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
|
|---|---|---|---|---|
900 |
NIFTYENERGY
|
{'omega': 0.6686426835869974, 'alpha': [0.14837826630277104], 'beta': [0.8420582570017907], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009432267881256576, 'historical_segment_start_price': 8410.05, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 710.0818323207271, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 147861.09556805424, 'LEVERAGE': 91, 'UNIT_BUDGET': 1545.961778264567, 'INITIAL_MARGIN_PER_UNIT': 7.803097058469529, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147861.09556805424, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.803097058469529, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003543153435412875, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 1.6919978054735199, 'MAX_PENALTY_DURATION_HOURS': 1023, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7194611032642086, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.028567882816808946, 'max_pnl_target': 0.09282550936023903, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.01605275548025211, 'max_pnl_target': 0.14093083556247277, 'max_calls_for_rule': 139}}
|
901 |
ADAUSD
|
{'omega': 2.26039340280448, 'alpha': [0.08474831141138828], 'beta': [0.9132516885886116], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.10579, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 153.30907722194212, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 188, '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': 172042.2308943511, 'LEVERAGE': 13, 'UNIT_BUDGET': 2239.819253774529, 'INITIAL_MARGIN_PER_UNIT': 11.793005940149394, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172042.2308943511, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.793005940149394, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031061275065316593, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 1.791634756602022, 'MAX_PENALTY_DURATION_HOURS': 1264, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6059456572708538, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 51, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3060}
|
{'small_calls': {'min_pnl_target': 0.045996892242296666, 'max_pnl_target': 0.1527235250285579, 'max_calls_for_rule': 108}, 'moderate_calls': {'min_pnl_target': 0.09945147854120434, 'max_pnl_target': 0.29007652252485117, 'max_calls_for_rule': 160}}
|
902 |
ETHUSD
|
{'omega': 0.8044241746024725, 'alpha': [0.08012300700980017], 'beta': [0.8581791329683607], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008787786755733464, 'historical_segment_start_price': 2334.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 377.1479413301612, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 191, 'MAX_CONCURRENT_UNITS': 89, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179577.84083033825, 'LEVERAGE': 36, 'UNIT_BUDGET': 2015.2406714750969, 'INITIAL_MARGIN_PER_UNIT': 10.476331703615589, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179577.84083033825, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.476331703615589, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003952672363993448, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.5497968265134556, 'MAX_PENALTY_DURATION_HOURS': 207, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25251010238358207, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.0382284549170324, 'max_pnl_target': 0.137943231061475, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.04170481916471632, 'max_pnl_target': 0.268015191445105, 'max_calls_for_rule': 151}}
|
903 |
NIFTYENERGY
|
{'omega': 0.7219275814449557, 'alpha': [0.08889129603497467], 'beta': [0.8293377616035519], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.797846259926746, 'historical_segment_start_price': 12285.6, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 213.74842442809503, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 221, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 142716.30174006213, 'LEVERAGE': 25, 'UNIT_BUDGET': 644.1996459788852, 'INITIAL_MARGIN_PER_UNIT': 8.549936977123801, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142716.30174006213, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.549936977123801, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018392627363706829, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 123, 'PENALTY_DURATION_MULTIPLIER': 2.135101718711617, 'MAX_PENALTY_DURATION_HOURS': 1247, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43761227594904756, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.043073363530715565, 'max_pnl_target': 0.13767186258970304, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.049179068104412256, 'max_pnl_target': 0.22231818990892474, 'max_calls_for_rule': 73}}
|
904 |
BTCUSD
|
{'omega': 4.693521439560455, 'alpha': [0.12639229160240414], 'beta': [0.8716077083975958], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011233082853382594, 'historical_segment_start_price': 9341.04, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1139.5049116644893, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 54711.891725368165, 'LEVERAGE': 83, 'UNIT_BUDGET': 866.3846314035559, 'INITIAL_MARGIN_PER_UNIT': 13.728974839331196, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54711.891725368165, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.728974839331196, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0049797328251901295, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 2.1289482992832265, 'MAX_PENALTY_DURATION_HOURS': 1301, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5650359380769868, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 147, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 8820}
|
{'small_calls': {'min_pnl_target': 0.04985827837513061, 'max_pnl_target': 0.10627543466551811, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.04248614751599323, 'max_pnl_target': 0.2567339693167239, 'max_calls_for_rule': 59}}
|
905 |
BTCUSD
|
{'omega': 47.413405982808904, 'alpha': [0.19199928644902592], 'beta': [0.8060007135509742], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1801.2045994687946, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69831.2084697336, 'LEVERAGE': 122, 'UNIT_BUDGET': 981.1151975815436, 'INITIAL_MARGIN_PER_UNIT': 14.763972126793398, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69831.2084697336, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.763972126793398, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038072958858971317, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 66, 'PENALTY_DURATION_MULTIPLIER': 2.116383389843442, 'MAX_PENALTY_DURATION_HOURS': 771, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4319693106614125, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.04798853225764696, 'max_pnl_target': 0.19363425182645014, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07496144973223745, 'max_pnl_target': 0.25762479153363493, 'max_calls_for_rule': 62}}
|
906 |
XRPUSD
|
{'omega': 2.218951775676558, 'alpha': [0.10827792038283054], 'beta': [0.8306189468234384], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.03130349469324034, 'historical_segment_start_price': 0.51953, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 348.4331355179416, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 133, 'MAX_CONCURRENT_UNITS': 86, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 162245.6677364925, 'LEVERAGE': 25, 'UNIT_BUDGET': 1867.7931094499882, 'INITIAL_MARGIN_PER_UNIT': 13.937325420717665, 'MAX_TRADING_CAPITAL_FOR_UNITS': 162245.6677364925, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.937325420717665, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004931591969158315, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 1.6412379565427258, 'MAX_PENALTY_DURATION_HOURS': 288, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4967321989622403, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.030659583631561, 'max_pnl_target': 0.160210019509638, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.012758589190633227, 'max_pnl_target': 0.14539626414754253, 'max_calls_for_rule': 122}}
|
907 |
BNBUSD
|
{'omega': 1.2626844358653126, 'alpha': [0.05186332156110537], 'beta': [0.9461366784388947], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.021736513319699762, 'historical_segment_start_price': 334.06, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 556.6428032570501, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 178, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 105313.28817728581, 'LEVERAGE': 41, 'UNIT_BUDGET': 590.1042015547937, 'INITIAL_MARGIN_PER_UNIT': 13.576653737976832, 'MAX_TRADING_CAPITAL_FOR_UNITS': 105313.28817728581, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.576653737976832, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028427932467161147, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 1.8587504218378736, 'MAX_PENALTY_DURATION_HOURS': 380, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6046263684127887, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.02490332038771072, 'max_pnl_target': 0.13057980366684435, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.03726373934932361, 'max_pnl_target': 0.19303885331016526, 'max_calls_for_rule': 35}}
|
908 |
XRPUSD
|
{'omega': 1.5267125509331394, 'alpha': [0.09064886179201252], 'beta': [0.8642009575199961], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.04439097124428647, 'historical_segment_start_price': 1.2798, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 147.8368217040782, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 286, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 117058.06436213487, 'LEVERAGE': 20, 'UNIT_BUDGET': 2126.880839544841, 'INITIAL_MARGIN_PER_UNIT': 7.391841085203911, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117058.06436213487, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.391841085203911, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004894096701581101, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 2.2996158276706105, 'MAX_PENALTY_DURATION_HOURS': 384, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24749343983175565, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.009364538659601913, 'max_pnl_target': 0.14812097926498047, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.06657413714755989, 'max_pnl_target': 0.23043996206488315, 'max_calls_for_rule': 229}}
|
909 |
ETHUSD
|
{'omega': 1.5790232764624714, 'alpha': [0.0895078073417092], 'beta': [0.8792092854109416], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.668197089888314, 'historical_segment_start_price': 3085.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 552.6140772122307, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, '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': 189311.3500839658, 'LEVERAGE': 104, 'UNIT_BUDGET': 1685.677824742829, 'INITIAL_MARGIN_PER_UNIT': 5.313596896271449, 'MAX_TRADING_CAPITAL_FOR_UNITS': 189311.3500839658, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.313596896271449, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013059908874221149, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 159, 'PENALTY_DURATION_MULTIPLIER': 2.0392626707995167, 'MAX_PENALTY_DURATION_HOURS': 1245, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.612800194627947, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.006705447675242332, 'max_pnl_target': 0.0733952566689315, 'max_calls_for_rule': 181}, 'moderate_calls': {'min_pnl_target': 0.09146793834764204, 'max_pnl_target': 0.20892819941858204, 'max_calls_for_rule': 286}}
|
910 |
ADAUSD
|
{'omega': 1.2934901952935651, 'alpha': [0.05737166908447384], 'beta': [0.9406283309155262], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.258194840850575, 'historical_segment_start_price': 2.148, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 181.90763227270799, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, 'MAX_CONCURRENT_UNITS': 111, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170680.36618741002, 'LEVERAGE': 20, 'UNIT_BUDGET': 1526.1942174425644, 'INITIAL_MARGIN_PER_UNIT': 9.0953816136354, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170680.36618741002, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.0953816136354, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031437683677084057, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.4037487600526752, 'MAX_PENALTY_DURATION_HOURS': 1180, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.045048735769854395, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.01942338597072443, 'max_pnl_target': 0.08809840408591905, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.028895787169296687, 'max_pnl_target': 0.16608379372098, 'max_calls_for_rule': 120}}
|
911 |
BNBUSD
|
{'omega': 1.3186336611811527, 'alpha': [0.08756907356451923], 'beta': [0.8097887020312918], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.5408, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 318.884385446229, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 177, 'MAX_CONCURRENT_UNITS': 62, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102075.6373624153, 'LEVERAGE': 35, 'UNIT_BUDGET': 1627.3975463543766, 'INITIAL_MARGIN_PER_UNIT': 9.110982441320829, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102075.6373624153, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.110982441320829, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003715442481512971, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 147, 'PENALTY_DURATION_MULTIPLIER': 2.805087538325286, 'MAX_PENALTY_DURATION_HOURS': 712, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7026479790000175, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.03668851963737852, 'max_pnl_target': 0.1514806294951053, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.04492925091924915, 'max_pnl_target': 0.2179794241515498, 'max_calls_for_rule': 163}}
|
912 |
XRPUSD
|
{'omega': 5.217719997101682, 'alpha': [0.08745703136458054], 'beta': [0.8388909069266481], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44792, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1134.7266662947366, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, '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': 91784.30057942864, 'LEVERAGE': 95, 'UNIT_BUDGET': 2227.7306727019327, 'INITIAL_MARGIN_PER_UNIT': 11.944491224155122, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91784.30057942864, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.944491224155122, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029050964231435404, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 1.8174944042599734, 'MAX_PENALTY_DURATION_HOURS': 334, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2797133036739956, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.04368180880527066, 'max_pnl_target': 0.1468054589897854, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.05870904631862332, 'max_pnl_target': 0.20357615308463567, 'max_calls_for_rule': 167}}
