max_pnl_target': 0.16160208644836493, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.054832116788381575, 'max_pnl_target': 0.21827914080556549, 'max_calls_for_rule': 39}}
|
862 |
BNBUSD
|
{'omega': 0.5321655154770509, 'alpha': [0.05516366348493153], 'beta': [0.9428363365150685], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0259583829598015, 'historical_segment_start_price': 246.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 626.4960499904475, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 268, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103245.91087428859, 'LEVERAGE': 112, 'UNIT_BUDGET': 384.37511557804294, 'INITIAL_MARGIN_PER_UNIT': 5.593714732057567, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103245.91087428859, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.593714732057567, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004569105371166467, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 1.9325729305674209, 'MAX_PENALTY_DURATION_HOURS': 1186, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0223678714346497, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 136, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 8160}
|
{'small_calls': {'min_pnl_target': 0.012673269652978436, 'max_pnl_target': 0.12476596975777349, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.018846233716929072, 'max_pnl_target': 0.13665942716757049, 'max_calls_for_rule': 46}}
|
863 |
BTCUSD
|
{'omega': 2.1828128126614423, 'alpha': [0.10117279600499368], 'beta': [0.8968272039950064], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012549263579596065, 'historical_segment_start_price': 47428.78, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 417.31870660075083, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 108, 'MAX_CONCURRENT_UNITS': 180, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 108271.09588028217, 'LEVERAGE': 76, 'UNIT_BUDGET': 600.5137070553518, 'INITIAL_MARGIN_PER_UNIT': 5.491035613167774, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108271.09588028217, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.491035613167774, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025414971019640416, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.698308224921859, 'MAX_PENALTY_DURATION_HOURS': 830, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10853398477132885, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.048239028615571784, 'max_pnl_target': 0.1622871786588184, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.04685898742044452, 'max_pnl_target': 0.2239019859492145, 'max_calls_for_rule': 100}}
|
864 |
NIFTYIT
|
{'omega': 0.4785929585533088, 'alpha': [0.12079846183457664], 'beta': [0.7816216270201329], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028873253573885444, 'historical_segment_start_price': 12674.0, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 394.94858549702025, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 159, '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': 104314.0440988747, 'LEVERAGE': 42, 'UNIT_BUDGET': 1506.6811576518562, 'INITIAL_MARGIN_PER_UNIT': 9.403537749929054, 'MAX_TRADING_CAPITAL_FOR_UNITS': 104314.0440988747, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.403537749929054, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019184485596151343, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 1.5086336632231285, 'MAX_PENALTY_DURATION_HOURS': 767, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4235986703521933, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.04624824788488934, 'max_pnl_target': 0.11564711159215388, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.04882439102369559, 'max_pnl_target': 0.23631298182948154, 'max_calls_for_rule': 120}}
|
865 |
BTCUSD
|
{'omega': 0.41545635555040705, 'alpha': [0.07890489151612556], 'beta': [0.9190951084838745], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.075618731018105, 'historical_segment_start_price': 9271.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 578.3763470167985, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 563, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 150069.06000848746, 'LEVERAGE': 75, 'UNIT_BUDGET': 266.5121224763122, 'INITIAL_MARGIN_PER_UNIT': 7.711684626890647, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150069.06000848746, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.711684626890647, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003155908484878353, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.152319702700839, 'MAX_PENALTY_DURATION_HOURS': 1351, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0690639658462986, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.018500391639783734, 'max_pnl_target': 0.08832950286701875, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.033053945695754844, 'max_pnl_target': 0.2147003221837825, 'max_calls_for_rule': 20}}
|
866 |
BNBUSD
|
{'omega': 0.2929574501063799, 'alpha': [0.06501599924398267], 'beta': [0.9314940689505596], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008156718723877472, 'historical_segment_start_price': 281.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 706.1496426716827, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 416, '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': 172671.68381414964, 'LEVERAGE': 123, 'UNIT_BUDGET': 2396.5561536463447, 'INITIAL_MARGIN_PER_UNIT': 5.741054005460835, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172671.68381414964, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.741054005460835, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003406571202043528, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 154, 'PENALTY_DURATION_MULTIPLIER': 2.418119242787043, 'MAX_PENALTY_DURATION_HOURS': 679, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4621068991621155, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.05098125969941362, 'max_pnl_target': 0.15798942292245974, 'max_calls_for_rule': 166}, 'moderate_calls': {'min_pnl_target': 0.07134659928145856, 'max_pnl_target': 0.18292885936030318, 'max_calls_for_rule': 301}}
