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
|
|---|---|---|---|---|
999,900 |
BTCUSD
|
{'omega': 54.90119832691712, 'alpha': [0.21313864481290876], 'beta': [0.6772692510564445], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1412.6556477127194, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 345, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 199686.345085119, 'LEVERAGE': 103, 'UNIT_BUDGET': 578.6234185107478, 'INITIAL_MARGIN_PER_UNIT': 13.715103375851644, 'MAX_TRADING_CAPITAL_FOR_UNITS': 199686.345085119, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.715103375851644, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004980421708589125, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 168, 'PENALTY_DURATION_MULTIPLIER': 2.9136087151187993, 'MAX_PENALTY_DURATION_HOURS': 1391, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.49403461677867583, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.010561924257427292, 'max_pnl_target': 0.0786637873712591, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.04573384132666325, 'max_pnl_target': 0.28869301559326765, 'max_calls_for_rule': 29}}
|
999,901 |
NIFTY50
|
{'omega': 0.1708858387394612, 'alpha': [0.09931568605875153], 'beta': [0.8408665349061492], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015752070321048306, 'historical_segment_start_price': 10438.5, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 254.41676058583437, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 176, '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': 53512.318946227606, 'LEVERAGE': 36, 'UNIT_BUDGET': 1256.3075671089828, 'INITIAL_MARGIN_PER_UNIT': 7.067132238495399, 'MAX_TRADING_CAPITAL_FOR_UNITS': 53512.318946227606, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.067132238495399, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0010968550511453853, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 137, 'PENALTY_DURATION_MULTIPLIER': 2.4512127139268642, 'MAX_PENALTY_DURATION_HOURS': 584, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5774967651935328, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.02551736675982497, 'max_pnl_target': 0.0756378754786715, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.03194658190350727, 'max_pnl_target': 0.1862558586150747, 'max_calls_for_rule': 127}}
|
999,902 |
ADAUSD
|
{'omega': 0.4603100303797456, 'alpha': [0.06609101786713575], 'beta': [0.9148947554684194], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010105510556938785, 'historical_segment_start_price': 0.2998, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1251.077789747994, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 500, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 158614.6641423619, 'LEVERAGE': 108, 'UNIT_BUDGET': 316.65974015217506, 'INITIAL_MARGIN_PER_UNIT': 11.584053608777722, 'MAX_TRADING_CAPITAL_FOR_UNITS': 158614.6641423619, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.584053608777722, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004440132820611912, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.32157620036127, 'MAX_PENALTY_DURATION_HOURS': 722, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5748289497485419, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.0243975904802878, 'max_pnl_target': 0.11744964230736618, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.030107422014145693, 'max_pnl_target': 0.27385071771035446, 'max_calls_for_rule': 17}}
|
999,903 |
BNBUSD
|
{'omega': 0.6548103371338659, 'alpha': [0.04641184271415659], 'beta': [0.9515881572858435], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006958391011295463, 'historical_segment_start_price': 306.2, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 91.91096714704796, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 318, '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': 191180.997487895, 'LEVERAGE': 15, 'UNIT_BUDGET': 1955.247132648852, 'INITIAL_MARGIN_PER_UNIT': 6.127397809803197, 'MAX_TRADING_CAPITAL_FOR_UNITS': 191180.997487895, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.127397809803197, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014935141912499619, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 1.649943669177723, 'MAX_PENALTY_DURATION_HOURS': 218, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13076126188345144, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 45, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2700}
|
{'small_calls': {'min_pnl_target': 0.027970816621730163, 'max_pnl_target': 0.1056229792910018, 'max_calls_for_rule': 128}, 'moderate_calls': {'min_pnl_target': 0.03408908952720754, 'max_pnl_target': 0.20080258798286718, 'max_calls_for_rule': 244}}
|
999,904 |
ETHUSD
|
{'omega': 1.1466600746857927, 'alpha': [0.13789256001272776], 'beta': [0.8186326002268283], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 168.3070201896339, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 159, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168870.23206522124, 'LEVERAGE': 25, 'UNIT_BUDGET': 1055.6222694419791, 'INITIAL_MARGIN_PER_UNIT': 6.732280807585356, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168870.23206522124, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.732280807585356, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004651349369138091, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 120, 'PENALTY_DURATION_MULTIPLIER': 2.895599905185197, 'MAX_PENALTY_DURATION_HOURS': 1012, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6963550301484037, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 24, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.04197907235765738, 'max_pnl_target': 0.18648518233262731, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.02320701441154843, 'max_pnl_target': 0.15195059040630052, 'max_calls_for_rule': 132}}
|
999,905 |
BNBUSD
|
{'omega': 1.2805357676618845, 'alpha': [0.0686144159441756], 'beta': [0.9293855840558244], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014709421079909411, 'historical_segment_start_price': 429.73, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 826.9147820555912, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 70852.05310748893, 'LEVERAGE': 66, 'UNIT_BUDGET': 1739.2775812434013, 'INITIAL_MARGIN_PER_UNIT': 12.529011849327139, 'MAX_TRADING_CAPITAL_FOR_UNITS': 70852.05310748893, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.529011849327139, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014650843871347693, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.2981220498290416, 'MAX_PENALTY_DURATION_HOURS': 1061, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.592584669704643, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.04399145168890692, 'max_pnl_target': 0.1030747887622626, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.055721320613138434, 'max_pnl_target': 0.23841107246549587, 'max_calls_for_rule': 134}}
|
999,906 |
BNBUSD
|
{'omega': 1.882602274824233, 'alpha': [0.10522199934632076], 'beta': [0.8725914850487675], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.1186, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 704.2901670408891, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 247, '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': 103984.45704180517, 'LEVERAGE': 72, 'UNIT_BUDGET': 2427.30905293277, 'INITIAL_MARGIN_PER_UNIT': 9.781807875567903, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103984.45704180517, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.781807875567903, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017868700238978525, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 107, 'PENALTY_DURATION_MULTIPLIER': 1.9780692915574458, 'MAX_PENALTY_DURATION_HOURS': 440, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6648701651478949, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 91, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5460}
|
{'small_calls': {'min_pnl_target': 0.020125299227845766, 'max_pnl_target': 0.15806789337337315, 'max_calls_for_rule': 147}, 'moderate_calls': {'min_pnl_target': 0.024505521174533453, 'max_pnl_target': 0.25557709364197684, 'max_calls_for_rule': 222}}
|
999,907 |
ADAUSD
|
{'omega': 2.8525453361576747, 'alpha': [0.1038214618556534], 'beta': [0.8941785381443466], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.08547, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 154.2647640084454, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 233, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91892.15692666796, 'LEVERAGE': 17, 'UNIT_BUDGET': 2125.553441983582, 'INITIAL_MARGIN_PER_UNIT': 9.07439788284973, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91892.15692666796, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.07439788284973, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019510383399337968, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 41, 'PENALTY_DURATION_MULTIPLIER': 2.3221882756601193, 'MAX_PENALTY_DURATION_HOURS': 281, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4672224306280342, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 99, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5940}
|
{'small_calls': {'min_pnl_target': 0.03555161725663469, 'max_pnl_target': 0.1782880248512803, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.029970170041558587, 'max_pnl_target': 0.1513706317746428, 'max_calls_for_rule': 154}}
|
999,908 |
TSLAUSD
|
{'omega': 1.8403498962163791, 'alpha': [0.053212672307393606], 'beta': [0.9125967849552825], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.028223418471174964, 'historical_segment_start_price': 120.21, 'asset_source_name': 'TSLAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 290.4093826684992, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 297, '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': 108460.08998925363, 'LEVERAGE': 38, 'UNIT_BUDGET': 2279.3563508851466, 'INITIAL_MARGIN_PER_UNIT': 7.64235217548682, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108460.08998925363, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.64235217548682, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013309264657087475, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 140, 'PENALTY_DURATION_MULTIPLIER': 2.6872584566645226, 'MAX_PENALTY_DURATION_HOURS': 994, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06786298672589558, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.04581046175867694, 'max_pnl_target': 0.17797336248721068, 'max_calls_for_rule': 160}, 'moderate_calls': {'min_pnl_target': 0.09061993809170556, 'max_pnl_target': 0.24987508254052948, 'max_calls_for_rule': 276}}
|
999,909 |
ADAUSD
|
{'omega': 0.7629196102706532, 'alpha': [0.05230960438585071], 'beta': [0.9456903956141494], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.39559337213927, 'historical_segment_start_price': 0.9918, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1408.8167039270345, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 104, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 71013.70312644639, 'LEVERAGE': 96, 'UNIT_BUDGET': 677.2649462692398, 'INITIAL_MARGIN_PER_UNIT': 14.675173999239943, 'MAX_TRADING_CAPITAL_FOR_UNITS': 71013.70312644639, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.675173999239943, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0016107964347510618, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 1.9452397476548393, 'MAX_PENALTY_DURATION_HOURS': 778, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.35495959949517447, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 109, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 6540}
|
{'small_calls': {'min_pnl_target': 0.012101605377162414, 'max_pnl_target': 0.11736039801591115, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.06915225398089812, 'max_pnl_target': 0.22996033169780522, 'max_calls_for_rule': 30}}
|
999,910 |
BTCUSD
|
{'omega': 5.68049152703756, 'alpha': [0.12055919147616811], 'beta': [0.8113921425724109], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 332.8, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 739.5881462280349, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, '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': 153463.0331422764, 'LEVERAGE': 56, 'UNIT_BUDGET': 1292.1338880301664, 'INITIAL_MARGIN_PER_UNIT': 13.206931182643482, 'MAX_TRADING_CAPITAL_FOR_UNITS': 153463.0331422764, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.206931182643482, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004836948709271225, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 62, 'PENALTY_DURATION_MULTIPLIER': 2.7654038336169195, 'MAX_PENALTY_DURATION_HOURS': 618, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5612610894400821, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 110, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 6600}
|
{'small_calls': {'min_pnl_target': 0.021543661875615776, 'max_pnl_target': 0.15502121574759745, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.09957901912717544, 'max_pnl_target': 0.31577962885693256, 'max_calls_for_rule': 87}}
|
999,911 |
BNBUSD
|
{'omega': 1.6018526484163325, 'alpha': [0.1139412012851063], 'beta': [0.8326185719422616], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.3, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 410.2017342836192, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 74, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 120518.09915742931, 'LEVERAGE': 38, 'UNIT_BUDGET': 1622.5342466325644, 'INITIAL_MARGIN_PER_UNIT': 10.794782481147873, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120518.09915742931, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.794782481147873, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004714842841722231, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 2.721318711991743, 'MAX_PENALTY_DURATION_HOURS': 522, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6235665597595662, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.023879473830051904, 'max_pnl_target': 0.10748179234078112, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.04459682131736071, 'max_pnl_target': 0.25448706427857215, 'max_calls_for_rule': 133}}
|
999,912 |
ADAUSD
|
{'omega': 0.6720806118893331, 'alpha': [0.08347005109457739], 'beta': [0.8332229810334885], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009879712775422777, 'historical_segment_start_price': 0.4649, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1165.7070535798114, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 112, 'MAX_CONCURRENT_UNITS': 174, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 193818.10508713283, 'LEVERAGE': 119, 'UNIT_BUDGET': 1112.5191129722507, 'INITIAL_MARGIN_PER_UNIT': 9.795857593107659, 'MAX_TRADING_CAPITAL_FOR_UNITS': 193818.10508713283, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.795857593107659, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003069138941126717, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 151, 'PENALTY_DURATION_MULTIPLIER': 2.187573788930334, 'MAX_PENALTY_DURATION_HOURS': 939, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6418007714327364, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.03722852287405486, 'max_pnl_target': 0.16544259084978724, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.09776370391829045, 'max_pnl_target': 0.33239675130021207, 'max_calls_for_rule': 76}}
|
999,913 |
XRPUSD
|
