scenario_id stringlengths 36 36 | asset_source_name stringclasses 26
values | final_pnl_ratio float64 -0.45 1.46 | max_drawdown_pct float64 -0.37 0 | total_trades int64 1 16.4k | portfolio_halted bool 2
classes | portfolio_halt_reason stringclasses 145
values | garch_params_used_for_sim_str stringlengths 185 256 | strategy_params_str stringlengths 1.44k 1.49k | strategy_exit_rules_str stringlengths 238 250 |
|---|---|---|---|---|---|---|---|---|---|
e8c3e232-0212-4fe0-ad3f-54070ce5192d | ETHUSD | -0.019215 | -0.018431 | 333 | false | null | {'omega': 1.1213333161608072, 'alpha': [0.06431035429114074], 'beta': [0.8659367397853269], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1690.4, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 725.5706168518502, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.019831371418846565, 'max_pnl_target': 0.07533014631041225, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.05737034453987063, 'max_pnl_target': 0.2155126967682283, 'max_calls_for_rule': 87}} |
f5eb56e6-5694-416f-8a16-65111ef8d77b | BTCUSD | -0.001918 | -0.018677 | 272 | false | null | {'omega': 0.9684209285250481, 'alpha': [0.15963327940125785], 'beta': [0.7666980991889691], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 1346.4870093626473, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 100, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.029007856640427675, 'max_pnl_target': 0.10593029308397894, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.012318388137861302, 'max_pnl_target': 0.2144088861516781, 'max_calls_for_rule': 64}} |
816cc655-b744-4701-b3dc-1641f9c75298 | ADAUSD | -0.003345 | -0.002116 | 261 | false | null | {'omega': 0.4768601292196071, 'alpha': [0.06415951559144582], 'beta': [0.8613437164495307], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01392230242873227, 'historical_segment_start_price': 0.384, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 267.08979854356267, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 262, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTO... | {'small_calls': {'min_pnl_target': 0.016347009651527192, 'max_pnl_target': 0.07813498267717947, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07113414178626985, 'max_pnl_target': 0.24970076095996385, 'max_calls_for_rule': 86}} |
41efae9f-c7e9-4666-8a18-baf9b15197ab | BTCUSD | -0.021857 | -0.021857 | 165 | false | null | {'omega': 1.0371761403599842, 'alpha': [0.16782496602372668], 'beta': [0.800883825590814], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 860.888245972179, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.04945292770218237, 'max_pnl_target': 0.1634681128940884, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.014801109544275251, 'max_pnl_target': 0.25593444085264105, 'max_calls_for_rule': 126}} |
1f450b4c-9438-4095-bbd1-01cffa27c1ce | BNBUSD | 0.008141 | -0.006837 | 219 | false | null | {'omega': 0.3962491554094599, 'alpha': [0.04745285202302058], 'beta': [0.9505471479769795], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.155615399478283, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 1699.8225151368897, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 249, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.028563685998215876, 'max_pnl_target': 0.16052735963601075, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.039343003210137284, 'max_pnl_target': 0.2190752989140048, 'max_calls_for_rule': 31}} |
cedd18c4-7bae-409c-b74a-8be52613c42b | NIFTY50 | -0.001675 | -0.001207 | 45 | false | null | {'omega': 0.15313445903525583, 'alpha': [0.10072045289061878], 'beta': [0.8972795471093812], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01733333208055554, 'historical_segment_start_price': 8750.35, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 858.867023200663, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 47, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.03378261877378703, 'max_pnl_target': 0.098379602852843, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.050968313747520394, 'max_pnl_target': 0.29189311239821253, 'max_calls_for_rule': 110}} |
c1c5566a-e373-40fc-bef7-f629de912011 | NIFTY50 | -0.005781 | -0.003956 | 176 | false | null | {'omega': 0.38307792444460453, 'alpha': [0.1313208569257411], 'beta': [0.8554251186875603], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02932243992042516, 'historical_segment_start_price': 8288.15, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 592.8719062020831, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, 'MAX_CONCURRENT_UNITS': 178, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04516557505340369, 'max_pnl_target': 0.1079304848112709, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.0593695213101704, 'max_pnl_target': 0.25398172993044854, 'max_calls_for_rule': 45}} |
ec3cbba8-b430-4e39-a378-2ed339b0ca7d | BNBUSD | -0.004078 | -0.002596 | 126 | false | null | {'omega': 0.36999923794692086, 'alpha': [0.06251404622561234], 'beta': [0.8599954102995409], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01250670722933496, 'historical_segment_start_price': 246.7, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 428.98861897420227, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 64, 'MAX_CONCURRENT_UNITS': 127, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.0277842893705811, 'max_pnl_target': 0.07798964982894104, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.017632597567707988, 'max_pnl_target': 0.26680325191896526, 'max_calls_for_rule': 50}} |
