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 |
|---|---|---|---|---|---|---|---|---|---|
be5ed0f7-712b-4286-8c8c-734c0721536a | NIFTY50 | -0.026699 | -0.026699 | 175 | false | null | {'omega': 1.4296289599738052, 'alpha': [0.049525890705657834], 'beta': [0.8668149431221498], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.308333863986473, 'historical_segment_start_price': 11483.9, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 1454.345387395216, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 97, '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': 0.0066371995942728895, 'max_pnl_target': 0.058806929276511405, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.017105999500747603, 'max_pnl_target': 0.22616198647344876, 'max_calls_for_rule': 89}} |
f6ac6282-caca-42d3-95f0-7abd78822002 | BTCUSD | -0.024338 | -0.0468 | 1,262 | false | null | {'omega': 2.7142783569554565, 'alpha': [0.07392305201163138], 'beta': [0.8928048629919149], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3939.67, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 808.2452092785978, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 129, 'MAX_CONCURRENT_UNITS': 85, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.008747144900151937, 'max_pnl_target': 0.1135384326693778, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.052406192147408985, 'max_pnl_target': 0.1914299227604439, 'max_calls_for_rule': 92}} |
96da0073-969d-42ce-9330-8f32542d2f92 | ADAUSD | -0.002972 | -0.002094 | 115 | false | null | {'omega': 0.5694546864907422, 'alpha': [0.06148095034848698], 'beta': [0.936519049651513], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.017199639354972176, 'historical_segment_start_price': 0.2688, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 677.2958186112921, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, 'MAX_CONCURRENT_UNITS': 115, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.024815891474883403, 'max_pnl_target': 0.1375086509006227, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.06383476677837686, 'max_pnl_target': 0.23463863518034395, 'max_calls_for_rule': 68}} |
6d53fb5d-94b3-4ab7-a138-62cf69fcee91 | NIFTYIT | -0.002724 | -0.002724 | 100 | false | null | {'omega': 0.3327629708409542, 'alpha': [0.11257925919559252], 'beta': [0.8491498573826423], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.008002290011560255, 'historical_segment_start_price': 26755.15, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 805.9176426390662, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 242, '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': 0.04556343663933138, 'max_pnl_target': 0.12461565693138096, 'max_calls_for_rule': 138}, 'moderate_calls': {'min_pnl_target': 0.0743443995549194, 'max_pnl_target': 0.255303785334749, 'max_calls_for_rule': 219}} |
19806589-f367-4d79-b984-a40b040b527f | ADAUSD | -0.002834 | -0.002076 | 138 | false | null | {'omega': 0.930805402894682, 'alpha': [0.05354867902370548], 'beta': [0.9444513209762945], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.005740099903025729, 'historical_segment_start_price': 2.268, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 374.9354578795269, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 139, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04228415655712569, 'max_pnl_target': 0.17824334437409634, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.06964983803027533, 'max_pnl_target': 0.21448262633269025, 'max_calls_for_rule': 33}} |
9f0bada7-ab7a-4ce2-9498-2bc87a1ca5d7 | XRPUSD | -0.023836 | -0.0261 | 792 | false | null | {'omega': 0.9137474389365281, 'alpha': [0.09130657607132853], 'beta': [0.8956149678295241], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15324, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 894.0235355610358, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 212, '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_AUTOMA... | {'small_calls': {'min_pnl_target': 0.015330270000224643, 'max_pnl_target': 0.12481104035096895, 'max_calls_for_rule': 113}, 'moderate_calls': {'min_pnl_target': 0.05549308252016461, 'max_pnl_target': 0.21584156685350966, 'max_calls_for_rule': 186}} |
67956eec-380e-421e-ba4d-89e3aef71e54 | BNBUSD | -0.02526 | -0.02526 | 187 | false | null | {'omega': 0.4187900475019763, 'alpha': [0.04533303109028248], 'beta': [0.940226560711714], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.077974882539305, 'historical_segment_start_price': 242.2, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 1109.9928491764456, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 102, 'MAX_CONCURRENT_UNITS': 83, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04989049287846389, 'max_pnl_target': 0.1095834593070123, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.04902101861319246, 'max_pnl_target': 0.17991778969016767, 'max_calls_for_rule': 82}} |
db708bf8-5ce9-4b56-ab62-12e43f0606e0 | NIFTYFMCG | -0.001969 | -0.001305 | 80 | false | null | {'omega': 0.23177106634037803, 'alpha': [0.08376639710654382], 'beta': [0.9142336028934563], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.00709297351936748, 'historical_segment_start_price': 30377.45, 'asset_source_name': 'NIFTYFMCG'} | {'POSITION_SIZE_PER_UNIT': 688.990983034081, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 222, '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_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.009391658924233418, 'max_pnl_target': 0.08049794953243505, 'max_calls_for_rule': 98}, 'moderate_calls': {'min_pnl_target': 0.08769821006166874, 'max_pnl_target': 0.22910586367136626, 'max_calls_for_rule': 135}} |