{'omega': 1.4162624151452818, 'alpha': [0.1266801323483904], 'beta': [0.860356623489546], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.31541, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 749.2456208962967, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 90, 'MAX_CONCURRENT_UNITS': 134, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 77405.3241155532, 'LEVERAGE': 119, 'UNIT_BUDGET': 573.438579133703, 'INITIAL_MARGIN_PER_UNIT': 6.296181688204174, 'MAX_TRADING_CAPITAL_FOR_UNITS': 77405.3241155532, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.296181688204174, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029031794584320238, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.175887468549406, 'MAX_PENALTY_DURATION_HOURS': 1429, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.04180427593122414, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.014145159573140078, 'max_pnl_target': 0.15461728266225636, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.09234044604952457, 'max_pnl_target': 0.23641372328379412, 'max_calls_for_rule': 65}}
|
999,914 |
BTCUSD
|
{'omega': 1.0423013082225445, 'alpha': [0.06161261397409277], 'beta': [0.9363873860259072], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00923053533160581, 'historical_segment_start_price': 56421.7, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 83.3817726159302, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, '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': 54714.55609720316, 'LEVERAGE': 12, 'UNIT_BUDGET': 882.0417027687887, 'INITIAL_MARGIN_PER_UNIT': 6.9484810513275175, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54714.55609720316, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.9484810513275175, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019416658358435753, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.1582395987598058, 'MAX_PENALTY_DURATION_HOURS': 569, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12269913627314136, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.02074958656457925, 'max_pnl_target': 0.14061809056209762, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.07966074688842466, 'max_pnl_target': 0.19357006197466237, 'max_calls_for_rule': 81}}
|
999,915 |
NIFTY50
|
{'omega': 0.31646413953862895, 'alpha': [0.12619302595781104], 'beta': [0.871806974042189], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03154097454233207, 'historical_segment_start_price': 8415.7, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1392.1229655624732, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, 'MAX_CONCURRENT_UNITS': 107, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 142293.73128732713, 'LEVERAGE': 111, 'UNIT_BUDGET': 1325.1925120087271, 'INITIAL_MARGIN_PER_UNIT': 12.541648338400659, 'MAX_TRADING_CAPITAL_FOR_UNITS': 142293.73128732713, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.541648338400659, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029479767706340598, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 131, 'PENALTY_DURATION_MULTIPLIER': 1.9391773394266891, 'MAX_PENALTY_DURATION_HOURS': 487, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1832523036071726, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.03843074469763075, 'max_pnl_target': 0.1263619106208847, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.09599565876597911, 'max_pnl_target': 0.33504373778974167, 'max_calls_for_rule': 99}}
|
999,916 |
ETHUSD
|
{'omega': 2.5511086643598793, 'alpha': [0.08872219106272966], 'beta': [0.8599257934400261], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.50128945, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 803.2860145204219, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 47, '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': 114943.050235781, 'LEVERAGE': 85, 'UNIT_BUDGET': 456.89201835911155, 'INITIAL_MARGIN_PER_UNIT': 9.450423700240258, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114943.050235781, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.450423700240258, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003853038984629628, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 106, 'PENALTY_DURATION_MULTIPLIER': 2.6508460439759185, 'MAX_PENALTY_DURATION_HOURS': 561, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6217379108720239, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 43, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2580}
|
{'small_calls': {'min_pnl_target': 0.046407983417377986, 'max_pnl_target': 0.17033561331381808, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.08666783350173411, 'max_pnl_target': 0.25717981956623326, 'max_calls_for_rule': 39}}
|
999,917 |
BTCUSD
|
{'omega': 0.11581764757048373, 'alpha': [0.053823008541356306], 'beta': [0.9441769914586438], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 83574.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 818.8692354507589, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 352, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 197772.28661074507, 'LEVERAGE': 56, 'UNIT_BUDGET': 560.5117858640203, 'INITIAL_MARGIN_PER_UNIT': 14.622664918763551, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197772.28661074507, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.622664918763551, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031748163800636555, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 90, 'PENALTY_DURATION_MULTIPLIER': 1.6896149724200304, 'MAX_PENALTY_DURATION_HOURS': 1341, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3996902682740637, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 13, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.029894485075115742, 'max_pnl_target': 0.1787617251170743, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.03792485823553717, 'max_pnl_target': 0.24256488374287935, 'max_calls_for_rule': 31}}
|
999,918 |
ETHUSD
|
{'omega': 2.160084551342762, 'alpha': [0.08165790713485513], 'beta': [0.8667759186304211], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 220.78, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 573.306270036649, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, 'MAX_CONCURRENT_UNITS': 306, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 178046.33530717125, 'LEVERAGE': 110, 'UNIT_BUDGET': 580.2442522999459, 'INITIAL_MARGIN_PER_UNIT': 5.2118751821513545, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178046.33530717125, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.2118751821513545, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00435003002385672, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 71, 'PENALTY_DURATION_MULTIPLIER': 2.286502974265818, 'MAX_PENALTY_DURATION_HOURS': 989, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5418249007977234, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 143, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8580}
|
{'small_calls': {'min_pnl_target': 0.014458598210239884, 'max_pnl_target': 0.07830250172671342, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.017301466203114714, 'max_pnl_target': 0.18639465653739415, 'max_calls_for_rule': 77}}
|
999,919 |
XRPUSD
|
{'omega': 1.8710269336571574, 'alpha': [0.09337888878404911], 'beta': [0.8702983737907155], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23507, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1661.9076882154488, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 272, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 182640.252599636, 'LEVERAGE': 111, 'UNIT_BUDGET': 671.3429324034648, 'INITIAL_MARGIN_PER_UNIT': 14.972141335274314, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182640.252599636, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.972141335274314, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004518799137444409, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 1.8607317673230934, 'MAX_PENALTY_DURATION_HOURS': 682, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43417722926663743, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 23, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.03412261630624593, 'max_pnl_target': 0.09350817626058729, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.10114067775566818, 'max_pnl_target': 0.2594203203668459, 'max_calls_for_rule': 26}}
|
999,920 |
ETHUSD
|
{'omega': 0.6160346320812936, 'alpha': [0.0830836296764167], 'beta': [0.9133991331601454], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023855200250171186, 'historical_segment_start_price': 1560.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 460.96312428742453, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 304, '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': 177185.5026793806, 'LEVERAGE': 61, 'UNIT_BUDGET': 2312.185443354923, 'INITIAL_MARGIN_PER_UNIT': 7.556772529302042, 'MAX_TRADING_CAPITAL_FOR_UNITS': 177185.5026793806, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.556772529302042, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001179346341104131, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 123, 'PENALTY_DURATION_MULTIPLIER': 2.634653994134697, 'MAX_PENALTY_DURATION_HOURS': 668, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17614982974677534, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 12, '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': 0.022916653706697557, 'max_pnl_target': 0.16511626470289492, 'max_calls_for_rule': 160}, 'moderate_calls': {'min_pnl_target': 0.05159826335572156, 'max_pnl_target': 0.24870255557448612, 'max_calls_for_rule': 194}}
|
999,921 |
XRPUSD
|
{'omega': 1.4130018346695146, 'alpha': [0.14088278131796622], 'beta': [0.8260645462646534], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32368, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1407.198088401186, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, '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': 66026.70793225232, 'LEVERAGE': 94, 'UNIT_BUDGET': 2166.0319144167242, 'INITIAL_MARGIN_PER_UNIT': 14.970192429799852, 'MAX_TRADING_CAPITAL_FOR_UNITS': 66026.70793225232, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.970192429799852, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004019028094676951, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.1747733138703964, 'MAX_PENALTY_DURATION_HOURS': 394, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.452112934173986, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.013575834544034087, 'max_pnl_target': 0.09070185938331327, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.09380391088241782, 'max_pnl_target': 0.33595308984425076, 'max_calls_for_rule': 116}}
|
999,922 |
NIFTYBANK
|
{'omega': 0.8357614177039261, 'alpha': [0.13080851455397702], 'beta': [0.826346614355776], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.276227291275121, 'historical_segment_start_price': 15252.35, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 588.557276577371, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 202, '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': 185405.07584746045, 'LEVERAGE': 51, 'UNIT_BUDGET': 2347.359570127553, 'INITIAL_MARGIN_PER_UNIT': 11.54033875641904, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185405.07584746045, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.54033875641904, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004966721092570595, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 1.849411749880236, 'MAX_PENALTY_DURATION_HOURS': 851, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.43062217186488155, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 75, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4500}
|
{'small_calls': {'min_pnl_target': 0.015033679053658027, 'max_pnl_target': 0.09604669515546335, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.08607398873123116, 'max_pnl_target': 0.23747141581776388, 'max_calls_for_rule': 126}}
|
999,923 |
ETHUSD
|
{'omega': 0.762964342799731, 'alpha': [0.05256707449343849], 'beta': [0.9454329255065616], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3986.8, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 566.4859925997399, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 143, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 103649.70459681348, 'LEVERAGE': 56, 'UNIT_BUDGET': 724.8042735228369, 'INITIAL_MARGIN_PER_UNIT': 10.115821296423928, 'MAX_TRADING_CAPITAL_FOR_UNITS': 103649.70459681348, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.115821296423928, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003392102280964649, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 2.4076992656252, 'MAX_PENALTY_DURATION_HOURS': 874, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.41773393862455294, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 31, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 1860}
|
{'small_calls': {'min_pnl_target': 0.011018241579630154, 'max_pnl_target': 0.08946689649778952, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.023273034931296892, 'max_pnl_target': 0.12856995240079977, 'max_calls_for_rule': 52}}
|
999,924 |
BNBUSD
|
{'omega': 5.128827344158485, 'alpha': [0.0835607436550441], 'beta': [0.8448433730428195], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 21.7995, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1034.045145807896, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 152179.0156520159, 'LEVERAGE': 112, 'UNIT_BUDGET': 1861.8860813533975, 'INITIAL_MARGIN_PER_UNIT': 9.232545944713356, 'MAX_TRADING_CAPITAL_FOR_UNITS': 152179.0156520159, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.232545944713356, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018233604819458736, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 85, 'PENALTY_DURATION_MULTIPLIER': 2.419595956607437, 'MAX_PENALTY_DURATION_HOURS': 524, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3251362892331238, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 84, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5040}
|
{'small_calls': {'min_pnl_target': 0.031911807249249066, 'max_pnl_target': 0.132726682461984, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.052121305093530274, 'max_pnl_target': 0.26676905146690033, 'max_calls_for_rule': 152}}
|
999,925 |
ETHUSD
|
{'omega': 3.0708255699557623, 'alpha': [0.10721826411256474], 'beta': [0.8907817358874354], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02577256879777201, 'historical_segment_start_price': 1270.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 958.5337673957895, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, 'MAX_CONCURRENT_UNITS': 128, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 167757.6309823193, 'LEVERAGE': 89, 'UNIT_BUDGET': 1306.7186450219315, 'INITIAL_MARGIN_PER_UNIT': 10.770042330289769, 'MAX_TRADING_CAPITAL_FOR_UNITS': 167757.6309823193, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.770042330289769, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004429277964824398, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 126, 'PENALTY_DURATION_MULTIPLIER': 1.8516240612044446, 'MAX_PENALTY_DURATION_HOURS': 869, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.13256802836517262, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.018667960091978904, 'max_pnl_target': 0.12148552348215605, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.057966933437240915, 'max_pnl_target': 0.15892081402088593, 'max_calls_for_rule': 81}}
|
999,926 |
NIFTY50
|
{'omega': 0.148406810356396, 'alpha': [0.10229588150598012], 'beta': [0.8957041184940198], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01852515254825289, 'historical_segment_start_price': 8750.35, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 762.6849722149424, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, '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': 144652.9689095259, 'LEVERAGE': 63, 'UNIT_BUDGET': 1614.034296253655, 'INITIAL_MARGIN_PER_UNIT': 12.10611067007845, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144652.9689095259, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.10611067007845, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031726296253074705, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 1.635562389191936, 'MAX_PENALTY_DURATION_HOURS': 1240, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3962405534963796, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.026514387038131918, 'max_pnl_target': 0.07682363254263036, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.032419960705074115, 'max_pnl_target': 0.2601971947273211, 'max_calls_for_rule': 111}}