|
867 |
NIFTY500
|
{'omega': 0.09100012082512328, 'alpha': [0.0956065494354756], 'beta': [0.8429243915107228], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03948320864426284, 'historical_segment_start_price': 19824.2, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 864.8538367038225, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 38, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 55492.898108037465, 'LEVERAGE': 88, 'UNIT_BUDGET': 1452.298549620243, 'INITIAL_MARGIN_PER_UNIT': 9.827884507997982, 'MAX_TRADING_CAPITAL_FOR_UNITS': 55492.898108037465, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.827884507997982, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024169911430781304, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 88, 'PENALTY_DURATION_MULTIPLIER': 2.353556244873766, 'MAX_PENALTY_DURATION_HOURS': 765, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1961867249878418, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.008077226305146894, 'max_pnl_target': 0.06383669616943985, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.01748223659762207, 'max_pnl_target': 0.16032272892870122, 'max_calls_for_rule': 142}}
|
868 |
BTCUSD
|
{'omega': 0.6219094218402526, 'alpha': [0.15542170216022191], 'beta': [0.8407425101374698], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6458.52, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 896.4563290933398, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, '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': 77703.70675969799, 'LEVERAGE': 103, 'UNIT_BUDGET': 1750.4739616945976, 'INITIAL_MARGIN_PER_UNIT': 8.70345950576058, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77703.70675969799, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.70345950576058, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021846384187462434, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.2623995619119066, 'MAX_PENALTY_DURATION_HOURS': 989, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6236204674927661, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.03803791652070322, 'max_pnl_target': 0.12815604889533816, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.03235095197143784, 'max_pnl_target': 0.2538007248895355, 'max_calls_for_rule': 121}}
|
869 |
BNBUSD
|
{'omega': 0.5549349887293908, 'alpha': [0.06458988112639032], 'beta': [0.9334101188736097], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007928227860170183, 'historical_segment_start_price': 294.8, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 752.7654347288594, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 210, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168799.59178966004, 'LEVERAGE': 51, 'UNIT_BUDGET': 800.7534997562905, 'INITIAL_MARGIN_PER_UNIT': 14.760106563310968, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168799.59178966004, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.760106563310968, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004493268601175233, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 2.104670214205709, 'MAX_PENALTY_DURATION_HOURS': 777, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3875481730163714, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.04696523195573045, 'max_pnl_target': 0.17217541649777263, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.08358364073780686, 'max_pnl_target': 0.2573413791989342, 'max_calls_for_rule': 40}}
|
870 |
ETHUSD
|
{'omega': 1.8493890565940139, 'alpha': [0.07695053239994087], 'beta': [0.9210494676000591], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 396.11, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 241.05080998728238, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 279, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184343.9844808675, 'LEVERAGE': 23, 'UNIT_BUDGET': 660.3022917475159, 'INITIAL_MARGIN_PER_UNIT': 10.48046999944706, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184343.9844808675, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.48046999944706, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004595991641319833, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.2925772742896036, 'MAX_PENALTY_DURATION_HOURS': 683, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34711128941161135, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 54, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3240}
|
{'small_calls': {'min_pnl_target': 0.015061910862259015, 'max_pnl_target': 0.072291421347643, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.0729685289428374, 'max_pnl_target': 0.31512762513418213, 'max_calls_for_rule': 53}}
|
871 |
XRPUSD
|
