garch_params dict | prior_informations dict | strategy_params dict | strategy_exit_rules dict | final_pnl_ratio float64 -0.45 1.46 | max_drawdown_pct float64 -0.37 0 | reward_score float64 -27.57 295 | __index_level_0__ int64 0 93.6k |
|---|---|---|---|---|---|---|---|
{
"alpha": [
0.08830419490502198
],
"asset_source_name": "XRPUSD",
"beta": [
0.909695805094978
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.3303,
"nu": null,
"omega": 2.748202444746298
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 165815.46037015246,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 16,
"ADX_THRESHOLD_FOR_ENTRY": 19,
"BASE_PENALTY_DURATION_HOURS": 69,
"HOURLY_MA_LONG_PERIOD": 42,
"HOURLY_MA_SHORT_PERIOD": 30,
"INITIAL_MARGIN_PER_UNIT": 14.960119530916975,
"LEVERAGE": 88,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.960119530916975,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.9375,
"pnl_premium": 0.099097,
"pnl_range": 0.149891
},
"small_calls": {
"max_calls_multiplier": 0.4375,
"pnl_premium": 0.049677,
"pnl_range": 0.138518
}
} | 0.181721 | -0.00546 | 33.282602 | 43,488 |
{
"alpha": [
0.08789880202876371
],
"asset_source_name": "XRPUSD",
"beta": [
0.9101011979712361
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.28943,
"nu": null,
"omega": 0.8583966305865799
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 175897.57691104332,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 17,
"ADX_THRESHOLD_FOR_ENTRY": 29,
"BASE_PENALTY_DURATION_HOURS": 102,
"HOURLY_MA_LONG_PERIOD": 62,
"HOURLY_MA_SHORT_PERIOD": 38,
"INITIAL_MARGIN_PER_UNIT": 12.934557754945555,
"LEVERAGE": 16,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.934557754945555,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8375,
"pnl_premium": 0.010531,
"pnl_range": 0.216415
},
"small_calls": {
"max_calls_multiplier": 0.45,
"pnl_premium": 0.044467,
"pnl_range": 0.055011
}
} | 0.090412 | -0.002725 | 33.177277 | 77,879 |
{
"alpha": [
0.08279983500987462
],
"asset_source_name": "NIFTYFMCG",
"beta": [
0.9152001649901255
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 53958.55,
"nu": 4.48650927454078,
"omega": 0.2161892722001511
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 139385.48709583443,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 17,
"ADX_THRESHOLD_FOR_ENTRY": 28,
"BASE_PENALTY_DURATION_HOURS": 91,
"HOURLY_MA_LONG_PERIOD": 143,
"HOURLY_MA_SHORT_PERIOD": 28,
"INITIAL_MARGIN_PER_UNIT": 7.502400532793754,
"LEVERAGE": 21,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 7.502400532793754,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.6893,
"pnl_premium": 0.023918,
"pnl_range": 0.1165
},
"small_calls": {
"max_calls_multiplier": 0.4175,
"pnl_premium": 0.025487,
"pnl_range": 0.140068
}
} | 0.033098 | -0.00035 | 33.09834 | 76,277 |
{
"alpha": [
0.000457046928581395
],
"asset_source_name": "IHSG_BBRI",
"beta": [
0.05666520431158013
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 4300,
"nu": 2.182159021055414,
"omega": 8026345.808615131
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 119941.14436940118,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 16,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 119,
"HOURLY_MA_LONG_PERIOD": 93,
"HOURLY_MA_SHORT_PERIOD": 17,
"INITIAL_MARGIN_PER_UNIT": 13.374429258844804,
"LEVERAGE": 31,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.374429258844804,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.881,
"pnl_premium": 0.09274,
"pnl_range": 0.151607
},
"small_calls": {
"max_calls_multiplier": 0.5476,
"pnl_premium": 0.019977,
"pnl_range": 0.124289
}
} | 0.067919 | -0.002058 | 33.006313 | 54,975 |
{
"alpha": [
0.15687157245447977
],
"asset_source_name": "NIFTYFMCG",
"beta": [
0.8212265589264452
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 21178.4,
"nu": 3.2779751626704505,
"omega": 0.9998338771524891
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 80852.92142829337,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 80... | {
"ADX_PERIOD": 11,
"ADX_THRESHOLD_FOR_ENTRY": 30,
"BASE_PENALTY_DURATION_HOURS": 82,
"HOURLY_MA_LONG_PERIOD": 75,
"HOURLY_MA_SHORT_PERIOD": 31,
"INITIAL_MARGIN_PER_UNIT": 14.459034957446594,
"LEVERAGE": 16,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.459034957446594,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6667,
"pnl_premium": 0.091518,
"pnl_range": 0.196373
},
"small_calls": {
"max_calls_multiplier": 0.4889,
"pnl_premium": 0.009768,
"pnl_range": 0.113824
}
} | 0.032996 | -0.000302 | 32.996125 | 62,474 |
{
"alpha": [
0.07152581131279338
],
"asset_source_name": "ETHUSD",
"beta": [
0.9264741886872068
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 1801.9,
"nu": null,
"omega": 1.4645884392147257
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 120845.93695345888,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 25,
"ADX_THRESHOLD_FOR_ENTRY": 25,
"BASE_PENALTY_DURATION_HOURS": 90,
"HOURLY_MA_LONG_PERIOD": 150,
"HOURLY_MA_SHORT_PERIOD": 47,
"INITIAL_MARGIN_PER_UNIT": 11.702108637789134,
"LEVERAGE": 80,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.702108637789134,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7688,
"pnl_premium": 0.097163,
"pnl_range": 0.103653
},
"small_calls": {
"max_calls_multiplier": 0.375,
"pnl_premium": 0.02079,
"pnl_range": 0.134033
}
} | 0.035245 | -0.001073 | 32.842272 | 16,569 |
{
"alpha": [
0.05708234356061037
],
"asset_source_name": "XRPUSD",
"beta": [
0.9409176564393895
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.5884,
"nu": 5.2278860007274215,
"omega": 0.24671086589402427
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 167194.7527075325,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 16... | {
"ADX_PERIOD": 14,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 58,
"HOURLY_MA_LONG_PERIOD": 129,
"HOURLY_MA_SHORT_PERIOD": 14,
"INITIAL_MARGIN_PER_UNIT": 8.094610898340624,
"LEVERAGE": 18,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 8.094610898340624,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.8077,
"pnl_premium": 0.013296,
"pnl_range": 0.113432
},
"small_calls": {
"max_calls_multiplier": 0.4038,
"pnl_premium": 0.041498,
"pnl_range": 0.10196
}
} | 0.032591 | -0.000127 | 32.590622 | 82,890 |
{
"alpha": [
0.11050183763409094
],
"asset_source_name": "BTCUSD",
"beta": [
0.823338270138215
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 20666,
"nu": null,
"omega": 0.8596308752510748
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 152917.48788988637,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 10,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 120,
"HOURLY_MA_LONG_PERIOD": 130,
"HOURLY_MA_SHORT_PERIOD": 35,
"INITIAL_MARGIN_PER_UNIT": 14.282074635460033,
"LEVERAGE": 17,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.282074635460033,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.6047,
"pnl_premium": 0.038884,
"pnl_range": 0.190843
},
"small_calls": {
"max_calls_multiplier": 0.5116,
"pnl_premium": 0.032687,
"pnl_range": 0.136035
}
} | 0.032547 | -0.000235 | 32.547481 | 41,532 |
{
"alpha": [
0.11386620588769862
],
"asset_source_name": "XRPUSD",
"beta": [
0.8841337941123014
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.30792,
"nu": null,
"omega": 1.921055204148772
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 93318.32350051793,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 93... | {
"ADX_PERIOD": 18,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 102,
"HOURLY_MA_LONG_PERIOD": 92,
"HOURLY_MA_SHORT_PERIOD": 30,
"INITIAL_MARGIN_PER_UNIT": 11.37021346574198,
"LEVERAGE": 56,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.37021346574198,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.9469,
"pnl_premium": 0.099573,
"pnl_range": 0.166198
},
"small_calls": {
"max_calls_multiplier": 0.3805,
"pnl_premium": 0.038065,
"pnl_range": 0.119773
}
} | 0.045563 | -0.001401 | 32.516084 | 6,974 |
{
"alpha": [
0.1283421812602864
],
"asset_source_name": "XRPUSD",
"beta": [
0.8696578187397136
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.7017,
"nu": null,
"omega": 0.9933420817810874
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 117297.2613967123,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 11... | {
"ADX_PERIOD": 12,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 117,
"HOURLY_MA_LONG_PERIOD": 57,
"HOURLY_MA_SHORT_PERIOD": 34,
"INITIAL_MARGIN_PER_UNIT": 10.103853283705742,
"LEVERAGE": 54,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.103853283705742,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7529,
"pnl_premium": 0.055189,
"pnl_range": 0.165717
},
"small_calls": {
"max_calls_multiplier": 0.3765,
"pnl_premium": 0.028559,
"pnl_range": 0.072681
}
} | 0.03375 | -0.001041 | 32.41002 | 21,258 |
{
"alpha": [
0.11423449065540314
],
"asset_source_name": "ADAUSD",
"beta": [
0.875770396677647
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.0512,
"nu": null,
"omega": 2.8508709695606473
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 52351.45948125752,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 52... | {
"ADX_PERIOD": 23,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 48,
"HOURLY_MA_LONG_PERIOD": 57,
"HOURLY_MA_SHORT_PERIOD": 39,
"INITIAL_MARGIN_PER_UNIT": 14.650312599030823,
"LEVERAGE": 76,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.650312599030823,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.9077,
"pnl_premium": 0.048832,
"pnl_range": 0.142647
},
"small_calls": {
"max_calls_multiplier": 0.5538,
"pnl_premium": 0.02846,
"pnl_range": 0.103107
}
} | 0.083985 | -0.002597 | 32.338246 | 2,497 |
{
"alpha": [
0.0799310074621402
],
"asset_source_name": "BNBUSD",
"beta": [
0.8299458960910967
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 8.2159,
"nu": null,
"omega": 3.0539456842738684
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 119274.15850144741,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 10,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 117,
"HOURLY_MA_LONG_PERIOD": 113,
"HOURLY_MA_SHORT_PERIOD": 44,
"INITIAL_MARGIN_PER_UNIT": 13.957818736046262,
"LEVERAGE": 11,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.957818736046262,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.8571,
"pnl_premium": 0.072536,
"pnl_range": 0.208529
},
"small_calls": {
"max_calls_multiplier": 0.381,
"pnl_premium": 0.040878,
"pnl_range": 0.073651
}
} | 0.032215 | -0.000395 | 32.215036 | 63,825 |
{
"alpha": [
0.14432370920505533
],
"asset_source_name": "ETHUSD",
"beta": [
0.8503751472809747
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 138.64,
"nu": null,
"omega": 2.125538567556481
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 55708.41136407283,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 55... | {