|
999,927 |
BTCUSD
|
{'omega': 0.6941486964577028, 'alpha': [0.06374852250203601], 'beta': [0.8881840851264143], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01948251626929138, 'historical_segment_start_price': 11257.61, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 839.6127315925644, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 46, 'MAX_CONCURRENT_UNITS': 189, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 102226.89274695594, 'LEVERAGE': 73, 'UNIT_BUDGET': 540.7264272415823, 'INITIAL_MARGIN_PER_UNIT': 11.501544268391292, 'MAX_TRADING_CAPITAL_FOR_UNITS': 102226.89274695594, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.501544268391292, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035367654003014724, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 139, 'PENALTY_DURATION_MULTIPLIER': 1.7585019896860958, 'MAX_PENALTY_DURATION_HOURS': 1273, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5047436678529023, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 21, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.03646379715352164, 'max_pnl_target': 0.12548663310400707, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.10004737317839836, 'max_pnl_target': 0.32653819811436946, 'max_calls_for_rule': 41}}
|
999,928 |
XRPUSD
|
{'omega': 1.4253492392233411, 'alpha': [0.08152785026172713], 'beta': [0.8577815191149798], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.029936579051367644, 'historical_segment_start_price': 0.3643, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 931.6192436412568, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 66, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 149430.8141574386, 'LEVERAGE': 63, 'UNIT_BUDGET': 2231.750436755414, 'INITIAL_MARGIN_PER_UNIT': 14.787607041924712, 'MAX_TRADING_CAPITAL_FOR_UNITS': 149430.8141574386, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.787607041924712, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002843945408917268, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 77, 'PENALTY_DURATION_MULTIPLIER': 2.2687667482148024, 'MAX_PENALTY_DURATION_HOURS': 830, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7182762749038979, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 43, 'HOURLY_MA_LONG_PERIOD': 71, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4260}
|
{'small_calls': {'min_pnl_target': 0.006667903243395635, 'max_pnl_target': 0.1536994196802314, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.07474083903357198, 'max_pnl_target': 0.19100169792033722, 'max_calls_for_rule': 98}}
|
999,929 |
ADAUSD
|
{'omega': 0.5500508800098403, 'alpha': [0.06051827869979881], 'beta': [0.937481721300201], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020420816215779083, 'historical_segment_start_price': 0.3645, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 602.3058699571666, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, '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': 95613.40943470079, 'LEVERAGE': 92, 'UNIT_BUDGET': 847.828597620688, 'INITIAL_MARGIN_PER_UNIT': 6.546802934317029, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95613.40943470079, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.546802934317029, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00471771705132853, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 113, 'PENALTY_DURATION_MULTIPLIER': 1.5637760682980666, 'MAX_PENALTY_DURATION_HOURS': 723, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1757114020644879, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 127, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7620}
|
{'small_calls': {'min_pnl_target': 0.03930718642809405, 'max_pnl_target': 0.15111555600585794, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.022541377422619035, 'max_pnl_target': 0.21215801509653473, 'max_calls_for_rule': 102}}
|
999,930 |
XRPUSD
|
{'omega': 1.3795828962109251, 'alpha': [0.11917613942819706], 'beta': [0.8670617579635217], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.1827, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 960.8883156833422, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, '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': 159143.47290723165, 'LEVERAGE': 93, 'UNIT_BUDGET': 1632.8168372706982, 'INITIAL_MARGIN_PER_UNIT': 10.332132426702604, 'MAX_TRADING_CAPITAL_FOR_UNITS': 159143.47290723165, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.332132426702604, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00259481808568085, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 146, 'PENALTY_DURATION_MULTIPLIER': 2.2297282835635093, 'MAX_PENALTY_DURATION_HOURS': 982, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17928310061537198, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.039444675138150025, 'max_pnl_target': 0.12526396304060558, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.02265614919632076, 'max_pnl_target': 0.12740025412931807, 'max_calls_for_rule': 154}}
|
999,931 |
ETHUSD
|
{'omega': 2.0635857806752096, 'alpha': [0.08115035838629715], 'beta': [0.8941134317968534], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 876.5, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1240.0106365311085, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 208, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 147040.04074601113, 'LEVERAGE': 100, 'UNIT_BUDGET': 703.7201581510931, 'INITIAL_MARGIN_PER_UNIT': 12.400106365311085, 'MAX_TRADING_CAPITAL_FOR_UNITS': 147040.04074601113, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.400106365311085, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004848473604510779, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 136, 'PENALTY_DURATION_MULTIPLIER': 1.827606471868545, 'MAX_PENALTY_DURATION_HOURS': 337, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.11616092382969972, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.02667285925628316, 'max_pnl_target': 0.08822621337978541, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.0710766051288216, 'max_pnl_target': 0.22366431494937167, 'max_calls_for_rule': 35}}
|
999,932 |
NIFTYBANK
|
{'omega': 0.7106586167668909, 'alpha': [0.10669591600559383], 'beta': [0.777009688844738], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.156469142966292, 'historical_segment_start_price': 17968.95, 'asset_source_name': 'NIFTYBANK'}
|
{'POSITION_SIZE_PER_UNIT': 328.45130657052647, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 242, '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': 164549.1632259327, 'LEVERAGE': 45, 'UNIT_BUDGET': 1775.3351709077494, 'INITIAL_MARGIN_PER_UNIT': 7.298917923789477, 'MAX_TRADING_CAPITAL_FOR_UNITS': 164549.1632259327, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.298917923789477, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001327031650212165, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 86, 'PENALTY_DURATION_MULTIPLIER': 1.8814912839443707, 'MAX_PENALTY_DURATION_HOURS': 1290, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6906711543395907, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 139, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 8340}
|
{'small_calls': {'min_pnl_target': 0.028842543262866057, 'max_pnl_target': 0.10785877570625757, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.07751865133343551, 'max_pnl_target': 0.2941743713861214, 'max_calls_for_rule': 184}}
|
999,933 |
NIFTY50
|
{'omega': 0.1392763750580583, 'alpha': [0.10517320527191366], 'beta': [0.8928267947280862], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02366261643124333, 'historical_segment_start_price': 9588.6, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 491.3838451939242, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 134, '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': 128012.03895032694, 'LEVERAGE': 40, 'UNIT_BUDGET': 1660.1300177891094, 'INITIAL_MARGIN_PER_UNIT': 12.284596129848104, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128012.03895032694, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.284596129848104, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004034628683058003, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 162, 'PENALTY_DURATION_MULTIPLIER': 2.68967809438686, 'MAX_PENALTY_DURATION_HOURS': 464, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1895423598373007, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 120, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 7200}
|
{'small_calls': {'min_pnl_target': 0.03342540123292069, 'max_pnl_target': 0.17467499872189535, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.07613973261810304, 'max_pnl_target': 0.3009921275968528, 'max_calls_for_rule': 92}}
|
999,934 |
BTCUSD
|
{'omega': 5.220098383796215, 'alpha': [0.10083526452689598], 'beta': [0.8537280838327013], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2197.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 235.62704794544248, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 82928.38438573858, 'LEVERAGE': 23, 'UNIT_BUDGET': 2216.9001329652774, 'INITIAL_MARGIN_PER_UNIT': 10.2446542584975, 'MAX_TRADING_CAPITAL_FOR_UNITS': 82928.38438573858, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.2446542584975, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012695787269380698, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.782201219299317, 'MAX_PENALTY_DURATION_HOURS': 680, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6776797300674242, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 53, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3180}
|
{'small_calls': {'min_pnl_target': 0.02601588789903111, 'max_pnl_target': 0.13797216669842732, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.0321685105438515, 'max_pnl_target': 0.25852719675161717, 'max_calls_for_rule': 132}}
|
999,935 |
ADAUSD
|
{'omega': 5.575314614933041, 'alpha': [0.1400489330284869], 'beta': [0.7979292267587291], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.2483549476678992, 'historical_segment_start_price': 0.03632, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 964.2177051960641, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 164, 'MAX_CONCURRENT_UNITS': 113, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168365.1581056214, 'LEVERAGE': 107, 'UNIT_BUDGET': 1488.4083748044684, 'INITIAL_MARGIN_PER_UNIT': 9.011380422393122, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168365.1581056214, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.011380422393122, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003925106974014724, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 2.3531588569243995, 'MAX_PENALTY_DURATION_HOURS': 235, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5261036835500547, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 63, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3780}
|
{'small_calls': {'min_pnl_target': 0.04470046873495476, 'max_pnl_target': 0.16651358793738358, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.04736832683462931, 'max_pnl_target': 0.1896983529561928, 'max_calls_for_rule': 159}}
|
999,936 |
XRPUSD
|
{'omega': 0.6201789913746314, 'alpha': [0.05849820778024927], 'beta': [0.9395017922197507], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018245726078376375, 'historical_segment_start_price': 0.8265, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 144.91651347684254, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 58, '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': 132421.1232716516, 'LEVERAGE': 25, 'UNIT_BUDGET': 344.412047704112, 'INITIAL_MARGIN_PER_UNIT': 5.796660539073701, 'MAX_TRADING_CAPITAL_FOR_UNITS': 132421.1232716516, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.796660539073701, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002894802046843524, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 125, 'PENALTY_DURATION_MULTIPLIER': 2.6712991478153434, 'MAX_PENALTY_DURATION_HOURS': 235, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20821894698279128, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.02165135032767054, 'max_pnl_target': 0.09682499357712357, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.09184218940147613, 'max_pnl_target': 0.33886195340077596, 'max_calls_for_rule': 38}}
|
999,937 |
ETHUSD
|
{'omega': 1.070889362091891, 'alpha': [0.07983901568106813], 'beta': [0.9181609843189319], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 230.86423071, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 827.3743475191907, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 468, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 176899.14028972964, 'LEVERAGE': 109, 'UNIT_BUDGET': 377.68172280874654, 'INITIAL_MARGIN_PER_UNIT': 7.5905903442127585, 'MAX_TRADING_CAPITAL_FOR_UNITS': 176899.14028972964, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.5905903442127585, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0029302473954148814, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 83, 'PENALTY_DURATION_MULTIPLIER': 2.3222134353413004, 'MAX_PENALTY_DURATION_HOURS': 819, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5990160878693412, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 39, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.00791445769718625, 'max_pnl_target': 0.14301715170695084, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.07028863259079228, 'max_pnl_target': 0.2696005089781001, 'max_calls_for_rule': 42}}
|
999,938 |
ETHUSD
|
{'omega': 3.3570484850573057, 'alpha': [0.08160971451522554], 'beta': [0.9163902854847746], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 260.74, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1147.0659309552561, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, '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': 110183.82631054573, 'LEVERAGE': 114, 'UNIT_BUDGET': 1398.177685658956, 'INITIAL_MARGIN_PER_UNIT': 10.061981850484703, 'MAX_TRADING_CAPITAL_FOR_UNITS': 110183.82631054573, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.061981850484703, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002487560113638396, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 1.902267218353619, 'MAX_PENALTY_DURATION_HOURS': 555, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.02686931869106119, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 85, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 5100}
|
{'small_calls': {'min_pnl_target': 0.03915255562576066, 'max_pnl_target': 0.158293184059476, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.0748809402877427, 'max_pnl_target': 0.19411647905786603, 'max_calls_for_rule': 89}}
|
999,939 |
ETHUSD
|
{'omega': 0.6916075100402134, 'alpha': [0.06949164552067968], 'beta': [0.9285083544793203], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.8369735082445535, 'historical_segment_start_price': 4127.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 806.5793545336073, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 213, 'MAX_CONCURRENT_UNITS': 96, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 180766.12742560433, 'LEVERAGE': 92, 'UNIT_BUDGET': 1879.9711476212024, 'INITIAL_MARGIN_PER_UNIT': 8.767166897104428, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180766.12742560433, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.767166897104428, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002278095999469101, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 39, 'PENALTY_DURATION_MULTIPLIER': 1.9831761369864087, 'MAX_PENALTY_DURATION_HOURS': 1356, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.50411111065123, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 10, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 107, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6420}