0fab3ff0-5f01-4e50-b0f2-e17ba3e295e7 | BTCUSD | -0.019919 | -0.020481 | 716 | false | null | {'omega': 1.4673815191340474, 'alpha': [0.06978629501171564], 'beta': [0.9282137049882844], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.035542169190208, 'historical_segment_start_price': 9574.23, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 210.0166647615291, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01675270404027445, 'max_pnl_target': 0.1511503531724518, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.028613899545121592, 'max_pnl_target': 0.23189310723266207, 'max_calls_for_rule': 144}} |
3fc0c62c-3a8c-4bcc-9725-86a7e266daa4 | BNBUSD | -0.019702 | -0.01797 | 323 | false | null | {'omega': 3.760889522697955, 'alpha': [0.11831208726108906], 'beta': [0.8092448814911075], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.4325, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 784.3914620882555, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, 'MAX_CONCURRENT_UNITS': 112, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.0413414820781684, 'max_pnl_target': 0.14103966574182691, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.03240517908453223, 'max_pnl_target': 0.19644228238335434, 'max_calls_for_rule': 101}} |
80d88e42-35cf-407b-9bc4-f87081458994 | ADAUSD | -0.026194 | -0.02491 | 532 | false | null | {'omega': 0.5491796160508243, 'alpha': [0.06159312375958855], 'beta': [0.9364068762404114], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.019540519744533698, 'historical_segment_start_price': 0.2688, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 881.516474434937, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 179, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.02482075224918304, 'max_pnl_target': 0.07786662927698756, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.06080192457868359, 'max_pnl_target': 0.206510151936682, 'max_calls_for_rule': 46}} |
370e3512-31d4-436c-a416-a316ca750ee9 | NIFTYFIN | -0.026324 | -0.025758 | 192 | false | null | {'omega': 0.8022506535031655, 'alpha': [0.0097055133892488], 'beta': [0.9739821267038075], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9258398949117983, 'historical_segment_start_price': 15740.6, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 206.93887943856745, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 117, 'MAX_CONCURRENT_UNITS': 90, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.030858673969415593, 'max_pnl_target': 0.09350289535697932, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.03896943362053452, 'max_pnl_target': 0.21650155869820853, 'max_calls_for_rule': 108}} |
8e007a4f-fb98-44d5-912e-155614e5c1a2 | BNBUSD | -0.005024 | -0.010309 | 417 | false | null | {'omega': 1.6892874337430837, 'alpha': [0.08253114422237832], 'beta': [0.8916800955471483], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.1023, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 395.3013483110077, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, 'MAX_CONCURRENT_UNITS': 216, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.007865409965168975, 'max_pnl_target': 0.1418027234269417, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.05140559396012379, 'max_pnl_target': 0.1773344112323057, 'max_calls_for_rule': 70}} |
816a8c1a-3708-45ca-9de5-23001518d67e | BTCUSD | -0.025562 | -0.025562 | 413 | false | null | {'omega': 1.5860521319145844, 'alpha': [0.06378109294611253], 'beta': [0.8331002599030284], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.236814733294674, 'historical_segment_start_price': 9574.23, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 506.9626339686134, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 413, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04222810264256801, 'max_pnl_target': 0.18961001922840223, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.09018926157727858, 'max_pnl_target': 0.25606906019983683, 'max_calls_for_rule': 23}} |
b8dc6f1e-2c82-414f-89e6-38394477fd69 | NIFTYFMCG | -0.009942 | -0.011483 | 189 | false | null | {'omega': 1.3881564054407298, 'alpha': [0.1914388779196501], 'beta': [0.7990368873418903], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.915616747666353, 'historical_segment_start_price': 20360.6, 'asset_source_name': 'NIFTYFMCG'} | {'POSITION_SIZE_PER_UNIT': 1088.1032766458293, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 246, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.009609428310481128, 'max_pnl_target': 0.1276444466654304, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.09835158554658668, 'max_pnl_target': 0.30736052315374707, 'max_calls_for_rule': 57}} |
548577ab-96bd-4912-a369-5100e03a6db8 | ETHUSD | -0.0301 | -0.022462 | 118 | false | null | {'omega': 0.9791908656525495, 'alpha': [0.0626569465573995], 'beta': [0.9353430534426005], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3986.8, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 726.3684015421342, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 90, 'MAX_CONCURRENT_UNITS': 111, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01228342476945108, 'max_pnl_target': 0.11633612476943009, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.05151995796052559, 'max_pnl_target': 0.2982162717029542, 'max_calls_for_rule': 59}} |
9fda0724-7103-41a7-8ae0-9861f5e90d42 | TSLAUSD | -0.002509 | -0.002225 | 126 | false | null | {'omega': 1.6923801644458978, 'alpha': [0.0812048157627215], 'beta': [0.917383774992894], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.01624770133349946, 'historical_segment_start_price': 278.99, 'asset_source_name': 'TSLAUSD'} | {'POSITION_SIZE_PER_UNIT': 778.857030073972, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, 'MAX_CONCURRENT_UNITS': 130, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02655212488518917, 'max_pnl_target': 0.1689426980165396, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.03329624270958508, 'max_pnl_target': 0.26551859157414165, 'max_calls_for_rule': 124}} |