fa1266d7-336f-49ee-a42b-fc0ce430bb07 | BTCUSD | 0.035555 | -0.01887 | 271 | false | null | {'omega': 7.647820044056745, 'alpha': [0.1360242565717749], 'beta': [0.861975743428225], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 261.64, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 741.5222074394, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, 'MAX_CONCURRENT_UNITS': 43, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATIO... | {'small_calls': {'min_pnl_target': 0.04007386182687621, 'max_pnl_target': 0.11809344517394946, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.03348992906777446, 'max_pnl_target': 0.15678188642567725, 'max_calls_for_rule': 135}} |
21cf9c9b-e682-43eb-a1a8-52769239c2b7 | XRPUSD | -0.013824 | -0.018427 | 150 | false | null | {'omega': 0.27851839529389266, 'alpha': [0.06474214845668126], 'beta': [0.9332578515433188], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.660087179699326, 'historical_segment_start_price': 0.4313, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 925.6149204402097, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 93, 'MAX_CONCURRENT_UNITS': 172, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.038238295112921344, 'max_pnl_target': 0.174100743372862, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.019686551604738044, 'max_pnl_target': 0.18643725998106586, 'max_calls_for_rule': 64}} |
c10388a3-7f4d-4eec-aeb8-834430f33ff8 | NIFTYENERGY | -0.082825 | -0.082825 | 594 | false | null | {'omega': 0.3835345348388335, 'alpha': [0.09301514733991859], 'beta': [0.9049848526600816], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.02545905393265, 'historical_segment_start_price': 24868.05, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 1466.2969595167683, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 138, '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': 0.03581207124336238, 'max_pnl_target': 0.1745093423454048, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.05273587735204873, 'max_pnl_target': 0.23733077734656932, 'max_calls_for_rule': 121}} |
fe9895cd-193a-4472-901f-a31df5cc8b39 | XRPUSD | -0.004503 | -0.006803 | 107 | false | null | {'omega': 0.31864467834664373, 'alpha': [0.06176343310084635], 'beta': [0.9362365668991537], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.557901052346636, 'historical_segment_start_price': 0.4313, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 610.8537888190136, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, 'MAX_CONCURRENT_UNITS': 137, 'SYNTHETIC_SERIES_N_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': 0.026493371564529838, 'max_pnl_target': 0.16299081156324896, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.050212867732168404, 'max_pnl_target': 0.20413598412863554, 'max_calls_for_rule': 82}} |
9de0eed9-db27-4e48-befb-6aa84880b4f4 | NIFTYFIN | -0.003428 | -0.004397 | 174 | false | null | {'omega': 0.3681553051012085, 'alpha': [0.08078484981669536], 'beta': [0.826904062861355], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.025746644850867, 'historical_segment_start_price': 18554.4, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 387.1930419224534, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 223, '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': 0.02721001906325771, 'max_pnl_target': 0.15652199501105998, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.03233920111257509, 'max_pnl_target': 0.22817653969370863, 'max_calls_for_rule': 173}} |
c1707bb3-993c-4625-878f-6bf84135b8db | NIFTYENERGY | -0.019456 | -0.050615 | 1,022 | false | null | {'omega': 0.28538084740576336, 'alpha': [0.08113229270634376], 'beta': [0.9168677072936564], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.2096463296487965, 'historical_segment_start_price': 25681.8, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 858.8543411838865, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 96, '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_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01833587928680243, 'max_pnl_target': 0.14335913114542337, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.03269698017008961, 'max_pnl_target': 0.20050235087459278, 'max_calls_for_rule': 74}} |
b52fc3ae-9c4c-4e51-9c2d-1f0c00a23422 | BTCUSD | -0.038202 | -0.043418 | 160 | false | null | {'omega': 4.487310042918206, 'alpha': [0.1336860362167949], 'beta': [0.864313963783205], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 227.55, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 967.7238848523516, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 258, '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_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04080749983019451, 'max_pnl_target': 0.16115124081870605, 'max_calls_for_rule': 144}, 'moderate_calls': {'min_pnl_target': 0.02780189789014588, 'max_pnl_target': 0.16319871068420805, 'max_calls_for_rule': 228}} |
f5c82346-262b-4c1c-8aa6-f5c82494adcf | XRPUSD | 0.022496 | -0.022222 | 522 | false | null | {'omega': 5.5466132648657105, 'alpha': [0.1125117341694406], 'beta': [0.8231129265686115], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.9, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 906.5381781759484, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 204, 'SYNTHETIC_SERIES_N_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': 0.028271698808961892, 'max_pnl_target': 0.17086326505715285, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.09851426726584364, 'max_pnl_target': 0.3293136394271648, 'max_calls_for_rule': 26}} |
73a1f449-8ee4-4276-84ed-72ebf36dd007 | NIFTY500 | -0.008251 | -0.004572 | 198 | false | null | {'omega': 0.22755204302761375, 'alpha': [0.1030797035358282], 'beta': [0.8949202964641719], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.011901638952694703, 'historical_segment_start_price': 10525.75, 'asset_source_name': 'NIFTY500'} | {'POSITION_SIZE_PER_UNIT': 471.49255066424314, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 198, 'SYNTHETIC_SERIES_N_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': 0.022405029451781317, 'max_pnl_target': 0.11812008116898454, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.04347143883892209, 'max_pnl_target': 0.2421098116095197, 'max_calls_for_rule': 33}} |