|
{'small_calls': {'min_pnl_target': 0.049644006129060385, 'max_pnl_target': 0.12023363151514296, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.04954313751871106, 'max_pnl_target': 0.19581949627707843, 'max_calls_for_rule': 200}}
|
999,940 |
ADAUSD
|
{'omega': 1.656207752859413, 'alpha': [0.06909560461848506], 'beta': [0.9210736620926645], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.506156731238257, 'historical_segment_start_price': 0.04057, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 704.2817789016292, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 128, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 90927.29120765698, 'LEVERAGE': 56, 'UNIT_BUDGET': 706.6835308657819, 'INITIAL_MARGIN_PER_UNIT': 12.576460337529092, 'MAX_TRADING_CAPITAL_FOR_UNITS': 90927.29120765698, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.576460337529092, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012101841153117526, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 102, 'PENALTY_DURATION_MULTIPLIER': 1.9777701002203774, 'MAX_PENALTY_DURATION_HOURS': 979, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1689196109113133, 'RSI_PERIOD': 20, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 20, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.0299698542461619, 'max_pnl_target': 0.11777879302499077, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.09240338840018117, 'max_pnl_target': 0.2722939301828724, 'max_calls_for_rule': 35}}
|
999,941 |
NIFTYFMCG
|
{'omega': 0.4884345165068935, 'alpha': [0.13196078662802993], 'beta': [0.8660392133719701], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007229693709385135, 'historical_segment_start_price': 26235.6, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1427.0219871623585, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 190161.4009182997, 'LEVERAGE': 99, 'UNIT_BUDGET': 2337.979882753698, 'INITIAL_MARGIN_PER_UNIT': 14.41436350669049, 'MAX_TRADING_CAPITAL_FOR_UNITS': 190161.4009182997, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.41436350669049, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0048264031699870955, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 50, 'PENALTY_DURATION_MULTIPLIER': 2.0552523457667204, 'MAX_PENALTY_DURATION_HOURS': 235, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.715109452526631, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 15, 'HOURLY_MA_LONG_PERIOD': 76, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 4560}
|
{'small_calls': {'min_pnl_target': 0.027748055373746656, 'max_pnl_target': 0.13816846889398549, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.014274452253661266, 'max_pnl_target': 0.18014222881096442, 'max_calls_for_rule': 145}}
|
999,942 |
BNBUSD
|
{'omega': 1.4109255449457567, 'alpha': [0.12687463051857953], 'beta': [0.8711253694814204], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16.3986, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 432.46972025203274, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, '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': 108356.56684101566, 'LEVERAGE': 40, 'UNIT_BUDGET': 1964.3144966598625, 'INITIAL_MARGIN_PER_UNIT': 10.81174300630082, 'MAX_TRADING_CAPITAL_FOR_UNITS': 108356.56684101566, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.81174300630082, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0011717336715431493, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 72, 'PENALTY_DURATION_MULTIPLIER': 2.528576075693155, 'MAX_PENALTY_DURATION_HOURS': 1045, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24157960871750297, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 21, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 1260}
|
{'small_calls': {'min_pnl_target': 0.031009268681673603, 'max_pnl_target': 0.08385097898334022, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.07445122501934724, 'max_pnl_target': 0.3236634248084134, 'max_calls_for_rule': 136}}
|
999,943 |
NIFTYIT
|
{'omega': 0.6113599496878751, 'alpha': [0.09109087127483713], 'beta': [0.9069091287251628], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010689679737799183, 'historical_segment_start_price': 12498.15, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 345.08567735341546, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 344, 'MAX_CONCURRENT_UNITS': 44, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 99427.9071145147, 'LEVERAGE': 53, 'UNIT_BUDGET': 2248.2070935460433, 'INITIAL_MARGIN_PER_UNIT': 6.511050516102179, 'MAX_TRADING_CAPITAL_FOR_UNITS': 99427.9071145147, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.511050516102179, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002145478544812553, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 2.6360155760329698, 'MAX_PENALTY_DURATION_HOURS': 381, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5779945942285607, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 37, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2220}
|
{'small_calls': {'min_pnl_target': 0.027135378877138114, 'max_pnl_target': 0.1222118482981031, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.044428286403091766, 'max_pnl_target': 0.27115030976011845, 'max_calls_for_rule': 266}}
|
999,944 |
ETHUSD
|
{'omega': 1.4729734052708272, 'alpha': [0.07137272807185777], 'beta': [0.9266272719281422], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.422727212299075, 'historical_segment_start_price': 1789.4, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 563.1939736872572, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 298, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 188410.07391914018, 'LEVERAGE': 67, 'UNIT_BUDGET': 631.9141441812856, 'INITIAL_MARGIN_PER_UNIT': 8.40588020428742, 'MAX_TRADING_CAPITAL_FOR_UNITS': 188410.07391914018, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.40588020428742, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004150048794062987, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 52, 'PENALTY_DURATION_MULTIPLIER': 2.800316782556861, 'MAX_PENALTY_DURATION_HOURS': 451, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2021829069320707, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 57, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 3420}
|
{'small_calls': {'min_pnl_target': 0.02443787292510898, 'max_pnl_target': 0.1597525433151605, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.0157953492639011, 'max_pnl_target': 0.19339054874922704, 'max_calls_for_rule': 56}}
|
999,945 |
ADAUSD
|
{'omega': 2.4422001875392554, 'alpha': [0.06936200183125145], 'beta': [0.8523233276979089], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010928051806467718, 'historical_segment_start_price': 0.04538, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 890.3863736008832, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, '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': 135359.69487891055, 'LEVERAGE': 94, 'UNIT_BUDGET': 1754.7338612466883, 'INITIAL_MARGIN_PER_UNIT': 9.472195463839183, 'MAX_TRADING_CAPITAL_FOR_UNITS': 135359.69487891055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.472195463839183, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0018300696493341439, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 93, 'PENALTY_DURATION_MULTIPLIER': 2.7792079724164314, 'MAX_PENALTY_DURATION_HOURS': 1135, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3428334066341495, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 38, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.032616359224252184, 'max_pnl_target': 0.16564570642148896, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.027229537954280847, 'max_pnl_target': 0.2569694021653267, 'max_calls_for_rule': 152}}
|
999,946 |
ADAUSD
|
{'omega': 3.639701881226407, 'alpha': [0.05032500685895538], 'beta': [0.9476749931410446], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 10.478622856662538, 'historical_segment_start_price': 0.971, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 296.41945275932295, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69204.29952075098, 'LEVERAGE': 20, 'UNIT_BUDGET': 2426.4890214814277, 'INITIAL_MARGIN_PER_UNIT': 14.820972637966149, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69204.29952075098, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.820972637966149, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0038516165203099917, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 91, 'PENALTY_DURATION_MULTIPLIER': 1.6975880664023038, 'MAX_PENALTY_DURATION_HOURS': 481, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4921623523080032, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 119, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 7140}
|
{'small_calls': {'min_pnl_target': 0.037658561629787625, 'max_pnl_target': 0.11309013661105183, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.08128411092194639, 'max_pnl_target': 0.26531775087125925, 'max_calls_for_rule': 160}}
|
999,947 |
BNBUSD
|
{'omega': 2.031850489669507, 'alpha': [0.0732253088833325], 'beta': [0.9247746911166675], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.045221242063584424, 'historical_segment_start_price': 258.1656, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 386.08829840578153, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 51, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 91149.61182034246, 'LEVERAGE': 32, 'UNIT_BUDGET': 1776.7387811316273, 'INITIAL_MARGIN_PER_UNIT': 12.065259325180673, 'MAX_TRADING_CAPITAL_FOR_UNITS': 91149.61182034246, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.065259325180673, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004143441264745284, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 156, 'PENALTY_DURATION_MULTIPLIER': 2.433584303289667, 'MAX_PENALTY_DURATION_HOURS': 1028, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.17699240871364094, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 61, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3660}
|
{'small_calls': {'min_pnl_target': 0.04752087820622317, 'max_pnl_target': 0.1378717931009314, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.03589971485760207, 'max_pnl_target': 0.2845373084954568, 'max_calls_for_rule': 102}}
|
999,948 |
GOOGLUSD
|
{'omega': 0.3491108987557063, 'alpha': [0.08320119072568348], 'beta': [0.8510207038917588], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02683147226823079, 'historical_segment_start_price': 2840.09, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 475.76092639205353, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 157, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 129337.4984229652, 'LEVERAGE': 50, 'UNIT_BUDGET': 823.2691137030123, 'INITIAL_MARGIN_PER_UNIT': 9.515218527841071, 'MAX_TRADING_CAPITAL_FOR_UNITS': 129337.4984229652, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.515218527841071, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004717774995675378, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 124, 'PENALTY_DURATION_MULTIPLIER': 2.6338592912128123, 'MAX_PENALTY_DURATION_HOURS': 436, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.48851775257077434, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 62, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3720}
|
{'small_calls': {'min_pnl_target': 0.022407312563377097, 'max_pnl_target': 0.07851364914286486, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.06033981589492662, 'max_pnl_target': 0.21322613167638235, 'max_calls_for_rule': 79}}
|
999,949 |
XRPUSD
|
{'omega': 1.2851191305157084, 'alpha': [0.07350831027717607], 'beta': [0.8628109350947136], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01567719748315431, 'historical_segment_start_price': 0.3925, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1033.572958205567, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 301, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 141961.20998110733, 'LEVERAGE': 71, 'UNIT_BUDGET': 471.32060593285325, 'INITIAL_MARGIN_PER_UNIT': 14.55736560852911, 'MAX_TRADING_CAPITAL_FOR_UNITS': 141961.20998110733, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.55736560852911, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002149336279751237, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 43, 'PENALTY_DURATION_MULTIPLIER': 2.395708862128294, 'MAX_PENALTY_DURATION_HOURS': 565, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4437867851804913, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 19, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 68, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 4080}
|
{'small_calls': {'min_pnl_target': 0.05058197611559125, 'max_pnl_target': 0.1978860828447511, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.04604391656784777, 'max_pnl_target': 0.28071233936973916, 'max_calls_for_rule': 22}}
|
999,950 |
BTCUSD
|
{'omega': 1.5663595654146716, 'alpha': [0.07536841196366735], 'beta': [0.9226315880363327], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.560474081136697, 'historical_segment_start_price': 7187.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1286.5512928621376, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, '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': 150358.07984354062, 'LEVERAGE': 110, 'UNIT_BUDGET': 1722.5809682685385, 'INITIAL_MARGIN_PER_UNIT': 11.69592084420125, 'MAX_TRADING_CAPITAL_FOR_UNITS': 150358.07984354062, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.69592084420125, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022724099606978845, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 51, 'PENALTY_DURATION_MULTIPLIER': 1.6723926958112556, 'MAX_PENALTY_DURATION_HOURS': 817, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20676108059461776, 'RSI_PERIOD': 13, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.0490462563434522, 'max_pnl_target': 0.19017176987668585, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.029181720895961077, 'max_pnl_target': 0.22641206337293518, 'max_calls_for_rule': 145}}
|
999,951 |
XRPUSD
|
{'omega': 1.0043933606401427, 'alpha': [0.09683232480098673], 'beta': [0.9011676751990133], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009690380131629421, 'historical_segment_start_price': 0.8734, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1257.2045124063231, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 190, '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': 114770.90961424923, 'LEVERAGE': 99, 'UNIT_BUDGET': 2429.121697401605, 'INITIAL_MARGIN_PER_UNIT': 12.699035478851748, 'MAX_TRADING_CAPITAL_FOR_UNITS': 114770.90961424923, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.699035478851748, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002905741432044383, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 55, 'PENALTY_DURATION_MULTIPLIER': 1.9018110504254948, 'MAX_PENALTY_DURATION_HOURS': 448, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3257981627241827, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 100, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 6000}
|
{'small_calls': {'min_pnl_target': 0.03957716782997951, 'max_pnl_target': 0.11589250528048355, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.06127872389054557, 'max_pnl_target': 0.25052264061215285, 'max_calls_for_rule': 178}}
|
999,952 |
XRPUSD
|