56a8bcde-70ab-471a-8da2-bfabf283cf37 | ADAUSD | -0.002105 | -0.001392 | 60 | false | null | {'omega': 0.7384356673090929, 'alpha': [0.07548569533493826], 'beta': [0.8707135865133446], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.012640403507169912, 'historical_segment_start_price': 0.2653, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 745.897000213979, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.017631203038185737, 'max_pnl_target': 0.1374679830667533, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.04784053056698756, 'max_pnl_target': 0.2416627364023754, 'max_calls_for_rule': 113}} |
5bec9908-57b7-421c-b86b-17c738f76a94 | BTCUSD | 0.001279 | -0.028587 | 613 | false | null | {'omega': 1.9296516187239472, 'alpha': [0.08056349464964184], 'beta': [0.8418921172315312], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.445124684930637, 'historical_segment_start_price': 7201.5, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 383.85000764884114, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 32, 'MAX_CONCURRENT_UNITS': 374, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04542926696372233, 'max_pnl_target': 0.17461649019072634, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.05880015945683967, 'max_pnl_target': 0.24151167488448735, 'max_calls_for_rule': 21}} |
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ee3a88de-1fcf-4ff8-920f-5c178ed20246 | ADAUSD | 0.008272 | -0.00764 | 522 | false | null | {'omega': 2.8699180476490143, 'alpha': [0.09786924079890288], 'beta': [0.9001307592010972], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.04221, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 1200.7682200695824, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 61, 'MAX_CONCURRENT_UNITS': 142, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.007053731125769299, 'max_pnl_target': 0.10151100505664006, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.04512805016876634, 'max_pnl_target': 0.2047510971461942, 'max_calls_for_rule': 42}} |
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d8ffc9f9-2f8b-405d-886b-07f7f13750c7 | BNBUSD | -0.010566 | -0.010566 | 89 | false | null | {'omega': 0.2744772550480659, 'alpha': [0.07523086391815448], 'beta': [0.9227691360818456], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 1253.1892676505313, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 173, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.0374994783854823, 'max_pnl_target': 0.1206978796315794, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.05055910095803666, 'max_pnl_target': 0.15897834760347762, 'max_calls_for_rule': 112}} |
d8c018fd-24ed-420a-94a2-a02ee73521da | NIFTYFIN | -0.000704 | -0.005194 | 544 | false | null | {'omega': 2.6206770207844943, 'alpha': [0.0549295778600601], 'beta': [0.8974144546243714], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 12323.8, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 504.27746210771437, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 76, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.019137354833441138, 'max_pnl_target': 0.16451797097261367, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.03535403899247901, 'max_pnl_target': 0.15255855454738385, 'max_calls_for_rule': 125}} |
cb1a6732-36ee-4ed7-9c86-6e37f862fb09 | ADAUSD | 0.003079 | -0.009202 | 255 | false | null | {'omega': 0.7031352074162351, 'alpha': [0.08238432673594319], 'beta': [0.9156156732640568], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.543336405479334, 'historical_segment_start_price': 0.4649, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 782.3810433266506, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 202, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.033339446721733244, 'max_pnl_target': 0.14341104201573165, 'max_calls_for_rule': 86}, 'moderate_calls': {'min_pnl_target': 0.013250509532709617, 'max_pnl_target': 0.23456049951579577, 'max_calls_for_rule': 157}} |
06421970-308d-47a2-a457-13fc2dcf63ef | NIFTYENERGY | -0.004698 | -0.004834 | 33 | false | null | {'omega': 0.34689538515278584, 'alpha': [0.0744428450095768], 'beta': [0.9235571549904232], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.001854935183963, 'historical_segment_start_price': 16376.65, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 1468.7967491648312, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 99, 'MAX_CONCURRENT_UNITS': 61, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.011662048666972643, 'max_pnl_target': 0.09942127566361861, 'max_calls_for_rule': 30}, 'moderate_calls': {'min_pnl_target': 0.030827447934439818, 'max_pnl_target': 0.268526549016843, 'max_calls_for_rule': 86}} |
bb4d9a22-2a2b-449c-9a33-0c27ff48b86b | ADAUSD | -0.017042 | -0.041728 | 1,100 | false | null | {'omega': 0.5667660340262504, 'alpha': [0.059114925601894894], 'beta': [0.884559925777051], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.114004262024537, 'historical_segment_start_price': 0.4165, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 738.1934903861167, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 559, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.017243386275606686, 'max_pnl_target': 0.13851258649143003, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.029017825354136953, 'max_pnl_target': 0.20003006795006756, 'max_calls_for_rule': 24}} |