3e623ed2-6083-4d15-b909-7c228f36c033 | ETHUSD | 0.014108 | -0.02876 | 414 | false | null | {'omega': 1.275033369929891, 'alpha': [0.06293856470209001], 'beta': [0.9350614352979101], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1690.4, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 1419.8233790819543, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, 'MAX_CONCURRENT_UNITS': 173, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.034745206219758636, 'max_pnl_target': 0.1783034493857389, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.08358702592403683, 'max_pnl_target': 0.21102871291311265, 'max_calls_for_rule': 65}} |
abd5097f-d3c3-47aa-918a-7e12fa280712 | NIFTYFIN | -0.016807 | -0.004321 | 180 | false | null | {'omega': 0.2854427316046828, 'alpha': [0.09380924254641279], 'beta': [0.8073295262137108], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.70858420940705, 'historical_segment_start_price': 8356.95, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 421.1008532752164, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 189, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.049810861687230236, 'max_pnl_target': 0.11605406352057288, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.08983301837215837, 'max_pnl_target': 0.25120728728484576, 'max_calls_for_rule': 24}} |
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116b1bcb-8116-425e-96e8-2a471946c6ba | ADAUSD | 0.001162 | 0 | 112 | false | null | {'omega': 1.6307520966442852, 'alpha': [0.06507115709969731], 'beta': [0.9224036828438327], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.5187012852251955, 'historical_segment_start_price': 0.04512, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 226.9362459572072, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, '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': 0.01060858899885064, 'max_pnl_target': 0.06576038460059944, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.017786076631291354, 'max_pnl_target': 0.18888674554988874, 'max_calls_for_rule': 99}} |
6ecd7433-af33-44f9-a7f0-eb8670abd99d | ADAUSD | -0.001843 | -0.001062 | 115 | false | null | {'omega': 1.4244437026923795, 'alpha': [0.04911849011928126], 'beta': [0.93625093022852], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.0046703133277101495, 'historical_segment_start_price': 1.164, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 650.4218650257154, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 115, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.024110187675706576, 'max_pnl_target': 0.15494811896627766, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.019337073666208536, 'max_pnl_target': 0.2619079751014012, 'max_calls_for_rule': 105}} |
c8b4b1e9-ef56-4724-b3e9-4a8d2a83d80b | ETHUSD | 0.046623 | -0.002614 | 541 | false | null | {'omega': 1.4105401717521497, 'alpha': [0.14319270943528026], 'beta': [0.8495918030893806], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1327.2, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 428.3224232006659, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 55, 'MAX_CONCURRENT_UNITS': 255, 'SYNTHETIC_SERIES_N_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': 0.044148052405724225, 'max_pnl_target': 0.11986682366200144, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.03057576173144355, 'max_pnl_target': 0.27295996313324067, 'max_calls_for_rule': 46}} |
20c283d5-a157-4e1d-b819-002afed783c9 | ADAUSD | -0.003412 | -0.002903 | 72 | false | null | {'omega': 4.058129939870214, 'alpha': [0.09595186032641004], 'beta': [0.8318716347859991], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.008797086359060322, 'historical_segment_start_price': 0.0822, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 722.2541185118567, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 199, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03211037706547911, 'max_pnl_target': 0.14269933567008886, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.02563628763934945, 'max_pnl_target': 0.21132224765811441, 'max_calls_for_rule': 193}} |
b5658332-7339-422f-83b0-27bdf44f9fa3 | NIFTY500 | -0.003512 | -0.003512 | 65 | false | null | {'omega': 0.10471995716005175, 'alpha': [0.09287194207410536], 'beta': [0.8293011624342447], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.02861519029584108, 'historical_segment_start_price': 15457.95, 'asset_source_name': 'NIFTY500'} | {'POSITION_SIZE_PER_UNIT': 1490.9853820260846, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_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': 0.046593455715775785, 'max_pnl_target': 0.16512706087986462, 'max_calls_for_rule': 53}, 'moderate_calls': {'min_pnl_target': 0.012712051702702962, 'max_pnl_target': 0.2086767863262355, 'max_calls_for_rule': 158}} |
2032bf90-48b8-425a-b187-a4498109d840 | ETHUSD | 0.002138 | -0.008629 | 714 | false | null | {'omega': 1.4265062943689129, 'alpha': [0.16469898345845313], 'beta': [0.8260361776407119], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1769.9, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 323.6241134927086, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 169, 'MAX_CONCURRENT_UNITS': 123, 'SYNTHETIC_SERIES_N_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': 0.009039141422518875, 'max_pnl_target': 0.08599639151508823, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.0572787100109604, 'max_pnl_target': 0.21798106441688458, 'max_calls_for_rule': 129}} |
32c57083-62f0-485b-8319-e1efc529dbd2 | BNBUSD | 0.000311 | -0.000591 | 43 | false | null | {'omega': 0.7539120854829414, 'alpha': [0.0682651263697562], 'beta': [0.9297348736302438], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 22.4771, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 287.1683331597716, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 88, 'MAX_CONCURRENT_UNITS': 163, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.029738160206344066, 'max_pnl_target': 0.08523360043135247, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.09540962248946974, 'max_pnl_target': 0.25024190986781303, 'max_calls_for_rule': 75}} |