{'omega': 0.815099586275919, 'alpha': [0.0953565798246585], 'beta': [0.9026434201753414], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.502, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1349.5418607496981, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 131, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 128640.41332640933, 'LEVERAGE': 92, 'UNIT_BUDGET': 978.4564267782234, 'INITIAL_MARGIN_PER_UNIT': 14.668933269018458, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128640.41332640933, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.668933269018458, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003799153435602838, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 117, 'PENALTY_DURATION_MULTIPLIER': 2.8414993831699156, 'MAX_PENALTY_DURATION_HOURS': 756, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.0800139931721479, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 19, 'HOURLY_MA_LONG_PERIOD': 105, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 6300}
|
{'small_calls': {'min_pnl_target': 0.033346441014533816, 'max_pnl_target': 0.13849761630664553, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.015810561036444088, 'max_pnl_target': 0.17283622834281928, 'max_calls_for_rule': 58}}
|
999,953 |
BTCUSD
|
{'omega': 0.4464884848380404, 'alpha': [0.07503648847829729], 'beta': [0.9187172584164125], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 70171.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 279.2787189805179, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 326, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 98977.93023615367, 'LEVERAGE': 53, 'UNIT_BUDGET': 1724.6534387573918, 'INITIAL_MARGIN_PER_UNIT': 5.269409792085243, 'MAX_TRADING_CAPITAL_FOR_UNITS': 98977.93023615367, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.269409792085243, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004222850913326189, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 1.505637249252985, 'MAX_PENALTY_DURATION_HOURS': 1359, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.14243847031929271, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 47, 'HOURLY_MA_LONG_PERIOD': 124, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 7440}
|
{'small_calls': {'min_pnl_target': 0.026590820534557937, 'max_pnl_target': 0.16187973518998813, 'max_calls_for_rule': 143}, 'moderate_calls': {'min_pnl_target': 0.0443001729874976, 'max_pnl_target': 0.2851822178449238, 'max_calls_for_rule': 267}}
|
999,954 |
NIFTYFIN
|
{'omega': 0.42805746150664725, 'alpha': [0.06946821758351517], 'beta': [0.9285317824164847], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011007273795259538, 'historical_segment_start_price': 15740.6, 'asset_source_name': 'NIFTYFIN'}
|
{'POSITION_SIZE_PER_UNIT': 226.3652327946038, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 301, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 192698.36684314976, 'LEVERAGE': 19, 'UNIT_BUDGET': 639.4902688629713, 'INITIAL_MARGIN_PER_UNIT': 11.91395962076862, 'MAX_TRADING_CAPITAL_FOR_UNITS': 192698.36684314976, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.91395962076862, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002780206795307833, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 160, 'PENALTY_DURATION_MULTIPLIER': 1.724619263583121, 'MAX_PENALTY_DURATION_HOURS': 429, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45039412912184656, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 89, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5340}
|
{'small_calls': {'min_pnl_target': 0.04847551984122175, 'max_pnl_target': 0.19060913691371137, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.023573726759736117, 'max_pnl_target': 0.15803003740149865, 'max_calls_for_rule': 49}}
|
999,955 |
ADAUSD
|
{'omega': 0.6028366574836974, 'alpha': [0.07526865917161675], 'beta': [0.8744841953193372], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02009217261064062, 'historical_segment_start_price': 0.4413, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 600.4752283107363, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 150, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 117433.74234431995, 'LEVERAGE': 95, 'UNIT_BUDGET': 782.5039376055959, 'INITIAL_MARGIN_PER_UNIT': 6.320791876955118, 'MAX_TRADING_CAPITAL_FOR_UNITS': 117433.74234431995, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.320791876955118, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002650440356674449, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 145, 'PENALTY_DURATION_MULTIPLIER': 2.0286182079619897, 'MAX_PENALTY_DURATION_HOURS': 303, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3928696670521556, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 46, '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': 0.03431522375851176, 'max_pnl_target': 0.15291167492396637, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.090124896650304, 'max_pnl_target': 0.20424825131270247, 'max_calls_for_rule': 88}}
|
999,956 |
BTCUSD
|
{'omega': 1.4112892686779015, 'alpha': [0.06577016238277639], 'beta': [0.9322298376172236], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.011554424143451794, 'historical_segment_start_price': 22711.87, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1505.4108419166603, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, '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': 197464.50747771963, 'LEVERAGE': 110, 'UNIT_BUDGET': 991.0533671645484, 'INITIAL_MARGIN_PER_UNIT': 13.685553108333275, 'MAX_TRADING_CAPITAL_FOR_UNITS': 197464.50747771963, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.685553108333275, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00399234291310307, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 2.921403531183067, 'MAX_PENALTY_DURATION_HOURS': 1091, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6111641252350221, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 10, 'HOURLY_MA_LONG_PERIOD': 150, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 12, 'NON_TRADEABLE_WINDOW': 9000}
|
{'small_calls': {'min_pnl_target': 0.015190858177215254, 'max_pnl_target': 0.09280818106521105, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.029399695432642987, 'max_pnl_target': 0.21220506205946812, 'max_calls_for_rule': 48}}
|
999,957 |
XRPUSD
|
{'omega': 1.6416338083548276, 'alpha': [0.13226895847545883], 'beta': [0.8008828676827352], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32368, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 699.9372086242784, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 226, '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': 72198.01542730191, 'LEVERAGE': 80, 'UNIT_BUDGET': 1988.2222372095885, 'INITIAL_MARGIN_PER_UNIT': 8.74921510780348, 'MAX_TRADING_CAPITAL_FOR_UNITS': 72198.01542730191, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.74921510780348, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037502196425265523, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 1.5268940274369696, 'MAX_PENALTY_DURATION_HOURS': 1330, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33485640604763833, 'RSI_PERIOD': 15, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 145, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 8700}
|
{'small_calls': {'min_pnl_target': 0.045851097543347104, 'max_pnl_target': 0.11232888445944714, 'max_calls_for_rule': 133}, 'moderate_calls': {'min_pnl_target': 0.09092703028584914, 'max_pnl_target': 0.19601793571003634, 'max_calls_for_rule': 177}}
|
999,958 |
ETHUSD
|
{'omega': 0.7931556715558816, 'alpha': [0.07842970337629261], 'beta': [0.8278210704715901], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3407.6, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 783.2387937076682, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 250, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 156900.12920373864, 'LEVERAGE': 71, 'UNIT_BUDGET': 625.9774575198554, 'INITIAL_MARGIN_PER_UNIT': 11.031532305741806, 'MAX_TRADING_CAPITAL_FOR_UNITS': 156900.12920373864, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.031532305741806, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0031177516797496795, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.449965572289642, 'MAX_PENALTY_DURATION_HOURS': 186, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12532744099394866, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 17, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.04032464822026331, 'max_pnl_target': 0.15173730583632034, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.014494582344668494, 'max_pnl_target': 0.2395203193849743, 'max_calls_for_rule': 52}}
|
999,959 |
BNBUSD
|
{'omega': 0.2438104677191738, 'alpha': [0.0627370230456376], 'beta': [0.9352629769543624], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 554.7, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 119.46917189135169, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 278, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 76165.05709746969, 'LEVERAGE': 18, 'UNIT_BUDGET': 273.8885789547739, 'INITIAL_MARGIN_PER_UNIT': 6.637176216186205, 'MAX_TRADING_CAPITAL_FOR_UNITS': 76165.05709746969, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.637176216186205, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025572652579690363, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 92, 'PENALTY_DURATION_MULTIPLIER': 2.161201744531329, 'MAX_PENALTY_DURATION_HOURS': 248, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4717889717460334, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 96, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 5760}
|
{'small_calls': {'min_pnl_target': 0.03322449871489048, 'max_pnl_target': 0.13271941024278416, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.015647590672195833, 'max_pnl_target': 0.17271090153960306, 'max_calls_for_rule': 38}}
|
999,960 |
XRPUSD
|
{'omega': 0.45026163202878605, 'alpha': [0.06941379609015161], 'beta': [0.9096682808233391], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3962, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 900.3506751387218, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, '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': 109283.56564677166, 'LEVERAGE': 65, 'UNIT_BUDGET': 1730.9383024989725, 'INITIAL_MARGIN_PER_UNIT': 13.851548848288028, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109283.56564677166, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.851548848288028, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0019550527911983743, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 1.559446879142305, 'MAX_PENALTY_DURATION_HOURS': 624, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.1565668971269459, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 130, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 7800}
|
{'small_calls': {'min_pnl_target': 0.016856550260806406, 'max_pnl_target': 0.11415259804866201, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.06238827857728445, 'max_pnl_target': 0.1710549048804484, 'max_calls_for_rule': 93}}
|
999,961 |
BTCUSD
|
{'omega': 0.11618664800145212, 'alpha': [0.05370045522650554], 'beta': [0.8496118562186233], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 83574.0, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1328.910927534963, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, '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': 128095.91295074644, 'LEVERAGE': 98, 'UNIT_BUDGET': 1583.137101256675, 'INITIAL_MARGIN_PER_UNIT': 13.56031558709146, 'MAX_TRADING_CAPITAL_FOR_UNITS': 128095.91295074644, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.56031558709146, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003634350695430742, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 149, 'PENALTY_DURATION_MULTIPLIER': 1.86847335180189, 'MAX_PENALTY_DURATION_HOURS': 1014, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20528771361031944, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 15, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 24, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 101, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6060}
|
{'small_calls': {'min_pnl_target': 0.029603927495900545, 'max_pnl_target': 0.12309691832399736, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.02882296317344301, 'max_pnl_target': 0.1613158272755436, 'max_calls_for_rule': 93}}
|
999,962 |
BTCUSD
|
{'omega': 2.5920840971320116, 'alpha': [0.06603812081810195], 'beta': [0.9319618791818981], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020857374347670706, 'historical_segment_start_price': 33761.49, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 972.6995032603231, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 220, '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': 121668.4379446025, 'LEVERAGE': 111, 'UNIT_BUDGET': 1940.167992003256, 'INITIAL_MARGIN_PER_UNIT': 8.76305858793084, 'MAX_TRADING_CAPITAL_FOR_UNITS': 121668.4379446025, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.76305858793084, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014448957701931784, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 69, 'PENALTY_DURATION_MULTIPLIER': 1.8787537683483242, 'MAX_PENALTY_DURATION_HOURS': 351, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.279891194300932, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 37, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 14, 'NON_TRADEABLE_WINDOW': 2220}
|
{'small_calls': {'min_pnl_target': 0.05090920295420302, 'max_pnl_target': 0.10202232223404116, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.10108420326528274, 'max_pnl_target': 0.3100290387509336, 'max_calls_for_rule': 205}}
|
999,963 |
BTCUSD
|
{'omega': 13.057926523219855, 'alpha': [0.16981685453699527], 'beta': [0.8095848734315187], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 369.34, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 670.8145841926491, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 49, 'MAX_CONCURRENT_UNITS': 617, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 172349.13398107782, 'LEVERAGE': 121, 'UNIT_BUDGET': 278.9205797874739, 'INITIAL_MARGIN_PER_UNIT': 5.543922183410324, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172349.13398107782, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.543922183410324, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030861804619597513, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 2.8959599639725404, 'MAX_PENALTY_DURATION_HOURS': 600, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08316787236100391, 'RSI_PERIOD': 14, 'RSI_OVERSOLD_THRESHOLD': 31, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 37, 'HOURLY_MA_LONG_PERIOD': 81, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 4860}
|
{'small_calls': {'min_pnl_target': 0.04599528273799855, 'max_pnl_target': 0.19053520803094706, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.04453603666509182, 'max_pnl_target': 0.14506020915642848, 'max_calls_for_rule': 34}}
|
999,964 |
XRPUSD
|
{'omega': 1.0845065449616702, 'alpha': [0.09977487936212891], 'beta': [0.8982251206378711], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5451, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 303.356477614132, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 286, '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': 143338.71071161164, 'LEVERAGE': 53, 'UNIT_BUDGET': 1644.4430166971579, 'INITIAL_MARGIN_PER_UNIT': 5.723707124794944, 'MAX_TRADING_CAPITAL_FOR_UNITS': 143338.71071161164, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.723707124794944, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002806076577148652, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 68, 'PENALTY_DURATION_MULTIPLIER': 1.7595378927080418, 'MAX_PENALTY_DURATION_HOURS': 326, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4009493059201718, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 27, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 108, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 6480}
|
{'small_calls': {'min_pnl_target': 0.007896062258404573, 'max_pnl_target': 0.05842449151449765, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.03290951968277171, 'max_pnl_target': 0.18804496397040327, 'max_calls_for_rule': 223}}
|
999,965 |
NIFTY500
|