{'omega': 1.390451999467224, 'alpha': [0.1371548457706767], 'beta': [0.8114320775270052], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2179, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 381.2654759017903, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, 'MAX_CONCURRENT_UNITS': 129, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 133145.7320074486, 'LEVERAGE': 45, 'UNIT_BUDGET': 1026.563297733308, 'INITIAL_MARGIN_PER_UNIT': 8.472566131150895, 'MAX_TRADING_CAPITAL_FOR_UNITS': 133145.7320074486, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.472566131150895, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004406761601960669, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.5275460763791957, 'MAX_PENALTY_DURATION_HOURS': 299, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10783991357025818, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.03385414429460319, 'max_pnl_target': 0.1473288879583206, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.08516865759006727, 'max_pnl_target': 0.26039860831981143, 'max_calls_for_rule': 86}}
|
872 |
XRPUSD
|
{'omega': 0.6340517027244638, 'alpha': [0.07399333191025594], 'beta': [0.9240066680897441], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.017964772177491, 'historical_segment_start_price': 0.848, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 417.9555069808655, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 34, 'MAX_CONCURRENT_UNITS': 416, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 181825.57164637154, 'LEVERAGE': 34, 'UNIT_BUDGET': 436.20264080397504, 'INITIAL_MARGIN_PER_UNIT': 12.292809028848986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181825.57164637154, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.292809028848986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003822777788875355, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.185798669280925, 'MAX_PENALTY_DURATION_HOURS': 412, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4403000566164797, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 51, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3060}
|
{'small_calls': {'min_pnl_target': 0.04718670955066716, 'max_pnl_target': 0.10527993214804589, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.09367280499920483, 'max_pnl_target': 0.2965749454877739, 'max_calls_for_rule': 28}}
|
873 |
BNBUSD
|
{'omega': 2.8398698342045274, 'alpha': [0.10720502980046813], 'beta': [0.8907949701995318], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.0785, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1047.4335632298485, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 265, 'MAX_CONCURRENT_UNITS': 38, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 94501.40844058461, 'LEVERAGE': 113, 'UNIT_BUDGET': 2471.1870125643136, 'INITIAL_MARGIN_PER_UNIT': 9.269323568405738, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94501.40844058461, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.269323568405738, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014850821115280004, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 89, 'PENALTY_DURATION_MULTIPLIER': 2.680528399730416, 'MAX_PENALTY_DURATION_HOURS': 1158, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21796721702768157, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.02943550202464462, 'max_pnl_target': 0.17350184169465677, 'max_calls_for_rule': 103}, 'moderate_calls': {'min_pnl_target': 0.10063519427447454, 'max_pnl_target': 0.32600791749672065, 'max_calls_for_rule': 161}}
|
874 |
BNBUSD
|
{'omega': 3.173094982187544, 'alpha': [0.08736430376985764], 'beta': [0.9017890990559467], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 30.0238, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 382.4225741517099, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 208, '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': 174658.72106591618, 'LEVERAGE': 33, 'UNIT_BUDGET': 2422.9414797333598, 'INITIAL_MARGIN_PER_UNIT': 11.588562853082118, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174658.72106591618, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.588562853082118, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00486393057078508, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 1.817281533773702, 'MAX_PENALTY_DURATION_HOURS': 170, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44743473437515907, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.015285496705307471, 'max_pnl_target': 0.11398164651876795, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.07147934842745922, 'max_pnl_target': 0.21759599213911024, 'max_calls_for_rule': 206}}
|
875 |
BNBUSD
|
{'omega': 1.2826430157899429, 'alpha': [0.07548067777709458], 'beta': [0.8402517441457259], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025830036864330483, 'historical_segment_start_price': 485.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1407.0164177213574, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, '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': 197220.999946101, 'LEVERAGE': 110, 'UNIT_BUDGET': 1704.1321220578818, 'INITIAL_MARGIN_PER_UNIT': 12.79105834292143, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197220.999946101, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.79105834292143, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018652052468041838, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.00467903739339, 'MAX_PENALTY_DURATION_HOURS': 740, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24632626276333588, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 140, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8400}
|
{'small_calls': {'min_pnl_target': 0.0425362612718347, 'max_pnl_target': 0.13288641225783815, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.06279971026174216, 'max_pnl_target': 0.23822169102007096, 'max_calls_for_rule': 110}}
|
876 |
BTCUSD
|