"ADX_PERIOD": 24,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 143,
"HOURLY_MA_LONG_PERIOD": 149,
"HOURLY_MA_SHORT_PERIOD": 41,
"INITIAL_MARGIN_PER_UNIT": 9.234342799782615,
"LEVERAGE": 18,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 9.234342799782615,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.8384,
"pnl_premium": 0.095607,
"pnl_range": 0.162367
},
"small_calls": {
"max_calls_multiplier": 0.5758,
"pnl_premium": 0.042288,
"pnl_range": 0.09734
}
} | 0.062972 | -0.001955 | 32.205661 | 82,411 |
{
"alpha": [
0.08545349114305245
],
"asset_source_name": "XRPUSD",
"beta": [
0.9125465088569477
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.23507,
"nu": null,
"omega": 1.3820898973522915
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 112010.67419874974,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 14,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 88,
"HOURLY_MA_LONG_PERIOD": 101,
"HOURLY_MA_SHORT_PERIOD": 26,
"INITIAL_MARGIN_PER_UNIT": 8.84038320466004,
"LEVERAGE": 17,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 8.84038320466004,
"MAX_... | {
"moderate_calls": {
"max_calls_multiplier": 0.6325,
"pnl_premium": 0.03217,
"pnl_range": 0.108711
},
"small_calls": {
"max_calls_multiplier": 0.5556,
"pnl_premium": 0.046835,
"pnl_range": 0.061573
}
} | 0.043551 | -0.001353 | 32.179203 | 6,604 |
{
"alpha": [
0
],
"asset_source_name": "IHSG_INDF",
"beta": [
0
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 6350,
"nu": 2.1,
"omega": 7771515.8222239595
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 141134.62579721565,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 23,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 128,
"HOURLY_MA_LONG_PERIOD": 80,
"HOURLY_MA_SHORT_PERIOD": 31,
"INITIAL_MARGIN_PER_UNIT": 7.8985599255865155,
"LEVERAGE": 70,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 7.8985599255865155,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9496,
"pnl_premium": 0.04232,
"pnl_range": 0.148417
},
"small_calls": {
"max_calls_multiplier": 0.3813,
"pnl_premium": 0.033755,
"pnl_range": 0.137502
}
} | 0.088966 | -0.002788 | 31.908191 | 57,614 |
{
"alpha": [
0.11165998594841513
],
"asset_source_name": "ADAUSD",
"beta": [
0.8169601339183197
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.08547,
"nu": null,
"omega": 2.615514242518401
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 79247.42059813942,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 79... | {
"ADX_PERIOD": 20,
"ADX_THRESHOLD_FOR_ENTRY": 26,
"BASE_PENALTY_DURATION_HOURS": 116,
"HOURLY_MA_LONG_PERIOD": 80,
"HOURLY_MA_SHORT_PERIOD": 24,
"INITIAL_MARGIN_PER_UNIT": 11.926530801438584,
"LEVERAGE": 95,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.926530801438584,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8516,
"pnl_premium": 0.015952,
"pnl_range": 0.20692
},
"small_calls": {
"max_calls_multiplier": 0.5312,
"pnl_premium": 0.041927,
"pnl_range": 0.11912
}
} | 0.031826 | -0.000257 | 31.825698 | 58,495 |
{
"alpha": [
0.0679769884113083
],
"asset_source_name": "ETHUSD",
"beta": [
0.9300230115886916
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 3407.6,
"nu": null,
"omega": 0.8067086174213776
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 140835.0570841157,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 14... | {
"ADX_PERIOD": 27,
"ADX_THRESHOLD_FOR_ENTRY": 30,
"BASE_PENALTY_DURATION_HOURS": 101,
"HOURLY_MA_LONG_PERIOD": 72,
"HOURLY_MA_SHORT_PERIOD": 35,
"INITIAL_MARGIN_PER_UNIT": 13.744540734594326,
"LEVERAGE": 13,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.744540734594326,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.619,
"pnl_premium": 0.054516,
"pnl_range": 0.189806
},
"small_calls": {
"max_calls_multiplier": 0.3175,
"pnl_premium": 0.035241,
"pnl_range": 0.081527
}
} | 0.031809 | -0.000602 | 31.809159 | 85,038 |
{
"alpha": [
0.08065615215099675
],
"asset_source_name": "XRPUSD",
"beta": [
0.9173438478490034
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.5383,
"nu": null,
"omega": 0.6371340257585265
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 141852.63560023747,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 20,
"ADX_THRESHOLD_FOR_ENTRY": 19,
"BASE_PENALTY_DURATION_HOURS": 52,
"HOURLY_MA_LONG_PERIOD": 123,
"HOURLY_MA_SHORT_PERIOD": 45,
"INITIAL_MARGIN_PER_UNIT": 8.288524054026517,
"LEVERAGE": 115,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 8.288524054026517,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6929,
"pnl_premium": 0.088607,
"pnl_range": 0.218294
},
"small_calls": {
"max_calls_multiplier": 0.5169,
"pnl_premium": 0.046021,
"pnl_range": 0.056536
}
} | 0.049137 | -0.00155 | 31.699551 | 14,878 |
{
"alpha": [
0.08427630783124762
],
"asset_source_name": "BNBUSD",
"beta": [
0.8565287891914176
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 21.7995,
"nu": null,
"omega": 4.858421074431666
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 50768.84110218126,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 50... | {
"ADX_PERIOD": 25,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 34,
"HOURLY_MA_LONG_PERIOD": 39,
"HOURLY_MA_SHORT_PERIOD": 28,
"INITIAL_MARGIN_PER_UNIT": 12.195304731656396,
"LEVERAGE": 17,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.195304731656396,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.75,
"pnl_premium": 0.076451,
"pnl_range": 0.179216
},
"small_calls": {
"max_calls_multiplier": 0.375,
"pnl_premium": 0.016292,
"pnl_range": 0.113177
}
} | 0.031696 | -0.000183 | 31.695984 | 84,136 |
{
"alpha": [
0.13038934452896248
],
"asset_source_name": "BTCUSD",
"beta": [
0.8676106554710374
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 272.95,
"nu": null,
"omega": 6.062742938270491
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 140463.98401190623,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 8,
"ADX_THRESHOLD_FOR_ENTRY": 25,
"BASE_PENALTY_DURATION_HOURS": 166,
"HOURLY_MA_LONG_PERIOD": 118,
"HOURLY_MA_SHORT_PERIOD": 30,
"INITIAL_MARGIN_PER_UNIT": 5.38850912110489,
"LEVERAGE": 120,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 5.38850912110489,
"MAX... | {
"moderate_calls": {
"max_calls_multiplier": 0.9788,
"pnl_premium": 0.04761,
"pnl_range": 0.218344
},
"small_calls": {
"max_calls_multiplier": 0.5061,
"pnl_premium": 0.023962,
"pnl_range": 0.120057
}
} | 0.065142 | -0.002057 | 31.674533 | 92,739 |
{
"alpha": [
0.09306664124199235
],
"asset_source_name": "ADAUSD",
"beta": [
0.9049333587580076
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.903,
"nu": null,
"omega": 2.5591777274407193
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 158996.27411703212,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 12,
"ADX_THRESHOLD_FOR_ENTRY": 29,
"BASE_PENALTY_DURATION_HOURS": 82,
"HOURLY_MA_LONG_PERIOD": 121,
"HOURLY_MA_SHORT_PERIOD": 45,
"INITIAL_MARGIN_PER_UNIT": 11.488029617231254,
"LEVERAGE": 21,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.488029617231254,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.6583,
"pnl_premium": 0.081284,
"pnl_range": 0.240873
},
"small_calls": {
"max_calls_multiplier": 0.4333,
"pnl_premium": 0.036412,
"pnl_range": 0.068048
}
} | 0.043613 | -0.001378 | 31.648344 | 53,069 |
{
"alpha": [
0.11717989864244685
],
"asset_source_name": "ETHUSD",
"beta": [
0.8236595158285991
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 207.78,
"nu": null,
"omega": 2.455350591793739
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 69086.6479522004,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 690... | {
"ADX_PERIOD": 7,
"ADX_THRESHOLD_FOR_ENTRY": 26,
"BASE_PENALTY_DURATION_HOURS": 137,
"HOURLY_MA_LONG_PERIOD": 117,
"HOURLY_MA_SHORT_PERIOD": 23,
"INITIAL_MARGIN_PER_UNIT": 12.222144291097559,
"LEVERAGE": 53,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.222144291097559,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8571,
"pnl_premium": 0.064074,
"pnl_range": 0.125494
},
"small_calls": {
"max_calls_multiplier": 0.5873,
"pnl_premium": 0.04837,
"pnl_range": 0.090075
}
} | 0.099766 | -0.003166 | 31.514403 | 14,326 |
{
"alpha": [
0.08021453249298928
],
"asset_source_name": "XRPUSD",
"beta": [
0.8463921197035785
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.3689,
"nu": null,
"omega": 0.7859488806229651
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 186976.286647003,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 186... | {
"ADX_PERIOD": 14,
"ADX_THRESHOLD_FOR_ENTRY": 27,
"BASE_PENALTY_DURATION_HOURS": 140,
"HOURLY_MA_LONG_PERIOD": 50,
"HOURLY_MA_SHORT_PERIOD": 31,
"INITIAL_MARGIN_PER_UNIT": 13.518071296438276,
"LEVERAGE": 16,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.518071296438276,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.6207,
"pnl_premium": 0.064816,
"pnl_range": 0.171653
},
"small_calls": {
"max_calls_multiplier": 0.4138,
"pnl_premium": 0.0218,
"pnl_range": 0.062386
}
} | 0.03149 | -0.000832 | 31.490261 | 64,068 |
{
"alpha": [
0.13703288002849323
],
"asset_source_name": "XRPUSD",
"beta": [
0.7796468891600788
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.54443,
"nu": null,
"omega": 6.70032192025061
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 99815.63639339556,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 99... | {
"ADX_PERIOD": 11,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 123,
"HOURLY_MA_LONG_PERIOD": 53,
"HOURLY_MA_SHORT_PERIOD": 40,
"INITIAL_MARGIN_PER_UNIT": 10.117809299776862,
"LEVERAGE": 18,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.117809299776862,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7767,
"pnl_premium": 0.0758,
"pnl_range": 0.100389
},
"small_calls": {
"max_calls_multiplier": 0.4078,
"pnl_premium": 0.029574,
"pnl_range": 0.099417
}
} | 0.031422 | -0.000181 | 31.422399 | 62,216 |
{
"alpha": [
0.12414029700570688
],
"asset_source_name": "BNBUSD",
"beta": [
0.8738597029942932
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 12.0886,
"nu": 5.173167723251522,
"omega": 12.802195954715431
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 83375.26890921268,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 83... | {
"ADX_PERIOD": 19,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 114,
"HOURLY_MA_LONG_PERIOD": 124,
"HOURLY_MA_SHORT_PERIOD": 41,
"INITIAL_MARGIN_PER_UNIT": 12.005646559709362,
"LEVERAGE": 69,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.005646559709362,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.7059,
"pnl_premium": 0.062369,
"pnl_range": 0.163732
},
"small_calls": {
"max_calls_multiplier": 0.3109,
"pnl_premium": 0.023794,
"pnl_range": 0.145006
}
} | 0.031407 | 0 | 31.407181 | 41,800 |
{
"alpha": [
0.16763166724492498
],
"asset_source_name": "BTCUSD",
"beta": [