{'omega': 0.280622584045405, 'alpha': [0.009026678221517894], 'beta': [0.9025199978639686], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.343539700642709, 'historical_segment_start_price': 15004.55, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 1292.8961759262634, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, 'MAX_CONCURRENT_UNITS': 101, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 106292.68840742864, 'LEVERAGE': 124, 'UNIT_BUDGET': 1044.4360491430841, 'INITIAL_MARGIN_PER_UNIT': 10.42658206392148, 'MAX_TRADING_CAPITAL_FOR_UNITS': 106292.68840742864, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.42658206392148, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0037320507962991, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 158, 'PENALTY_DURATION_MULTIPLIER': 2.3743153381490627, 'MAX_PENALTY_DURATION_HOURS': 832, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5816366099766003, 'RSI_PERIOD': 28, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 28, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 121, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 7260}
|
{'small_calls': {'min_pnl_target': 0.035342869824601955, 'max_pnl_target': 0.09688058088767235, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.016628726989013368, 'max_pnl_target': 0.2429738483756252, 'max_calls_for_rule': 77}}
|
999,966 |
ADAUSD
|
{'omega': 1.6315295719324436, 'alpha': [0.07106070893008641], 'beta': [0.9008932078056985], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.012067531881030968, 'historical_segment_start_price': 0.05114, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 712.4805437781888, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 107, 'MAX_CONCURRENT_UNITS': 253, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 187132.94386736114, 'LEVERAGE': 105, 'UNIT_BUDGET': 738.8195874948212, 'INITIAL_MARGIN_PER_UNIT': 6.785528988363703, 'MAX_TRADING_CAPITAL_FOR_UNITS': 187132.94386736114, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.785528988363703, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032082246597314097, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 36, 'PENALTY_DURATION_MULTIPLIER': 2.774312431428444, 'MAX_PENALTY_DURATION_HOURS': 1023, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.202739684605441, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 23, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 50, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3000}
|
{'small_calls': {'min_pnl_target': 0.03349434942358506, 'max_pnl_target': 0.17867524182131586, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.026031010658087085, 'max_pnl_target': 0.255367586944442, 'max_calls_for_rule': 98}}
|
999,967 |
XRPUSD
|
{'omega': 1.5798074891661114, 'alpha': [0.07542356796791809], 'beta': [0.9225764320320821], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.39601, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 677.7498524726282, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, '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': 54846.62550741354, 'LEVERAGE': 66, 'UNIT_BUDGET': 1613.017296669517, 'INITIAL_MARGIN_PER_UNIT': 10.268937158676184, 'MAX_TRADING_CAPITAL_FOR_UNITS': 54846.62550741354, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.268937158676184, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014510835948626064, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 165, 'PENALTY_DURATION_MULTIPLIER': 2.741299402426209, 'MAX_PENALTY_DURATION_HOURS': 1404, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5375095326903033, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 17, 'MIN_UNITS_PER_SIGNAL_EVENT': 15, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.032840854975676265, 'max_pnl_target': 0.13451502178021668, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.03575330095913933, 'max_pnl_target': 0.15003876183451356, 'max_calls_for_rule': 97}}
|
999,968 |
NIFTY500
|
{'omega': 0.1707576823478039, 'alpha': [0.10502565130591092], 'beta': [0.8929743486940891], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015676530964757122, 'historical_segment_start_price': 10525.75, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 882.7303983529326, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 111888.76269824899, 'LEVERAGE': 93, 'UNIT_BUDGET': 1221.935236926053, 'INITIAL_MARGIN_PER_UNIT': 9.491724713472394, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111888.76269824899, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.491724713472394, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0014535746097996626, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 119, 'PENALTY_DURATION_MULTIPLIER': 1.5768655151598563, 'MAX_PENALTY_DURATION_HOURS': 888, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5672295611172292, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 27, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 41, 'HOURLY_MA_LONG_PERIOD': 90, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5400}
|
{'small_calls': {'min_pnl_target': 0.020166695417539928, 'max_pnl_target': 0.07240645058795303, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.09831519311713918, 'max_pnl_target': 0.2604648089328281, 'max_calls_for_rule': 93}}
|
999,969 |
NIFTYFMCG
|
{'omega': 0.23111611118044037, 'alpha': [0.07818436976506161], 'beta': [0.9198156302349385], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.124748586547623, 'historical_segment_start_price': 50640.55, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 733.6492921487229, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 220, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 155865.9170214382, 'LEVERAGE': 79, 'UNIT_BUDGET': 2055.5580689611597, 'INITIAL_MARGIN_PER_UNIT': 9.286699900616746, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155865.9170214382, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.286699900616746, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00411915528233636, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 1.745606399567726, 'MAX_PENALTY_DURATION_HOURS': 283, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5418650863033003, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 8, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 1, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.04057489639678698, 'max_pnl_target': 0.17824241970627136, 'max_calls_for_rule': 121}, 'moderate_calls': {'min_pnl_target': 0.04255434927119746, 'max_pnl_target': 0.28050304489457106, 'max_calls_for_rule': 213}}
|
999,970 |
BTCUSD
|
{'omega': 5.552390105388148, 'alpha': [0.07254669944966582], 'beta': [0.8622625568544827], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011486326495918254, 'historical_segment_start_price': 13656.94, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 917.959111596551, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 222, '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': 149274.659411912, 'LEVERAGE': 88, 'UNIT_BUDGET': 2336.1622627438483, 'INITIAL_MARGIN_PER_UNIT': 10.431353540869898, 'MAX_TRADING_CAPITAL_FOR_UNITS': 149274.659411912, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.431353540869898, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004655830746471359, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 67, 'PENALTY_DURATION_MULTIPLIER': 2.9661235365578476, 'MAX_PENALTY_DURATION_HOURS': 786, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5663443914142111, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 86, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 5160}
|
{'small_calls': {'min_pnl_target': 0.022304935309626475, 'max_pnl_target': 0.14851223630603355, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.020011299070655172, 'max_pnl_target': 0.21560675876064211, 'max_calls_for_rule': 142}}
|
999,971 |
BNBUSD
|
{'omega': 0.6652980471869471, 'alpha': [0.06670115488429534], 'beta': [0.8618640028634916], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010444630041310084, 'historical_segment_start_price': 227.6, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 904.6572323770769, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 135, 'MAX_CONCURRENT_UNITS': 127, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 160417.09998462957, 'LEVERAGE': 98, 'UNIT_BUDGET': 1259.0423630456319, 'INITIAL_MARGIN_PER_UNIT': 9.231196248745682, 'MAX_TRADING_CAPITAL_FOR_UNITS': 160417.09998462957, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.231196248745682, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0023741454136389324, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 32, 'PENALTY_DURATION_MULTIPLIER': 2.3323047281893, 'MAX_PENALTY_DURATION_HOURS': 1253, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.45040963931212785, 'RSI_PERIOD': 27, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.026258039570611576, 'max_pnl_target': 0.13629198077847685, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.06018065120090021, 'max_pnl_target': 0.2877736337625286, 'max_calls_for_rule': 110}}
|
999,972 |
NIFTY50
|
{'omega': 2.1914389289184655, 'alpha': [0.05078193186987073], 'beta': [0.9002338012168957], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.805025011325272, 'historical_segment_start_price': 10989.75, 'asset_source_name': 'NIFTY50'}
|
{'POSITION_SIZE_PER_UNIT': 1649.6976796738325, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 27, 'MAX_CONCURRENT_UNITS': 214, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 81326.9995128845, 'LEVERAGE': 124, 'UNIT_BUDGET': 378.6350394619966, 'INITIAL_MARGIN_PER_UNIT': 13.304013545756714, 'MAX_TRADING_CAPITAL_FOR_UNITS': 81326.9995128845, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.304013545756714, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003088520143782297, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 38, 'PENALTY_DURATION_MULTIPLIER': 2.2295559524635387, 'MAX_PENALTY_DURATION_HOURS': 612, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33060509695018014, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 36, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.031137296915597336, 'max_pnl_target': 0.10768022988144776, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.09762228784432554, 'max_pnl_target': 0.2646102798276848, 'max_calls_for_rule': 23}}
|
999,973 |
ADAUSD
|
{'omega': 1.4176497861340518, 'alpha': [0.055256563595051836], 'beta': [0.9427434364049482], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.335848760661076, 'historical_segment_start_price': 1.2259, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1485.0822970852291, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 79, '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': 123852.79290629487, 'LEVERAGE': 114, 'UNIT_BUDGET': 1046.9938530967227, 'INITIAL_MARGIN_PER_UNIT': 13.02703769373008, 'MAX_TRADING_CAPITAL_FOR_UNITS': 123852.79290629487, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.02703769373008, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004925823392648204, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 1.6884974959898469, 'MAX_PENALTY_DURATION_HOURS': 731, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.33169175753722835, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 7, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 34, 'HOURLY_MA_LONG_PERIOD': 138, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 8280}
|
{'small_calls': {'min_pnl_target': 0.04838312831922967, 'max_pnl_target': 0.19162957265207153, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.09289784380075501, 'max_pnl_target': 0.26103062355783674, 'max_calls_for_rule': 49}}
|
999,974 |
BNBUSD
|
{'omega': 0.5720069409466008, 'alpha': [0.058462198247122676], 'beta': [0.9395378017528773], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02665227540685366, 'historical_segment_start_price': 370.1, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 693.2863917091358, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 266, 'MAX_CONCURRENT_UNITS': 59, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 122873.81473979069, 'LEVERAGE': 89, 'UNIT_BUDGET': 2080.0457698925948, 'INITIAL_MARGIN_PER_UNIT': 7.789734738304897, 'MAX_TRADING_CAPITAL_FOR_UNITS': 122873.81473979069, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.789734738304897, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027439804319040516, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 116, 'PENALTY_DURATION_MULTIPLIER': 2.643623847901075, 'MAX_PENALTY_DURATION_HOURS': 918, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2431988298545048, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 56, 'MAX_UNITS_PER_SIGNAL_EVENT': 5, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 3360}
|
{'small_calls': {'min_pnl_target': 0.021282991410761638, 'max_pnl_target': 0.08997429489711067, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.05054674899305814, 'max_pnl_target': 0.19299975610923284, 'max_calls_for_rule': 248}}
|
999,975 |
ETHUSD
|
{'omega': 1.86153750506914, 'alpha': [0.0975648516686384], 'beta': [0.9004351483313616], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 375.57, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 748.9775287827737, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, 'MAX_CONCURRENT_UNITS': 225, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 173022.0593531949, 'LEVERAGE': 116, 'UNIT_BUDGET': 768.2762552048076, 'INITIAL_MARGIN_PER_UNIT': 6.456702834334256, 'MAX_TRADING_CAPITAL_FOR_UNITS': 173022.0593531949, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.456702834334256, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003970553210847922, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 35, 'PENALTY_DURATION_MULTIPLIER': 2.3973585182262322, 'MAX_PENALTY_DURATION_HOURS': 460, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5789431068022955, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 27, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 64, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 3840}
|
{'small_calls': {'min_pnl_target': 0.02689614707180129, 'max_pnl_target': 0.08192884244373606, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.05780292870967155, 'max_pnl_target': 0.20777405187720324, 'max_calls_for_rule': 115}}
|
999,976 |
BNBUSD
|
{'omega': 0.1547423886880651, 'alpha': [0.06373254951123433], 'beta': [0.9342674504887657], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010109145485860584, 'historical_segment_start_price': 542.4, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 989.4732368600118, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 62, 'MAX_CONCURRENT_UNITS': 145, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 109511.63481972311, 'LEVERAGE': 83, 'UNIT_BUDGET': 752.8761354888234, 'INITIAL_MARGIN_PER_UNIT': 11.921364299518213, 'MAX_TRADING_CAPITAL_FOR_UNITS': 109511.63481972311, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.921364299518213, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0021940066800781206, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 60, 'PENALTY_DURATION_MULTIPLIER': 2.2899108592400843, 'MAX_PENALTY_DURATION_HOURS': 187, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.07267822031822913, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 52, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 3120}
|
{'small_calls': {'min_pnl_target': 0.04672184910310044, 'max_pnl_target': 0.12215882078376662, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.026577915964385877, 'max_pnl_target': 0.18066378762218416, 'max_calls_for_rule': 44}}
|
999,977 |
BNBUSD
|