|
913 |
BNBUSD
|
{'omega': 0.4566792274684946, 'alpha': [0.07022117793003971], 'beta': [0.8809232429200784], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022837274810939626, 'historical_segment_start_price': 548.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 201.52899655268416, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, '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': 173773.42892290722, 'LEVERAGE': 17, 'UNIT_BUDGET': 1848.3863689303846, 'INITIAL_MARGIN_PER_UNIT': 11.854646856040246, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173773.42892290722, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.854646856040246, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003425490070556305, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 139, 'PENALTY_DURATION_MULTIPLIER': 1.952956604086991, 'MAX_PENALTY_DURATION_HOURS': 837, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7083927923518485, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.021802098342713183, 'max_pnl_target': 0.08256276977889794, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.039961151503852876, 'max_pnl_target': 0.1855036907961901, 'max_calls_for_rule': 112}}
|
914 |
IHSG_UNTR
|
{'omega': 5.069322884690453, 'alpha': [0.6912675322351514], 'beta': [0.3067324677648485], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012623306198468088, 'historical_segment_start_price': 23350, 'asset_source_name': 'IHSG_UNTR'}
|
{'POSITION_SIZE_PER_UNIT': 477.0990718279644, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 230, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146604.07263741922, 'LEVERAGE': 34, 'UNIT_BUDGET': 634.7520621481101, 'INITIAL_MARGIN_PER_UNIT': 14.032325641998952, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146604.07263741922, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.032325641998952, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002166397110341497, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 148, 'PENALTY_DURATION_MULTIPLIER': 2.8782627289760567, 'MAX_PENALTY_DURATION_HOURS': 526, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6198725500719453, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 113, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 6780}
|
{'small_calls': {'min_pnl_target': 0.03215162932870107, 'max_pnl_target': 0.11028973980424968, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.07103136563592197, 'max_pnl_target': 0.17373071672061016, 'max_calls_for_rule': 33}}
|
915 |
NIFTYFIN
|
{'omega': 0.6050696719330498, 'alpha': [0.12884760302812676], 'beta': [0.7885696100888143], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.006182326333002, 'historical_segment_start_price': 6464.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 353.3826288736618, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 248, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 126311.71599760055, 'LEVERAGE': 42, 'UNIT_BUDGET': 508.0069594293169, 'INITIAL_MARGIN_PER_UNIT': 8.413872116039567, 'MAX_TRADING_CAPITAL_FOR_UNITS': 126311.71599760055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.413872116039567, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00314128064619041, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.575280373229849, 'MAX_PENALTY_DURATION_HOURS': 1255, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2544634088031579, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.032452257293575114, 'max_pnl_target': 0.17956646753532765, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.07019330987040762, 'max_pnl_target': 0.24369079183541092, 'max_calls_for_rule': 40}}
|
916 |
ADAUSD
|
{'omega': 2.19303831441879, 'alpha': [0.09435701548179305], 'beta': [0.8292022389661953], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022386139146257294, 'historical_segment_start_price': 0.5168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1223.267262085099, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 34, 'MAX_CONCURRENT_UNITS': 411, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 144923.68189415414, 'LEVERAGE': 125, 'UNIT_BUDGET': 352.1108610414049, 'INITIAL_MARGIN_PER_UNIT': 9.786138096680792, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144923.68189415414, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.786138096680792, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014949670507770018, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.286324976266969, 'MAX_PENALTY_DURATION_HOURS': 596, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5038534444949887, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 133, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7980}
|
{'small_calls': {'min_pnl_target': 0.008061549394927713, 'max_pnl_target': 0.12064447806936617, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.09856142910135474, 'max_pnl_target': 0.28419269527056873, 'max_calls_for_rule': 23}}
|
917 |
BNBUSD
|
{'omega': 0.8332941037996883, 'alpha': [0.08129948724031383], 'beta': [0.9167005127596863], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 411.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 728.5671778434968, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 122, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58072.14047670474, 'LEVERAGE': 59, 'UNIT_BUDGET': 474.2720088566442, 'INITIAL_MARGIN_PER_UNIT': 12.348596234635538, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58072.14047670474, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.348596234635538, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023820161944309902, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 2.2557293309425273, 'MAX_PENALTY_DURATION_HOURS': 880, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.013220919514078038, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 98, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 5880}
|
{'small_calls': {'min_pnl_target': 0.01578185479517351, 'max_pnl_target': 0.1588227972849947, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.017170345285568538, 'max_pnl_target': 0.2613298970701468, 'max_calls_for_rule': 23}}
|
918 |
NIFTY500
|
{'omega': 0.08711044328990439, 'alpha': [0.09424037335804368], 'beta': [0.8457600334257741], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9447523202064962, 'historical_segment_start_price': 21589.85, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 769.1092592660507, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 237, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 113143.87622229928, 'LEVERAGE': 92, 'UNIT_BUDGET': 475.7807646249681, 'INITIAL_MARGIN_PER_UNIT': 8.359883252891855, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113143.87622229928, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.359883252891855, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022095461713671103, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 53, 'PENALTY_DURATION_MULTIPLIER': 2.493715888483658, 'MAX_PENALTY_DURATION_HOURS': 1100, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22820347833272134, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 111, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6660}
|
{'small_calls': {'min_pnl_target': 0.019733532232099484, 'max_pnl_target': 0.11661162733504929, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.06059547794386362, 'max_pnl_target': 0.24576722016913177, 'max_calls_for_rule': 53}}
|
919 |
BNBUSD
|
{'omega': 0.7908505029389419, 'alpha': [0.04849367185470338], 'beta': [0.9495063281452966], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02110137944476955, 'historical_segment_start_price': 289.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 937.6354043516901, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 222, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 75118.3725939038, 'LEVERAGE': 90, 'UNIT_BUDGET': 337.91180966118054, 'INITIAL_MARGIN_PER_UNIT': 10.418171159463224, 'MAX_TRADING_CAPITAL_FOR_UNITS': 75118.3725939038, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.418171159463224, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004839746628868693, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 37, 'PENALTY_DURATION_MULTIPLIER': 1.8045272464943443, 'MAX_PENALTY_DURATION_HOURS': 945, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06650271141671388, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.04101627449119763, 'max_pnl_target': 0.1233413541240277, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.043183618230302555, 'max_pnl_target': 0.17685597814066137, 'max_calls_for_rule': 24}}
|
920 |
NIFTYIT
|
{'omega': 2.415232999523593, 'alpha': [0.17895343000683883], 'beta': [0.8190465699931612], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15099.9, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 190.9784595708517, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 292, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 137715.8845076231, 'LEVERAGE': 14, 'UNIT_BUDGET': 470.5907507330712, 'INITIAL_MARGIN_PER_UNIT': 13.64131854077512, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137715.8845076231, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.64131854077512, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014899026846195685, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 2.5036409689350756, 'MAX_PENALTY_DURATION_HOURS': 1020, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5549973729600571, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.03582199162450742, 'max_pnl_target': 0.1740333625074392, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.036428790197712314, 'max_pnl_target': 0.1652597338371623, 'max_calls_for_rule': 32}}
|
921 |
XRPUSD
|
{'omega': 3.1009351941135677, 'alpha': [0.0870675440037728], 'beta': [0.871728073843679], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.43241, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 286.5952111266468, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, 'MAX_CONCURRENT_UNITS': 153, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 99759.57305768182, 'LEVERAGE': 44, 'UNIT_BUDGET': 648.5404386566217, 'INITIAL_MARGIN_PER_UNIT': 6.513527525605609, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99759.57305768182, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.513527525605609, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002110482546583069, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 1.9520240570248002, 'MAX_PENALTY_DURATION_HOURS': 1397, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5965781002464241, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 103, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6180}
|
{'small_calls': {'min_pnl_target': 0.05029447322899427, 'max_pnl_target': 0.19058745478148187, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.03596135083994835, 'max_pnl_target': 0.15795335875369415, 'max_calls_for_rule': 62}}
|
922 |
ADAUSD
|
{'omega': 2.6631628483089815, 'alpha': [0.08349504335444342], 'beta': [0.9145049566455566], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02379817588146068, 'historical_segment_start_price': 0.4693, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 297.70293400564805, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, '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': 188903.17176426368, 'LEVERAGE': 20, 'UNIT_BUDGET': 1135.8732978292453, 'INITIAL_MARGIN_PER_UNIT': 14.885146700282403, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188903.17176426368, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.885146700282403, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020737029225305547, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.5686302190622863, 'MAX_PENALTY_DURATION_HOURS': 819, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7103077839825656, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.04676527156585708, 'max_pnl_target': 0.14946215662016543, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.0875090782931769, 'max_pnl_target': 0.31930977537759514, 'max_calls_for_rule': 54}}
|
923 |
ETHUSD
|
{'omega': 3.3229773331161914, 'alpha': [0.07551527503840469], 'beta': [0.8645924644296137], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.3795582701966795, 'historical_segment_start_price': 1826.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 101.09963067862078, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 92697.60796156284, 'LEVERAGE': 15, 'UNIT_BUDGET': 1162.5913755333218, 'INITIAL_MARGIN_PER_UNIT': 6.7399753785747185, 'MAX_TRADING_CAPITAL_FOR_UNITS': 92697.60796156284, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.7399753785747185, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001278592550033539, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.8242338461931835, 'MAX_PENALTY_DURATION_HOURS': 290, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21837965749358487, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.011929152628933154, 'max_pnl_target': 0.10760780807752991, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.07431914663178567, 'max_pnl_target': 0.29847740368525005, 'max_calls_for_rule': 119}}
|
924 |
XRPUSD
|
{'omega': 0.4574683472611165, 'alpha': [0.08301156461606145], 'beta': [0.9149884353839385], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04325744024047117, 'historical_segment_start_price': 0.3967, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1176.221031738725, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, 'MAX_CONCURRENT_UNITS': 130, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 127305.0848201143, 'LEVERAGE': 82, 'UNIT_BUDGET': 973.4429993960674, 'INITIAL_MARGIN_PER_UNIT': 14.344158923642988, 'MAX_TRADING_CAPITAL_FOR_UNITS': 127305.0848201143, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.344158923642988, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004423096793827887, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 1.960769161081515, 'MAX_PENALTY_DURATION_HOURS': 657, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4183172228758706, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.01190659342044001, 'max_pnl_target': 0.13517858445201922, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.011476902177866063, 'max_pnl_target': 0.13084138007882962, 'max_calls_for_rule': 61}}
|
925 |
BNBUSD
|