0.7671198738171822
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 479.61,
"nu": null,
"omega": 47.34872254021521
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 119838.2668757334,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 11... | {
"ADX_PERIOD": 17,
"ADX_THRESHOLD_FOR_ENTRY": 27,
"BASE_PENALTY_DURATION_HOURS": 120,
"HOURLY_MA_LONG_PERIOD": 86,
"HOURLY_MA_SHORT_PERIOD": 10,
"INITIAL_MARGIN_PER_UNIT": 11.132764613970501,
"LEVERAGE": 17,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.132764613970501,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9694,
"pnl_premium": 0.078849,
"pnl_range": 0.136947
},
"small_calls": {
"max_calls_multiplier": 0.5714,
"pnl_premium": 0.01659,
"pnl_range": 0.138393
}
} | 0.068307 | -0.002178 | 31.3666 | 48,805 |
{
"alpha": [
0.07238472359732491
],
"asset_source_name": "BTCUSD",
"beta": [
0.8546842587157112
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 70171,
"nu": null,
"omega": 0.5007773358951351
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 126289.94964481544,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 13,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 27,
"HOURLY_MA_LONG_PERIOD": 42,
"HOURLY_MA_SHORT_PERIOD": 27,
"INITIAL_MARGIN_PER_UNIT": 12.341285168190112,
"LEVERAGE": 21,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.341285168190112,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.7857,
"pnl_premium": 0.08336,
"pnl_range": 0.237096
},
"small_calls": {
"max_calls_multiplier": 0.5,
"pnl_premium": 0.04224,
"pnl_range": 0.137266
}
} | 0.031356 | -0.000812 | 31.356232 | 37,340 |
{
"alpha": [
0.08589688922912325
],
"asset_source_name": "XRPUSD",
"beta": [
0.9121031107708767
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.3689,
"nu": null,
"omega": 0.6509407864336266
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 92493.83211014222,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 92... | {
"ADX_PERIOD": 15,
"ADX_THRESHOLD_FOR_ENTRY": 29,
"BASE_PENALTY_DURATION_HOURS": 35,
"HOURLY_MA_LONG_PERIOD": 27,
"HOURLY_MA_SHORT_PERIOD": 11,
"INITIAL_MARGIN_PER_UNIT": 8.207098389471822,
"LEVERAGE": 19,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 8.207098389471822,
"MAX... | {
"moderate_calls": {
"max_calls_multiplier": 0.7241,
"pnl_premium": 0.088416,
"pnl_range": 0.181107
},
"small_calls": {
"max_calls_multiplier": 0.4023,
"pnl_premium": 0.034413,
"pnl_range": 0.068796
}
} | 0.063266 | -0.002018 | 31.355365 | 41,312 |
{
"alpha": [
0.1500827127096413
],
"asset_source_name": "BTCUSD",
"beta": [
0.8479172872903588
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 315,
"nu": null,
"omega": 15.690457360499847
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 63721.242161840986,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 6... | {
"ADX_PERIOD": 8,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 106,
"HOURLY_MA_LONG_PERIOD": 99,
"HOURLY_MA_SHORT_PERIOD": 23,
"INITIAL_MARGIN_PER_UNIT": 14.368680679113927,
"LEVERAGE": 59,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.368680679113927,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6462,
"pnl_premium": 0.086598,
"pnl_range": 0.192625
},
"small_calls": {
"max_calls_multiplier": 0.3385,
"pnl_premium": 0.02783,
"pnl_range": 0.148364
}
} | 0.08378 | -0.002675 | 31.320278 | 55,929 |
{
"alpha": [
0.13894980029078818
],
"asset_source_name": "XRPUSD",
"beta": [
0.8590501997092117
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.22852,
"nu": null,
"omega": 1.2870003733464044
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 91384.85574869913,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 91... | {
"ADX_PERIOD": 20,
"ADX_THRESHOLD_FOR_ENTRY": 27,
"BASE_PENALTY_DURATION_HOURS": 148,
"HOURLY_MA_LONG_PERIOD": 112,
"HOURLY_MA_SHORT_PERIOD": 21,
"INITIAL_MARGIN_PER_UNIT": 7.746203699654735,
"LEVERAGE": 11,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 7.746203699654735,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.9024,
"pnl_premium": 0.058993,
"pnl_range": 0.105729
},
"small_calls": {
"max_calls_multiplier": 0.5854,
"pnl_premium": 0.04106,
"pnl_range": 0.119553
}
} | 0.031308 | -0.000215 | 31.308234 | 37,566 |
{
"alpha": [
0.009244971095102413
],
"asset_source_name": "NIFTY500",
"beta": [
0.9887550289048976
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 12390.85,
"nu": 4.310975456546568,
"omega": 0.3455960199856683
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 121403.44484746807,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 24,
"ADX_THRESHOLD_FOR_ENTRY": 25,
"BASE_PENALTY_DURATION_HOURS": 140,
"HOURLY_MA_LONG_PERIOD": 80,
"HOURLY_MA_SHORT_PERIOD": 32,
"INITIAL_MARGIN_PER_UNIT": 13.132241205409178,
"LEVERAGE": 73,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.132241205409178,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9848,
"pnl_premium": 0.018994,
"pnl_range": 0.182936
},
"small_calls": {
"max_calls_multiplier": 0.3939,
"pnl_premium": 0.040028,
"pnl_range": 0.096547
}
} | 0.040671 | -0.001305 | 31.1761 | 48,602 |
{
"alpha": [
0.1447911228402706
],
"asset_source_name": "BTCUSD",
"beta": [
0.8532088771597293
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 378.5,
"nu": null,
"omega": 15.953926716293685
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 172218.55305158568,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 27,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 41,
"HOURLY_MA_LONG_PERIOD": 86,
"HOURLY_MA_SHORT_PERIOD": 11,
"INITIAL_MARGIN_PER_UNIT": 9.838972611305895,
"LEVERAGE": 42,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 9.838972611305895,
"MAX... | {
"moderate_calls": {
"max_calls_multiplier": 0.619,
"pnl_premium": 0.079004,
"pnl_range": 0.112719
},
"small_calls": {
"max_calls_multiplier": 0.3095,
"pnl_premium": 0.041339,
"pnl_range": 0.108625
}
} | 0.108473 | -0.003483 | 31.146312 | 92,233 |
{
"alpha": [
0.13129010586902523
],
"asset_source_name": "NIFTYENERGY",
"beta": [
0.8661713974019427
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 10077.65,
"nu": 4.319688071372824,
"omega": 0.4407348199387507
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 120075.30357036121,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 23,
"ADX_THRESHOLD_FOR_ENTRY": 25,
"BASE_PENALTY_DURATION_HOURS": 63,
"HOURLY_MA_LONG_PERIOD": 106,
"HOURLY_MA_SHORT_PERIOD": 24,
"INITIAL_MARGIN_PER_UNIT": 14.229684886153342,
"LEVERAGE": 40,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.229684886153342,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9091,
"pnl_premium": 0.050649,
"pnl_range": 0.116664
},
"small_calls": {
"max_calls_multiplier": 0.3896,
"pnl_premium": 0.045397,
"pnl_range": 0.07652
}
} | 0.031118 | -0.000388 | 31.117925 | 71,095 |
{
"alpha": [
0.07726689611742399
],
"asset_source_name": "ETHUSD",
"beta": [
0.8344539357627992
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 2226.5,
"nu": 4.588938875069909,
"omega": 0.7368870054803601
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 106592.37992086173,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 8,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 72,
"HOURLY_MA_LONG_PERIOD": 75,
"HOURLY_MA_SHORT_PERIOD": 14,
"INITIAL_MARGIN_PER_UNIT": 13.243039346722192,
"LEVERAGE": 55,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.243039346722192,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.7857,
"pnl_premium": 0.063552,
"pnl_range": 0.109515
},
"small_calls": {
"max_calls_multiplier": 0.5,
"pnl_premium": 0.027738,
"pnl_range": 0.128571
}
} | 0.031113 | -0.000323 | 31.112837 | 4,754 |
{
"alpha": [
0.08298065820629255
],
"asset_source_name": "NIFTY50",
"beta": [
0.9150193417937075
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 13744.85,
"nu": 3.9719110109496913,
"omega": 0.22807141128548683
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 170279.5118276449,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 17... | {
"ADX_PERIOD": 20,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 58,
"HOURLY_MA_LONG_PERIOD": 84,
"HOURLY_MA_SHORT_PERIOD": 50,
"INITIAL_MARGIN_PER_UNIT": 12.040811296003607,
"LEVERAGE": 22,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.040811296003607,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6667,
"pnl_premium": 0.038563,
"pnl_range": 0.144329
},
"small_calls": {
"max_calls_multiplier": 0.3333,
"pnl_premium": 0.02024,
"pnl_range": 0.057558
}
} | 0.031085 | -0.000444 | 31.084927 | 73,542 |
{
"alpha": [
0.12073776539217389
],
"asset_source_name": "ETHUSD",
"beta": [
0.8232801562260735
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 248.5,
"nu": null,
"omega": 8.832539422527912
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 91666.25422904597,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 91... | {
"ADX_PERIOD": 13,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 142,
"HOURLY_MA_LONG_PERIOD": 44,
"HOURLY_MA_SHORT_PERIOD": 22,
"INITIAL_MARGIN_PER_UNIT": 5.3328161510860745,
"LEVERAGE": 17,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 5.3328161510860745,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.657,
"pnl_premium": 0.099074,
"pnl_range": 0.180836
},
"small_calls": {
"max_calls_multiplier": 0.4419,
"pnl_premium": 0.047262,
"pnl_range": 0.12451
}
} | 0.031059 | -0.000069 | 31.058507 | 67,052 |
{
"alpha": [
0.08256473513471231
],
"asset_source_name": "XRPUSD",
"beta": [
0.9154352648652877
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.7543,
"nu": 4.753577584781703,
"omega": 0.9488253066785202
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 61232.809256013024,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 6... | {
"ADX_PERIOD": 18,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 141,
"HOURLY_MA_LONG_PERIOD": 113,
"HOURLY_MA_SHORT_PERIOD": 32,
"INITIAL_MARGIN_PER_UNIT": 5.171837111430761,
"LEVERAGE": 36,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 5.171837111430761,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6014,
"pnl_premium": 0.095589,
"pnl_range": 0.128868
},
"small_calls": {
"max_calls_multiplier": 0.4615,
"pnl_premium": 0.04938,
"pnl_range": 0.100681
}
} | 0.050395 | -0.001623 | 31.043028 | 35,183 |
{
"alpha": [
0.08357118891278616
],
"asset_source_name": "XRPUSD",
"beta": [
0.914428811087214
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.502,
"nu": null,
"omega": 0.8311024357186128
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 175492.00251225042,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 24,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 102,
"HOURLY_MA_LONG_PERIOD": 76,
"HOURLY_MA_SHORT_PERIOD": 19,
"INITIAL_MARGIN_PER_UNIT": 6.014707988599986,
"LEVERAGE": 77,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 6.014707988599986,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.8,