{'omega': 3.985509280909373, 'alpha': [0.0890565112209626], 'beta': [0.8949907609869588], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 438.916177595098, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, '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': 193242.74375684906, 'LEVERAGE': 49, 'UNIT_BUDGET': 1117.565467276172, 'INITIAL_MARGIN_PER_UNIT': 8.957473012144858, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193242.74375684906, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.957473012144858, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002089618241604998, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 1.6228227164978128, 'MAX_PENALTY_DURATION_HOURS': 898, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1781110059413709, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.04223162319775307, 'max_pnl_target': 0.11819708586695055, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.07461419031398465, 'max_pnl_target': 0.21952873755364016, 'max_calls_for_rule': 99}}
|
877 |
ADAUSD
|
{'omega': 0.760484502296387, 'alpha': [0.09712788320128722], 'beta': [0.9008721167987127], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.024528491875220118, 'historical_segment_start_price': 0.4502, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 514.720505128993, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 56, 'MAX_CONCURRENT_UNITS': 170, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 119013.7530373676, 'LEVERAGE': 42, 'UNIT_BUDGET': 699.9175374167983, 'INITIAL_MARGIN_PER_UNIT': 12.25525012211888, 'MAX_TRADING_CAPITAL_FOR_UNITS': 119013.7530373676, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.25525012211888, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019538311478319737, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 2.4305596990901615, 'MAX_PENALTY_DURATION_HOURS': 645, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11720818616499834, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.040199831938037126, 'max_pnl_target': 0.09098663515730447, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.04358775396902318, 'max_pnl_target': 0.20616494811134203, 'max_calls_for_rule': 35}}
|
878 |
BTCUSD
|
{'omega': 1.9204458854888098e-06, 'alpha': [0.3731913682776004], 'beta': [0.6248086317223995], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.024188981733915232, 'historical_segment_start_price': 709.87, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 109.57476047307847, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, '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': 62697.78294916413, 'LEVERAGE': 17, 'UNIT_BUDGET': 406.8214310105295, 'INITIAL_MARGIN_PER_UNIT': 6.445574145475204, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62697.78294916413, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.445574145475204, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037138531779139453, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 1.6194352789678423, 'MAX_PENALTY_DURATION_HOURS': 634, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6342271751809823, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.014238816901132226, 'max_pnl_target': 0.15170992738710343, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.011329092932845735, 'max_pnl_target': 0.1566782775996683, 'max_calls_for_rule': 42}}
|
879 |
BNBUSD
|
{'omega': 2.8018365538629593, 'alpha': [0.10332592000732611], 'beta': [0.873607588555289], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.3352, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1356.9843482139547, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 179, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173501.2841419754, 'LEVERAGE': 96, 'UNIT_BUDGET': 967.1291107279326, 'INITIAL_MARGIN_PER_UNIT': 14.135253627228694, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173501.2841419754, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.135253627228694, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029937430841667782, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 142, 'PENALTY_DURATION_MULTIPLIER': 1.5034330958471047, 'MAX_PENALTY_DURATION_HOURS': 833, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31417661026276317, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.03002451601464088, 'max_pnl_target': 0.08347716256040719, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.04276230584976943, 'max_pnl_target': 0.1949106315231375, 'max_calls_for_rule': 66}}
|
880 |
BTCUSD
|
{'omega': 2.283203731366005, 'alpha': [0.09375568253379742], 'beta': [0.9042443174662025], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.026381390603629287, 'historical_segment_start_price': 9128.59, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 956.1448775875601, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 98, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177944.88544811614, 'LEVERAGE': 70, 'UNIT_BUDGET': 1813.6946982287732, 'INITIAL_MARGIN_PER_UNIT': 13.659212536965144, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177944.88544811614, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.659212536965144, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013787404520752026, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 1.7735269719568736, 'MAX_PENALTY_DURATION_HOURS': 955, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6744454421953058, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.05052896890949004, 'max_pnl_target': 0.17707452405740415, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.08499938151025527, 'max_pnl_target': 0.24278447120801522, 'max_calls_for_rule': 91}}