{'omega': 3.785009425919223, 'alpha': [0.12479806368006822], 'beta': [0.785964364151537], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.4325, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1245.939746283084, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 174865.62393762515, 'LEVERAGE': 110, 'UNIT_BUDGET': 1832.633642918615, 'INITIAL_MARGIN_PER_UNIT': 11.326724966209856, 'MAX_TRADING_CAPITAL_FOR_UNITS': 174865.62393762515, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.326724966209856, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032798057086097085, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 26, 'PENALTY_DURATION_MULTIPLIER': 2.822254553040726, 'MAX_PENALTY_DURATION_HOURS': 907, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3722637017607445, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 135, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 8100}
|
{'small_calls': {'min_pnl_target': 0.04957565366461351, 'max_pnl_target': 0.1609259659696535, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.07917655763480039, 'max_pnl_target': 0.3068122470848535, 'max_calls_for_rule': 119}}
|
926 |
BTCUSD
|
{'omega': 1.747593833147777, 'alpha': [0.10284637201174614], 'beta': [0.8844791806751459], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.0262505713071729, 'historical_segment_start_price': 53991.3, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1144.7363232208118, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, 'MAX_CONCURRENT_UNITS': 36, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69970.69827456407, 'LEVERAGE': 95, 'UNIT_BUDGET': 1920.173498220175, 'INITIAL_MARGIN_PER_UNIT': 12.049856033903282, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69970.69827456407, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.049856033903282, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004489820457810966, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 64, 'PENALTY_DURATION_MULTIPLIER': 2.5003770737715243, 'MAX_PENALTY_DURATION_HOURS': 1105, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4183746529037853, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 82, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4920}
|
{'small_calls': {'min_pnl_target': 0.0493905313707059, 'max_pnl_target': 0.12742210106145282, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.023186053565788824, 'max_pnl_target': 0.19720488347299073, 'max_calls_for_rule': 96}}
|
927 |
BTCUSD
|
{'omega': 2.28297051371094, 'alpha': [0.07530531934476502], 'beta': [0.8579097546383782], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020268330157541776, 'historical_segment_start_price': 6915.47, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 128.35382535648623, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, 'MAX_CONCURRENT_UNITS': 163, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 137574.25312722512, 'LEVERAGE': 17, 'UNIT_BUDGET': 839.8025447586581, 'INITIAL_MARGIN_PER_UNIT': 7.550225020969778, 'MAX_TRADING_CAPITAL_FOR_UNITS': 137574.25312722512, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.550225020969778, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011157090041827211, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.5652656310989275, 'MAX_PENALTY_DURATION_HOURS': 188, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2987457062982466, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.010002330658604515, 'max_pnl_target': 0.06054422679737093, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.0781596390407444, 'max_pnl_target': 0.32566921415712313, 'max_calls_for_rule': 109}}
|
928 |
ETHUSD
|
{'omega': 0.7512279629056505, 'alpha': [0.07523390026437822], 'beta': [0.8347943435060949], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011145468514626741, 'historical_segment_start_price': 2086.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 445.83093201687507, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 223, 'MAX_CONCURRENT_UNITS': 165, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187301.42438054728, 'LEVERAGE': 88, 'UNIT_BUDGET': 1134.994508953621, 'INITIAL_MARGIN_PER_UNIT': 5.066260591100853, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187301.42438054728, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.066260591100853, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013775449782082157, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 2.1413774782066772, 'MAX_PENALTY_DURATION_HOURS': 1029, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5472482162821789, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.03664123690720496, 'max_pnl_target': 0.18593710929783647, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.07105682222792865, 'max_pnl_target': 0.20177071104979927, 'max_calls_for_rule': 144}}
|
929 |
XRPUSD
|
{'omega': 0.8955377099981101, 'alpha': [0.061710842989062056], 'beta': [0.936289157010938], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.408640058503755, 'historical_segment_start_price': 0.4489, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 148.90621225911485, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 228, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 115859.32577477321, 'LEVERAGE': 14, 'UNIT_BUDGET': 2439.6392449685595, 'INITIAL_MARGIN_PER_UNIT': 10.636158018508205, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115859.32577477321, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.636158018508205, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004218533941992751, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 152, 'PENALTY_DURATION_MULTIPLIER': 2.6445374220195057, 'MAX_PENALTY_DURATION_HOURS': 337, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6190728080519822, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.049892715227147756, 'max_pnl_target': 0.15784095993674804, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.035815291724827704, 'max_pnl_target': 0.23912580122168095, 'max_calls_for_rule': 180}}
|
930 |
ADAUSD
|
{'omega': 0.9675307549972152, 'alpha': [0.07862797879077375], 'beta': [0.9193720212092263], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.472546516331972, 'historical_segment_start_price': 0.3942, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 459.52276129350037, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 241, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101328.80411502426, 'LEVERAGE': 79, 'UNIT_BUDGET': 1409.062200865312, 'INITIAL_MARGIN_PER_UNIT': 5.816743813841777, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101328.80411502426, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.816743813841777, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003584703516259038, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 1.5332431739978587, 'MAX_PENALTY_DURATION_HOURS': 1152, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6914181263900309, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.05027066623338089, 'max_pnl_target': 0.1719552880250358, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.06265371061375534, 'max_pnl_target': 0.20769791827485573, 'max_calls_for_rule': 154}}
|
931 |
ETHUSD
|
{'omega': 6.667701318550672, 'alpha': [0.10906036470593825], 'beta': [0.8610240386858226], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 241.46, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1162.3041547835485, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 116, 'MAX_CONCURRENT_UNITS': 140, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 193033.57913765658, 'LEVERAGE': 99, 'UNIT_BUDGET': 1375.9715999481966, 'INITIAL_MARGIN_PER_UNIT': 11.740446007914631, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193033.57913765658, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.740446007914631, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003116003179393477, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 129, 'PENALTY_DURATION_MULTIPLIER': 2.244914814378785, 'MAX_PENALTY_DURATION_HOURS': 574, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27743274775927756, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.04664827371815506, 'max_pnl_target': 0.1157379720212757, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.011847069742945351, 'max_pnl_target': 0.2608664379468952, 'max_calls_for_rule': 76}}
|
932 |
NIFTYFMCG
|
{'omega': 0.27023232232012545, 'alpha': [0.07790148229018615], 'beta': [0.9200985177098138], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010044884111024898, 'historical_segment_start_price': 29297.35, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 857.7580096999802, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 114, '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': 124522.74289368166, 'LEVERAGE': 64, 'UNIT_BUDGET': 1548.2294869262148, 'INITIAL_MARGIN_PER_UNIT': 13.402468901562191, 'MAX_TRADING_CAPITAL_FOR_UNITS': 124522.74289368166, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.402468901562191, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001049040160990252, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 1.6785912535605696, 'MAX_PENALTY_DURATION_HOURS': 464, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07991192212748072, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 18, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.006643191593033523, 'max_pnl_target': 0.13228398775103198, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.09565315043976635, 'max_pnl_target': 0.25984370627274417, 'max_calls_for_rule': 94}}
|
933 |
ETHUSD
|
{'omega': 0.9862432367092786, 'alpha': [0.06016463260032845], 'beta': [0.8412806955332424], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01140334474601443, 'historical_segment_start_price': 2730.3, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 109.30579089732612, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 251, 'MAX_CONCURRENT_UNITS': 31, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65917.28215443472, 'LEVERAGE': 13, 'UNIT_BUDGET': 2121.8074779121343, 'INITIAL_MARGIN_PER_UNIT': 8.408137761332778, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65917.28215443472, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.408137761332778, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004735640441413908, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 2.4865378990128066, 'MAX_PENALTY_DURATION_HOURS': 185, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3574245388523897, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.02592678088913542, 'max_pnl_target': 0.142309478261184, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.041151474047128295, 'max_pnl_target': 0.16481446904424768, 'max_calls_for_rule': 231}}
|
934 |
NIFTYFMCG
|
{'omega': 0.3778729304720363, 'alpha': [0.08966323595209394], 'beta': [0.908336764047906], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.014710881956543295, 'historical_segment_start_price': 40531.9, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 635.4031021139906, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, 'MAX_CONCURRENT_UNITS': 132, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 177235.29192580417, 'LEVERAGE': 59, 'UNIT_BUDGET': 1339.245690206619, 'INITIAL_MARGIN_PER_UNIT': 10.76954410362696, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177235.29192580417, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.76954410362696, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021523957404675368, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.533822405084624, 'MAX_PENALTY_DURATION_HOURS': 669, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3071403546777205, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.04132618474232617, 'max_pnl_target': 0.10238768097454465, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.03550426078660589, 'max_pnl_target': 0.28181821029231535, 'max_calls_for_rule': 104}}
|
935 |
NIFTY50
|
{'omega': 2.554586024469697, 'alpha': [0.05083662973722984], 'beta': [0.9471633702627703], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.05037251526311, 'historical_segment_start_price': 11966.1, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 588.375702628852, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 389, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 139171.96151824045, 'LEVERAGE': 55, 'UNIT_BUDGET': 357.7195735748618, 'INITIAL_MARGIN_PER_UNIT': 10.697740047797309, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139171.96151824045, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.697740047797309, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0047936677608495315, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 79, 'PENALTY_DURATION_MULTIPLIER': 2.212905938857398, 'MAX_PENALTY_DURATION_HOURS': 478, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2376238680079994, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.030201400414398154, 'max_pnl_target': 0.16680356182601838, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.04992154554861744, 'max_pnl_target': 0.2939950010833019, 'max_calls_for_rule': 25}}
|
936 |
BTCUSD
|
{'omega': 1.4921471595061455, 'alpha': [0.06466392051629617], 'beta': [0.9333360794837038], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010782954247587285, 'historical_segment_start_price': 22711.87, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 939.7381518686251, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 203, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 181678.67438168058, 'LEVERAGE': 69, 'UNIT_BUDGET': 893.5338984835832, 'INITIAL_MARGIN_PER_UNIT': 13.619393505342392, 'MAX_TRADING_CAPITAL_FOR_UNITS': 181678.67438168058, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.619393505342392, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036741927272835066, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 103, 'PENALTY_DURATION_MULTIPLIER': 2.2024749168592024, 'MAX_PENALTY_DURATION_HOURS': 1414, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6593708030883004, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.016720651905257095, 'max_pnl_target': 0.12238670209407938, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.02526818064548531, 'max_pnl_target': 0.2285737850374442, 'max_calls_for_rule': 42}}
|
937 |
XRPUSD
|
{'omega': 0.6071934999055629, 'alpha': [0.08804507772833144], 'beta': [0.9099549222716685], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010431433466771247, 'historical_segment_start_price': 0.5191, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 512.3549682844739, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, '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': 175286.31860968037, 'LEVERAGE': 46, 'UNIT_BUDGET': 475.27860164261017, 'INITIAL_MARGIN_PER_UNIT': 11.138151484445084, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175286.31860968037, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.138151484445084, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004763545177216028, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 1.7527665185289116, 'MAX_PENALTY_DURATION_HOURS': 490, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43723823962098013, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 74, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4440}
|