"pnl_premium": 0.060211,
"pnl_range": 0.22258
},
"small_calls": {
"max_calls_multiplier": 0.4,
"pnl_premium": 0.037749,
"pnl_range": 0.07903
}
} | 0.030955 | -0.000464 | 30.954684 | 69,007 |
{
"alpha": [
0.06873535707590904
],
"asset_source_name": "ADAUSD",
"beta": [
0.9292646429240909
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.15877,
"nu": null,
"omega": 2.2858889193199707
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 90716.81176655207,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 90... | {
"ADX_PERIOD": 22,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 94,
"HOURLY_MA_LONG_PERIOD": 95,
"HOURLY_MA_SHORT_PERIOD": 40,
"INITIAL_MARGIN_PER_UNIT": 6.856792548264875,
"LEVERAGE": 116,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 6.856792548264875,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.6275,
"pnl_premium": 0.016447,
"pnl_range": 0.124898
},
"small_calls": {
"max_calls_multiplier": 0.3268,
"pnl_premium": 0.043786,
"pnl_range": 0.110639
}
} | 0.030877 | -0.000861 | 30.876724 | 59,520 |
{
"alpha": [
0.10715021913381488
],
"asset_source_name": "ADAUSD",
"beta": [
0.890849780866185
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.08547,
"nu": null,
"omega": 2.594488659951283
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 75634.22955500532,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 75... | {
"ADX_PERIOD": 14,
"ADX_THRESHOLD_FOR_ENTRY": 26,
"BASE_PENALTY_DURATION_HOURS": 115,
"HOURLY_MA_LONG_PERIOD": 149,
"HOURLY_MA_SHORT_PERIOD": 49,
"INITIAL_MARGIN_PER_UNIT": 13.342366512995834,
"LEVERAGE": 95,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.342366512995834,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.8182,
"pnl_premium": 0.080162,
"pnl_range": 0.199648
},
"small_calls": {
"max_calls_multiplier": 0.3182,
"pnl_premium": 0.039978,
"pnl_range": 0.063705
}
} | 0.097452 | -0.003156 | 30.873805 | 77,881 |
{
"alpha": [
0.0642365686251992
],
"asset_source_name": "BTCUSD",
"beta": [
0.9337634313748008
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 40779.16,
"nu": 5.415501029492406,
"omega": 2.1143767911752147
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 187766.6462047852,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 18... | {
"ADX_PERIOD": 25,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 99,
"HOURLY_MA_LONG_PERIOD": 115,
"HOURLY_MA_SHORT_PERIOD": 12,
"INITIAL_MARGIN_PER_UNIT": 10.355827185092567,
"LEVERAGE": 12,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.355827185092567,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.913,
"pnl_premium": 0.09075,
"pnl_range": 0.204126
},
"small_calls": {
"max_calls_multiplier": 0.5652,
"pnl_premium": 0.010496,
"pnl_range": 0.0525
}
} | 0.050045 | -0.001623 | 30.834841 | 33,863 |
{
"alpha": [
0.08726335848102303
],
"asset_source_name": "BNBUSD",
"beta": [
0.910736641518977
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 1.3,
"nu": null,
"omega": 42.082617111764584
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 54423.34575383974,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 54... | {
"ADX_PERIOD": 23,
"ADX_THRESHOLD_FOR_ENTRY": 27,
"BASE_PENALTY_DURATION_HOURS": 165,
"HOURLY_MA_LONG_PERIOD": 105,
"HOURLY_MA_SHORT_PERIOD": 30,
"INITIAL_MARGIN_PER_UNIT": 13.899946724302726,
"LEVERAGE": 17,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.899946724302726,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.9318,
"pnl_premium": 0.074031,
"pnl_range": 0.125712
},
"small_calls": {
"max_calls_multiplier": 0.3636,
"pnl_premium": 0.030112,
"pnl_range": 0.143228
}
} | 0.172474 | -0.005604 | 30.777298 | 36,022 |
{
"alpha": [
0.08808061728644886
],
"asset_source_name": "NIFTYFIN",
"beta": [
0.8068196100488663
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 17461.9,
"nu": 4.0022279247174675,
"omega": 0.29513288509264973
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 125508.75192757197,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 25,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 62,
"HOURLY_MA_LONG_PERIOD": 93,
"HOURLY_MA_SHORT_PERIOD": 33,
"INITIAL_MARGIN_PER_UNIT": 10.708059140358264,
"LEVERAGE": 49,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.708059140358264,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.806,
"pnl_premium": 0.024544,
"pnl_range": 0.120231
},
"small_calls": {
"max_calls_multiplier": 0.3134,
"pnl_premium": 0.013609,
"pnl_range": 0.071627
}
} | 0.031558 | -0.001028 | 30.70285 | 10,730 |
{
"alpha": [
0.0891741994597704
],
"asset_source_name": "ADAUSD",
"beta": [
0.8623704408417566
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.061,
"nu": 3.0789067938306625,
"omega": 4.1441919811168955
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 88014.67006743464,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 88... | {
"ADX_PERIOD": 16,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 113,
"HOURLY_MA_LONG_PERIOD": 95,
"HOURLY_MA_SHORT_PERIOD": 32,
"INITIAL_MARGIN_PER_UNIT": 10.258724736895966,
"LEVERAGE": 41,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.258724736895966,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.6636,
"pnl_premium": 0.087527,
"pnl_range": 0.22427
},
"small_calls": {
"max_calls_multiplier": 0.5545,
"pnl_premium": 0.023934,
"pnl_range": 0.102502
}
} | 0.03062 | -0.000254 | 30.620336 | 14,280 |
{
"alpha": [
0.13536770533642786
],
"asset_source_name": "XRPUSD",
"beta": [
0.8626322946635722
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.19305,
"nu": null,
"omega": 1.2357197687098826
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 106453.57716878492,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 28,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 121,
"HOURLY_MA_LONG_PERIOD": 82,
"HOURLY_MA_SHORT_PERIOD": 32,
"INITIAL_MARGIN_PER_UNIT": 13.460658773970284,
"LEVERAGE": 53,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.460658773970284,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7818,
"pnl_premium": 0.062597,
"pnl_range": 0.241063
},
"small_calls": {
"max_calls_multiplier": 0.4727,
"pnl_premium": 0.032622,
"pnl_range": 0.141176
}
} | 0.045176 | -0.001476 | 30.606847 | 91,872 |
{
"alpha": [
0.04919994730057295
],
"asset_source_name": "ADAUSD",
"beta": [
0.9488000526994269
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 2.148,
"nu": 9.317314901328823,
"omega": 1.2381322765036213
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 119154.89386611838,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 10,
"ADX_THRESHOLD_FOR_ENTRY": 25,
"BASE_PENALTY_DURATION_HOURS": 146,
"HOURLY_MA_LONG_PERIOD": 114,
"HOURLY_MA_SHORT_PERIOD": 29,
"INITIAL_MARGIN_PER_UNIT": 10.749613847768014,
"LEVERAGE": 117,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.749613847768014,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.6667,
"pnl_premium": 0.09748,
"pnl_range": 0.13623
},
"small_calls": {
"max_calls_multiplier": 0.4394,
"pnl_premium": 0.026245,
"pnl_range": 0.13414
}
} | 0.040262 | -0.001322 | 30.45007 | 48,437 |
{
"alpha": [
0.1298808708365308
],
"asset_source_name": "BTCUSD",
"beta": [
0.8509170892637332
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 4983.4,
"nu": null,
"omega": 1.103585993327475
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 197325.71862627796,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 16,
"ADX_THRESHOLD_FOR_ENTRY": 19,
"BASE_PENALTY_DURATION_HOURS": 144,
"HOURLY_MA_LONG_PERIOD": 55,
"HOURLY_MA_SHORT_PERIOD": 42,
"INITIAL_MARGIN_PER_UNIT": 14.952451412442189,
"LEVERAGE": 57,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.952451412442189,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8312,
"pnl_premium": 0.054829,
"pnl_range": 0.1983
},
"small_calls": {
"max_calls_multiplier": 0.5844,
"pnl_premium": 0.013799,
"pnl_range": 0.121896
}
} | 0.054686 | -0.001798 | 30.42074 | 93,174 |
{
"alpha": [
0.1275085036017216
],
"asset_source_name": "ADAUSD",
"beta": [
0.8704914963982784
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.2182,
"nu": null,
"omega": 8.941236443869872
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 158805.31609149236,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 21,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 73,
"HOURLY_MA_LONG_PERIOD": 67,
"HOURLY_MA_SHORT_PERIOD": 43,
"INITIAL_MARGIN_PER_UNIT": 7.823871987272703,
"LEVERAGE": 58,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 7.823871987272703,
"MAX... | {
"moderate_calls": {
"max_calls_multiplier": 0.6774,
"pnl_premium": 0.079256,
"pnl_range": 0.194052
},
"small_calls": {
"max_calls_multiplier": 0.4839,
"pnl_premium": 0.040807,
"pnl_range": 0.051612
}
} | 0.16212 | -0.00534 | 30.357378 | 13,716 |
{
"alpha": [
0.09776324484934389
],
"asset_source_name": "NIFTYIT",
"beta": [
0.9002367551506563
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 18099.15,
"nu": 4.341309023656094,
"omega": 0.4257030764954213
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 78624.43650759775,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 78... | {
"ADX_PERIOD": 12,
"ADX_THRESHOLD_FOR_ENTRY": 29,
"BASE_PENALTY_DURATION_HOURS": 156,
"HOURLY_MA_LONG_PERIOD": 62,
"HOURLY_MA_SHORT_PERIOD": 32,
"INITIAL_MARGIN_PER_UNIT": 11.078244161929053,
"LEVERAGE": 22,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.078244161929053,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7104,
"pnl_premium": 0.055345,
"pnl_range": 0.209151
},
"small_calls": {
"max_calls_multiplier": 0.448,
"pnl_premium": 0.027711,
"pnl_range": 0.124141
}
} | 0.030324 | -0.000127 | 30.323873 | 14,107 |
{
"alpha": [
0.0004529455278725411
],
"asset_source_name": "IHSG_BBRI",
"beta": [
0.05037688898924838
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 4300,
"nu": 2.1,
"omega": 7505749.442335785
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 55417.34924393657,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 55... | {
"ADX_PERIOD": 28,
"ADX_THRESHOLD_FOR_ENTRY": 19,
"BASE_PENALTY_DURATION_HOURS": 114,
"HOURLY_MA_LONG_PERIOD": 90,
"HOURLY_MA_SHORT_PERIOD": 49,
"INITIAL_MARGIN_PER_UNIT": 11.286710721064633,
"LEVERAGE": 92,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.286710721064633,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9064,
"pnl_premium": 0.013559,
"pnl_range": 0.215112
},
"small_calls": {
"max_calls_multiplier": 0.5088,
"pnl_premium": 0.033982,
"pnl_range": 0.113058
}
} | 0.030319 | 0 | 30.318803 | 43,981 |
{
"alpha": [
0.06637975157504893
],
"asset_source_name": "ADAUSD",
"beta": [
0.8962226359730481
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 1.7392,
"nu": null,
"omega": 0.923099042821798
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 187220.02441187736,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 27,