|
881 |
NIFTYBANK
|
{'omega': 1.191489565652927, 'alpha': [0.06791599545798632], 'beta': [0.9300840045420136], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.018147441316405423, 'historical_segment_start_price': 22315.2, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1188.9299502128338, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, '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': 53940.79766194022, 'LEVERAGE': 92, 'UNIT_BUDGET': 590.5932733939425, 'INITIAL_MARGIN_PER_UNIT': 12.923151632748194, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53940.79766194022, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.923151632748194, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004556419822467906, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.2580434750802065, 'MAX_PENALTY_DURATION_HOURS': 999, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17940434472761632, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.01941452612596536, 'max_pnl_target': 0.1208937616610233, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.09964048702798749, 'max_pnl_target': 0.2910723795548633, 'max_calls_for_rule': 31}}
|
882 |
NIFTYENERGY
|
{'omega': 0.6677245788415521, 'alpha': [0.13736724469909145], 'beta': [0.8606327553009084], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009690037544997072, 'historical_segment_start_price': 8410.05, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 849.8613377294815, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 98, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 111008.17929860552, 'LEVERAGE': 79, 'UNIT_BUDGET': 1126.0650709439428, 'INITIAL_MARGIN_PER_UNIT': 10.757738452271917, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111008.17929860552, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.757738452271917, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002216045044691502, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 1.5693792554746464, 'MAX_PENALTY_DURATION_HOURS': 726, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49710975647944344, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.037770178677934384, 'max_pnl_target': 0.12713944195289018, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.03301503562621024, 'max_pnl_target': 0.27776361605039, 'max_calls_for_rule': 89}}
|
883 |
XRPUSD
|
{'omega': 1.4569207477898494, 'alpha': [0.08099363003358016], 'beta': [0.856253436936502], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.39601, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 605.9733353494499, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, 'MAX_CONCURRENT_UNITS': 393, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 134050.02712281566, 'LEVERAGE': 94, 'UNIT_BUDGET': 340.9433294893182, 'INITIAL_MARGIN_PER_UNIT': 6.4465248441430845, 'MAX_TRADING_CAPITAL_FOR_UNITS': 134050.02712281566, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.4465248441430845, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003103092302717552, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 112, 'PENALTY_DURATION_MULTIPLIER': 1.65295632633262, 'MAX_PENALTY_DURATION_HOURS': 1009, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4452552176505058, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.03815436223696463, 'max_pnl_target': 0.11099581257203009, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.07709523842701903, 'max_pnl_target': 0.19675348461407488, 'max_calls_for_rule': 38}}
|
884 |
BTCUSD
|
{'omega': 0.23757895559064388, 'alpha': [0.08055889678716792], 'beta': [0.9174411032128321], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 66386.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 455.10080904052467, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 181, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77468.38895331262, 'LEVERAGE': 44, 'UNIT_BUDGET': 1888.109475207603, 'INITIAL_MARGIN_PER_UNIT': 10.34320020546647, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77468.38895331262, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.34320020546647, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002456851215277384, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.04985616499338, 'MAX_PENALTY_DURATION_HOURS': 462, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.36541833911483196, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 39, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 2340}
|
{'small_calls': {'min_pnl_target': 0.031819209340413296, 'max_pnl_target': 0.15905000033123182, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.0374092491793005, 'max_pnl_target': 0.26396049094452967, 'max_calls_for_rule': 161}}
|
885 |
ADAUSD
|
{'omega': 0.5487009279809713, 'alpha': [0.06269253609115255], 'beta': [0.9353074639088474], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02119520453986858, 'historical_segment_start_price': 0.3645, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 757.8618999391799, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109454.84445080606, 'LEVERAGE': 80, 'UNIT_BUDGET': 1601.36234921343, 'INITIAL_MARGIN_PER_UNIT': 9.473273749239748, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109454.84445080606, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.473273749239748, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023677359505787795, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 108, 'PENALTY_DURATION_MULTIPLIER': 2.0226649445322153, 'MAX_PENALTY_DURATION_HOURS': 668, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31195579296655607, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.04046162109510161, 'max_pnl_target': 0.093344045312926, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.04560277499118272, 'max_pnl_target': 0.15290144891194407, 'max_calls_for_rule': 138}}