44c1ebab-f621-41fe-92fe-faf4bcad27f2 | XRPUSD | -0.003066 | -0.002861 | 134 | false | null | {'omega': 1.0347060330603635, 'alpha': [0.07824323483961407], 'beta': [0.9197567651603857], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.006780391500123782, 'historical_segment_start_price': 0.7543, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 676.6311228480754, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 141, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04801463091456831, 'max_pnl_target': 0.15876561150181692, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.07118796225082934, 'max_pnl_target': 0.306825527050605, 'max_calls_for_rule': 98}} |
f10807cd-709b-4d66-a73c-95ec353d6851 | ETHUSD | -0.003736 | -0.003631 | 81 | false | null | {'omega': 0.9214865110664949, 'alpha': [0.06231781605107924], 'beta': [0.9356821839489207], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4600.2, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 235.88384950829428, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 229, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.030760556968898033, 'max_pnl_target': 0.12766060033656063, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.08891906418610346, 'max_pnl_target': 0.20209438481811062, 'max_calls_for_rule': 157}} |
cd96c6f8-337c-4326-9c87-a860be08f9f1 | XRPUSD | -0.001854 | -0.001191 | 60 | false | null | {'omega': 0.7842926272966755, 'alpha': [0.06864703075746448], 'beta': [0.9293529692425355], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018835745230119178, 'historical_segment_start_price': 0.3736, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 964.7337275904977, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 188, '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': 0.026232901002459817, 'max_pnl_target': 0.1155575094607032, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.09661130828672033, 'max_pnl_target': 0.21334956263437704, 'max_calls_for_rule': 167}} |
b68969ae-5c60-4716-a7f6-2053966d2543 | BNBUSD | 0.00204 | 0 | 64 | false | null | {'omega': 7.587212846568182, 'alpha': [0.1651086205124797], 'beta': [0.8328913794875203], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.698258110302887, 'historical_segment_start_price': 12.0886, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 117.42132697784854, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 238, 'SYNTHETIC_SERIES_N_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': 0.03346098358437705, 'max_pnl_target': 0.13379267381475685, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.08514166794162163, 'max_pnl_target': 0.2016839612314945, 'max_calls_for_rule': 61}} |
c5b378cb-579a-4800-990f-0b236af91992 | NIFTYENERGY | -0.000062 | 0 | 4 | false | null | {'omega': 0.5048962809194333, 'alpha': [0.12448527060731898], 'beta': [0.7787054014856303], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.007741147173662169, 'historical_segment_start_price': 10793.7, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 1688.813233907554, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 110, 'MAX_CONCURRENT_UNITS': 110, 'SYNTHETIC_SERIES_N_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': 0.038082950541983907, 'max_pnl_target': 0.16446309826716957, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.06996834862083084, 'max_pnl_target': 0.17002817627461442, 'max_calls_for_rule': 78}} |
34f6a1fc-3394-4a89-b7ed-2c59d54d446b | NIFTYBANK | 0.000731 | -0.000095 | 93 | false | null | {'omega': 0.270692787063368, 'alpha': [0.08272287047075891], 'beta': [0.8592444275675519], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.537087880477362, 'historical_segment_start_price': 38657.7, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 118.93407765000012, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 402, 'MAX_CONCURRENT_UNITS': 49, 'SYNTHETIC_SERIES_N_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': 0.011553885330606898, 'max_pnl_target': 0.11465654080305811, 'max_calls_for_rule': 169}, 'moderate_calls': {'min_pnl_target': 0.05486274743735267, 'max_pnl_target': 0.2184192845597788, 'max_calls_for_rule': 378}} |
fadf2da7-fd64-44ca-8681-87dde71e9fde | BTCUSD | 0.030356 | -0.00581 | 459 | false | null | {'omega': 2.5819521890146553, 'alpha': [0.09625274063850486], 'beta': [0.9017472593614951], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 415.13871039190235, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 286, 'MAX_CONCURRENT_UNITS': 67, 'SYNTHETIC_SERIES_N_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': 0.03963207900903859, 'max_pnl_target': 0.12594874261056013, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.08817167169235368, 'max_pnl_target': 0.21651505676845378, 'max_calls_for_rule': 229}} |
9f3f472b-a970-44f9-b7aa-c3709164c707 | NIFTY50 | 0.113097 | -0.028651 | 738 | false | null | {'omega': 1.6837882332063887, 'alpha': [0.05203865768334742], 'beta': [0.9459613423166526], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.385968405456795, 'historical_segment_start_price': 11483.9, 'asset_source_name': 'NIFTY50'} | {'POSITION_SIZE_PER_UNIT': 904.8277762370585, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 105, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03718305731613731, 'max_pnl_target': 0.14567592164080342, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.07640723884567947, 'max_pnl_target': 0.2685612687834076, 'max_calls_for_rule': 52}} |