"ADX_THRESHOLD_FOR_ENTRY": 26,
"BASE_PENALTY_DURATION_HOURS": 94,
"HOURLY_MA_LONG_PERIOD": 88,
"HOURLY_MA_SHORT_PERIOD": 14,
"INITIAL_MARGIN_PER_UNIT": 12.920159325794002,
"LEVERAGE": 110,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.920159325794002,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8125,
"pnl_premium": 0.090308,
"pnl_range": 0.193814
},
"small_calls": {
"max_calls_multiplier": 0.5208,
"pnl_premium": 0.025661,
"pnl_range": 0.140995
}
} | 0.057785 | -0.001908 | 30.28638 | 8,842 |
{
"alpha": [
0.1197830949346198
],
"asset_source_name": "ETHUSD",
"beta": [
0.8782169050653802
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 190.46,
"nu": null,
"omega": 1.9926142414386956
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 165882.54597053392,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 20,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 125,
"HOURLY_MA_LONG_PERIOD": 136,
"HOURLY_MA_SHORT_PERIOD": 26,
"INITIAL_MARGIN_PER_UNIT": 11.25610577417682,
"LEVERAGE": 118,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.25610577417682,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9091,
"pnl_premium": 0.022015,
"pnl_range": 0.121469
},
"small_calls": {
"max_calls_multiplier": 0.3273,
"pnl_premium": 0.038056,
"pnl_range": 0.055379
}
} | 0.03009 | -0.000813 | 30.089626 | 32,334 |
{
"alpha": [
0.07547044304547529
],
"asset_source_name": "NIFTYBANK",
"beta": [
0.8993511759911462
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 24149.05,
"nu": 4.915646399969987,
"omega": 0.3319279156921052
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 117810.54931079637,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 13,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 37,
"HOURLY_MA_LONG_PERIOD": 141,
"HOURLY_MA_SHORT_PERIOD": 50,
"INITIAL_MARGIN_PER_UNIT": 12.392991730437561,
"LEVERAGE": 27,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.392991730437561,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7234,
"pnl_premium": 0.070305,
"pnl_range": 0.109961
},
"small_calls": {
"max_calls_multiplier": 0.3191,
"pnl_premium": 0.019788,
"pnl_range": 0.108288
}
} | 0.030042 | -0.000756 | 30.041793 | 44,483 |
{
"alpha": [
0.11280497637489027
],
"asset_source_name": "BTCUSD",
"beta": [
0.8134575936810865
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 457.42,
"nu": null,
"omega": 3.843609270920823
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 187535.62767527063,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 10,
"ADX_THRESHOLD_FOR_ENTRY": 28,
"BASE_PENALTY_DURATION_HOURS": 110,
"HOURLY_MA_LONG_PERIOD": 73,
"HOURLY_MA_SHORT_PERIOD": 10,
"INITIAL_MARGIN_PER_UNIT": 11.824033402136248,
"LEVERAGE": 30,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.824033402136248,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7256,
"pnl_premium": 0.082079,
"pnl_range": 0.146242
},
"small_calls": {
"max_calls_multiplier": 0.4817,
"pnl_premium": 0.025512,
"pnl_range": 0.143091
}
} | 0.030005 | -0.000781 | 30.005395 | 13,509 |
{
"alpha": [
0.05905605242505693
],
"asset_source_name": "BTCUSD",
"beta": [
0.9389439475749431
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 48915.31,
"nu": 5.194612795551964,
"omega": 0.6762921578297293
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 50861.465437471656,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 5... | {
"ADX_PERIOD": 26,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 26,
"HOURLY_MA_LONG_PERIOD": 72,
"HOURLY_MA_SHORT_PERIOD": 14,
"INITIAL_MARGIN_PER_UNIT": 11.37588968774751,
"LEVERAGE": 57,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.37588968774751,
"MAX... | {
"moderate_calls": {
"max_calls_multiplier": 0.6923,
"pnl_premium": 0.040379,
"pnl_range": 0.138757
},
"small_calls": {
"max_calls_multiplier": 0.3333,
"pnl_premium": 0.042613,
"pnl_range": 0.072977
}
} | 0.115327 | -0.003851 | 29.944291 | 77,315 |
{
"alpha": [
0.8500581538373152
],
"asset_source_name": "IHSG_PTBA",
"beta": [
0.11576635192310017
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 2580,
"nu": 2.1,
"omega": 8.504560309333137
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 51444.620459728896,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 5... | {
"ADX_PERIOD": 23,
"ADX_THRESHOLD_FOR_ENTRY": 30,
"BASE_PENALTY_DURATION_HOURS": 41,
"HOURLY_MA_LONG_PERIOD": 129,
"HOURLY_MA_SHORT_PERIOD": 15,
"INITIAL_MARGIN_PER_UNIT": 5.6682450708648515,
"LEVERAGE": 57,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 5.6682450708648515,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7439,
"pnl_premium": 0.085733,
"pnl_range": 0.244931
},
"small_calls": {
"max_calls_multiplier": 0.3293,
"pnl_premium": 0.011571,
"pnl_range": 0.053222
}
} | 0.029931 | -0.000961 | 29.930737 | 47,701 |
{
"alpha": [
0.1078960855912076
],
"asset_source_name": "ETHUSD",
"beta": [
0.8901039144087923
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 207.78,
"nu": null,
"omega": 2.429310205376244
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 193869.10044944502,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 10,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 51,
"HOURLY_MA_LONG_PERIOD": 148,
"HOURLY_MA_SHORT_PERIOD": 27,
"INITIAL_MARGIN_PER_UNIT": 13.44116376846049,
"LEVERAGE": 60,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.44116376846049,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.7826,
"pnl_premium": 0.027473,
"pnl_range": 0.222415
},
"small_calls": {
"max_calls_multiplier": 0.3913,
"pnl_premium": 0.03573,
"pnl_range": 0.067005
}
} | 0.033189 | -0.001112 | 29.834987 | 22,648 |
{
"alpha": [
0.07573202975770695
],
"asset_source_name": "BNBUSD",
"beta": [
0.9112098049680116
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 316,
"nu": 5.332917556767067,
"omega": 1.523358200662638
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 184708.84385923267,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 25,
"ADX_THRESHOLD_FOR_ENTRY": 19,
"BASE_PENALTY_DURATION_HOURS": 102,
"HOURLY_MA_LONG_PERIOD": 31,
"HOURLY_MA_SHORT_PERIOD": 15,
"INITIAL_MARGIN_PER_UNIT": 10.932822952352653,
"LEVERAGE": 108,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.932822952352653,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.6071,
"pnl_premium": 0.063104,
"pnl_range": 0.223316
},
"small_calls": {
"max_calls_multiplier": 0.375,
"pnl_premium": 0.038812,
"pnl_range": 0.086869
}
} | 0.041967 | -0.001409 | 29.777564 | 57,878 |
{
"alpha": [
0.11191423081505578
],
"asset_source_name": "BTCUSD",
"beta": [
0.8860857691849443
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 454.7,
"nu": null,
"omega": 6.506622215588662
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 149451.4861430024,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 14... | {
"ADX_PERIOD": 23,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 108,
"HOURLY_MA_LONG_PERIOD": 131,
"HOURLY_MA_SHORT_PERIOD": 41,
"INITIAL_MARGIN_PER_UNIT": 9.598388196591099,
"LEVERAGE": 19,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 9.598388196591099,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.8057,
"pnl_premium": 0.071114,
"pnl_range": 0.17219
},
"small_calls": {
"max_calls_multiplier": 0.4696,
"pnl_premium": 0.014911,
"pnl_range": 0.105268
}
} | 0.02973 | -0.000021 | 29.729509 | 48,798 |
{
"alpha": [
0.07262112175091931
],
"asset_source_name": "ETHUSD",
"beta": [
0.9253788782490807
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 1690.4,
"nu": null,
"omega": 1.1004846362282998
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 100283.38182352873,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 20,
"ADX_THRESHOLD_FOR_ENTRY": 19,
"BASE_PENALTY_DURATION_HOURS": 67,
"HOURLY_MA_LONG_PERIOD": 140,
"HOURLY_MA_SHORT_PERIOD": 27,
"INITIAL_MARGIN_PER_UNIT": 13.045751855896622,
"LEVERAGE": 22,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.045751855896622,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8056,
"pnl_premium": 0.031634,
"pnl_range": 0.233173
},
"small_calls": {
"max_calls_multiplier": 0.463,
"pnl_premium": 0.024847,
"pnl_range": 0.093574
}
} | 0.029702 | -0.000011 | 29.702115 | 23,232 |
{
"alpha": [
0.05194040803022548
],
"asset_source_name": "BTCUSD",
"beta": [
0.8945071190417603
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 37990.03,
"nu": 5.4817158950415505,
"omega": 1.1407957440693837
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 56851.08008701785,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 56... | {
"ADX_PERIOD": 25,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 153,
"HOURLY_MA_LONG_PERIOD": 104,
"HOURLY_MA_SHORT_PERIOD": 47,
"INITIAL_MARGIN_PER_UNIT": 9.980318755537176,
"LEVERAGE": 80,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 9.980318755537176,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.7397,
"pnl_premium": 0.076107,
"pnl_range": 0.223665
},
"small_calls": {
"max_calls_multiplier": 0.5068,
"pnl_premium": 0.035345,
"pnl_range": 0.069893
}
} | 0.029701 | -0.000146 | 29.701493 | 47,580 |
{
"alpha": [
0.19704839220564047
],
"asset_source_name": "ETHUSD",
"beta": [
0.8009516077943596
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 1769.9,
"nu": null,
"omega": 2.2508290906081805
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 123269.5825926088,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 12... | {
"ADX_PERIOD": 15,
"ADX_THRESHOLD_FOR_ENTRY": 29,
"BASE_PENALTY_DURATION_HOURS": 43,
"HOURLY_MA_LONG_PERIOD": 106,
"HOURLY_MA_SHORT_PERIOD": 29,
"INITIAL_MARGIN_PER_UNIT": 10.724815094672874,
"LEVERAGE": 15,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.724815094672874,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.828,
"pnl_premium": 0.074698,
"pnl_range": 0.144819
},
"small_calls": {
"max_calls_multiplier": 0.4839,
"pnl_premium": 0.049681,
"pnl_range": 0.138527
}
} | 0.0297 | -0.000062 | 29.700199 | 60,801 |
{
"alpha": [
0.1119642660087668
],
"asset_source_name": "BNBUSD",
"beta": [
0.8811772202506637
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 16.2869,
"nu": null,
"omega": 1.2496006310121677
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 120352.43705668948,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 9,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 157,
"HOURLY_MA_LONG_PERIOD": 136,
"HOURLY_MA_SHORT_PERIOD": 39,
"INITIAL_MARGIN_PER_UNIT": 10.05786337229102,
"LEVERAGE": 16,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.05786337229102,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.913,
"pnl_premium": 0.064019,
"pnl_range": 0.115458
},
"small_calls": {
"max_calls_multiplier": 0.5217,
"pnl_premium": 0.045987,
"pnl_range": 0.066345
}
} | 0.029634 | -0.000056 | 29.633576 | 83,643 |
{
"alpha": [
0.09051745425744194
],