{'small_calls': {'min_pnl_target': 0.02372882781954828, 'max_pnl_target': 0.10572103627215408, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.06353714238315447, 'max_pnl_target': 0.24013114707057734, 'max_calls_for_rule': 33}}
|
938 |
NIFTYENERGY
|
{'omega': 0.2804658923674714, 'alpha': [0.08303589971413022], 'beta': [0.9149641002858697], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.869938688840229, 'historical_segment_start_price': 14466.15, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 525.8937220676981, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 239, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 114378.9576240597, 'LEVERAGE': 42, 'UNIT_BUDGET': 477.89978425635104, 'INITIAL_MARGIN_PER_UNIT': 12.521279096849955, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114378.9576240597, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.521279096849955, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004709609760420095, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 1.9492066955624003, 'MAX_PENALTY_DURATION_HOURS': 1124, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6589584133096188, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 114, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6840}
|
{'small_calls': {'min_pnl_target': 0.04191562488519454, 'max_pnl_target': 0.11327413818907124, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.07587696657365675, 'max_pnl_target': 0.3184500354880643, 'max_calls_for_rule': 32}}
|
939 |
ETHUSD
|
{'omega': 2.1392175435150964, 'alpha': [0.0760157903075724], 'beta': [0.9219842096924277], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.370192950382966, 'historical_segment_start_price': 1527.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 806.0671362626153, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 212, 'MAX_CONCURRENT_UNITS': 36, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83429.04204175368, 'LEVERAGE': 75, 'UNIT_BUDGET': 2295.591300262541, 'INITIAL_MARGIN_PER_UNIT': 10.747561816834871, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83429.04204175368, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.747561816834871, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016149202345273391, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 45, 'PENALTY_DURATION_MULTIPLIER': 2.6011340816283246, 'MAX_PENALTY_DURATION_HOURS': 1144, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.15023222424259544, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 60, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3600}
|
{'small_calls': {'min_pnl_target': 0.03847559291872999, 'max_pnl_target': 0.16454679071545508, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.04768307000657972, 'max_pnl_target': 0.22205893961963497, 'max_calls_for_rule': 136}}
|
940 |
NIFTYIT
|
{'omega': 0.8918501731222281, 'alpha': [0.1391147380985244], 'beta': [0.7787339427968556], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8793547350363036, 'historical_segment_start_price': 11695.85, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 250.74912987467832, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, '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': 57950.48819684559, 'LEVERAGE': 37, 'UNIT_BUDGET': 840.0246065858954, 'INITIAL_MARGIN_PER_UNIT': 6.777003510126441, 'MAX_TRADING_CAPITAL_FOR_UNITS': 57950.48819684559, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.777003510126441, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004644542673656169, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 1.730173667951945, 'MAX_PENALTY_DURATION_HOURS': 1076, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43277814546687854, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 54, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 3240}
|
{'small_calls': {'min_pnl_target': 0.030439697778366928, 'max_pnl_target': 0.10650184291700814, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.020942608675086547, 'max_pnl_target': 0.23059492570952808, 'max_calls_for_rule': 77}}
|
941 |
ETHUSD
|
{'omega': 0.9149335601937606, 'alpha': [0.058958442428323286], 'beta': [0.9390415575716767], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3986.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 223.51891357927354, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 210, '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': 70288.64341737394, 'LEVERAGE': 23, 'UNIT_BUDGET': 2055.946192647083, 'INITIAL_MARGIN_PER_UNIT': 9.718213633881458, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70288.64341737394, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.718213633881458, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003450227414153168, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.6115832190795163, 'MAX_PENALTY_DURATION_HOURS': 830, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16763101209707715, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.007182122714302518, 'max_pnl_target': 0.12227403350795928, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.0853094894291163, 'max_pnl_target': 0.22138897086746334, 'max_calls_for_rule': 189}}
|
942 |
NIFTYBANK
|
{'omega': 0.3106387492471335, 'alpha': [0.09683192981606793], 'beta': [0.8697286389559873], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.118555474853437, 'historical_segment_start_price': 44055.75, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 1430.989851076516, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, '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': 106158.00853117085, 'LEVERAGE': 110, 'UNIT_BUDGET': 1728.57287382295, 'INITIAL_MARGIN_PER_UNIT': 13.008998646150147, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106158.00853117085, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.008998646150147, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002464914301067486, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.6270543740898855, 'MAX_PENALTY_DURATION_HOURS': 1353, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07847875715311577, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 72, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4320}
|
{'small_calls': {'min_pnl_target': 0.04212805466549001, 'max_pnl_target': 0.187115758624546, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.03557760429773583, 'max_pnl_target': 0.22044875605645298, 'max_calls_for_rule': 121}}
|
943 |
NIFTYENERGY
|
{'omega': 0.7172403880199242, 'alpha': [0.1466410615299281], 'beta': [0.8023816934154399], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00943718303226347, 'historical_segment_start_price': 8410.05, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 607.7674280630861, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 410, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 110268.17184987152, 'LEVERAGE': 115, 'UNIT_BUDGET': 2176.0400070058245, 'INITIAL_MARGIN_PER_UNIT': 5.284934157070314, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110268.17184987152, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.284934157070314, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003183163194653609, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.2497157971500545, 'MAX_PENALTY_DURATION_HOURS': 830, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6509757266494872, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.04760136626508665, 'max_pnl_target': 0.133982623099486, 'max_calls_for_rule': 244}, 'moderate_calls': {'min_pnl_target': 0.014520795998370934, 'max_pnl_target': 0.21465326884608785, 'max_calls_for_rule': 345}}
|
944 |
ADAUSD
|
{'omega': 0.8406510477460032, 'alpha': [0.07784960108436999], 'beta': [0.9201503989156301], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.7710467739109, 'historical_segment_start_price': 0.3916, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 726.2239127618587, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, 'MAX_CONCURRENT_UNITS': 33, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71888.89819396645, 'LEVERAGE': 57, 'UNIT_BUDGET': 2165.545058905423, 'INITIAL_MARGIN_PER_UNIT': 12.740770399330856, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71888.89819396645, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.740770399330856, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002701466147042417, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 2.807430420090438, 'MAX_PENALTY_DURATION_HOURS': 383, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.34233598376939894, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.012086858502169251, 'max_pnl_target': 0.14614639593398873, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.013412629863232923, 'max_pnl_target': 0.19887106104818186, 'max_calls_for_rule': 123}}
|
945 |
BNBUSD
|
{'omega': 5.6617464918062, 'alpha': [0.08034390264233081], 'beta': [0.8279670273634261], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 21.7995, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 619.4761585087498, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, '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': 122599.79305837302, 'LEVERAGE': 66, 'UNIT_BUDGET': 1701.5815731739192, 'INITIAL_MARGIN_PER_UNIT': 9.386002401647724, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122599.79305837302, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.386002401647724, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011283334009443867, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 1.8769290096398876, 'MAX_PENALTY_DURATION_HOURS': 1408, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3299827262493879, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 24, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 1440}
|
{'small_calls': {'min_pnl_target': 0.01934587451678289, 'max_pnl_target': 0.09842224071780396, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.027841854459434053, 'max_pnl_target': 0.15302483792126642, 'max_calls_for_rule': 110}}
|
946 |
NIFTYIT
|
{'omega': 0.41469431506924026, 'alpha': [0.08368636287755721], 'beta': [0.9143136371224426], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.009486494128869783, 'historical_segment_start_price': 37950.65, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 1016.1505850806614, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 291, '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': 134784.41474257444, 'LEVERAGE': 125, 'UNIT_BUDGET': 2381.330185312906, 'INITIAL_MARGIN_PER_UNIT': 8.129204680645291, 'MAX_TRADING_CAPITAL_FOR_UNITS': 134784.41474257444, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.129204680645291, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0028518353574704634, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.6987944596829596, 'MAX_PENALTY_DURATION_HOURS': 1301, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11860732732202454, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.03361028709625438, 'max_pnl_target': 0.09227732624758364, 'max_calls_for_rule': 165}, 'moderate_calls': {'min_pnl_target': 0.016796749192978376, 'max_pnl_target': 0.22158775355320295, 'max_calls_for_rule': 195}}
|
947 |
ETHUSD
|
{'omega': 1.1788819878460777, 'alpha': [0.08118009070676137], 'beta': [0.8475209517739275], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010385196584476718, 'historical_segment_start_price': 2882.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 271.148179709667, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, 'MAX_CONCURRENT_UNITS': 119, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 113871.92065211365, 'LEVERAGE': 34, 'UNIT_BUDGET': 949.3467211098656, 'INITIAL_MARGIN_PER_UNIT': 7.974946462049029, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113871.92065211365, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.974946462049029, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004862895207866403, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 2.4149393498651595, 'MAX_PENALTY_DURATION_HOURS': 461, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3873583812788161, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.017419451207824305, 'max_pnl_target': 0.1205230907323084, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.10040462587997104, 'max_pnl_target': 0.2716744364656031, 'max_calls_for_rule': 100}}
|
948 |
BTCUSD
|
{'omega': 0.1871124224377682, 'alpha': [0.07509914599211193], 'beta': [0.922900854007888], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 54305.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1714.0794902598166, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 87744.28847246798, 'LEVERAGE': 115, 'UNIT_BUDGET': 1138.9231683671196, 'INITIAL_MARGIN_PER_UNIT': 14.905039045737535, 'MAX_TRADING_CAPITAL_FOR_UNITS': 87744.28847246798, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.905039045737535, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022558208051016554, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 40, 'PENALTY_DURATION_MULTIPLIER': 2.435807123732497, 'MAX_PENALTY_DURATION_HOURS': 768, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3623887476327813, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.04941498829244479, 'max_pnl_target': 0.19023495980045163, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.038010370953203046, 'max_pnl_target': 0.24932787486064345, 'max_calls_for_rule': 57}}
|
949 |
XRPUSD
|
{'omega': 1.513907503489705, 'alpha': [0.14718805836279342], 'beta': [0.804735781294139], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32368, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 975.167171574311, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, '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': 154882.179111928, 'LEVERAGE': 100, 'UNIT_BUDGET': 2273.719727547986, 'INITIAL_MARGIN_PER_UNIT': 9.751671715743111, 'MAX_TRADING_CAPITAL_FOR_UNITS': 154882.179111928, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.751671715743111, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024011393270662964, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 1.8892014902312833, 'MAX_PENALTY_DURATION_HOURS': 770, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06157861286913623, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.05013571804164153, 'max_pnl_target': 0.16395580520664563, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.023261114658330917, 'max_pnl_target': 0.14838646120560664, 'max_calls_for_rule': 209}}
|
950 |
BNBUSD
|