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8449a0ab-2c1a-4c77-84eb-e92be31ea468 | NIFTYBANK | 0.028105 | -0.011488 | 559 | false | null | {'omega': 0.6948963186047469, 'alpha': [0.010580453856658175], 'beta': [0.9171220619337221], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.386678324934525, 'historical_segment_start_price': 17197.6, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 945.2015182288346, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 350, 'SYNTHETIC_SERIES_N_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': 0.019733740707535908, 'max_pnl_target': 0.14733842952572768, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.0741182046819917, 'max_pnl_target': 0.24800078562741468, 'max_calls_for_rule': 29}} |
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37218c1a-cdd5-47fe-b588-bd8723e3fb1e | ETHUSD | 0.000722 | -0.008392 | 418 | false | null | {'omega': 0.7392085752607681, 'alpha': [0.07172618921706704], 'beta': [0.8581554661857622], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.1156404071820525, 'historical_segment_start_price': 2226.5, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 292.15931024426044, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 112, 'MAX_CONCURRENT_UNITS': 209, 'SYNTHETIC_SERIES_N_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': 0.04540208869214048, 'max_pnl_target': 0.19106145122298923, 'max_calls_for_rule': 44}, 'moderate_calls': {'min_pnl_target': 0.030493510883724283, 'max_pnl_target': 0.15111246415779422, 'max_calls_for_rule': 100}} |
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34b8cfa2-0ee0-4656-990a-4946816d50b4 | ADAUSD | -0.001069 | -0.003239 | 850 | false | null | {'omega': 3.0912877238098404, 'alpha': [0.10348466365789533], 'beta': [0.8945153363421047], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.04218, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 103.68462445201163, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 172, '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_AUTOM... | {'small_calls': {'min_pnl_target': 0.007326117087215766, 'max_pnl_target': 0.10050050341306599, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.058160692498831455, 'max_pnl_target': 0.2015634259146029, 'max_calls_for_rule': 152}} |
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d1221b75-1b62-4a82-a564-a24815fb15f4 | ETHUSD | 0.002342 | -0.001041 | 85 | false | null | {'omega': 1.8671824733149656, 'alpha': [0.07364233312284611], 'beta': [0.9243576668771538], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.50128945, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 372.67679768083434, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 415, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_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': 0.023314015096602154, 'max_pnl_target': 0.12251478185223079, 'max_calls_for_rule': 173}, 'moderate_calls': {'min_pnl_target': 0.08907852948410747, 'max_pnl_target': 0.25413919492106385, 'max_calls_for_rule': 286}} |
64c2df1f-0ca1-4f16-bb0d-380665360929 | NIFTYENERGY | -0.000269 | 0 | 35 | false | null | {'omega': 0.6235657091631656, 'alpha': [0.11151356097532028], 'beta': [0.8864864390246796], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.006797678493781046, 'historical_segment_start_price': 18181.15, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 372.46979712101194, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 388, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.011713450381158579, 'max_pnl_target': 0.12295222050962136, 'max_calls_for_rule': 201}, 'moderate_calls': {'min_pnl_target': 0.08614595435158844, 'max_pnl_target': 0.273077116884741, 'max_calls_for_rule': 295}} |
eb5ceae0-d4aa-41e7-98d0-47c97335e279 | NIFTYBANK | -0.005619 | -0.005619 | 103 | false | null | {'omega': 0.33011887577064875, 'alpha': [0.09999923151415786], 'beta': [0.8419819705165328], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.200236367716665, 'historical_segment_start_price': 20170.15, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 187.66078961349518, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_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': 0.006337638119387689, 'max_pnl_target': 0.09675890852650772, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.017743367417646407, 'max_pnl_target': 0.1790931442299053, 'max_calls_for_rule': 226}} |
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25590e12-861d-479c-873d-9397f24ece21 | TSLAUSD | -0.008108 | -0.007234 | 172 | false | null | {'omega': 1.2229191180559518, 'alpha': [0.0893777938542834], 'beta': [0.9086222061457165], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.023207368955189094, 'historical_segment_start_price': 356.79, 'asset_source_name': 'TSLAUSD'} | {'POSITION_SIZE_PER_UNIT': 1032.3822676665868, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 175, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.03867548536624465, 'max_pnl_target': 0.18569392920571318, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.05288485392257046, 'max_pnl_target': 0.2762161342272847, 'max_calls_for_rule': 45}} |
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0a75fb20-0df6-474d-84cd-1669eeb2cba8 | ETHUSD | -0.022295 | -0.022295 | 192 | false | null | {'omega': 1.9970768319812144, 'alpha': [0.09124146727919961], 'beta': [0.9058565183745882], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.50128945, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 502.229933468338, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, '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_AUTOMA... | {'small_calls': {'min_pnl_target': 0.02973379951001758, 'max_pnl_target': 0.16662099644470194, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.05614062911908669, 'max_pnl_target': 0.15711757290804532, 'max_calls_for_rule': 88}} |