"asset_source_name": "ETHUSD",
"beta": [
0.9074825457425582
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 293.46,
"nu": null,
"omega": 1.6103874840871883
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 164412.58924302377,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 14,
"ADX_THRESHOLD_FOR_ENTRY": 25,
"BASE_PENALTY_DURATION_HOURS": 108,
"HOURLY_MA_LONG_PERIOD": 330,
"HOURLY_MA_SHORT_PERIOD": 37,
"INITIAL_MARGIN_PER_UNIT": 13.489787264497354,
"LEVERAGE": 61,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 10,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.489787264497354,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.752,
"pnl_premium": 0.079719,
"pnl_range": 0.128472
},
"small_calls": {
"max_calls_multiplier": 0.552,
"pnl_premium": 0.027654,
"pnl_range": 0.053437
}
} | 0.029526 | -0.000466 | 29.525828 | 26,940 |
{
"alpha": [
0.08306954257121288
],
"asset_source_name": "BNBUSD",
"beta": [
0.9149304574287871
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 20.4147,
"nu": null,
"omega": 1.6387805893833953
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 68883.63980375355,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 68... | {
"ADX_PERIOD": 16,
"ADX_THRESHOLD_FOR_ENTRY": 30,
"BASE_PENALTY_DURATION_HOURS": 135,
"HOURLY_MA_LONG_PERIOD": 86,
"HOURLY_MA_SHORT_PERIOD": 40,
"INITIAL_MARGIN_PER_UNIT": 14.590779078860633,
"LEVERAGE": 11,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.590779078860633,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7121,
"pnl_premium": 0.010431,
"pnl_range": 0.146995
},
"small_calls": {
"max_calls_multiplier": 0.5455,
"pnl_premium": 0.045841,
"pnl_range": 0.126016
}
} | 0.029488 | -0.0006 | 29.487899 | 5,148 |
{
"alpha": [
0.055868011352094474
],
"asset_source_name": "BTCUSD",
"beta": [
0.9421319886479055
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 90983,
"nu": null,
"omega": 0.20642807436983449
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 168911.73214950803,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 24,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 66,
"HOURLY_MA_LONG_PERIOD": 310,
"HOURLY_MA_SHORT_PERIOD": 53,
"INITIAL_MARGIN_PER_UNIT": 11.343737493574935,
"LEVERAGE": 63,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 9,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.343737493574935,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.94,
"pnl_premium": 0.089502,
"pnl_range": 0.216887
},
"small_calls": {
"max_calls_multiplier": 0.52,
"pnl_premium": 0.038228,
"pnl_range": 0.149844
}
} | 0.029406 | -0.00037 | 29.405759 | 29,307 |
{
"alpha": [
0.15552009879137954
],
"asset_source_name": "BTCUSD",
"beta": [
0.8424799012086205
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 5831.64,
"nu": null,
"omega": 3.330834128528368
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 52779.888434871624,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 5... | {
"ADX_PERIOD": 21,
"ADX_THRESHOLD_FOR_ENTRY": 25,
"BASE_PENALTY_DURATION_HOURS": 129,
"HOURLY_MA_LONG_PERIOD": 131,
"HOURLY_MA_SHORT_PERIOD": 50,
"INITIAL_MARGIN_PER_UNIT": 8.27720706567019,
"LEVERAGE": 20,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 8.27720706567019,
"MAX... | {
"moderate_calls": {
"max_calls_multiplier": 0.6694,
"pnl_premium": 0.085846,
"pnl_range": 0.187733
},
"small_calls": {
"max_calls_multiplier": 0.5887,
"pnl_premium": 0.036804,
"pnl_range": 0.08418
}
} | 0.029379 | -0.000849 | 29.3792 | 20,467 |
{
"alpha": [
0.18776591506371443
],
"asset_source_name": "BTCUSD",
"beta": [
0.8102340849362857
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 6293.83,
"nu": null,
"omega": 3.8669688284591826
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 80381.79145522328,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 80... | {
"ADX_PERIOD": 15,
"ADX_THRESHOLD_FOR_ENTRY": 28,
"BASE_PENALTY_DURATION_HOURS": 72,
"HOURLY_MA_LONG_PERIOD": 142,
"HOURLY_MA_SHORT_PERIOD": 47,
"INITIAL_MARGIN_PER_UNIT": 13.574592636387251,
"LEVERAGE": 29,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.574592636387251,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.6957,
"pnl_premium": 0.07188,
"pnl_range": 0.243833
},
"small_calls": {
"max_calls_multiplier": 0.3043,
"pnl_premium": 0.01457,
"pnl_range": 0.081776
}
} | 0.061657 | -0.002102 | 29.334554 | 68,089 |
{
"alpha": [
0.14936612630320575
],
"asset_source_name": "BTCUSD",
"beta": [
0.8486338736967942
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 315,
"nu": null,
"omega": 14.815966507397619
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 143658.4626704809,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 14... | {
"ADX_PERIOD": 10,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 128,
"HOURLY_MA_LONG_PERIOD": 79,
"HOURLY_MA_SHORT_PERIOD": 41,
"INITIAL_MARGIN_PER_UNIT": 13.955607933522295,
"LEVERAGE": 16,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.955607933522295,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7432,
"pnl_premium": 0.089015,
"pnl_range": 0.242191
},
"small_calls": {
"max_calls_multiplier": 0.3243,
"pnl_premium": 0.026829,
"pnl_range": 0.128852
}
} | 0.048301 | -0.001648 | 29.31351 | 88,438 |
{
"alpha": [
0.07664772870521887
],
"asset_source_name": "ETHUSD",
"beta": [
0.921352271294781
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 4127.7,
"nu": 5.17221770444418,
"omega": 0.6788316969335353
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 127656.62794405347,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 8,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 27,
"HOURLY_MA_LONG_PERIOD": 77,
"HOURLY_MA_SHORT_PERIOD": 22,
"INITIAL_MARGIN_PER_UNIT": 5.501350604656631,
"LEVERAGE": 64,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 5.501350604656631,
"MAX_... | {
"moderate_calls": {
"max_calls_multiplier": 0.871,
"pnl_premium": 0.081915,
"pnl_range": 0.225115
},
"small_calls": {
"max_calls_multiplier": 0.4677,
"pnl_premium": 0.005266,
"pnl_range": 0.141365
}
} | 0.096716 | -0.003306 | 29.254327 | 68,735 |
{
"alpha": [
0.13141904643349314
],
"asset_source_name": "NIFTYENERGY",
"beta": [
0.8262766463017611
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 8505.8,
"nu": 3.6505144465356123,
"omega": 0.8095042077982235
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 129229.87729005606,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 14,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 124,
"HOURLY_MA_LONG_PERIOD": 85,
"HOURLY_MA_SHORT_PERIOD": 15,
"INITIAL_MARGIN_PER_UNIT": 12.073319207315423,
"LEVERAGE": 13,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.073319207315423,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8,
"pnl_premium": 0.074698,
"pnl_range": 0.202075
},
"small_calls": {
"max_calls_multiplier": 0.4444,
"pnl_premium": 0.029585,
"pnl_range": 0.050628
}
} | 0.029219 | -0.000376 | 29.218978 | 86,712 |
{
"alpha": [
0.16270370828426042
],
"asset_source_name": "BTCUSD",
"beta": [
0.8352962917157396
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 898.41,
"nu": null,
"omega": 4.4696068140698255
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 56210.1967423448,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 562... | {
"ADX_PERIOD": 14,
"ADX_THRESHOLD_FOR_ENTRY": 27,
"BASE_PENALTY_DURATION_HOURS": 84,
"HOURLY_MA_LONG_PERIOD": 41,
"HOURLY_MA_SHORT_PERIOD": 15,
"INITIAL_MARGIN_PER_UNIT": 12.006563254703677,
"LEVERAGE": 36,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.006563254703677,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6508,
"pnl_premium": 0.057841,
"pnl_range": 0.129452
},
"small_calls": {
"max_calls_multiplier": 0.3175,
"pnl_premium": 0.049988,
"pnl_range": 0.108206
}
} | 0.035329 | -0.00121 | 29.199765 | 67,066 |
{
"alpha": [
0.19933755540136114
],
"asset_source_name": "BTCUSD",
"beta": [
0.6835730589900196
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 559.5,
"nu": null,
"omega": 61.75922046610897
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 134483.94179327536,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 27,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 58,
"HOURLY_MA_LONG_PERIOD": 100,
"HOURLY_MA_SHORT_PERIOD": 34,
"INITIAL_MARGIN_PER_UNIT": 14.088838464131463,
"LEVERAGE": 57,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.088838464131463,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.6786,
"pnl_premium": 0.056969,
"pnl_range": 0.152239
},
"small_calls": {
"max_calls_multiplier": 0.4167,
"pnl_premium": 0.040363,
"pnl_range": 0.065263
}
} | 0.029075 | -0.000771 | 29.075111 | 57,948 |
{
"alpha": [
0.1457755502572322
],
"asset_source_name": "BTCUSD",
"beta": [
0.838810202426093
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 272.95,
"nu": null,
"omega": 6.416753935171091
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 138349.23294575472,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 24,
"ADX_THRESHOLD_FOR_ENTRY": 25,
"BASE_PENALTY_DURATION_HOURS": 100,
"HOURLY_MA_LONG_PERIOD": 35,
"HOURLY_MA_SHORT_PERIOD": 16,
"INITIAL_MARGIN_PER_UNIT": 6.873518984565415,
"LEVERAGE": 20,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 6.873518984565415,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.8978,
"pnl_premium": 0.067423,
"pnl_range": 0.13826
},
"small_calls": {
"max_calls_multiplier": 0.4409,
"pnl_premium": 0.046693,
"pnl_range": 0.097769
}
} | 0.029038 | -0.000505 | 29.037605 | 35,261 |
{
"alpha": [
0.009440921400548427
],
"asset_source_name": "NIFTY50",
"beta": [
0.9572874919047961
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 9016.55,
"nu": 4.036032790760974,
"omega": 0.878948489979742
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 164410.56485285942,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 16,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 153,
"HOURLY_MA_LONG_PERIOD": 136,
"HOURLY_MA_SHORT_PERIOD": 46,
"INITIAL_MARGIN_PER_UNIT": 14.742106816092832,
"LEVERAGE": 16,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.742106816092832,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.7826,
"pnl_premium": 0.073848,
"pnl_range": 0.237725
},
"small_calls": {
"max_calls_multiplier": 0.3478,
"pnl_premium": 0.037399,
"pnl_range": 0.086563
}
} | 0.029024 | -0.000221 | 29.023653 | 33,247 |
{
"alpha": [
0.08606101981157513
],
"asset_source_name": "NIFTYENERGY",
"beta": [
0.8908915601467222
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 22827.65,
"nu": 4.794296580884339,
"omega": 0.26191087936282603
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 118492.27064167662,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 17,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 58,
"HOURLY_MA_LONG_PERIOD": 106,
"HOURLY_MA_SHORT_PERIOD": 38,
"INITIAL_MARGIN_PER_UNIT": 14.854989903209347,