|
886 |
ETHUSD
|
{'omega': 2.190194100091879, 'alpha': [0.0924866700640764], 'beta': [0.9055133299359236], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 291.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 187.4877129838954, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 79, 'MAX_CONCURRENT_UNITS': 220, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127514.48701634539, 'LEVERAGE': 26, 'UNIT_BUDGET': 577.5138933773055, 'INITIAL_MARGIN_PER_UNIT': 7.2110658839959765, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127514.48701634539, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.2110658839959765, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002488340376258268, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.8281229203849743, 'MAX_PENALTY_DURATION_HOURS': 1022, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.51765595479229, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.036794468792667005, 'max_pnl_target': 0.10131404390143336, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.09412736709422288, 'max_pnl_target': 0.32230333345055573, 'max_calls_for_rule': 64}}
|
887 |
BTCUSD
|
{'omega': 4.494034812485112, 'alpha': [0.08370908384435186], 'beta': [0.9142909161556483], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1031.9055757404678, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 75830.29891160822, 'LEVERAGE': 78, 'UNIT_BUDGET': 2161.299470975656, 'INITIAL_MARGIN_PER_UNIT': 13.229558663339331, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75830.29891160822, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.229558663339331, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027903246498862545, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.069171399434824, 'MAX_PENALTY_DURATION_HOURS': 475, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5511313405359664, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.046101983098436515, 'max_pnl_target': 0.17538375115443408, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.05419649267549186, 'max_pnl_target': 0.23830765563838366, 'max_calls_for_rule': 109}}
|
888 |
NIFTY50
|
{'omega': 0.35273242955681317, 'alpha': [0.08739276068368718], 'beta': [0.816127315081244], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.2311693436495466, 'historical_segment_start_price': 17259.6, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1124.7757412663263, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 179, 'MAX_CONCURRENT_UNITS': 93, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 172122.47811940176, 'LEVERAGE': 110, 'UNIT_BUDGET': 1844.1518700782533, 'INITIAL_MARGIN_PER_UNIT': 10.225234011512057, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172122.47811940176, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.225234011512057, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038399344399734025, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 2.531392138370127, 'MAX_PENALTY_DURATION_HOURS': 989, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14143248065700506, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.05003584990925566, 'max_pnl_target': 0.17120204919192328, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.06844033971782916, 'max_pnl_target': 0.21181805054316205, 'max_calls_for_rule': 132}}
|
889 |
BTCUSD
|
{'omega': 11.012200913618974, 'alpha': [0.11265931631811789], 'beta': [0.8853406836818822], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1580.4625074270361, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 174, 'MAX_CONCURRENT_UNITS': 61, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 138838.6641920376, 'LEVERAGE': 123, 'UNIT_BUDGET': 2261.0516707200163, 'INITIAL_MARGIN_PER_UNIT': 12.849288678268586, 'MAX_TRADING_CAPITAL_FOR_UNITS': 138838.6641920376, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.849288678268586, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026916160113778917, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 42, 'PENALTY_DURATION_MULTIPLIER': 1.9212759803123025, 'MAX_PENALTY_DURATION_HOURS': 814, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10455626130411691, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 115, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6900}
|
{'small_calls': {'min_pnl_target': 0.028936067464891923, 'max_pnl_target': 0.08949884966369168, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.09373184989382963, 'max_pnl_target': 0.285329020337156, 'max_calls_for_rule': 112}}
|
890 |
BTCUSD
|
{'omega': 0.3680452023475915, 'alpha': [0.1054359989837087], 'beta': [0.8313190566648964], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 26226.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 102.1281515382608, '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': 101119.19545303774, 'LEVERAGE': 17, 'UNIT_BUDGET': 1748.4322114695221, 'INITIAL_MARGIN_PER_UNIT': 6.007538325780047, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101119.19545303774, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.007538325780047, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002693095768935474, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 1.8481905034826913, 'MAX_PENALTY_DURATION_HOURS': 1093, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13183267492124548, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.039653327937231864, 'max_pnl_target': 0.0935666898040921, 'max_calls_for_rule': 148}, 'moderate_calls': {'min_pnl_target': 0.07247878989553802, 'max_pnl_target': 0.1841958307010676, 'max_calls_for_rule': 193}}