{'omega': 0.30009339161243687, 'alpha': [0.06289617056824584], 'beta': [0.9351038294317542], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008161965198416707, 'historical_segment_start_price': 281.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 730.1350940172638, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 32, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 72410.16282853126, 'LEVERAGE': 51, 'UNIT_BUDGET': 2196.342553729073, 'INITIAL_MARGIN_PER_UNIT': 14.316374392495367, 'MAX_TRADING_CAPITAL_FOR_UNITS': 72410.16282853126, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.316374392495367, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003339774520496508, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 88, 'PENALTY_DURATION_MULTIPLIER': 1.7609214603921348, 'MAX_PENALTY_DURATION_HOURS': 1384, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12215573662918713, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.015929032541880266, 'max_pnl_target': 0.1594928690699513, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.09636130552832184, 'max_pnl_target': 0.22289758525982728, 'max_calls_for_rule': 97}}
|
951 |
NIFTYBANK
|
{'omega': 0.2724454563073549, 'alpha': [0.07113837687112634], 'beta': [0.8365816238356965], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.360392046054056, 'historical_segment_start_price': 38657.7, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 543.7745059857498, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 113832.34677662817, 'LEVERAGE': 37, 'UNIT_BUDGET': 1874.5378912496717, 'INITIAL_MARGIN_PER_UNIT': 14.696608269885129, 'MAX_TRADING_CAPITAL_FOR_UNITS': 113832.34677662817, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.696608269885129, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003730854194946406, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 28, 'PENALTY_DURATION_MULTIPLIER': 2.1928714057349903, 'MAX_PENALTY_DURATION_HOURS': 1301, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.32002640178344016, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 134, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8040}
|
{'small_calls': {'min_pnl_target': 0.029030810878315095, 'max_pnl_target': 0.13000029601146493, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.06179898597829775, 'max_pnl_target': 0.29378527370099383, 'max_calls_for_rule': 88}}
|
952 |
NIFTYHEALTHCARE
|
{'omega': 0.19305881369921427, 'alpha': [0.07135550787371459], 'beta': [0.8856643516139651], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01990066559408564, 'historical_segment_start_price': 11850.4, 'asset_source_name': 'NIFTYHEALTHCARE'}
|
{'POSITION_SIZE_PER_UNIT': 464.0375527116689, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 282, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 146654.57045435102, 'LEVERAGE': 64, 'UNIT_BUDGET': 519.950693120214, 'INITIAL_MARGIN_PER_UNIT': 7.250586761119827, 'MAX_TRADING_CAPITAL_FOR_UNITS': 146654.57045435102, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.250586761119827, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003797153889363408, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 2.15084723021414, 'MAX_PENALTY_DURATION_HOURS': 1220, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4018290530287766, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 42, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 2520}
|
{'small_calls': {'min_pnl_target': 0.04247088185660954, 'max_pnl_target': 0.16075836743464308, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.055028388862082535, 'max_pnl_target': 0.256586256675598, 'max_calls_for_rule': 45}}
|
953 |
NIFTYENERGY
|
{'omega': 0.5316870273685153, 'alpha': [0.13105267839248835], 'beta': [0.8669473216075115], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011755266341841377, 'historical_segment_start_price': 10793.7, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1342.01446749301, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128836.64904714738, 'LEVERAGE': 99, 'UNIT_BUDGET': 2011.168472848449, 'INITIAL_MARGIN_PER_UNIT': 13.555701691848585, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128836.64904714738, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.555701691848585, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015532445691398208, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 121, 'PENALTY_DURATION_MULTIPLIER': 1.8400316541425688, 'MAX_PENALTY_DURATION_HOURS': 1279, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.58455516307871, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 144, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 8640}
|
{'small_calls': {'min_pnl_target': 0.0347763877233657, 'max_pnl_target': 0.11209319072594826, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.07218804779056183, 'max_pnl_target': 0.20539834341053004, 'max_calls_for_rule': 105}}
|
954 |
BNBUSD
|
{'omega': 3.1006308039236674, 'alpha': [0.0860307673695941], 'beta': [0.8682297228705912], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 41.6678, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 697.3122582053564, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 195, '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': 71340.10415587385, 'LEVERAGE': 66, 'UNIT_BUDGET': 2075.885207065652, 'INITIAL_MARGIN_PER_UNIT': 10.565337245535703, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71340.10415587385, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.565337245535703, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014208708019984768, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.715577004444929, 'MAX_PENALTY_DURATION_HOURS': 1225, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6467012863727252, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 94, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 5640}
|
{'small_calls': {'min_pnl_target': 0.042997891660909116, 'max_pnl_target': 0.12457281552553234, 'max_calls_for_rule': 114}, 'moderate_calls': {'min_pnl_target': 0.06417360729701765, 'max_pnl_target': 0.24289871769027147, 'max_calls_for_rule': 145}}
|
955 |
BNBUSD
|
{'omega': 0.3018961811270381, 'alpha': [0.05861795302820096], 'beta': [0.939382046971799], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011687323857025533, 'historical_segment_start_price': 289.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 192.90717447386865, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, 'MAX_CONCURRENT_UNITS': 153, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188565.2938709867, 'LEVERAGE': 27, 'UNIT_BUDGET': 1227.895830472413, 'INITIAL_MARGIN_PER_UNIT': 7.1447101656988385, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188565.2938709867, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.1447101656988385, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0015837432721753871, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 2.8373631398062855, 'MAX_PENALTY_DURATION_HOURS': 1425, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6542028608087187, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.0166821706160371, 'max_pnl_target': 0.07196429556388556, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.06021409009515836, 'max_pnl_target': 0.2892400149708487, 'max_calls_for_rule': 139}}
|
956 |
NIFTYFMCG
|
{'omega': 0.5198679584480987, 'alpha': [0.12172761701421449], 'beta': [0.8633519348900125], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006919112889583688, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 81.96428084019885, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 159199.2380157229, 'LEVERAGE': 10, 'UNIT_BUDGET': 2030.7647464717957, 'INITIAL_MARGIN_PER_UNIT': 8.196428084019885, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159199.2380157229, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.196428084019885, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004776411776747812, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 130, 'PENALTY_DURATION_MULTIPLIER': 1.8990526274668942, 'MAX_PENALTY_DURATION_HOURS': 300, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4952439034613003, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.019746084728334577, 'max_pnl_target': 0.15959408562387403, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.03543284961701393, 'max_pnl_target': 0.2734192581042131, 'max_calls_for_rule': 197}}
|
957 |
XRPUSD
|
{'omega': 0.7517854076119733, 'alpha': [0.08116195068346774], 'beta': [0.9168380493165323], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.28943, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1686.7077995001403, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 36, 'MAX_CONCURRENT_UNITS': 327, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167009.92843634082, 'LEVERAGE': 124, 'UNIT_BUDGET': 510.0974674199427, 'INITIAL_MARGIN_PER_UNIT': 13.602482254033388, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167009.92843634082, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.602482254033388, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025254132305023054, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 2.5020803478061855, 'MAX_PENALTY_DURATION_HOURS': 1396, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4602406807833996, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.01041944633748888, 'max_pnl_target': 0.15476648950571115, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.04998826600629076, 'max_pnl_target': 0.21696136226877333, 'max_calls_for_rule': 27}}
|
958 |
NIFTYENERGY
|
{'omega': 0.23708240466367303, 'alpha': [0.0933550180380584], 'beta': [0.8810885274080023], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010071488760681875, 'historical_segment_start_price': 24239.9, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 872.1335234334473, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 135057.40236429404, 'LEVERAGE': 83, 'UNIT_BUDGET': 1711.7301265683145, 'INITIAL_MARGIN_PER_UNIT': 10.507632812451172, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135057.40236429404, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.507632812451172, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029816035502296485, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 1.8433715057953326, 'MAX_PENALTY_DURATION_HOURS': 818, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33546037957125346, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.04035946961996403, 'max_pnl_target': 0.11037269195361499, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.015069026409066691, 'max_pnl_target': 0.13698002039066398, 'max_calls_for_rule': 158}}
|
959 |
BNBUSD
|
{'omega': 2.0607614472570863, 'alpha': [0.08430272791475701], 'beta': [0.9072332144912255], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.04174909515088926, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 135.43016495933523, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 140, 'MAX_CONCURRENT_UNITS': 251, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184818.36084402312, 'LEVERAGE': 26, 'UNIT_BUDGET': 735.3680143000433, 'INITIAL_MARGIN_PER_UNIT': 5.20885249843597, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184818.36084402312, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.20885249843597, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002123889414543287, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.3287414491002414, 'MAX_PENALTY_DURATION_HOURS': 1018, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6145001732174624, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.04741765266804675, 'max_pnl_target': 0.11653788682973994, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.10118736493704901, 'max_pnl_target': 0.3205739831846079, 'max_calls_for_rule': 97}}
|
960 |
BTCUSD
|
{'omega': 0.9832347154192902, 'alpha': [0.07799980589814919], 'beta': [0.894303226687268], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015223181233487058, 'historical_segment_start_price': 20559.41, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 700.2592702821612, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 211, 'MAX_CONCURRENT_UNITS': 62, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 142125.6984023856, 'LEVERAGE': 66, 'UNIT_BUDGET': 2258.5927010603345, 'INITIAL_MARGIN_PER_UNIT': 10.609988943669109, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142125.6984023856, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.609988943669109, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00205856300811587, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 72, 'PENALTY_DURATION_MULTIPLIER': 1.5764505322295264, 'MAX_PENALTY_DURATION_HOURS': 321, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5070015529651386, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.013243438807630955, 'max_pnl_target': 0.08812951036294323, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.04382217529240387, 'max_pnl_target': 0.17081986064959243, 'max_calls_for_rule': 130}}
|
961 |
NIFTYFIN
|
{'omega': 0.7911515156869349, 'alpha': [0.08767066623887537], 'beta': [0.825424877230122], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.020681325369533085, 'historical_segment_start_price': 18554.4, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 588.1350152272394, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, 'MAX_CONCURRENT_UNITS': 92, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 112030.25126691922, 'LEVERAGE': 97, 'UNIT_BUDGET': 1213.5889920034751, 'INITIAL_MARGIN_PER_UNIT': 6.063247579662262, 'MAX_TRADING_CAPITAL_FOR_UNITS': 112030.25126691922, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.063247579662262, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017696557363712012, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 59, 'PENALTY_DURATION_MULTIPLIER': 2.0398103227172264, 'MAX_PENALTY_DURATION_HOURS': 233, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5019652105518908, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 49, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.027253936912933752, 'max_pnl_target': 0.15324702714663418, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.09232819771840765, 'max_pnl_target': 0.20967266162844794, 'max_calls_for_rule': 131}}
|
962 |
BTCUSD
|
{'omega': 1.1552933084539345, 'alpha': [0.11768151553262644], 'beta': [0.879164912564868], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.02215034558900762, 'historical_segment_start_price': 10199.88, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1255.8305616014381, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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': 88057.78649342181, 'LEVERAGE': 93, 'UNIT_BUDGET': 1616.7611105937942, 'INITIAL_MARGIN_PER_UNIT': 13.503554425821916, 'MAX_TRADING_CAPITAL_FOR_UNITS': 88057.78649342181, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.503554425821916, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021267266486462355, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 1.50645378872227, 'MAX_PENALTY_DURATION_HOURS': 839, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4502583950749172, 'RSI_PERIOD': 22, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.05021551562778236, 'max_pnl_target': 0.1059220381698041, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.07757091938050269, 'max_pnl_target': 0.26425275090171507, 'max_calls_for_rule': 116}}