"LEVERAGE": 28,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.854989903209347,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9688,
"pnl_premium": 0.058543,
"pnl_range": 0.204144
},
"small_calls": {
"max_calls_multiplier": 0.5156,
"pnl_premium": 0.037728,
"pnl_range": 0.097182
}
} | 0.028987 | -0.000662 | 28.986927 | 49,707 |
{
"alpha": [
0.12609414524153978
],
"asset_source_name": "ETHUSD",
"beta": [
0.8675570047171249
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 185.8,
"nu": null,
"omega": 2.5207911551633666
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 115040.11420769918,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 12,
"ADX_THRESHOLD_FOR_ENTRY": 26,
"BASE_PENALTY_DURATION_HOURS": 37,
"HOURLY_MA_LONG_PERIOD": 94,
"HOURLY_MA_SHORT_PERIOD": 47,
"INITIAL_MARGIN_PER_UNIT": 12.733533272588643,
"LEVERAGE": 68,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.733533272588643,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6094,
"pnl_premium": 0.022814,
"pnl_range": 0.125304
},
"small_calls": {
"max_calls_multiplier": 0.3906,
"pnl_premium": 0.037207,
"pnl_range": 0.119757
}
} | 0.05223 | -0.001805 | 28.942685 | 32,536 |
{
"alpha": [
0.09280564133200503
],
"asset_source_name": "XRPUSD",
"beta": [
0.9051943586679949
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.27748,
"nu": null,
"omega": 4.581528731608364
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 51734.14670677155,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 51... | {
"ADX_PERIOD": 9,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 154,
"HOURLY_MA_LONG_PERIOD": 130,
"HOURLY_MA_SHORT_PERIOD": 37,
"INITIAL_MARGIN_PER_UNIT": 9.644663641920598,
"LEVERAGE": 25,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 9.644663641920598,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.6573,
"pnl_premium": 0.024367,
"pnl_range": 0.240467
},
"small_calls": {
"max_calls_multiplier": 0.3521,
"pnl_premium": 0.023709,
"pnl_range": 0.114237
}
} | 0.028909 | -0.000188 | 28.90923 | 4,458 |
{
"alpha": [
0.0004140396125511293
],
"asset_source_name": "IHSG_BBRI",
"beta": [
0.05328062405204129
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 4300,
"nu": 2.135778897810769,
"omega": 7409201.266978462
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 124663.34272900176,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 39,
"ADX_THRESHOLD_FOR_ENTRY": 28,
"BASE_PENALTY_DURATION_HOURS": 157,
"HOURLY_MA_LONG_PERIOD": 330,
"HOURLY_MA_SHORT_PERIOD": 53,
"INITIAL_MARGIN_PER_UNIT": 7.204781438933203,
"LEVERAGE": 108,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 7.204781438933203,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.7061,
"pnl_premium": 0.09271,
"pnl_range": 0.11885
},
"small_calls": {
"max_calls_multiplier": 0.5121,
"pnl_premium": 0.008475,
"pnl_range": 0.081507
}
} | 0.03709 | -0.001283 | 28.904645 | 28,396 |
{
"alpha": [
0.08454528998578117
],
"asset_source_name": "BNBUSD",
"beta": [
0.9134547100142187
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 13.7939,
"nu": null,
"omega": 0.9636692804733525
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 118125.19493583107,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 7,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 87,
"HOURLY_MA_LONG_PERIOD": 37,
"HOURLY_MA_SHORT_PERIOD": 10,
"INITIAL_MARGIN_PER_UNIT": 11.18003360136047,
"LEVERAGE": 57,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.18003360136047,
"MAX_... | {
"moderate_calls": {
"max_calls_multiplier": 0.7234,
"pnl_premium": 0.036172,
"pnl_range": 0.134855
},
"small_calls": {
"max_calls_multiplier": 0.5319,
"pnl_premium": 0.02539,
"pnl_range": 0.070953
}
} | 0.108573 | -0.003767 | 28.823479 | 2,526 |
{
"alpha": [
0.08669241777664174
],
"asset_source_name": "ADAUSD",
"beta": [
0.9113075822233583
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.02981,
"nu": 4.182247513679492,
"omega": 3.4870906516356865
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 90922.68569532118,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 90... | {
"ADX_PERIOD": 26,
"ADX_THRESHOLD_FOR_ENTRY": 30,
"BASE_PENALTY_DURATION_HOURS": 116,
"HOURLY_MA_LONG_PERIOD": 147,
"HOURLY_MA_SHORT_PERIOD": 30,
"INITIAL_MARGIN_PER_UNIT": 7.47460593417472,
"LEVERAGE": 38,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 7.47460593417472,
"MAX... | {
"moderate_calls": {
"max_calls_multiplier": 0.9401,
"pnl_premium": 0.094908,
"pnl_range": 0.190705
},
"small_calls": {
"max_calls_multiplier": 0.3413,
"pnl_premium": 0.036626,
"pnl_range": 0.149444
}
} | 0.028674 | -0.000958 | 28.674218 | 31,211 |
{
"alpha": [
0.07337583672121178
],
"asset_source_name": "ETHUSD",
"beta": [
0.8856032383886848
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 2086.3,
"nu": 4.584794629921361,
"omega": 0.6232565643984469
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 135054.8723875963,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 13... | {
"ADX_PERIOD": 10,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 163,
"HOURLY_MA_LONG_PERIOD": 143,
"HOURLY_MA_SHORT_PERIOD": 10,
"INITIAL_MARGIN_PER_UNIT": 10.048863545751713,
"LEVERAGE": 18,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.048863545751713,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.6452,
"pnl_premium": 0.073982,
"pnl_range": 0.199588
},
"small_calls": {
"max_calls_multiplier": 0.2903,
"pnl_premium": 0.042599,
"pnl_range": 0.103449
}
} | 0.028607 | -0.000804 | 28.60669 | 10,733 |
{
"alpha": [
0.13763297678118533
],
"asset_source_name": "ETHUSD",
"beta": [
0.8351242978109971
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 215.74,
"nu": null,
"omega": 3.7140530235560654
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 53660.65156741001,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 53... | {
"ADX_PERIOD": 12,
"ADX_THRESHOLD_FOR_ENTRY": 30,
"BASE_PENALTY_DURATION_HOURS": 116,
"HOURLY_MA_LONG_PERIOD": 90,
"HOURLY_MA_SHORT_PERIOD": 45,
"INITIAL_MARGIN_PER_UNIT": 12.288851288066967,
"LEVERAGE": 66,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.288851288066967,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8889,
"pnl_premium": 0.044529,
"pnl_range": 0.182025
},
"small_calls": {
"max_calls_multiplier": 0.4691,
"pnl_premium": 0.04409,
"pnl_range": 0.075402
}
} | 0.065851 | -0.002307 | 28.541587 | 56,759 |
{
"alpha": [
0.12539288455077094
],
"asset_source_name": "XRPUSD",
"beta": [
0.8528481447568245
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.44502,
"nu": null,
"omega": 1.128310825143551
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 93831.81880664604,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 93... | {
"ADX_PERIOD": 16,
"ADX_THRESHOLD_FOR_ENTRY": 26,
"BASE_PENALTY_DURATION_HOURS": 89,
"HOURLY_MA_LONG_PERIOD": 104,
"HOURLY_MA_SHORT_PERIOD": 28,
"INITIAL_MARGIN_PER_UNIT": 13.860023718141406,
"LEVERAGE": 19,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.860023718141406,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.8451,
"pnl_premium": 0.077373,
"pnl_range": 0.195454
},
"small_calls": {
"max_calls_multiplier": 0.4507,
"pnl_premium": 0.037029,
"pnl_range": 0.12257
}
} | 0.028469 | -0.000275 | 28.468943 | 21,892 |
{
"alpha": [
0.15236602068579616
],
"asset_source_name": "BTCUSD",
"beta": [
0.770046462259368
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 369.34,
"nu": null,
"omega": 12.610840909449445
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 81396.77942638496,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 81... | {
"ADX_PERIOD": 17,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 42,
"HOURLY_MA_LONG_PERIOD": 100,
"HOURLY_MA_SHORT_PERIOD": 34,
"INITIAL_MARGIN_PER_UNIT": 14.382144690509032,
"LEVERAGE": 120,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 5,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.382144690509032,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.6154,
"pnl_premium": 0.018116,
"pnl_range": 0.240317
},
"small_calls": {
"max_calls_multiplier": 0.3846,
"pnl_premium": 0.025216,
"pnl_range": 0.052724
}
} | 0.228457 | -0.008036 | 28.428018 | 43,989 |
{
"alpha": [
0.13846875862609845
],
"asset_source_name": "NIFTYIT",
"beta": [
0.8595312413739017
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 11695.85,
"nu": 3.8414587390343473,
"omega": 0.6729648644877411
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 162315.39473026924,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 25,
"ADX_THRESHOLD_FOR_ENTRY": 30,
"BASE_PENALTY_DURATION_HOURS": 36,
"HOURLY_MA_LONG_PERIOD": 109,
"HOURLY_MA_SHORT_PERIOD": 43,
"INITIAL_MARGIN_PER_UNIT": 6.089875283764995,
"LEVERAGE": 80,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 6.089875283764995,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.76,
"pnl_premium": 0.021761,
"pnl_range": 0.209581
},
"small_calls": {
"max_calls_multiplier": 0.3467,
"pnl_premium": 0.03724,
"pnl_range": 0.133099
}
} | 0.028426 | -0.000627 | 28.426265 | 9,099 |
{
"alpha": [
0.0841721208413184
],
"asset_source_name": "BNBUSD",
"beta": [
0.87489471582657
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 29.7127,
"nu": null,
"omega": 1.4461890940861832
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 130956.8224223008,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 13... | {
"ADX_PERIOD": 19,
"ADX_THRESHOLD_FOR_ENTRY": 29,
"BASE_PENALTY_DURATION_HOURS": 49,
"HOURLY_MA_LONG_PERIOD": 57,
"HOURLY_MA_SHORT_PERIOD": 42,
"INITIAL_MARGIN_PER_UNIT": 12.891197633818454,
"LEVERAGE": 37,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.891197633818454,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.7222,
"pnl_premium": 0.055615,
"pnl_range": 0.212678
},
"small_calls": {
"max_calls_multiplier": 0.4333,
"pnl_premium": 0.047878,
"pnl_range": 0.093996
}
} | 0.028414 | -0.000192 | 28.413626 | 38,869 |
{
"alpha": [
0.13714547785961412
],
"asset_source_name": "BTCUSD",
"beta": [
0.8600433486641091
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 227.55,
"nu": null,
"omega": 10.870222072832497
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 55589.66116256389,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 55... | {
"ADX_PERIOD": 23,
"ADX_THRESHOLD_FOR_ENTRY": 22,
"BASE_PENALTY_DURATION_HOURS": 141,
"HOURLY_MA_LONG_PERIOD": 76,
"HOURLY_MA_SHORT_PERIOD": 42,
"INITIAL_MARGIN_PER_UNIT": 8.209255953584467,
"LEVERAGE": 100,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 7,
"MARGIN_CALL_DEPOSIT_AMOUNT": 8.209255953584467,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.9107,
"pnl_premium": 0.093544,
"pnl_range": 0.226612
},
"small_calls": {
"max_calls_multiplier": 0.5357,
"pnl_premium": 0.01053,
"pnl_range": 0.133065
}
} | 0.028377 | 0 | 28.376804 | 41,696 |
{
"alpha": [
0.07628376741766837
],