d9aaa342-aecf-4953-8345-58f4b522c5b2 | ETHUSD | -0.010452 | -0.010452 | 65 | false | null | {'omega': 0.5680832052631508, 'alpha': [0.06539407087467708], 'beta': [0.9326059291253229], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.96238831724004, 'historical_segment_start_price': 2086.3, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 586.4187353065358, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 55, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02526554505030643, 'max_pnl_target': 0.10289380272345225, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.06507255364181715, 'max_pnl_target': 0.28762132847029964, 'max_calls_for_rule': 196}} |
5dbec364-e6fd-482b-9ec5-dfd6ad86750a | NIFTYBANK | -0.001563 | -0.000953 | 24 | false | null | {'omega': 0.23039860344250657, 'alpha': [0.08677821565599655], 'beta': [0.8785707895289823], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.005738134125563695, 'historical_segment_start_price': 44055.75, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 637.1108574226593, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 28, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.0125765401017346, 'max_pnl_target': 0.07214026859444304, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.07782567806581332, 'max_pnl_target': 0.19570703828622768, 'max_calls_for_rule': 155}} |
5c48adf2-de08-469c-aa00-8a71fa427171 | ETHUSD | -0.004074 | -0.005005 | 410 | false | null | {'omega': 4.020296970549842, 'alpha': [0.10031414281732504], 'beta': [0.8116771637799562], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 876.5, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 174.48856918602894, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 109, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTO... | {'small_calls': {'min_pnl_target': 0.026522107631970698, 'max_pnl_target': 0.15180168246364872, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.045338998363239826, 'max_pnl_target': 0.2537761700956288, 'max_calls_for_rule': 104}} |
e07d1a06-3ebc-4cdf-be99-82acff4a38fd | ETHUSD | -0.000904 | -0.003281 | 64 | false | null | {'omega': 2.0429708922205934, 'alpha': [0.08910182280762893], 'beta': [0.9077868481178245], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 338.47, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 455.4116937704378, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 322, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02782060562190271, 'max_pnl_target': 0.13626922709196027, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.026275838494146105, 'max_pnl_target': 0.13366078157088054, 'max_calls_for_rule': 26}} |
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f0cd0566-1fa1-401d-bbdb-ae1190f27c92 | XRPUSD | -0.00237 | -0.002015 | 33 | false | null | {'omega': 0.8175951083311948, 'alpha': [0.0773050441657546], 'beta': [0.9206949558342454], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.009806654460847582, 'historical_segment_start_price': 1.0878, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 1051.6302865079717, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 197, 'MAX_CONCURRENT_UNITS': 34, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.006741248999205451, 'max_pnl_target': 0.09180977222499251, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.08632983313494386, 'max_pnl_target': 0.3204640853929299, 'max_calls_for_rule': 190}} |
e8ed94f9-9fea-4b98-8193-71f5abb9d895 | NIFTYBANK | -0.046272 | -0.046272 | 416 | false | null | {'omega': 0.3671303147125338, 'alpha': [0.08609903328533207], 'beta': [0.9102181971685843], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.029250850020605, 'historical_segment_start_price': 25499.2, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 1533.9558130701855, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 25, 'MAX_CONCURRENT_UNITS': 371, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.039857555749615775, 'max_pnl_target': 0.17394872683949958, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.05468004152490011, 'max_pnl_target': 0.3026770546622299, 'max_calls_for_rule': 19}} |
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56e61c2a-9374-49a9-96e8-6cebb9be0bfc | NIFTYBANK | 0.004085 | -0.001309 | 30 | false | null | {'omega': 3.769428748698945, 'alpha': [0.046162559569619496], 'beta': [0.9438819152068476], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 31499.5, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 972.237306637314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.033597615305223566, 'max_pnl_target': 0.10035001208330457, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.08228209245051392, 'max_pnl_target': 0.3021438219120878, 'max_calls_for_rule': 158}} |
49470908-15b3-4f52-9628-aebdbeff113e | BNBUSD | -0.014533 | -0.011228 | 116 | false | null | {'omega': 1.5872830464462822, 'alpha': [0.08601405636537848], 'beta': [0.8645497876667257], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.1023, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 354.7042158155015, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04269613735263665, 'max_pnl_target': 0.09929241262189309, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.07048109053634588, 'max_pnl_target': 0.23162368260766622, 'max_calls_for_rule': 56}} |
865990df-2dce-447a-ada8-9f6d034b4d9b | XRPUSD | -0.000507 | -0.000273 | 54 | false | null | {'omega': 0.8851804116613523, 'alpha': [0.08235792799576533], 'beta': [0.9156420720042348], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.010111722003645343, 'historical_segment_start_price': 1.0878, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 299.1648030677968, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 312, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04022865579709199, 'max_pnl_target': 0.15688821200096925, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.10042968145170135, 'max_pnl_target': 0.29828854152149514, 'max_calls_for_rule': 267}} |