|
963 |
BNBUSD
|
{'omega': 2.299871576657934, 'alpha': [0.13481752833879587], 'beta': [0.8116546615536453], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 8.1319, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 81.22719950721766, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 361, 'MAX_CONCURRENT_UNITS': 31, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65252.084666040464, 'LEVERAGE': 14, 'UNIT_BUDGET': 2103.8157235462413, 'INITIAL_MARGIN_PER_UNIT': 5.8019428219441185, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65252.084666040464, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.8019428219441185, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019017124268449722, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 52, 'PENALTY_DURATION_MULTIPLIER': 1.5667872634652844, 'MAX_PENALTY_DURATION_HOURS': 1152, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5587015006624353, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.029150326799342624, 'max_pnl_target': 0.12659273348711242, 'max_calls_for_rule': 135}, 'moderate_calls': {'min_pnl_target': 0.07325109672214337, 'max_pnl_target': 0.23171968037299362, 'max_calls_for_rule': 290}}
|
964 |
NIFTYFIN
|
{'omega': 0.28932290612042016, 'alpha': [0.08623457581404194], 'beta': [0.8678091355588553], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.5236784501206495, 'historical_segment_start_price': 17873.9, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1270.5728235468478, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 170, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128903.99228386702, 'LEVERAGE': 90, 'UNIT_BUDGET': 2417.635744779647, 'INITIAL_MARGIN_PER_UNIT': 14.117475817187197, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128903.99228386702, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.117475817187197, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016229936216228475, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 99, 'PENALTY_DURATION_MULTIPLIER': 2.7787142292358267, 'MAX_PENALTY_DURATION_HOURS': 1150, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4552929258444641, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.010919571288147169, 'max_pnl_target': 0.10350911908696844, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.10055698144154025, 'max_pnl_target': 0.25475953875584556, 'max_calls_for_rule': 117}}
|
965 |
BNBUSD
|
{'omega': 5.674515567326069, 'alpha': [0.09340906529086103], 'beta': [0.8839142668436802], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.191, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 554.5941819614756, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 22, 'MAX_CONCURRENT_UNITS': 467, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 132028.79144820114, 'LEVERAGE': 46, 'UNIT_BUDGET': 282.3463167236624, 'INITIAL_MARGIN_PER_UNIT': 12.056395260032078, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132028.79144820114, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.056395260032078, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014484326698671192, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 34, 'PENALTY_DURATION_MULTIPLIER': 2.834409352693377, 'MAX_PENALTY_DURATION_HOURS': 961, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45964255147013483, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 102, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6120}
|
{'small_calls': {'min_pnl_target': 0.026041162462265656, 'max_pnl_target': 0.14014623340426385, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.03724068565277483, 'max_pnl_target': 0.22969279737250742, 'max_calls_for_rule': 19}}
|
966 |
ADAUSD
|
{'omega': 1.759756198545814, 'alpha': [0.06266584176051476], 'beta': [0.9353341582394851], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.76397047495946, 'historical_segment_start_price': 0.07002, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 297.54861074465015, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, 'MAX_CONCURRENT_UNITS': 87, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 115692.38530282279, 'LEVERAGE': 22, 'UNIT_BUDGET': 1324.6331950731053, 'INITIAL_MARGIN_PER_UNIT': 13.524936852029551, 'MAX_TRADING_CAPITAL_FOR_UNITS': 115692.38530282279, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.524936852029551, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003085818655572835, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.8139239393422275, 'MAX_PENALTY_DURATION_HOURS': 968, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6496430322182009, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.029631883527078757, 'max_pnl_target': 0.15168282155532606, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.012559781674335309, 'max_pnl_target': 0.14878641033902124, 'max_calls_for_rule': 73}}
|
967 |
ADAUSD
|
{'omega': 1.4821283390155489, 'alpha': [0.07293408528819093], 'beta': [0.8732544069301127], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013641149387489455, 'historical_segment_start_price': 3.041, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 928.486562864119, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 27, 'MAX_CONCURRENT_UNITS': 490, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182987.67723216847, 'LEVERAGE': 71, 'UNIT_BUDGET': 373.1588334257263, 'INITIAL_MARGIN_PER_UNIT': 13.07727553329745, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182987.67723216847, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.07727553329745, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025168579634519666, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 101, 'PENALTY_DURATION_MULTIPLIER': 2.7323855105642325, 'MAX_PENALTY_DURATION_HOURS': 1187, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5432326527939273, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.006378908703453371, 'max_pnl_target': 0.10361291422621702, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.06902834124671238, 'max_pnl_target': 0.23210708828472115, 'max_calls_for_rule': 22}}
|
968 |
NIFTY500
|
{'omega': 0.09761254473143631, 'alpha': [0.08598864893957738], 'beta': [0.9120113510604227], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.620771160119669, 'historical_segment_start_price': 15457.95, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 537.8068764338905, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 339, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 101773.83829325778, 'LEVERAGE': 58, 'UNIT_BUDGET': 299.9801833199252, 'INITIAL_MARGIN_PER_UNIT': 9.272532352308456, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101773.83829325778, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.272532352308456, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030742586174287755, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.9828125071326443, 'MAX_PENALTY_DURATION_HOURS': 993, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.581534445554665, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.034101708015103135, 'max_pnl_target': 0.1753630224484536, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.07891548987503648, 'max_pnl_target': 0.1942037127086631, 'max_calls_for_rule': 18}}
|
969 |
ETHUSD
|
{'omega': 3.4919698257320753, 'alpha': [0.13455249643535258], 'beta': [0.7695093697097641], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 215.74, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 199.2800990126781, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 140, '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': 76661.19593304998, 'LEVERAGE': 14, 'UNIT_BUDGET': 2016.5869509736035, 'INITIAL_MARGIN_PER_UNIT': 14.234292786619864, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76661.19593304998, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.234292786619864, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0042501413662593395, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 161, 'PENALTY_DURATION_MULTIPLIER': 2.1247131425952333, 'MAX_PENALTY_DURATION_HOURS': 487, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0740555413851778, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 42, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2520}
|
{'small_calls': {'min_pnl_target': 0.026955078309261853, 'max_pnl_target': 0.14150673120426266, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.06492664041427654, 'max_pnl_target': 0.1861002575105291, 'max_calls_for_rule': 123}}
|
970 |
ADAUSD
|
{'omega': 2.2967907540528607, 'alpha': [0.08366715642850361], 'beta': [0.9143328435714964], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.022249950301217413, 'historical_segment_start_price': 0.5168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 225.39677419824733, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 97, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 56599.74514437137, 'LEVERAGE': 20, 'UNIT_BUDGET': 582.8802149291407, 'INITIAL_MARGIN_PER_UNIT': 11.269838709912367, 'MAX_TRADING_CAPITAL_FOR_UNITS': 56599.74514437137, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.269838709912367, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002515894323111027, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 29, 'PENALTY_DURATION_MULTIPLIER': 2.067581758625043, 'MAX_PENALTY_DURATION_HOURS': 386, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4560010764274599, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.017355327726114016, 'max_pnl_target': 0.16687412789220768, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.0764019052673236, 'max_pnl_target': 0.30919196620089173, 'max_calls_for_rule': 34}}
|
971 |
ETHUSD
|
{'omega': 2.1782336587855586, 'alpha': [0.10332113081321402], 'beta': [0.8946788691867859], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 375.57, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 298.7830445217585, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 343, 'MAX_CONCURRENT_UNITS': 25, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 54931.53434922245, 'LEVERAGE': 48, 'UNIT_BUDGET': 2141.680207244246, 'INITIAL_MARGIN_PER_UNIT': 6.224646760869969, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54931.53434922245, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.224646760869969, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002721476856928387, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 139, 'PENALTY_DURATION_MULTIPLIER': 2.470871776214036, 'MAX_PENALTY_DURATION_HOURS': 426, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7202400695906804, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 79, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 4740}
|
{'small_calls': {'min_pnl_target': 0.042693433389659766, 'max_pnl_target': 0.11806238234735046, 'max_calls_for_rule': 139}, 'moderate_calls': {'min_pnl_target': 0.017573189429531885, 'max_pnl_target': 0.17809882211359063, 'max_calls_for_rule': 207}}
|
972 |
TSLAUSD
|
{'omega': 1.8058082156983113, 'alpha': [0.06310357789051498], 'beta': [0.9262132670685754], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013504740912129758, 'historical_segment_start_price': 438.67, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 644.7881065761766, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 169, 'MAX_CONCURRENT_UNITS': 53, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 74832.81735405888, 'LEVERAGE': 78, 'UNIT_BUDGET': 1405.6199533947504, 'INITIAL_MARGIN_PER_UNIT': 8.266514186874058, 'MAX_TRADING_CAPITAL_FOR_UNITS': 74832.81735405888, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.266514186874058, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037273103957119556, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 25, 'PENALTY_DURATION_MULTIPLIER': 2.53709139099114, 'MAX_PENALTY_DURATION_HOURS': 991, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.62119795157571, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 141, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8460}
|
{'small_calls': {'min_pnl_target': 0.010734780937170972, 'max_pnl_target': 0.13705812494894068, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.03440229161520253, 'max_pnl_target': 0.23504394473862894, 'max_calls_for_rule': 159}}
|
973 |
NIFTYBANK
|
{'omega': 4.893588294646548, 'alpha': [0.04929037887248539], 'beta': [0.9068956853351701], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.23801467706652, 'historical_segment_start_price': 31499.5, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 963.8671505176762, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 84, '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': 77655.64953728333, 'LEVERAGE': 104, 'UNIT_BUDGET': 789.948020797549, 'INITIAL_MARGIN_PER_UNIT': 9.267953370362271, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77655.64953728333, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.267953370362271, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00491755956124497, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 2.0529897587632453, 'MAX_PENALTY_DURATION_HOURS': 1189, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6483263067979448, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.04593564797925314, 'max_pnl_target': 0.11487916019214872, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.04194861062771888, 'max_pnl_target': 0.22668485688829076, 'max_calls_for_rule': 67}}
|
974 |
BTCUSD
|
{'omega': 0.8568979908814776, 'alpha': [0.10880750732983802], 'beta': [0.8891924926701619], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20666.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 915.5117418796918, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 133, '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': 102540.53596621685, 'LEVERAGE': 83, 'UNIT_BUDGET': 1481.9721375776217, 'INITIAL_MARGIN_PER_UNIT': 11.030261950357733, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102540.53596621685, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.030261950357733, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038443974262200456, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 78, 'PENALTY_DURATION_MULTIPLIER': 2.447517536932206, 'MAX_PENALTY_DURATION_HOURS': 1291, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4995985056584629, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.019099767119835017, 'max_pnl_target': 0.16712405471368835, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.0710614929689222, 'max_pnl_target': 0.26687536357560726, 'max_calls_for_rule': 90}}
|
975 |
NIFTYFIN
|