"asset_source_name": "NIFTYFIN",
"beta": [
0.9217162325823315
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 18554.4,
"nu": 4.348160862671748,
"omega": 0.3598589546056328
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 139037.01106812776,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 12,
"ADX_THRESHOLD_FOR_ENTRY": 18,
"BASE_PENALTY_DURATION_HOURS": 82,
"HOURLY_MA_LONG_PERIOD": 81,
"HOURLY_MA_SHORT_PERIOD": 50,
"INITIAL_MARGIN_PER_UNIT": 11.051951092259337,
"LEVERAGE": 56,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.051951092259337,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6522,
"pnl_premium": 0.057415,
"pnl_range": 0.230783
},
"small_calls": {
"max_calls_multiplier": 0.4565,
"pnl_premium": 0.021182,
"pnl_range": 0.14323
}
} | 0.052998 | -0.001873 | 28.290974 | 10,437 |
{
"alpha": [
0.1581866903937769
],
"asset_source_name": "BTCUSD",
"beta": [
0.7640505464364551
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 703.99,
"nu": null,
"omega": 34.9290086988603
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 118112.39610189197,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 12,
"ADX_THRESHOLD_FOR_ENTRY": 27,
"BASE_PENALTY_DURATION_HOURS": 55,
"HOURLY_MA_LONG_PERIOD": 117,
"HOURLY_MA_SHORT_PERIOD": 14,
"INITIAL_MARGIN_PER_UNIT": 8.937878464736034,
"LEVERAGE": 16,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 4,
"MARGIN_CALL_DEPOSIT_AMOUNT": 8.937878464736034,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.7347,
"pnl_premium": 0.036125,
"pnl_range": 0.246037
},
"small_calls": {
"max_calls_multiplier": 0.5102,
"pnl_premium": 0.044585,
"pnl_range": 0.140028
}
} | 0.028263 | -0.000015 | 28.263393 | 90,984 |
{
"alpha": [
0.11499463687312753
],
"asset_source_name": "XRPUSD",
"beta": [
0.8129904383548048
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 0.39229,
"nu": null,
"omega": 1.5953826482723363
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 68191.70993904321,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 68... | {
"ADX_PERIOD": 19,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 122,
"HOURLY_MA_LONG_PERIOD": 107,
"HOURLY_MA_SHORT_PERIOD": 38,
"INITIAL_MARGIN_PER_UNIT": 6.807763211678529,
"LEVERAGE": 51,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 6.807763211678529,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.7264,
"pnl_premium": 0.048151,
"pnl_range": 0.215797
},
"small_calls": {
"max_calls_multiplier": 0.5472,
"pnl_premium": 0.034401,
"pnl_range": 0.131835
}
} | 0.03291 | -0.001165 | 28.260294 | 62,246 |
{
"alpha": [
0.07214309187219368
],
"asset_source_name": "BTCUSD",
"beta": [
0.9258569081278064
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 40779.16,
"nu": 5.825274583989292,
"omega": 1.9117123637776865
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 58732.210686411134,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 5... | {
"ADX_PERIOD": 7,
"ADX_THRESHOLD_FOR_ENTRY": 30,
"BASE_PENALTY_DURATION_HOURS": 61,
"HOURLY_MA_LONG_PERIOD": 57,
"HOURLY_MA_SHORT_PERIOD": 47,
"INITIAL_MARGIN_PER_UNIT": 13.496560520660948,
"LEVERAGE": 16,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.496560520660948,
"MA... | {
"moderate_calls": {
"max_calls_multiplier": 0.7449,
"pnl_premium": 0.093911,
"pnl_range": 0.16541
},
"small_calls": {
"max_calls_multiplier": 0.2959,
"pnl_premium": 0.024785,
"pnl_range": 0.083183
}
} | 0.078503 | -0.002779 | 28.249132 | 87,066 |
{
"alpha": [
0.07214943258325983
],
"asset_source_name": "ETHUSD",
"beta": [
0.9258505674167402
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 3005.47719726,
"nu": null,
"omega": 0.9034241768398815
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 131913.5751774908,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 13... | {
"ADX_PERIOD": 19,
"ADX_THRESHOLD_FOR_ENTRY": 29,
"BASE_PENALTY_DURATION_HOURS": 124,
"HOURLY_MA_LONG_PERIOD": 142,
"HOURLY_MA_SHORT_PERIOD": 10,
"INITIAL_MARGIN_PER_UNIT": 12.840303521145831,
"LEVERAGE": 56,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 12.840303521145831,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.7069,
"pnl_premium": 0.017475,
"pnl_range": 0.126842
},
"small_calls": {
"max_calls_multiplier": 0.2931,
"pnl_premium": 0.006465,
"pnl_range": 0.149551
}
} | 0.028032 | 0 | 28.031673 | 22,236 |
{
"alpha": [
0.07952331721912505
],
"asset_source_name": "BTCUSD",
"beta": [
0.8727170807720307
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 23391.92,
"nu": 4.57617730153843,
"omega": 0.8695518067578883
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 181245.76506235063,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 13,
"ADX_THRESHOLD_FOR_ENTRY": 24,
"BASE_PENALTY_DURATION_HOURS": 93,
"HOURLY_MA_LONG_PERIOD": 150,
"HOURLY_MA_SHORT_PERIOD": 41,
"INITIAL_MARGIN_PER_UNIT": 14.059376798843862,
"LEVERAGE": 71,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.059376798843862,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9268,
"pnl_premium": 0.019284,
"pnl_range": 0.109647
},
"small_calls": {
"max_calls_multiplier": 0.5285,
"pnl_premium": 0.021853,
"pnl_range": 0.144192
}
} | 0.028012 | -0.000115 | 28.012092 | 57,736 |
{
"alpha": [
0.057678488728224245
],
"asset_source_name": "BTCUSD",
"beta": [
0.9146852619110911
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 3444,
"nu": null,
"omega": 2.5010039871833345
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 109733.7344077719,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 10... | {
"ADX_PERIOD": 13,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 131,
"HOURLY_MA_LONG_PERIOD": 56,
"HOURLY_MA_SHORT_PERIOD": 16,
"INITIAL_MARGIN_PER_UNIT": 10.747873074709346,
"LEVERAGE": 46,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 3,
"MARGIN_CALL_DEPOSIT_AMOUNT": 10.747873074709346,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.6061,
"pnl_premium": 0.042591,
"pnl_range": 0.112031
},
"small_calls": {
"max_calls_multiplier": 0.3788,
"pnl_premium": 0.032447,
"pnl_range": 0.062425
}
} | 0.091716 | -0.003278 | 27.982295 | 36,255 |
{
"alpha": [
0.06795641080419125
],
"asset_source_name": "ETHUSD",
"beta": [
0.8426879405483003
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 3156.50873467,
"nu": null,
"omega": 0.8344133868922068
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 63190.19745872102,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 63... | {
"ADX_PERIOD": 22,
"ADX_THRESHOLD_FOR_ENTRY": 29,
"BASE_PENALTY_DURATION_HOURS": 136,
"HOURLY_MA_LONG_PERIOD": 55,
"HOURLY_MA_SHORT_PERIOD": 13,
"INITIAL_MARGIN_PER_UNIT": 13.926955200309498,
"LEVERAGE": 38,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 13.926955200309498,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.6522,
"pnl_premium": 0.03313,
"pnl_range": 0.192661
},
"small_calls": {
"max_calls_multiplier": 0.3913,
"pnl_premium": 0.021181,
"pnl_range": 0.114164
}
} | 0.035761 | -0.00128 | 27.935007 | 47,906 |
{
"alpha": [
0.07215918474321446
],
"asset_source_name": "ETHUSD",
"beta": [
0.8325432389746877
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 170.88780471,
"nu": null,
"omega": 0.715769629231776
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 56351.997751718605,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 5... | {
"ADX_PERIOD": 18,
"ADX_THRESHOLD_FOR_ENTRY": 20,
"BASE_PENALTY_DURATION_HOURS": 49,
"HOURLY_MA_LONG_PERIOD": 24,
"HOURLY_MA_SHORT_PERIOD": 12,
"INITIAL_MARGIN_PER_UNIT": 14.875794999621858,
"LEVERAGE": 49,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.875794999621858,
"M... | {
"moderate_calls": {
"max_calls_multiplier": 0.6179,
"pnl_premium": 0.083007,
"pnl_range": 0.127416
},
"small_calls": {
"max_calls_multiplier": 0.5854,
"pnl_premium": 0.049351,
"pnl_range": 0.06385
}
} | 0.029109 | -0.001047 | 27.801985 | 30,265 |
{
"alpha": [
0.0004651595057244502
],
"asset_source_name": "IHSG_BBRI",
"beta": [
0.05233879011271527
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 4300,
"nu": 2.1,
"omega": 7480980.721341115
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 84123.65629220498,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 84... | {
"ADX_PERIOD": 132,
"ADX_THRESHOLD_FOR_ENTRY": 19,
"BASE_PENALTY_DURATION_HOURS": 29,
"HOURLY_MA_LONG_PERIOD": 226,
"HOURLY_MA_SHORT_PERIOD": 22,
"INITIAL_MARGIN_PER_UNIT": 11.545571277217377,
"LEVERAGE": 23,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 11.545571277217377,
... | {
"moderate_calls": {
"max_calls_multiplier": 0.8972,
"pnl_premium": 0.020613,
"pnl_range": 0.116359
},
"small_calls": {
"max_calls_multiplier": 0.3178,
"pnl_premium": 0.021047,
"pnl_range": 0.095393
}
} | 0.027764 | -0.000855 | 27.76438 | 27,948 |
{
"alpha": [
0.0007001321090118475
],
"asset_source_name": "IHSG_BBRI",
"beta": [
0.08114573934651738
],
"dist": "t",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 4670,
"nu": 2.1257760983527016,
"omega": 8073802.076316387
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 167907.41555276743,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 24,
"ADX_THRESHOLD_FOR_ENTRY": 23,
"BASE_PENALTY_DURATION_HOURS": 58,
"HOURLY_MA_LONG_PERIOD": 32,
"HOURLY_MA_SHORT_PERIOD": 12,
"INITIAL_MARGIN_PER_UNIT": 8.76534714751638,
"LEVERAGE": 82,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 8,
"MARGIN_CALL_DEPOSIT_AMOUNT": 8.76534714751638,
"MAX_A... | {
"moderate_calls": {
"max_calls_multiplier": 0.6375,
"pnl_premium": 0.08591,
"pnl_range": 0.201072
},
"small_calls": {
"max_calls_multiplier": 0.5875,
"pnl_premium": 0.04971,
"pnl_range": 0.127979
}
} | 0.766519 | -0.027746 | 27.626211 | 66,067 |
{
"alpha": [
0.12320995680354337
],
"asset_source_name": "ETHUSD",
"beta": [
0.811883030793289
],
"dist": "normal",
"eta": null,
"fitting_scaling_factor": 10000,
"historical_segment_start_price": 19.2,
"nu": null,
"omega": 16.33013904251983
} | {
"EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005,
"INITIAL_PORTFOLIO_FUNDS": 191289.27093877428,
"INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start",
"LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095,
"LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8,
"MAINTENANCE_MARGIN_PERCENT": 0.005,
"MAX_TRADING_CAPITAL_FOR_UNITS": 1... | {
"ADX_PERIOD": 16,
"ADX_THRESHOLD_FOR_ENTRY": 21,
"BASE_PENALTY_DURATION_HOURS": 96,
"HOURLY_MA_LONG_PERIOD": 103,
"HOURLY_MA_SHORT_PERIOD": 11,
"INITIAL_MARGIN_PER_UNIT": 14.847786276215578,
"LEVERAGE": 70,
"LOSS_STREAK_THRESHOLD_FOR_PENALTY": 6,
"MARGIN_CALL_DEPOSIT_AMOUNT": 14.847786276215578,
"... | {
"moderate_calls": {
"max_calls_multiplier": 0.9194,
"pnl_premium": 0.077116,
"pnl_range": 0.248346
},
"small_calls": {
"max_calls_multiplier": 0.4274,
"pnl_premium": 0.037793,
"pnl_range": 0.055497
}
} | 0.078442 | -0.002853 | 27.498787 | 2,547 |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.