fa722d8f-1c0b-4fda-bafa-570f3321789b | NIFTY500 | -0.005322 | -0.003341 | 87 | false | null | {'omega': 0.10875104788490679, 'alpha': [0.09579610489763839], 'beta': [0.8271711382996862], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02932905274424708, 'historical_segment_start_price': 15457.95, 'asset_source_name': 'NIFTY500'} | {'POSITION_SIZE_PER_UNIT': 1157.5071584997738, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 131, 'MAX_CONCURRENT_UNITS': 63, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.01889487201886704, 'max_pnl_target': 0.16445449233188486, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.0307312739811271, 'max_pnl_target': 0.2704981264678698, 'max_calls_for_rule': 87}} |
3d99c930-77cc-457d-a71b-4d929d4c28fa | ADAUSD | 0.002994 | -0.000981 | 196 | false | null | {'omega': 2.829934007864757, 'alpha': [0.08833363636135787], 'beta': [0.8794521107024511], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15363, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 751.6409381711416, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 293, 'MAX_CONCURRENT_UNITS': 87, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.013042123850100229, 'max_pnl_target': 0.06675806440403072, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.058280502714075484, 'max_pnl_target': 0.16578733881496224, 'max_calls_for_rule': 187}} |
4d7295b3-322a-4c76-a0ab-3e87d8f70078 | NIFTYFIN | 0.007926 | -0.018554 | 162 | false | null | {'omega': 0.32141375049859655, 'alpha': [0.10510089790949743], 'beta': [0.8766886104652135], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.136356027238828, 'historical_segment_start_price': 10458.4, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 893.5911419670899, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, 'MAX_CONCURRENT_UNITS': 60, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.040954823362958526, 'max_pnl_target': 0.1078005586110983, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.09590206397225173, 'max_pnl_target': 0.32165262702104286, 'max_calls_for_rule': 70}} |
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9514cc29-32ba-4ca5-b20c-c743ddce745c | NIFTYENERGY | -0.004939 | -0.00935 | 105 | false | null | {'omega': 0.592206379616519, 'alpha': [0.13092392573665232], 'beta': [0.8552147379839061], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.753018167651775, 'historical_segment_start_price': 8410.05, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 1119.9418744930954, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 81, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04068604640527519, 'max_pnl_target': 0.10211269733433126, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.03385114035069168, 'max_pnl_target': 0.25334520085574086, 'max_calls_for_rule': 69}} |
c4c6e44e-836a-453b-a292-e7ce9b8d9e51 | ETHUSD | 0.004786 | -0.001538 | 122 | false | null | {'omega': 2.388257305617986, 'alpha': [0.1190945581489534], 'beta': [0.8789054418510467], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 207.78, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 659.5888973029033, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 304, 'MAX_CONCURRENT_UNITS': 91, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03714239752629272, 'max_pnl_target': 0.12439710454022426, 'max_calls_for_rule': 102}, 'moderate_calls': {'min_pnl_target': 0.06142450831683929, 'max_pnl_target': 0.19030226690557744, 'max_calls_for_rule': 280}} |
a3cac593-fb81-423f-83ec-156e213180d5 | BTCUSD | -0.001045 | -0.000592 | 49 | false | null | {'omega': 0.3992218353009659, 'alpha': [0.0696147095460232], 'beta': [0.850215706653015], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013699063156132446, 'historical_segment_start_price': 11451.3, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 606.8500283556091, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 75, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.0405293536719167, 'max_pnl_target': 0.13220513590320676, 'max_calls_for_rule': 49}, 'moderate_calls': {'min_pnl_target': 0.0606403591753171, 'max_pnl_target': 0.2373943705364058, 'max_calls_for_rule': 75}} |
10f91b1d-0e4c-44e5-9ab5-0d042d788318 | GOOGLUSD | 0.067964 | -0.001841 | 295 | false | null | {'omega': 2.9234478025791075, 'alpha': [0.2051121370907724], 'beta': [0.7178279124622974], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1231.49, 'asset_source_name': 'GOOGLUSD'} | {'POSITION_SIZE_PER_UNIT': 580.7258616407504, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 121, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02835512628930564, 'max_pnl_target': 0.13220752031025093, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.07471726496758055, 'max_pnl_target': 0.3121316337781799, 'max_calls_for_rule': 40}} |
03112909-c3fb-4948-8a53-4ee2e4fbd67c | BTCUSD | 0.011157 | -0.01006 | 1,596 | false | null | {'omega': 2.278764512483776, 'alpha': [0.0699030450991121], 'beta': [0.9155440740568368], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3444.0, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 754.4615243130011, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 208, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.008820687819572771, 'max_pnl_target': 0.1284909516370538, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.020609494625901458, 'max_pnl_target': 0.12120922120361753, 'max_calls_for_rule': 153}} |
425d762c-f084-47c5-9689-848f5e706276 | XRPUSD | 0.042833 | -0.004379 | 456 | false | null | {'omega': 1.5601999228219414, 'alpha': [0.12205415588879642], 'beta': [0.7995544022093313], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.29376, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 745.3981048304931, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, 'MAX_CONCURRENT_UNITS': 344, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.044672369867831456, 'max_pnl_target': 0.12075576900269325, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.089097414284252, 'max_pnl_target': 0.251644129394067, 'max_calls_for_rule': 31}} |