{'omega': 0.32504259223091136, 'alpha': [0.09545556695975872], 'beta': [0.9025444330402413], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.55010351326106, 'historical_segment_start_price': 8356.95, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 1277.4300815599383, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 184, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 83274.75453507711, 'LEVERAGE': 110, 'UNIT_BUDGET': 451.35711495911926, 'INITIAL_MARGIN_PER_UNIT': 11.613000741453984, 'MAX_TRADING_CAPITAL_FOR_UNITS': 83274.75453507711, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.613000741453984, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022972889697629693, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 58, 'PENALTY_DURATION_MULTIPLIER': 2.732909553656056, 'MAX_PENALTY_DURATION_HOURS': 445, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7082381917357705, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.010826776883643367, 'max_pnl_target': 0.09231661564763224, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.062469842045777824, 'max_pnl_target': 0.17395423581701502, 'max_calls_for_rule': 26}}
|
976 |
BTCUSD
|
{'omega': 6.215621922453432, 'alpha': [0.10703501787131266], 'beta': [0.8628508120201294], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 454.7, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 346.6543648273623, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 168, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 61769.60203099878, 'LEVERAGE': 68, 'UNIT_BUDGET': 366.3633147730627, 'INITIAL_MARGIN_PER_UNIT': 5.09785830628474, 'MAX_TRADING_CAPITAL_FOR_UNITS': 61769.60203099878, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.09785830628474, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003536136050183914, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 61, 'PENALTY_DURATION_MULTIPLIER': 2.7542863543700173, 'MAX_PENALTY_DURATION_HOURS': 282, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5885337506979921, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.02074220148950862, 'max_pnl_target': 0.09811994246787284, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.08305261175885693, 'max_pnl_target': 0.23129498223092648, 'max_calls_for_rule': 56}}
|
977 |
NIFTYFIN
|
{'omega': 1.0456560757963769, 'alpha': [0.11523009282594598], 'beta': [0.8654854295703924], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03708170908995698, 'historical_segment_start_price': 7463.2, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 513.7350949085065, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 464, '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': 175477.7156097706, 'LEVERAGE': 99, 'UNIT_BUDGET': 2415.495308670204, 'INITIAL_MARGIN_PER_UNIT': 5.189243382914207, 'MAX_TRADING_CAPITAL_FOR_UNITS': 175477.7156097706, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.189243382914207, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002611710575241918, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 49, 'PENALTY_DURATION_MULTIPLIER': 2.0846763668301698, 'MAX_PENALTY_DURATION_HOURS': 173, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08408922992197312, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 27, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.04433317642318646, 'max_pnl_target': 0.14281944314563547, 'max_calls_for_rule': 244}, 'moderate_calls': {'min_pnl_target': 0.01372149078389911, 'max_pnl_target': 0.1944068364427665, 'max_calls_for_rule': 317}}
|
978 |
NIFTYIT
|
{'omega': 0.3539499131331283, 'alpha': [0.08958381804243407], 'beta': [0.8148841779022175], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010494132624750269, 'historical_segment_start_price': 37950.65, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 282.21245587042563, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 116, 'MAX_CONCURRENT_UNITS': 126, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 161314.7279556684, 'LEVERAGE': 26, 'UNIT_BUDGET': 1273.1644683262016, 'INITIAL_MARGIN_PER_UNIT': 10.854325225785601, 'MAX_TRADING_CAPITAL_FOR_UNITS': 161314.7279556684, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.854325225785601, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00435856625293961, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 33, 'PENALTY_DURATION_MULTIPLIER': 2.5915345673691323, 'MAX_PENALTY_DURATION_HOURS': 765, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.47870427866483206, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 146, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8760}
|
{'small_calls': {'min_pnl_target': 0.009470406606807199, 'max_pnl_target': 0.1037223591290512, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.08436280594498166, 'max_pnl_target': 0.19473677585657656, 'max_calls_for_rule': 103}}
|
979 |
XRPUSD
|
{'omega': 1.2126599868007557, 'alpha': [0.12372626773595327], 'beta': [0.8343784918933265], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.20008, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 376.049226413581, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 58035.2651610444, 'LEVERAGE': 36, 'UNIT_BUDGET': 1356.0043024853937, 'INITIAL_MARGIN_PER_UNIT': 10.445811844821694, 'MAX_TRADING_CAPITAL_FOR_UNITS': 58035.2651610444, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.445811844821694, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002627691236519752, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 143, 'PENALTY_DURATION_MULTIPLIER': 2.439537480650974, 'MAX_PENALTY_DURATION_HOURS': 1327, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.19355320593666997, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 93, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 5580}
|
{'small_calls': {'min_pnl_target': 0.02481032363638998, 'max_pnl_target': 0.16057445573790838, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.09627931635844977, 'max_pnl_target': 0.34607121516216094, 'max_calls_for_rule': 89}}
|
980 |
ETHUSD
|
{'omega': 2.8280251529308993, 'alpha': [0.09501822391518676], 'beta': [0.825361939896862], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 170.74, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 214.59156558914233, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, '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': 95020.50830280886, 'LEVERAGE': 15, 'UNIT_BUDGET': 800.6631631789717, 'INITIAL_MARGIN_PER_UNIT': 14.30610437260949, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95020.50830280886, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.30610437260949, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025935772581276257, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 75, 'PENALTY_DURATION_MULTIPLIER': 1.709142440733264, 'MAX_PENALTY_DURATION_HOURS': 293, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.44425515641447716, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 118, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7080}
|
{'small_calls': {'min_pnl_target': 0.029366969681169836, 'max_pnl_target': 0.17934492626212153, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.020139812751196123, 'max_pnl_target': 0.13523136444629033, 'max_calls_for_rule': 51}}
|
981 |
XRPUSD
|
{'omega': 1.5625711342256163, 'alpha': [0.12557148351820616], 'beta': [0.8724285164817938], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.35358, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 430.2505506021963, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 144, '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': 193754.51866973215, 'LEVERAGE': 30, 'UNIT_BUDGET': 2079.9209732826057, 'INITIAL_MARGIN_PER_UNIT': 14.34168502007321, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193754.51866973215, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.34168502007321, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032149372490644715, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 2.4642445975655716, 'MAX_PENALTY_DURATION_HOURS': 743, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6213914655390044, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 65, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3900}
|
{'small_calls': {'min_pnl_target': 0.0439248138861179, 'max_pnl_target': 0.1843528278460531, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.04615100669964667, 'max_pnl_target': 0.25780592913657985, 'max_calls_for_rule': 134}}
|
982 |
BTCUSD
|
{'omega': 0.6986384989885313, 'alpha': [0.08088952688466089], 'beta': [0.9171104731153391], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019340305890552502, 'historical_segment_start_price': 40816.14, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 138.63992990512753, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, 'MAX_CONCURRENT_UNITS': 149, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102163.24582204284, 'LEVERAGE': 19, 'UNIT_BUDGET': 683.8605671161189, 'INITIAL_MARGIN_PER_UNIT': 7.2968384160593445, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102163.24582204284, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.2968384160593445, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002436360389278961, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 132, 'PENALTY_DURATION_MULTIPLIER': 1.862287053627125, 'MAX_PENALTY_DURATION_HOURS': 276, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6855222299912827, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.016514005984520966, 'max_pnl_target': 0.11416326048008613, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.0952670397493716, 'max_pnl_target': 0.29256860278301844, 'max_calls_for_rule': 77}}
|
983 |
XRPUSD
|
{'omega': 1.321220847630061, 'alpha': [0.06750092377917152], 'beta': [0.9304990762208285], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012957896010640912, 'historical_segment_start_price': 0.8874, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 561.6022030680531, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 241, 'MAX_CONCURRENT_UNITS': 46, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 95171.3544710488, 'LEVERAGE': 67, 'UNIT_BUDGET': 2030.5273344660648, 'INITIAL_MARGIN_PER_UNIT': 8.382122433851539, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95171.3544710488, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.382122433851539, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0036671183899357907, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.94920885663506, 'MAX_PENALTY_DURATION_HOURS': 635, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35262436339844394, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.04601895161923258, 'max_pnl_target': 0.17835828765772743, 'max_calls_for_rule': 135}, 'moderate_calls': {'min_pnl_target': 0.054848012734191445, 'max_pnl_target': 0.1949782222585848, 'max_calls_for_rule': 225}}
|
984 |
XRPUSD
|
{'omega': 0.8750838182183889, 'alpha': [0.07148450410453913], 'beta': [0.8665190009488163], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.13535113673439, 'historical_segment_start_price': 0.4489, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1340.6784712672047, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 221, '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': 180418.65698154163, 'LEVERAGE': 121, 'UNIT_BUDGET': 2468.5355725248696, 'INITIAL_MARGIN_PER_UNIT': 11.079987365844667, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180418.65698154163, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.079987365844667, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004536484659273431, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 2.620283410396543, 'MAX_PENALTY_DURATION_HOURS': 468, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2614136920815775, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.019879755755065558, 'max_pnl_target': 0.138699579757004, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.08810310943312205, 'max_pnl_target': 0.1976367605675895, 'max_calls_for_rule': 142}}
|
985 |
BNBUSD
|
{'omega': 0.46899763846317144, 'alpha': [0.058931482919158666], 'beta': [0.9390685170808413], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0066905744002773385, 'historical_segment_start_price': 308.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 379.48828443612126, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, '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': 94269.79482973207, 'LEVERAGE': 29, 'UNIT_BUDGET': 1723.4920905367412, 'INITIAL_MARGIN_PER_UNIT': 13.085802911590388, 'MAX_TRADING_CAPITAL_FOR_UNITS': 94269.79482973207, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.085802911590388, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004433912965673756, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 44, 'PENALTY_DURATION_MULTIPLIER': 2.336592562682646, 'MAX_PENALTY_DURATION_HOURS': 819, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5555633110981445, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.008634582610257006, 'max_pnl_target': 0.1443311789414831, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.05347469845943496, 'max_pnl_target': 0.19310626660292562, 'max_calls_for_rule': 112}}
|
986 |
NIFTYENERGY
|
{'omega': 0.2571250836121674, 'alpha': [0.09409686438261954], 'beta': [0.8290574507525209], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00991301808271485, 'historical_segment_start_price': 27405.25, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 1040.8596503473022, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 25, 'MAX_CONCURRENT_UNITS': 199, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 68477.11702190009, 'LEVERAGE': 79, 'UNIT_BUDGET': 343.51493967362524, 'INITIAL_MARGIN_PER_UNIT': 13.175438611991167, 'MAX_TRADING_CAPITAL_FOR_UNITS': 68477.11702190009, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.175438611991167, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034785830806992957, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 2.2534558146965935, 'MAX_PENALTY_DURATION_HOURS': 968, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06234676477740862, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 92, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5520}
|
{'small_calls': {'min_pnl_target': 0.022210196331712877, 'max_pnl_target': 0.07950144977609741, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.05038383904359866, 'max_pnl_target': 0.18245264198671324, 'max_calls_for_rule': 17}}
|
987 |
BTCUSD
|
{'omega': 1.1258766293421814, 'alpha': [0.06621434104830135], 'beta': [0.9317856589516986], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.788607950948282, 'historical_segment_start_price': 8863.44, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 781.4126916327535, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, 'MAX_CONCURRENT_UNITS': 33, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 50637.916624092904, 'LEVERAGE': 118, 'UNIT_BUDGET': 1505.2059862866563, 'INITIAL_MARGIN_PER_UNIT': 6.6221414545148605, 'MAX_TRADING_CAPITAL_FOR_UNITS': 50637.916624092904, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.6221414545148605, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0024646125264929227, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 1.6245781724460882, 'MAX_PENALTY_DURATION_HOURS': 468, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16843293605695525, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.042607941974729065, 'max_pnl_target': 0.19155902500885386, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.04774554851499051, 'max_pnl_target': 0.15950632706808976, 'max_calls_for_rule': 208}}