{'omega': 1.3779478151736948, 'alpha': [0.12522635290267942], 'beta': [0.8727736470973206], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16.3986, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1182.0700454946605, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 233, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 169568.05452906256, 'LEVERAGE': 114, 'UNIT_BUDGET': 726.3313094254527, 'INITIAL_MARGIN_PER_UNIT': 10.369035486795267, 'MAX_TRADING_CAPITAL_FOR_UNITS': 169568.05452906256, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.369035486795267, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002066764211888467, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 115, 'PENALTY_DURATION_MULTIPLIER': 2.343002649072335, 'MAX_PENALTY_DURATION_HOURS': 658, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.749290926904267, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 33, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 1980}
|
{'small_calls': {'min_pnl_target': 0.03980782682753488, 'max_pnl_target': 0.15104306670209067, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.05437172884726043, 'max_pnl_target': 0.176207059499047, 'max_calls_for_rule': 55}}
|
999,978 |
ADAUSD
|
{'omega': 4.305089981851493, 'alpha': [0.14461014469891592], 'beta': [0.853389855301084], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.9677905614785085, 'historical_segment_start_price': 0.04218, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 575.6159419871799, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 312, 'MAX_CONCURRENT_UNITS': 83, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 168658.64596567582, 'LEVERAGE': 89, 'UNIT_BUDGET': 2029.1918212309756, 'INITIAL_MARGIN_PER_UNIT': 6.467594853788538, 'MAX_TRADING_CAPITAL_FOR_UNITS': 168658.64596567582, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.467594853788538, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0032460377397812252, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 97, 'PENALTY_DURATION_MULTIPLIER': 2.5878811241373794, 'MAX_PENALTY_DURATION_HOURS': 1324, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6161253220369789, 'RSI_PERIOD': 21, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 16, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 48, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 2880}
|
{'small_calls': {'min_pnl_target': 0.02542244307110567, 'max_pnl_target': 0.0877853162020363, 'max_calls_for_rule': 186}, 'moderate_calls': {'min_pnl_target': 0.09168441193898808, 'max_pnl_target': 0.33827308215900387, 'max_calls_for_rule': 198}}
|
999,979 |
XRPUSD
|
{'omega': 2.647623761166027, 'alpha': [0.10157021555708326], 'beta': [0.8964297844429167], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.36322, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 461.23870597559716, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 148, 'MAX_CONCURRENT_UNITS': 138, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 125691.59826017712, 'LEVERAGE': 76, 'UNIT_BUDGET': 909.8934193051308, 'INITIAL_MARGIN_PER_UNIT': 6.068930341784173, 'MAX_TRADING_CAPITAL_FOR_UNITS': 125691.59826017712, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.068930341784173, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0020440085810762656, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 40, 'PENALTY_DURATION_MULTIPLIER': 2.8479933579430607, 'MAX_PENALTY_DURATION_HOURS': 182, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5175788370321837, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 25, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 29, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 70, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 4200}
|
{'small_calls': {'min_pnl_target': 0.031245583387716915, 'max_pnl_target': 0.10515589301202738, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.0984421489833921, 'max_pnl_target': 0.3367257390005954, 'max_calls_for_rule': 140}}
|
999,980 |
ETHUSD
|
{'omega': 1.1925605325124848, 'alpha': [0.06783968935675941], 'beta': [0.89102279252343], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 591.76548108, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 287.7335523475877, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 160, 'MAX_CONCURRENT_UNITS': 135, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 179983.83224950827, 'LEVERAGE': 35, 'UNIT_BUDGET': 1324.4012503556357, 'INITIAL_MARGIN_PER_UNIT': 8.220958638502506, 'MAX_TRADING_CAPITAL_FOR_UNITS': 179983.83224950827, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.220958638502506, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012438103170223397, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 128, 'PENALTY_DURATION_MULTIPLIER': 1.8224055825638177, 'MAX_PENALTY_DURATION_HOURS': 197, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7396218917637017, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 26, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 95, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 5700}
|
{'small_calls': {'min_pnl_target': 0.028456379437923215, 'max_pnl_target': 0.14435187137037614, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.08455720009929, 'max_pnl_target': 0.30071441731512205, 'max_calls_for_rule': 99}}
|
999,981 |
ADAUSD
|
{'omega': 1.3719776923271911, 'alpha': [0.09226759234630888], 'beta': [0.8227000711218122], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019350301376511447, 'historical_segment_start_price': 0.3168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1009.8261239875981, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 191, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 144892.0997792295, 'LEVERAGE': 97, 'UNIT_BUDGET': 756.427509856817, 'INITIAL_MARGIN_PER_UNIT': 10.41057859781029, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144892.0997792295, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.41057859781029, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.001781679434629193, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 114, 'PENALTY_DURATION_MULTIPLIER': 2.0755935454320316, 'MAX_PENALTY_DURATION_HOURS': 742, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.372759498221411, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 58, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'NON_TRADEABLE_WINDOW': 3480}
|
{'small_calls': {'min_pnl_target': 0.016249708292471625, 'max_pnl_target': 0.14387218406107416, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.015220082839485548, 'max_pnl_target': 0.1323784175788051, 'max_calls_for_rule': 56}}
|
999,982 |
XRPUSD
|
{'omega': 0.7357415180004168, 'alpha': [0.07308242225303382], 'beta': [0.9249175777469663], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02247256837097209, 'historical_segment_start_price': 0.38, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 1328.5006710311725, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 112, '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': 178119.8902150914, 'LEVERAGE': 94, 'UNIT_BUDGET': 1601.4501095763003, 'INITIAL_MARGIN_PER_UNIT': 14.13298586203375, 'MAX_TRADING_CAPITAL_FOR_UNITS': 178119.8902150914, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.13298586203375, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0012552089734922905, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 74, 'PENALTY_DURATION_MULTIPLIER': 1.6119465807587026, 'MAX_PENALTY_DURATION_HOURS': 906, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.016305530658252437, 'RSI_PERIOD': 8, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 9, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 13, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 148, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 8880}
|
{'small_calls': {'min_pnl_target': 0.04652943867794946, 'max_pnl_target': 0.12272667378102389, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.03301820372676109, 'max_pnl_target': 0.280889507794553, 'max_calls_for_rule': 80}}
|
999,983 |
ETHUSD
|
{'omega': 1.749333323971643, 'alpha': [0.06960296307258523], 'beta': [0.9283970369274148], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3146.9, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 179.6496062447822, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 167, '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': 155280.93831975738, 'LEVERAGE': 26, 'UNIT_BUDGET': 1167.5399986595928, 'INITIAL_MARGIN_PER_UNIT': 6.909600240183931, 'MAX_TRADING_CAPITAL_FOR_UNITS': 155280.93831975738, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.909600240183931, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0022259590860940703, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 95, 'PENALTY_DURATION_MULTIPLIER': 2.394856298732319, 'MAX_PENALTY_DURATION_HOURS': 192, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.7485440910820036, 'RSI_PERIOD': 7, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 29, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 25, 'HOURLY_MA_LONG_PERIOD': 80, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 6, 'NON_TRADEABLE_WINDOW': 4800}
|
{'small_calls': {'min_pnl_target': 0.021431661944673327, 'max_pnl_target': 0.08086211183143027, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.03991828499507266, 'max_pnl_target': 0.27096885476062693, 'max_calls_for_rule': 139}}
|
999,984 |
ETHUSD
|
{'omega': 1.05802634109242, 'alpha': [0.05888463131156181], 'beta': [0.8452530205091696], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014892220735831322, 'historical_segment_start_price': 2491.7, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 433.0626101218401, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, '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': 123679.57020587541, 'LEVERAGE': 47, 'UNIT_BUDGET': 1694.01455348631, 'INITIAL_MARGIN_PER_UNIT': 9.214098087698726, 'MAX_TRADING_CAPITAL_FOR_UNITS': 123679.57020587541, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.214098087698726, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004801806515381122, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 54, 'PENALTY_DURATION_MULTIPLIER': 1.583907102977223, 'MAX_PENALTY_DURATION_HOURS': 1356, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.12113221004391714, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 9, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 45, 'HOURLY_MA_LONG_PERIOD': 122, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'NON_TRADEABLE_WINDOW': 7320}
|
{'small_calls': {'min_pnl_target': 0.030708196183573806, 'max_pnl_target': 0.12150254061904078, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.08001242020239911, 'max_pnl_target': 0.22676397716424046, 'max_calls_for_rule': 178}}
|
999,985 |
NIFTYFMCG
|
{'omega': 0.729988518725859, 'alpha': [0.18137762946763106], 'beta': [0.8005911844302297], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010189380194685554, 'historical_segment_start_price': 22392.45, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 251.19738430210063, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 383, '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': 101189.24704718715, 'LEVERAGE': 41, 'UNIT_BUDGET': 2356.1565060735966, 'INITIAL_MARGIN_PER_UNIT': 6.126765470782942, 'MAX_TRADING_CAPITAL_FOR_UNITS': 101189.24704718715, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.126765470782942, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025988110433070987, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.295985880225855, 'MAX_PENALTY_DURATION_HOURS': 674, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5476874162867209, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 17, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 14, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 14, 'HOURLY_MA_LONG_PERIOD': 126, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 7560}
|
{'small_calls': {'min_pnl_target': 0.018382544796935896, 'max_pnl_target': 0.1570804122932099, 'max_calls_for_rule': 153}, 'moderate_calls': {'min_pnl_target': 0.04045670240205036, 'max_pnl_target': 0.233141368569649, 'max_calls_for_rule': 356}}
|
999,986 |
BNBUSD
|
{'omega': 0.47052955228090654, 'alpha': [0.07896802857600899], 'beta': [0.849589008796178], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02048659525895448, 'historical_segment_start_price': 526.5, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 192.46852131133835, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, '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': 95416.88755188833, 'LEVERAGE': 13, 'UNIT_BUDGET': 469.7277134471061, 'INITIAL_MARGIN_PER_UNIT': 14.80527087010295, 'MAX_TRADING_CAPITAL_FOR_UNITS': 95416.88755188833, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.80527087010295, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00407378169686224, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 111, 'PENALTY_DURATION_MULTIPLIER': 1.9970874906061031, 'MAX_PENALTY_DURATION_HOURS': 923, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2708795060245598, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 12, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 129, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 7740}
|
{'small_calls': {'min_pnl_target': 0.04422108920590441, 'max_pnl_target': 0.10135624278007034, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.05669498404980743, 'max_pnl_target': 0.26568531032792697, 'max_calls_for_rule': 28}}
|
999,987 |
BNBUSD
|
{'omega': 1.11365889396142, 'alpha': [0.10857530867079825], 'beta': [0.8505195612981893], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.014684035469941731, 'historical_segment_start_price': 26.8176, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 526.8426692227486, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 386, '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': 120949.75288751317, 'LEVERAGE': 85, 'UNIT_BUDGET': 2401.530808828465, 'INITIAL_MARGIN_PER_UNIT': 6.198149049679395, 'MAX_TRADING_CAPITAL_FOR_UNITS': 120949.75288751317, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.198149049679395, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.004358859569862329, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 5, 'BASE_PENALTY_DURATION_HOURS': 157, 'PENALTY_DURATION_MULTIPLIER': 2.240172283889411, 'MAX_PENALTY_DURATION_HOURS': 397, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3044890599103187, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 21, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 17, 'ADX_THRESHOLD_FOR_ENTRY': 19, 'HOURLY_MA_SHORT_PERIOD': 21, 'HOURLY_MA_LONG_PERIOD': 38, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 5, 'NON_TRADEABLE_WINDOW': 2280}
|
{'small_calls': {'min_pnl_target': 0.046114723829286074, 'max_pnl_target': 0.11827931862962471, 'max_calls_for_rule': 181}, 'moderate_calls': {'min_pnl_target': 0.07194162718965957, 'max_pnl_target': 0.2836070678137332, 'max_calls_for_rule': 366}}
|
999,988 |
BNBUSD
|
{'omega': 2.6937524607120293, 'alpha': [0.11337022490005048], 'beta': [0.8232486072102504], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.138308247567264, 'historical_segment_start_price': 21.1848, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 793.6121877228348, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, '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': 144205.52244045603, 'LEVERAGE': 73, 'UNIT_BUDGET': 856.6284761721727, 'INITIAL_MARGIN_PER_UNIT': 10.871399831819655, 'MAX_TRADING_CAPITAL_FOR_UNITS': 144205.52244045603, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.871399831819655, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0035274783764407667, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 3, 'BASE_PENALTY_DURATION_HOURS': 70, 'PENALTY_DURATION_MULTIPLIER': 2.059506222557542, 'MAX_PENALTY_DURATION_HOURS': 1002, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16480844473531334, 'RSI_PERIOD': 23, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 18, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 34, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 2040}
|