ddf87f1a-e0b0-4812-82a5-7818001ba0a1 | ETHUSD | -0.006822 | -0.025759 | 270 | false | null | {'omega': 0.6634517116250653, 'alpha': [0.07409321129318851], 'beta': [0.9239067887068115], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.287025534524264, 'historical_segment_start_price': 2226.5, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 712.6503032081235, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 183, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02660765277973734, 'max_pnl_target': 0.15262049737290775, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.017896369473127054, 'max_pnl_target': 0.18509322628766067, 'max_calls_for_rule': 33}} |
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8eb46479-640e-4cbc-a356-5ac47b877f23 | ADAUSD | -0.002027 | -0.001092 | 82 | false | null | {'omega': 0.613082946030345, 'alpha': [0.08979090632987699], 'beta': [0.8737878000092693], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.015279429916894838, 'historical_segment_start_price': 0.4502, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 472.92393068361974, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.022380632299104326, 'max_pnl_target': 0.10715116209241457, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.043719776836573486, 'max_pnl_target': 0.274610905710857, 'max_calls_for_rule': 215}} |
7d55a893-5ec4-4564-92a6-aec8cdb8c1ce | NIFTYENERGY | -0.008775 | -0.015691 | 308 | false | null | {'omega': 0.8286597183354403, 'alpha': [0.11641585073367881], 'beta': [0.8815841492663211], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.8752904210309103, 'historical_segment_start_price': 8518.9, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 363.0732574996251, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 192, 'MAX_CONCURRENT_UNITS': 58, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01576574675123489, 'max_pnl_target': 0.1557529260319866, 'max_calls_for_rule': 70}, 'moderate_calls': {'min_pnl_target': 0.079811999952273, 'max_pnl_target': 0.2344393638548914, 'max_calls_for_rule': 136}} |
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a9002068-c8ef-42d5-bbbd-6f0ad22130bb | ETHUSD | -0.016186 | -0.016685 | 307 | false | null | {'omega': 1.3193217850837295, 'alpha': [0.1431279163715649], 'beta': [0.854872083628435], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1327.2, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 742.0507718607396, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.017361699774940335, 'max_pnl_target': 0.11078798254698913, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.05371456265470533, 'max_pnl_target': 0.2233404462723286, 'max_calls_for_rule': 121}} |
95514881-243b-49ad-89b5-987c3935bc39 | BTCUSD | -0.009535 | -0.009535 | 72 | false | null | {'omega': 0.43823810414532094, 'alpha': [0.06484439397642251], 'beta': [0.9331556060235774], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.01421426749322222, 'historical_segment_start_price': 11451.3, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 1422.5218136811254, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 68, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.013856818879379666, 'max_pnl_target': 0.07857606455812799, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.070793275024805, 'max_pnl_target': 0.2585579570028004, 'max_calls_for_rule': 52}} |
98097385-4c81-4b8a-87ee-3205fb120b47 | BNBUSD | -0.000704 | -0.000274 | 129 | false | null | {'omega': 2.3980782784108357, 'alpha': [0.1294019244558477], 'beta': [0.8685980755441522], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.005505378670603217, 'historical_segment_start_price': 22.3122, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 360.3678786928724, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, 'MAX_CONCURRENT_UNITS': 147, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.017966912964734526, 'max_pnl_target': 0.08322505744947177, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.07330642001989848, 'max_pnl_target': 0.2343039272527926, 'max_calls_for_rule': 55}} |
a515d27e-3ebe-44c1-be65-7572235d7178 | BNBUSD | -0.001906 | -0.000525 | 207 | false | null | {'omega': 0.8363681244237344, 'alpha': [0.05790613314426242], 'beta': [0.901477396257133], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017936833064904848, 'historical_segment_start_price': 327.67, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 487.1006633409824, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, 'MAX_CONCURRENT_UNITS': 220, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.0330617415180087, 'max_pnl_target': 0.15872763488934924, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.06754982196296015, 'max_pnl_target': 0.2121829396414766, 'max_calls_for_rule': 72}} |
413ef2d8-2e81-40ab-8de6-cafcc36a292c | ETHUSD | 0.011164 | -0.011291 | 398 | false | null | {'omega': 2.3662661453080935, 'alpha': [0.12046421067725774], 'beta': [0.8642314098663713], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 207.78, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 580.5538381777474, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, 'MAX_CONCURRENT_UNITS': 38, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02679949777560347, 'max_pnl_target': 0.1692498918230264, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.021122354333661657, 'max_pnl_target': 0.16362221435083082, 'max_calls_for_rule': 288}} |