|
988 |
ADAUSD
|
{'omega': 3.7343418731089666, 'alpha': [0.09953783993164739], 'beta': [0.8673789898580089], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.06057, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 762.1854769076807, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 280, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 153827.9854720587, 'LEVERAGE': 120, 'UNIT_BUDGET': 548.6312718119057, 'INITIAL_MARGIN_PER_UNIT': 6.351545640897339, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153827.9854720587, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.351545640897339, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004606373544005096, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.3775547111152147, 'MAX_PENALTY_DURATION_HOURS': 765, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06832942328094757, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 41, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 2460}
|
{'small_calls': {'min_pnl_target': 0.009131276445226308, 'max_pnl_target': 0.11520557884811429, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.03326397696446654, 'max_pnl_target': 0.17899921801652904, 'max_calls_for_rule': 59}}
|
989 |
ADAUSD
|
{'omega': 4.138658872082393, 'alpha': [0.12486288461835429], 'beta': [0.8718953914760315], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.04266, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 688.7038940364379, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 292, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 191962.69608968397, 'LEVERAGE': 104, 'UNIT_BUDGET': 655.450568179615, 'INITIAL_MARGIN_PER_UNIT': 6.622152827273441, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191962.69608968397, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.622152827273441, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038790099168592974, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.985268772926232, 'MAX_PENALTY_DURATION_HOURS': 770, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.56336811335395, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 42, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 2520}
|
{'small_calls': {'min_pnl_target': 0.021292837624457897, 'max_pnl_target': 0.07158018044150505, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.06947385115434716, 'max_pnl_target': 0.28984891795600515, 'max_calls_for_rule': 59}}
|
990 |
ADAUSD
|
{'omega': 0.3965324684135877, 'alpha': [0.041995701945607464], 'beta': [0.9236470254795388], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.228535483932596, 'historical_segment_start_price': 0.8158, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 180.2436922881703, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 62575.949523525924, 'LEVERAGE': 25, 'UNIT_BUDGET': 754.7354380808283, 'INITIAL_MARGIN_PER_UNIT': 7.209747691526813, 'MAX_TRADING_CAPITAL_FOR_UNITS': 62575.949523525924, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.209747691526813, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002982206063824963, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.0793933980740125, 'MAX_PENALTY_DURATION_HOURS': 185, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6573680262241125, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.031525117156318026, 'max_pnl_target': 0.0921458291264472, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.07557642776974018, 'max_pnl_target': 0.20833816659753618, 'max_calls_for_rule': 78}}
|
991 |
TSLAUSD
|
{'omega': 19.24812369362927, 'alpha': [0.10124917397171823], 'beta': [0.8329322798252465], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 758.5, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 585.9994860442696, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 372, 'MAX_CONCURRENT_UNITS': 32, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 67249.82961507006, 'LEVERAGE': 107, 'UNIT_BUDGET': 2045.592519025456, 'INITIAL_MARGIN_PER_UNIT': 5.476630710694108, 'MAX_TRADING_CAPITAL_FOR_UNITS': 67249.82961507006, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.476630710694108, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004220330454412014, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 105, 'PENALTY_DURATION_MULTIPLIER': 2.500077192128341, 'MAX_PENALTY_DURATION_HOURS': 1314, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.27149110745643706, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 77, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4620}
|
{'small_calls': {'min_pnl_target': 0.03948367420727622, 'max_pnl_target': 0.11730717282368353, 'max_calls_for_rule': 179}, 'moderate_calls': {'min_pnl_target': 0.06366026932930699, 'max_pnl_target': 0.30977343337481605, 'max_calls_for_rule': 302}}
|
992 |
ADAUSD
|
{'omega': 5.32106985801591, 'alpha': [0.08532830125906801], 'beta': [0.877303015961776], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010041675008320034, 'historical_segment_start_price': 0.08304, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1063.1352821248752, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, 'MAX_CONCURRENT_UNITS': 33, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77494.2130118201, 'LEVERAGE': 95, 'UNIT_BUDGET': 2332.835349240816, 'INITIAL_MARGIN_PER_UNIT': 11.190897706577633, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77494.2130118201, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.190897706577633, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0046579122523356465, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 134, 'PENALTY_DURATION_MULTIPLIER': 1.98196353494177, 'MAX_PENALTY_DURATION_HOURS': 1301, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.029485819226338722, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.04947556757146471, 'max_pnl_target': 0.1360253090554877, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.09232244668823071, 'max_pnl_target': 0.24178078236796768, 'max_calls_for_rule': 198}}
|
993 |
NIFTYENERGY
|
{'omega': 0.32343517500168123, 'alpha': [0.08385048401209907], 'beta': [0.914149515987901], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011605109967493544, 'historical_segment_start_price': 25681.8, 'asset_source_name': 'NIFTYENERGY'}
|
{'POSITION_SIZE_PER_UNIT': 781.8731830371595, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, 'MAX_CONCURRENT_UNITS': 266, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 197579.64507998095, 'LEVERAGE': 104, 'UNIT_BUDGET': 740.2305701031012, 'INITIAL_MARGIN_PER_UNIT': 7.518011375357303, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197579.64507998095, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.518011375357303, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032796121617721156, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 2.574582441010654, 'MAX_PENALTY_DURATION_HOURS': 1423, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3804216129398646, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.041212278472377836, 'max_pnl_target': 0.18295444558666712, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.04517071809622417, 'max_pnl_target': 0.1499410890080778, 'max_calls_for_rule': 95}}
|
994 |
NIFTYBANK
|
{'omega': 0.3212156830486931, 'alpha': [0.11128585977410396], 'beta': [0.8620586744409486], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.38369299889457, 'historical_segment_start_price': 23586.15, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 810.29212922788, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 378, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 164146.9876565438, 'LEVERAGE': 60, 'UNIT_BUDGET': 434.2055610387257, 'INITIAL_MARGIN_PER_UNIT': 13.504868820464665, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164146.9876565438, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.504868820464665, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0026714010087362933, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 73, 'PENALTY_DURATION_MULTIPLIER': 1.6740930617597227, 'MAX_PENALTY_DURATION_HOURS': 595, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.46495213209764985, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.03361198123531012, 'max_pnl_target': 0.1545694319144409, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.04684431958156035, 'max_pnl_target': 0.22522680066015682, 'max_calls_for_rule': 20}}
|
995 |
GOOGLUSD
|
{'omega': 0.6727348308289347, 'alpha': [0.09356895057022169], 'beta': [0.9044310494297784], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012403237824958212, 'historical_segment_start_price': 138.5, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 327.5051201743314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 68, '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': 107842.13045628529, 'LEVERAGE': 57, 'UNIT_BUDGET': 402.138041394375, 'INITIAL_MARGIN_PER_UNIT': 5.745703862707568, 'MAX_TRADING_CAPITAL_FOR_UNITS': 107842.13045628529, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.745703862707568, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004229278248784364, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.5055957760788505, 'MAX_PENALTY_DURATION_HOURS': 690, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.010043478544598647, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.006685130785810806, 'max_pnl_target': 0.1379597276075192, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.07792968966778831, 'max_pnl_target': 0.2609121347129787, 'max_calls_for_rule': 62}}
|
996 |
ETHUSD
|
{'omega': 0.00526004072446126, 'alpha': [0.18202473266378033], 'beta': [0.8159752673362196], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.7704088205612614, 'historical_segment_start_price': 466.2734402, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 238.8688498772931, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 153, 'MAX_CONCURRENT_UNITS': 105, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 193590.85117218952, 'LEVERAGE': 20, 'UNIT_BUDGET': 1840.605115103496, 'INITIAL_MARGIN_PER_UNIT': 11.943442493864655, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193590.85117218952, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.943442493864655, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002880969394256521, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.5635647416405742, 'MAX_PENALTY_DURATION_HOURS': 1048, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21910888230993023, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 131, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7860}
|
{'small_calls': {'min_pnl_target': 0.045477042527985685, 'max_pnl_target': 0.15510393499225683, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.02503475529295868, 'max_pnl_target': 0.18399094822438586, 'max_calls_for_rule': 96}}
|
997 |
ADAUSD
|
{'omega': 6.81259682296555, 'alpha': [0.11538776818877537], 'beta': [0.8774600860324796], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15363, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1316.2506954267703, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 151, 'MAX_CONCURRENT_UNITS': 30, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65702.77923533929, 'LEVERAGE': 92, 'UNIT_BUDGET': 2178.134267538876, 'INITIAL_MARGIN_PER_UNIT': 14.30707277637794, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65702.77923533929, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.30707277637794, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035607566003921618, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 150, 'PENALTY_DURATION_MULTIPLIER': 2.827210605196615, 'MAX_PENALTY_DURATION_HOURS': 787, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48970350507137383, 'RSI_PERIOD': 26, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 33, 'HOURLY_MA_LONG_PERIOD': 106, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6360}
|
{'small_calls': {'min_pnl_target': 0.031272895321681635, 'max_pnl_target': 0.08606840861433027, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.09508032392679983, 'max_pnl_target': 0.20048000150818587, 'max_calls_for_rule': 147}}
|
998 |
NIFTYFMCG
|
{'omega': 1.0304457521632548, 'alpha': [0.18259010333286602], 'beta': [0.815409896667134], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.6163088787623305, 'historical_segment_start_price': 21178.4, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 782.8556335228168, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 384, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 139789.54707460004, 'LEVERAGE': 70, 'UNIT_BUDGET': 363.548625424274, 'INITIAL_MARGIN_PER_UNIT': 11.18365190746881, 'MAX_TRADING_CAPITAL_FOR_UNITS': 139789.54707460004, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.18365190746881, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004589295855840955, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 1.6730575123245068, 'MAX_PENALTY_DURATION_HOURS': 396, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5546782316880016, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 137, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8220}
|
{'small_calls': {'min_pnl_target': 0.029247853955505988, 'max_pnl_target': 0.12568157766091134, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.09365204751801261, 'max_pnl_target': 0.2519754750875168, 'max_calls_for_rule': 27}}
|
999 |
ETHUSD
|
{'omega': 32.76406068907938, 'alpha': [0.18437544205475465], 'beta': [0.7767523795507515], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.2, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 579.2824744880958, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, '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': 148219.6253734926, 'LEVERAGE': 45, 'UNIT_BUDGET': 1590.5527788164654, 'INITIAL_MARGIN_PER_UNIT': 12.87294387751324, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148219.6253734926, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.87294387751324, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016436138912534859, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.8128105115265347, 'MAX_PENALTY_DURATION_HOURS': 428, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5866473650854527, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 55, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3300}
|
{'small_calls': {'min_pnl_target': 0.03309646641295861, 'max_pnl_target': 0.15414815528750195, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.026271766527110017, 'max_pnl_target': 0.1919155299627885, 'max_calls_for_rule': 98}}
|
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