2078713c-14bd-4071-8f58-5dc80a2b1d73 | XRPUSD | -0.004356 | -0.004356 | 126 | false | null | {'omega': 0.5400146184651274, 'alpha': [0.08755358827504986], 'beta': [0.9104464117249501], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.013390482546415054, 'historical_segment_start_price': 0.6143, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 1246.0897761426465, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 133, 'MAX_CONCURRENT_UNITS': 131, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTO... | {'small_calls': {'min_pnl_target': 0.026914546438946214, 'max_pnl_target': 0.13837702552159256, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.06478552684606237, 'max_pnl_target': 0.24070859307887027, 'max_calls_for_rule': 123}} |
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f52d7f60-5497-4213-ad22-6d47a58f7782 | GOOGLUSD | -0.034751 | -0.034751 | 425 | false | null | {'omega': 1.4010132077829711, 'alpha': [0.08277020947272382], 'beta': [0.892397220337074], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.349284227158119, 'historical_segment_start_price': 2288.92, 'asset_source_name': 'GOOGLUSD'} | {'POSITION_SIZE_PER_UNIT': 1867.2159198622498, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 244, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.03861618639455101, 'max_pnl_target': 0.11818563547899216, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.09002742230854438, 'max_pnl_target': 0.2947052632804356, 'max_calls_for_rule': 34}} |
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6bf63713-45d8-4d0e-bd8a-34780abea1c7 | NIFTYFIN | -0.030885 | -0.030885 | 188 | false | null | {'omega': 0.27730094886078566, 'alpha': [0.08269149379836621], 'beta': [0.8234257070752219], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.191917074603723, 'historical_segment_start_price': 17461.9, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 1333.398433849878, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 108, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.021326969568985537, 'max_pnl_target': 0.13955074170932646, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.09431549826771979, 'max_pnl_target': 0.2595742104192804, 'max_calls_for_rule': 47}} |
a64432b6-ed35-42fd-8c22-91dfdd31ca02 | ADAUSD | -0.001108 | -0.001018 | 68 | false | null | {'omega': 2.2736657988305446, 'alpha': [0.07076203721642246], 'beta': [0.9272379627835776], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.005403617352829458, 'historical_segment_start_price': 0.04189, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 737.1560502089079, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, '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_AUTOMA... | {'small_calls': {'min_pnl_target': 0.041136233144198904, 'max_pnl_target': 0.1037881569464098, 'max_calls_for_rule': 186}, 'moderate_calls': {'min_pnl_target': 0.07302517145126014, 'max_pnl_target': 0.17533025232730992, 'max_calls_for_rule': 311}} |
6fb7221c-a7d4-458c-ac4d-9eef0fef5f94 | NIFTYENERGY | -0.005074 | -0.006676 | 272 | false | null | {'omega': 0.25109882333918976, 'alpha': [0.09433796108175971], 'beta': [0.8146308735608812], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.283186578215611, 'historical_segment_start_price': 25681.8, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 458.4106316591813, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 232, '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': 0.015763311795777706, 'max_pnl_target': 0.12988541516092805, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.07691893507129802, 'max_pnl_target': 0.2486033342356231, 'max_calls_for_rule': 157}} |
f1622915-5d16-43c3-95af-6be9caed7e33 | GOOGLUSD | 0.013776 | -0.010334 | 240 | false | null | {'omega': 0.838021615341614, 'alpha': [0.09432674768027488], 'beta': [0.8920337799806357], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.7898318271082845, 'historical_segment_start_price': 2840.09, 'asset_source_name': 'GOOGLUSD'} | {'POSITION_SIZE_PER_UNIT': 1048.21688703537, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 44, 'MAX_CONCURRENT_UNITS': 199, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.022747606197911285, 'max_pnl_target': 0.17194145693649515, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.09796871083377816, 'max_pnl_target': 0.3173286577971846, 'max_calls_for_rule': 42}} |
99a4b5f8-0466-444c-b10c-91699b549786 | BNBUSD | -0.005247 | -0.00548 | 168 | false | null | {'omega': 0.2509182884120665, 'alpha': [0.08193658925403495], 'beta': [0.8416919797795724], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.025233854216136532, 'historical_segment_start_price': 603.9, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 1048.7152605756116, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 28, 'MAX_CONCURRENT_UNITS': 168, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.01050668193101377, 'max_pnl_target': 0.13639904478550396, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.05633809911778184, 'max_pnl_target': 0.26315659950816594, 'max_calls_for_rule': 22}} |
f2422bdb-5938-463d-94bd-3e363f367319 | ADAUSD | -0.001283 | -0.000438 | 78 | false | null | {'omega': 0.5653716470791691, 'alpha': [0.06974712279783017], 'beta': [0.8335227187364903], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.018583699515072907, 'historical_segment_start_price': 0.2688, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 1695.0687154305178, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 134, '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': 0.032474702897479155, 'max_pnl_target': 0.09966938929487157, 'max_calls_for_rule': 60}, 'moderate_calls': {'min_pnl_target': 0.03377224186372491, 'max_pnl_target': 0.18314296567129573, 'max_calls_for_rule': 132}} |