8d255238-a24c-406a-a211-9afe6d1c7b2f | NIFTYFMCG | -0.000282 | -0.000248 | 55 | false | null | {'omega': 0.26357843898203576, 'alpha': [0.0997333322820651], 'beta': [0.8982666677179348], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.013346786351862164, 'historical_segment_start_price': 34153.75, 'asset_source_name': 'NIFTYFMCG'} | {'POSITION_SIZE_PER_UNIT': 121.2086849519874, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 336, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01795843567654004, 'max_pnl_target': 0.11466267668328815, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.0932214208360152, 'max_pnl_target': 0.288578362514701, 'max_calls_for_rule': 211}} |
a3bd1f67-bb9d-4da8-8b73-fe71c33fb716 | BNBUSD | -0.010222 | -0.008063 | 111 | false | null | {'omega': 0.25071696081199846, 'alpha': [0.06841149028273177], 'beta': [0.9295885097172683], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 1205.3755334134, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, 'MAX_CONCURRENT_UNITS': 72, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATIO... | {'small_calls': {'min_pnl_target': 0.04200672856817733, 'max_pnl_target': 0.1108005689613379, 'max_calls_for_rule': 48}, 'moderate_calls': {'min_pnl_target': 0.05193842186734593, 'max_pnl_target': 0.2222016018570313, 'max_calls_for_rule': 57}} |
6bfc2653-599f-41b3-9b40-17f66df6c2f3 | XRPUSD | -0.003476 | -0.003476 | 39 | false | null | {'omega': 0.45157882721083686, 'alpha': [0.0774115570322082], 'beta': [0.9083536552785008], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.03597494693256335, 'historical_segment_start_price': 0.3967, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 961.9183953760448, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 166, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.044299261772159516, 'max_pnl_target': 0.18143865164908146, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.07241875348190609, 'max_pnl_target': 0.2943674942029448, 'max_calls_for_rule': 143}} |
4f678bcf-f3a6-405d-b542-2990a438ce2c | BNBUSD | -0.003537 | -0.002655 | 153 | false | null | {'omega': 2.2459838044922065, 'alpha': [0.13604917479189843], 'beta': [0.8619508252081016], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.010199698433472081, 'historical_segment_start_price': 29.0455, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 454.3426517520183, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 156, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.011777915111464437, 'max_pnl_target': 0.14081037289968623, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.033774810328404285, 'max_pnl_target': 0.14991242086600493, 'max_calls_for_rule': 86}} |
79dcb310-b0c5-4109-9177-becf10304986 | BTCUSD | 0.014299 | -0.003582 | 179 | false | null | {'omega': 17.41865456815192, 'alpha': [0.1526429663372787], 'beta': [0.8453570336627214], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 108.92, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 1103.9119558746834, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 195, 'MAX_CONCURRENT_UNITS': 57, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.020543880607339006, 'max_pnl_target': 0.14952280570096113, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.052817263056774706, 'max_pnl_target': 0.18951737506674135, 'max_calls_for_rule': 149}} |
d7b76f60-95e6-4ee6-a859-ca642dddc1f5 | BTCUSD | -0.001178 | -0.000967 | 81 | false | null | {'omega': 0.0064027820426806265, 'alpha': [0.0808796661095472], 'beta': [0.9116217287947307], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.000790094185745709, 'historical_segment_start_price': 16475.0, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 180.86860667936548, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 82, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01555684348079828, 'max_pnl_target': 0.15404690131774845, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.055486986701691256, 'max_pnl_target': 0.28277192558313163, 'max_calls_for_rule': 56}} |
ddf9545e-3a1e-4005-9276-8d2a02adb9b2 | NIFTYIT | 0.002158 | -0.012887 | 135 | false | null | {'omega': 0.4608264805583941, 'alpha': [0.09505816153724067], 'beta': [0.9029418384627592], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.503064335352217, 'historical_segment_start_price': 18099.15, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 521.9942102224288, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01912001807464776, 'max_pnl_target': 0.154692760262701, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.09775304917607193, 'max_pnl_target': 0.23864539826546666, 'max_calls_for_rule': 79}} |
1e1ad308-9450-4000-b663-e5fafdfbdf6a | NIFTYBANK | -0.008192 | -0.008192 | 136 | false | null | {'omega': 0.27706122779320547, 'alpha': [0.07686768990881744], 'beta': [0.9056806796490138], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.2427073548974485, 'historical_segment_start_price': 38657.7, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 831.8554861642211, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 232, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04877515842954595, 'max_pnl_target': 0.11919696554483263, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.05424044462305008, 'max_pnl_target': 0.2318610053845965, 'max_calls_for_rule': 38}} |
5a1dc602-2504-46a1-8243-7c08b5c069e6 | GOOGLUSD | -0.005989 | -0.005989 | 69 | false | null | {'omega': 0.33033313757172966, 'alpha': [0.08200535773696135], 'beta': [0.9159946422630385], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0347785438879843, 'historical_segment_start_price': 1406.4, 'asset_source_name': 'GOOGLUSD'} | {'POSITION_SIZE_PER_UNIT': 1104.6485044583856, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 69, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.026852444031024686, 'max_pnl_target': 0.07830979532550761, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.06445890886952663, 'max_pnl_target': 0.2740088297926553, 'max_calls_for_rule': 110}} |