|
891 |
ETHUSD
|
{'omega': 1.3147819791131177, 'alpha': [0.08048729065002738], 'beta': [0.9175127093499726], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3555.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1125.6130146440992, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 135, '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': 53359.31785186464, 'LEVERAGE': 83, 'UNIT_BUDGET': 1854.1301111151286, 'INITIAL_MARGIN_PER_UNIT': 13.561602586073484, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53359.31785186464, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.561602586073484, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013337450815157053, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 118, 'PENALTY_DURATION_MULTIPLIER': 2.6152120589633623, 'MAX_PENALTY_DURATION_HOURS': 1284, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12690537667156182, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 32, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 1920}
|
{'small_calls': {'min_pnl_target': 0.05013460307862524, 'max_pnl_target': 0.18641524757318642, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.08779034784148375, 'max_pnl_target': 0.2131546388486446, 'max_calls_for_rule': 81}}
|
892 |
NIFTYFMCG
|
{'omega': 1.0051639112494513, 'alpha': [0.15670380146469487], 'beta': [0.7958909781718585], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.788789882911446, 'historical_segment_start_price': 21178.4, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 509.6093929763915, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, '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': 178851.37164745494, 'LEVERAGE': 54, 'UNIT_BUDGET': 2147.344601313229, 'INITIAL_MARGIN_PER_UNIT': 9.437210981044288, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178851.37164745494, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.437210981044288, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002755134462505272, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 127, 'PENALTY_DURATION_MULTIPLIER': 2.081779273274298, 'MAX_PENALTY_DURATION_HOURS': 649, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3361357242730857, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 73, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4380}
|
{'small_calls': {'min_pnl_target': 0.022206474467770274, 'max_pnl_target': 0.1621734226599264, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.02024078909061347, 'max_pnl_target': 0.24504871877886183, 'max_calls_for_rule': 152}}
|
893 |
XRPUSD
|
{'omega': 3.9461019105632964, 'alpha': [0.11251910190230827], 'beta': [0.8781038616795055], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.27748, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 360.40922276904024, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 245, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 189450.9943548158, 'LEVERAGE': 31, 'UNIT_BUDGET': 771.4959172087713, 'INITIAL_MARGIN_PER_UNIT': 11.626103960291621, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189450.9943548158, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.626103960291621, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012978570394893696, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 144, 'PENALTY_DURATION_MULTIPLIER': 1.9055626394798595, 'MAX_PENALTY_DURATION_HOURS': 400, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5504688408807578, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.03209942103836643, 'max_pnl_target': 0.1100440617234949, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.07992640748567176, 'max_pnl_target': 0.22711719171912542, 'max_calls_for_rule': 46}}
|
894 |
NIFTYBANK
|
{'omega': 0.7891331754190328, 'alpha': [0.12182119413407902], 'beta': [0.7837157200455719], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.721518448003283, 'historical_segment_start_price': 17197.6, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 657.4253975360111, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 144, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190800.26217898144, 'LEVERAGE': 69, 'UNIT_BUDGET': 1318.329451492436, 'INITIAL_MARGIN_PER_UNIT': 9.527904312116103, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190800.26217898144, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.527904312116103, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013565963016545957, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.220287426103625, 'MAX_PENALTY_DURATION_HOURS': 1321, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02359815600281352, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 54, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3240}
|
{'small_calls': {'min_pnl_target': 0.030921707639461185, 'max_pnl_target': 0.12787628061430578, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.07269834292932656, 'max_pnl_target': 0.18331615254425537, 'max_calls_for_rule': 135}}
|
895 |
NIFTY500
|