8d62cb31-7d27-4f63-8356-ff3559ee45ea | NIFTYFIN | -0.008147 | -0.013053 | 228 | false | null | {'omega': 0.28461837221285785, 'alpha': [0.0892169070504293], 'beta': [0.9087830929495707], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9096995222113438, 'historical_segment_start_price': 17461.9, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 845.937714060931, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_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': 0.013384900989415152, 'max_pnl_target': 0.1257693389332752, 'max_calls_for_rule': 55}, 'moderate_calls': {'min_pnl_target': 0.027145490115916895, 'max_pnl_target': 0.14067590101611438, 'max_calls_for_rule': 117}} |
5af72a4b-fcf7-4599-b60e-fcdfa136ca64 | ETHUSD | 0.013342 | -0.012387 | 156 | false | null | {'omega': 4.102302899530388, 'alpha': [0.09907079901701876], 'beta': [0.8469302772486297], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 876.5, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 1498.9697161715167, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 74, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03920787128384917, 'max_pnl_target': 0.10233301777851841, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.04587296276904322, 'max_pnl_target': 0.22259945433707573, 'max_calls_for_rule': 48}} |
12011a4f-bef8-4cf1-bc14-43a93a53afb4 | NIFTY500 | -0.000712 | -0.03074 | 1,405 | false | null | {'omega': 1321.1902266801628, 'alpha': [0.009141591237218647], 'beta': [0.5265924724660334], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.166768596212071, 'historical_segment_start_price': 3423.0, 'asset_source_name': 'NIFTY500'} | {'POSITION_SIZE_PER_UNIT': 421.45145313688977, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 208, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04510787937784869, 'max_pnl_target': 0.1831401207198853, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07484976950253122, 'max_pnl_target': 0.31926198644150405, 'max_calls_for_rule': 55}} |
65c76db6-f192-4d40-8ece-c268e7aa5a98 | ADAUSD | -0.010414 | -0.014914 | 234 | false | null | {'omega': 1.7998021117307432, 'alpha': [0.07075134770711772], 'beta': [0.8612500363416524], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.366535883133516, 'historical_segment_start_price': 0.03404, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 1039.1439038021574, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 170, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.008208755919294874, 'max_pnl_target': 0.12320884357059567, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.06678942523441622, 'max_pnl_target': 0.3080974244355501, 'max_calls_for_rule': 27}} |
473baf1e-df33-4dd1-9712-b9584aaad4ea | BTCUSD | -0.024416 | -0.029684 | 885 | false | null | {'omega': 2.3427657890657967, 'alpha': [0.07436965215639936], 'beta': [0.8622135898258846], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3444.0, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 474.4921212470478, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 290, 'SYNTHETIC_SERIES_N_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': 0.035999638380177466, 'max_pnl_target': 0.09860096826152243, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.04503167250849191, 'max_pnl_target': 0.2269832425766564, 'max_calls_for_rule': 41}} |
6d4962e1-7a62-4f02-ad4a-2b6c5a2f8a27 | NIFTYBANK | -0.003639 | -0.000293 | 172 | false | null | {'omega': 0.4936426002434331, 'alpha': [0.10929524005967371], 'beta': [0.7933026783053402], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.6233905713221874, 'historical_segment_start_price': 17968.95, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 117.47845112970484, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, 'MAX_CONCURRENT_UNITS': 92, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.01570309735853025, 'max_pnl_target': 0.10008164265032855, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.028914567243797984, 'max_pnl_target': 0.27513744305179977, 'max_calls_for_rule': 71}} |
3047909a-9e3c-4fd9-b2b0-16cef73b9a12 | ETHUSD | -0.027257 | -0.032737 | 522 | false | null | {'omega': 1.0895048583437839, 'alpha': [0.0828917937465725], 'beta': [0.9151082062534275], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3405.7, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 488.64831305485563, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 205, 'MAX_CONCURRENT_UNITS': 37, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.008382759356955392, 'max_pnl_target': 0.10292729946470242, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.04076504359867251, 'max_pnl_target': 0.1983554163240845, 'max_calls_for_rule': 169}} |
2ec66f74-2e4b-42d3-b801-bfc7506c1f68 | NIFTYENERGY | -0.006928 | -0.006928 | 127 | false | null | {'omega': 0.6312250734373761, 'alpha': [0.13839644902401885], 'beta': [0.8596035509759813], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.0438589256216275, 'historical_segment_start_price': 8410.05, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 1507.1484512650648, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 79, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.04969493910607233, 'max_pnl_target': 0.14081203176499332, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.017552263183393955, 'max_pnl_target': 0.2005746040934969, 'max_calls_for_rule': 154}} |
5e092b6b-258d-4de4-9f0b-3025af534fc9 | ADAUSD | 0.028094 | -0.012869 | 474 | false | null | {'omega': 3.0591831394438804, 'alpha': [0.09730991368215713], 'beta': [0.9006900863178429], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.04221, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 632.9589519518709, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, 'MAX_CONCURRENT_UNITS': 124, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.03689826522186047, 'max_pnl_target': 0.1703145285548155, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.027970360875698055, 'max_pnl_target': 0.13042763020933779, 'max_calls_for_rule': 68}} |