481f9cc6-80f9-44aa-8e7a-50fc08acdaef | XRPUSD | -0.028182 | -0.031194 | 729 | false | null | {'omega': 5.109803755931339, 'alpha': [0.10376703431479094], 'beta': [0.8187189144760219], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.9, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 1140.2272706545034, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 236, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.009860842705023834, 'max_pnl_target': 0.05995817133871446, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.022486392725929474, 'max_pnl_target': 0.19104735575157436, 'max_calls_for_rule': 49}} |
1f3b6112-691e-43fa-9119-8918202fa3d2 | NIFTYBANK | -0.000783 | -0.000397 | 248 | false | null | {'omega': 0.31116385826051024, 'alpha': [0.0973495033261724], 'beta': [0.830654417537655], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.458988589852865, 'historical_segment_start_price': 20170.15, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 162.18128216964595, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 78, 'MAX_CONCURRENT_UNITS': 126, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.015256920814329805, 'max_pnl_target': 0.1505371715159742, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.04063791699218208, 'max_pnl_target': 0.19006088091646883, 'max_calls_for_rule': 66}} |
6d324d64-6248-4c11-979c-729ce783354e | NIFTY500 | -0.006111 | -0.006081 | 138 | false | null | {'omega': 0.23632141045000332, 'alpha': [0.11090725599993388], 'beta': [0.8272019499231952], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9494685070550357, 'historical_segment_start_price': 13938.65, 'asset_source_name': 'NIFTY500'} | {'POSITION_SIZE_PER_UNIT': 856.2078916911921, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 174, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.010459842702435622, 'max_pnl_target': 0.10317996859440894, 'max_calls_for_rule': 67}, 'moderate_calls': {'min_pnl_target': 0.029687467595354976, 'max_pnl_target': 0.23532579599816958, 'max_calls_for_rule': 125}} |
6647e1fe-5345-4f01-9f8f-181f2bff026b | NIFTYFMCG | -0.001253 | -0.000382 | 66 | false | null | {'omega': 0.2486088100517121, 'alpha': [0.09094493650163543], 'beta': [0.8571650003780192], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.006899200013688237, 'historical_segment_start_price': 44224.7, 'asset_source_name': 'NIFTYFMCG'} | {'POSITION_SIZE_PER_UNIT': 920.6336218232899, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 78, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04829686379901052, 'max_pnl_target': 0.14435550187658322, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.015125860552624415, 'max_pnl_target': 0.17875554901102017, 'max_calls_for_rule': 151}} |
f075a7dc-2b02-464b-ad24-9616f9c9fe82 | NIFTYIT | -0.007428 | -0.007428 | 163 | false | null | {'omega': 0.47923921901446764, 'alpha': [0.10320798134671867], 'beta': [0.8947920186532813], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.556543647970016, 'historical_segment_start_price': 18099.15, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 964.1279522352482, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 228, 'MAX_CONCURRENT_UNITS': 70, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.027605366225904465, 'max_pnl_target': 0.17390859668671096, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.04561900852775095, 'max_pnl_target': 0.1576806003627293, 'max_calls_for_rule': 221}} |
19f50712-636e-44c7-abae-368be459e664 | ADAUSD | 0.000599 | -0.004088 | 138 | false | null | {'omega': 1.8877647075714539, 'alpha': [0.04867214362035526], 'beta': [0.903852686634868], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.975466291744107, 'historical_segment_start_price': 1.465, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 529.6213229512043, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 120, 'MAX_CONCURRENT_UNITS': 138, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.02800561440791096, 'max_pnl_target': 0.11368046592313114, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.07417386913928325, 'max_pnl_target': 0.3045588316721357, 'max_calls_for_rule': 113}} |
18028b50-af91-4696-95e4-974c0fbdc763 | ADAUSD | 0.003968 | -0.000002 | 238 | false | null | {'omega': 1.0466745453998618, 'alpha': [0.05833927143949259], 'beta': [0.9396607285605073], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.7392, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 84.62549872742588, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, 'MAX_CONCURRENT_UNITS': 188, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.029755579375947933, 'max_pnl_target': 0.10344143346077471, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.051099668115177646, 'max_pnl_target': 0.25115490056269035, 'max_calls_for_rule': 78}} |
ab4b0848-3039-4889-9798-bed396f926c3 | BNBUSD | 0.066846 | -0.000789 | 1,224 | false | null | {'omega': 6.385740721631186, 'alpha': [0.09435764417514031], 'beta': [0.861789581189357], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.3879, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 371.8148892904014, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 98, 'MAX_CONCURRENT_UNITS': 200, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02694034082688403, 'max_pnl_target': 0.14146424520573728, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.09848204257529145, 'max_pnl_target': 0.2653786930786079, 'max_calls_for_rule': 73}} |
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