{'omega': 0.38372538800617617, 'alpha': [0.00915972728327415], 'beta': [0.9888402727167258], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.215129879557084, 'historical_segment_start_price': 12390.85, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 215.6360216823441, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 139, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 172633.9296505726, 'LEVERAGE': 15, 'UNIT_BUDGET': 1237.88250836428, 'INITIAL_MARGIN_PER_UNIT': 14.37573477882294, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172633.9296505726, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.37573477882294, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038980771274488247, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 110, 'PENALTY_DURATION_MULTIPLIER': 2.2685863021894463, 'MAX_PENALTY_DURATION_HOURS': 343, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.139130433335533, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 87, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5220}
|
{'small_calls': {'min_pnl_target': 0.010774127985055244, 'max_pnl_target': 0.1437552712220693, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.03019090437116026, 'max_pnl_target': 0.26126018332733303, 'max_calls_for_rule': 54}}
|
896 |
BTCUSD
|
{'omega': 3.3912170224235503, 'alpha': [0.17175247688161557], 'beta': [0.8262475231183843], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015115226418673878, 'historical_segment_start_price': 7505.78, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1200.4061384074648, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 206, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 129868.05495372252, 'LEVERAGE': 103, 'UNIT_BUDGET': 627.6599315393048, 'INITIAL_MARGIN_PER_UNIT': 11.654428528227815, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129868.05495372252, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.654428528227815, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016257822416516695, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 57, 'PENALTY_DURATION_MULTIPLIER': 2.4089145959680174, 'MAX_PENALTY_DURATION_HOURS': 706, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6361627428474934, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.02764126919949423, 'max_pnl_target': 0.13464501245568491, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.09193764843704622, 'max_pnl_target': 0.2742483665910584, 'max_calls_for_rule': 40}}
|
897 |
XRPUSD
|
{'omega': 1.0754944872494252, 'alpha': [0.08396371405718132], 'beta': [0.9140362859428187], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.6054, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1154.8080278437578, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 113, 'MAX_CONCURRENT_UNITS': 141, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191885.78892287562, 'LEVERAGE': 97, 'UNIT_BUDGET': 1358.6300223761268, 'INITIAL_MARGIN_PER_UNIT': 11.905237400451112, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191885.78892287562, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.905237400451112, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004606514830825938, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.299815705395132, 'MAX_PENALTY_DURATION_HOURS': 1066, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.736850189965748, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.01651050813903709, 'max_pnl_target': 0.08839467582436997, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.08922398152378347, 'max_pnl_target': 0.2519652258042111, 'max_calls_for_rule': 89}}
|
898 |
BTCUSD
|
{'omega': 4.176482565592235, 'alpha': [0.14549396471694181], 'beta': [0.8013684701572146], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011749879802948544, 'historical_segment_start_price': 9341.04, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 73.35053249863044, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 111, 'MAX_CONCURRENT_UNITS': 186, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 154116.83612126193, 'LEVERAGE': 10, 'UNIT_BUDGET': 825.773233760944, 'INITIAL_MARGIN_PER_UNIT': 7.335053249863044, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154116.83612126193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.335053249863044, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030481943465429998, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.7837467807674052, 'MAX_PENALTY_DURATION_HOURS': 1292, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07507660829052448, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.026690383928315124, 'max_pnl_target': 0.1247540586638766, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.08499085093665588, 'max_pnl_target': 0.25521589404898276, 'max_calls_for_rule': 79}}
|
899 |
BNBUSD
|
{'omega': 42.23854629194707, 'alpha': [0.10752470120367924], 'beta': [0.8776264912635119], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 952.4845157626339, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 139, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 99533.87912848894, 'LEVERAGE': 115, 'UNIT_BUDGET': 714.0758310863881, 'INITIAL_MARGIN_PER_UNIT': 8.28247405010986, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99533.87912848894, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.28247405010986, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0039460535086921185, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 88, 'PENALTY_DURATION_MULTIPLIER': 1.7241198425534225, 'MAX_PENALTY_DURATION_HOURS': 715, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49986389180591506, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.050956705283915694, 'max_pnl_target': 0.14067096894774606, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.0400713798543792, 'max_pnl_target': 0.24527164891328546, 'max_calls_for_rule': 65}}
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.