{'small_calls': {'min_pnl_target': 0.04237861979468871, 'max_pnl_target': 0.15664982625091955, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.0432360330342875, 'max_pnl_target': 0.25395286514645965, 'max_calls_for_rule': 76}}
|
999,989 |
BNBUSD
|
{'omega': 3.4700313447843447, 'alpha': [0.13205969822824273], 'beta': [0.8250264133574521], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 39.2967, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 889.2149155520377, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 302, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 69417.02332958844, 'LEVERAGE': 109, 'UNIT_BUDGET': 2477.4419887114855, 'INITIAL_MARGIN_PER_UNIT': 8.157935005064566, 'MAX_TRADING_CAPITAL_FOR_UNITS': 69417.02332958844, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.157935005064566, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003960667853926426, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 96, 'PENALTY_DURATION_MULTIPLIER': 2.253497003700427, 'MAX_PENALTY_DURATION_HOURS': 1400, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18823374896232428, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 24, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 10, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 48, 'HOURLY_MA_LONG_PERIOD': 88, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'NON_TRADEABLE_WINDOW': 5280}
|
{'small_calls': {'min_pnl_target': 0.023189769557481758, 'max_pnl_target': 0.1411353882159831, 'max_calls_for_rule': 146}, 'moderate_calls': {'min_pnl_target': 0.07286669968769705, 'max_pnl_target': 0.1835768564672192, 'max_calls_for_rule': 273}}
|
999,990 |
BNBUSD
|
{'omega': 1.9761387576590361, 'alpha': [0.08331359190731863], 'beta': [0.8226418032338492], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.7939, 'asset_source_name': 'BNBUSD'}
|
{'POSITION_SIZE_PER_UNIT': 232.12758866947422, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, 'MAX_CONCURRENT_UNITS': 200, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 172884.80672986055, 'LEVERAGE': 32, 'UNIT_BUDGET': 862.4393299808635, 'INITIAL_MARGIN_PER_UNIT': 7.253987145921069, 'MAX_TRADING_CAPITAL_FOR_UNITS': 172884.80672986055, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.253987145921069, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003777416566143212, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 98, 'PENALTY_DURATION_MULTIPLIER': 1.8840830246708717, 'MAX_PENALTY_DURATION_HOURS': 901, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4986219569107678, 'RSI_PERIOD': 16, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 26, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 59, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 3540}
|
{'small_calls': {'min_pnl_target': 0.04474072634059261, 'max_pnl_target': 0.14114869444240644, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.0892936193414787, 'max_pnl_target': 0.33238509436811126, 'max_calls_for_rule': 80}}
|
999,991 |
NIFTY500
|
{'omega': 0.2382636245827712, 'alpha': [0.0960642527659019], 'beta': [0.9019357472340981], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.807142373989499, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'}
|
{'POSITION_SIZE_PER_UNIT': 225.44859113756942, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 124, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 184857.59322239898, 'LEVERAGE': 23, 'UNIT_BUDGET': 1486.4824916278226, 'INITIAL_MARGIN_PER_UNIT': 9.802112658155192, 'MAX_TRADING_CAPITAL_FOR_UNITS': 184857.59322239898, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.802112658155192, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.002510487446421212, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 82, 'PENALTY_DURATION_MULTIPLIER': 2.8482718183190157, 'MAX_PENALTY_DURATION_HOURS': 1216, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24179844691113297, 'RSI_PERIOD': 19, 'RSI_OVERSOLD_THRESHOLD': 28, 'MFI_PERIOD': 28, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 22, 'ADX_THRESHOLD_FOR_ENTRY': 22, 'HOURLY_MA_SHORT_PERIOD': 28, 'HOURLY_MA_LONG_PERIOD': 125, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 10, 'NON_TRADEABLE_WINDOW': 7500}
|
{'small_calls': {'min_pnl_target': 0.046780628897157624, 'max_pnl_target': 0.1440945745740188, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.07640031935891684, 'max_pnl_target': 0.2100152103560965, 'max_calls_for_rule': 144}}
|
999,992 |
ETHUSD
|
{'omega': 2.9858252169119153, 'alpha': [0.17092392940198153], 'beta': [0.8270760705980185], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 108.55, 'asset_source_name': 'ETHUSD'}
|
{'POSITION_SIZE_PER_UNIT': 749.9763006085526, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 80, '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': 180740.27174165705, 'LEVERAGE': 80, 'UNIT_BUDGET': 761.065327344447, 'INITIAL_MARGIN_PER_UNIT': 9.374703757606907, 'MAX_TRADING_CAPITAL_FOR_UNITS': 180740.27174165705, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.374703757606907, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0027117972344142378, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 122, 'PENALTY_DURATION_MULTIPLIER': 1.9884093235053588, 'MAX_PENALTY_DURATION_HOURS': 1047, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.5436966122462674, 'RSI_PERIOD': 25, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 13, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 28, 'ADX_PERIOD': 10, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 123, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'NON_TRADEABLE_WINDOW': 7380}
|
{'small_calls': {'min_pnl_target': 0.02523176562346572, 'max_pnl_target': 0.15489052636442638, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.04129995764835127, 'max_pnl_target': 0.16699202681119937, 'max_calls_for_rule': 75}}
|
999,993 |
BTCUSD
|
{'omega': 2.452637334621153, 'alpha': [0.07250924378743998], 'beta': [0.92549075621256], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01983713184959034, 'historical_segment_start_price': 33761.49, 'asset_source_name': 'BTCUSD'}
|
{'POSITION_SIZE_PER_UNIT': 139.78313139952166, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, 'MAX_CONCURRENT_UNITS': 152, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 185793.7613175604, 'LEVERAGE': 20, 'UNIT_BUDGET': 1220.4683410670455, 'INITIAL_MARGIN_PER_UNIT': 6.989156569976084, 'MAX_TRADING_CAPITAL_FOR_UNITS': 185793.7613175604, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.989156569976084, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.003615195208227784, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 144, 'PENALTY_DURATION_MULTIPLIER': 2.1611223010273997, 'MAX_PENALTY_DURATION_HOURS': 548, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.31820860800985334, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 7, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 12, 'HOURLY_MA_LONG_PERIOD': 112, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 11, 'NON_TRADEABLE_WINDOW': 6720}
|
{'small_calls': {'min_pnl_target': 0.04918500395655364, 'max_pnl_target': 0.10655749921222385, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.10064557253470585, 'max_pnl_target': 0.2633431741114344, 'max_calls_for_rule': 125}}
|
999,994 |
GOOGLUSD
|
{'omega': 0.3455703089422763, 'alpha': [0.08231798312223954], 'beta': [0.9156820168777605], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02459736080675243, 'historical_segment_start_price': 2840.09, 'asset_source_name': 'GOOGLUSD'}
|
{'POSITION_SIZE_PER_UNIT': 132.09001880530943, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 170592.11013348814, 'LEVERAGE': 13, 'UNIT_BUDGET': 2020.8274592837922, 'INITIAL_MARGIN_PER_UNIT': 10.160770677331495, 'MAX_TRADING_CAPITAL_FOR_UNITS': 170592.11013348814, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.160770677331495, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0033292005331914763, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 78, 'PENALTY_DURATION_MULTIPLIER': 1.5312102233337939, 'MAX_PENALTY_DURATION_HOURS': 323, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6141404429409845, 'RSI_PERIOD': 9, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 14, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 30, 'ADX_PERIOD': 11, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 11, 'HOURLY_MA_LONG_PERIOD': 22, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'NON_TRADEABLE_WINDOW': 1320}
|
{'small_calls': {'min_pnl_target': 0.013228926047817717, 'max_pnl_target': 0.07454278922086159, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.0715495289439858, 'max_pnl_target': 0.2512956669387775, 'max_calls_for_rule': 172}}
|
999,995 |
NIFTYFMCG
|
{'omega': 0.7511953922865583, 'alpha': [0.18556530398066098], 'beta': [0.8049650353035739], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.166142525709054, 'historical_segment_start_price': 21362.65, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 1766.0691873757926, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, 'MAX_CONCURRENT_UNITS': 125, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 186886.7631615954, 'LEVERAGE': 119, 'UNIT_BUDGET': 1485.7851539896342, 'INITIAL_MARGIN_PER_UNIT': 14.840917540973047, 'MAX_TRADING_CAPITAL_FOR_UNITS': 186886.7631615954, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.840917540973047, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0030776471469198996, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 4, 'BASE_PENALTY_DURATION_HOURS': 163, 'PENALTY_DURATION_MULTIPLIER': 2.856014165380264, 'MAX_PENALTY_DURATION_HOURS': 1413, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.23732027027787866, 'RSI_PERIOD': 11, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 32, 'HOURLY_MA_LONG_PERIOD': 128, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 9, 'NON_TRADEABLE_WINDOW': 7680}
|
{'small_calls': {'min_pnl_target': 0.008765132661039341, 'max_pnl_target': 0.15502774724135726, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.0328162416782368, 'max_pnl_target': 0.2558014216705136, 'max_calls_for_rule': 83}}
|
999,996 |
XRPUSD
|
{'omega': 1.430486826914145, 'alpha': [0.13946555639207897], 'beta': [0.858534443607921], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2179, 'asset_source_name': 'XRPUSD'}
|
{'POSITION_SIZE_PER_UNIT': 728.8998110659621, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 100, 'MAX_CONCURRENT_UNITS': 234, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 148050.7024140078, 'LEVERAGE': 117, 'UNIT_BUDGET': 631.7696076153808, 'INITIAL_MARGIN_PER_UNIT': 6.229912915093694, 'MAX_TRADING_CAPITAL_FOR_UNITS': 148050.7024140078, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.229912915093694, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0034584046269992264, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 167, 'PENALTY_DURATION_MULTIPLIER': 2.4245923611335316, 'MAX_PENALTY_DURATION_HOURS': 503, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.6691263166232739, 'RSI_PERIOD': 10, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 30, 'HOURLY_MA_LONG_PERIOD': 40, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 2400}
|
{'small_calls': {'min_pnl_target': 0.028198168201171853, 'max_pnl_target': 0.13150303199779156, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.05242569549144543, 'max_pnl_target': 0.2807173534783956, 'max_calls_for_rule': 85}}
|
999,997 |
NIFTYIT
|
{'omega': 0.3394469978889286, 'alpha': [0.08735757851293631], 'beta': [0.9106424214870638], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0265001796004164, 'historical_segment_start_price': 15377.5, 'asset_source_name': 'NIFTYIT'}
|
{'POSITION_SIZE_PER_UNIT': 918.5765757827705, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 21, 'MAX_CONCURRENT_UNITS': 337, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 111960.63979361852, 'LEVERAGE': 62, 'UNIT_BUDGET': 331.6077898577166, 'INITIAL_MARGIN_PER_UNIT': 14.815751222302751, 'MAX_TRADING_CAPITAL_FOR_UNITS': 111960.63979361852, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.815751222302751, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0013593214138006618, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 7, 'BASE_PENALTY_DURATION_HOURS': 63, 'PENALTY_DURATION_MULTIPLIER': 2.0773536966145953, 'MAX_PENALTY_DURATION_HOURS': 930, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20185861821624446, 'RSI_PERIOD': 18, 'RSI_OVERSOLD_THRESHOLD': 32, 'MFI_PERIOD': 22, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 50, 'HOURLY_MA_LONG_PERIOD': 83, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4980}
|
{'small_calls': {'min_pnl_target': 0.04997184437634324, 'max_pnl_target': 0.1496464613058809, 'max_calls_for_rule': 6}, 'moderate_calls': {'min_pnl_target': 0.07987623143407006, 'max_pnl_target': 0.1911115731077987, 'max_calls_for_rule': 16}}
|
999,998 |
ADAUSD
|
{'omega': 2.455235931246609, 'alpha': [0.08271101207058626], 'beta': [0.9152889879294136], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.020329269749901714, 'historical_segment_start_price': 0.5168, 'asset_source_name': 'ADAUSD'}
|
{'POSITION_SIZE_PER_UNIT': 486.29531849965656, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 188, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'PORTFOLIO_HARD_STOP_LOSS_PERCENT': 0.3, 'OVERTRADING_TRADE_COUNT_THRESHOLD': 2000, 'OVERTRADING_WIN_RATE_THRESHOLD': 0.5, 'INITIAL_PORTFOLIO_FUNDS': 65699.84032098955, 'LEVERAGE': 55, 'UNIT_BUDGET': 1674.1758108043236, 'INITIAL_MARGIN_PER_UNIT': 8.84173306363012, 'MAX_TRADING_CAPITAL_FOR_UNITS': 65699.84032098955, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.84173306363012, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0017511728580668932, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 6, 'BASE_PENALTY_DURATION_HOURS': 138, 'PENALTY_DURATION_MULTIPLIER': 1.8941158934375641, 'MAX_PENALTY_DURATION_HOURS': 452, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3052331816770603, 'RSI_PERIOD': 17, 'RSI_OVERSOLD_THRESHOLD': 37, 'MFI_PERIOD': 11, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 8, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 42, 'HOURLY_MA_LONG_PERIOD': 78, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'NON_TRADEABLE_WINDOW': 4680}
|
{'small_calls': {'min_pnl_target': 0.0364749248942497, 'max_pnl_target': 0.1502145215525994, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.08129028659049682, 'max_pnl_target': 0.27345075551184483, 'max_calls_for_rule': 152}}
|
999,999 |
NIFTYFMCG
|
{'omega': 0.2939285642110024, 'alpha': [0.08273412611226051], 'beta': [0.9152658738877394], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01115310347786084, 'historical_segment_start_price': 29297.35, 'asset_source_name': 'NIFTYFMCG'}
|
{'POSITION_SIZE_PER_UNIT': 695.5891410816013, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, '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': 157972.9763337388, 'LEVERAGE': 58, 'UNIT_BUDGET': 1208.4956926669192, 'INITIAL_MARGIN_PER_UNIT': 11.99291622554485, 'MAX_TRADING_CAPITAL_FOR_UNITS': 157972.9763337388, 'MARGIN_CALL_DEPOSIT_AMOUNT': 11.99291622554485, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.00472785974810541, 'LOSS_STREAK_THRESHOLD_FOR_PENALTY': 8, 'BASE_PENALTY_DURATION_HOURS': 94, 'PENALTY_DURATION_MULTIPLIER': 2.2797040584501063, 'MAX_PENALTY_DURATION_HOURS': 1180, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.25772365009890397, 'RSI_PERIOD': 12, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 21, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 25, 'ADX_PERIOD': 28, 'ADX_THRESHOLD_FOR_ENTRY': 27, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 67, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 16, 'NON_TRADEABLE_WINDOW': 4020}
|
{'small_calls': {'min_pnl_target': 0.03929354404833777, 'max_pnl_target': 0.1697695090142717, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.03759933143137957, 'max_pnl_target': 0.1571952283572536, 'max_calls_for_rule': 72}}
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.