ff1a767b-de39-4e08-a4e4-ac478921a97d | BTCUSD | -0.021026 | -0.017395 | 546 | false | null | {'omega': 0.00012727817249242948, 'alpha': [0.3374569239728905], 'beta': [0.6592340472040691], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.6129543624385243, 'historical_segment_start_price': 5.0, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 1452.9597189962562, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 276, 'SYNTHETIC_SERIES_N_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': 0.006252988639977504, 'max_pnl_target': 0.06298136818109472, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.08633071427297942, 'max_pnl_target': 0.18875821701838802, 'max_calls_for_rule': 34}} |
dfafdebe-2ff8-4966-b873-c83a683a1b60 | NIFTYFIN | 0.000289 | -0.001401 | 88 | false | null | {'omega': 0.804302213639532, 'alpha': [0.00965268642985476], 'beta': [0.9883473135701453], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7375051182106818, 'historical_segment_start_price': 15740.6, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 126.19557305027412, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 240, 'MAX_CONCURRENT_UNITS': 88, 'SYNTHETIC_SERIES_N_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': 0.04392812865418393, 'max_pnl_target': 0.12131695764795153, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.0843097455345419, 'max_pnl_target': 0.2646704129148796, 'max_calls_for_rule': 208}} |
e95a2d5a-e2fd-42d1-bf33-790289b7415d | ADAUSD | -0.006847 | -0.03416 | 2,310 | false | null | {'omega': 2.028611196085713, 'alpha': [0.07353490042406832], 'beta': [0.9244650995759317], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7367, 'asset_source_name': 'ADAUSD'} | {'POSITION_SIZE_PER_UNIT': 1099.0228976349983, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 129, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOM... | {'small_calls': {'min_pnl_target': 0.006726405167469443, 'max_pnl_target': 0.08920213872302735, 'max_calls_for_rule': 36}, 'moderate_calls': {'min_pnl_target': 0.04102790980719435, 'max_pnl_target': 0.2412316421910098, 'max_calls_for_rule': 43}} |
aa71b9ca-d73d-4e70-b596-849261159074 | XRPUSD | -0.037144 | -0.028794 | 266 | false | null | {'omega': 4.8928116433666835, 'alpha': [0.08374172350239958], 'beta': [0.9090466845180102], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44792, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 725.0434460165504, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 229, 'MAX_CONCURRENT_UNITS': 73, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.04695745596528122, 'max_pnl_target': 0.12471946959857522, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.08105329511882198, 'max_pnl_target': 0.30426667365518345, 'max_calls_for_rule': 199}} |
128da227-b5d8-4ef1-b898-e8b79ec81a29 | BNBUSD | -0.001614 | -0.001197 | 172 | false | null | {'omega': 0.45068270839288854, 'alpha': [0.0671045731372345], 'beta': [0.8387300706074989], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': -0.007287708813880642, 'historical_segment_start_price': 316.0, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 677.3655116331033, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 73, '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': 0.03750855682950166, 'max_pnl_target': 0.13057317960720324, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.08587558022121455, 'max_pnl_target': 0.23652304407249003, 'max_calls_for_rule': 60}} |
b98bc507-05fa-43d4-8ee8-f49ba3480e42 | NIFTYENERGY | -0.005089 | -0.005089 | 52 | false | null | {'omega': 0.5066159831906499, 'alpha': [0.08938182842950525], 'beta': [0.8674776268087188], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.385079203485706, 'historical_segment_start_price': 14136.0, 'asset_source_name': 'NIFTYENERGY'} | {'POSITION_SIZE_PER_UNIT': 735.5393834134103, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, '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_AUTOMA... | {'small_calls': {'min_pnl_target': 0.039655678473733406, 'max_pnl_target': 0.11222565647443147, 'max_calls_for_rule': 28}, 'moderate_calls': {'min_pnl_target': 0.029326861086770455, 'max_pnl_target': 0.13070559294492157, 'max_calls_for_rule': 53}} |
14d8acf6-f084-4a34-b6f6-b5794a626883 | NIFTYIT | -0.004138 | -0.002485 | 45 | false | null | {'omega': 0.30216294946902866, 'alpha': [0.09918706914412061], 'beta': [0.8988129308558793], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7207510769153673, 'historical_segment_start_price': 15377.5, 'asset_source_name': 'NIFTYIT'} | {'POSITION_SIZE_PER_UNIT': 139.5727133251247, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 213, 'MAX_CONCURRENT_UNITS': 45, 'SYNTHETIC_SERIES_N_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': 0.04004408003056718, 'max_pnl_target': 0.17495983330700415, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.09499440597261588, 'max_pnl_target': 0.1959689160878997, 'max_calls_for_rule': 181}} |
f458de3c-3a04-4ed2-9f17-dfdbea3bd320 | ETHUSD | -0.012921 | -0.01588 | 640 | false | null | {'omega': 1.9182602565813356, 'alpha': [0.08917545494094747], 'beta': [0.9088245450590525], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 396.11, 'asset_source_name': 'ETHUSD'} | {'POSITION_SIZE_PER_UNIT': 687.7788538517167, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 207, 'MAX_CONCURRENT_UNITS': 50, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMA... | {'small_calls': {'min_pnl_target': 0.009112119379644228, 'max_pnl_target': 0.10759956202330018, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.03326818268869898, 'max_pnl_target': 0.1348517491315482, 'max_calls_for_rule': 136}} |
ceea1a1b-bb3c-4d66-aea5-35ffb44b476c | BTCUSD | 0.000222 | -0.002332 | 112 | false | null | {'omega': 3.3993487641017968, 'alpha': [0.15203687217259101], 'beta': [0.845963127827409], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 706.4, 'asset_source_name': 'BTCUSD'} | {'POSITION_SIZE_PER_UNIT': 76.35451832993247, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 249, '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': 0.039780316433270166, 'max_pnl_target': 0.0991389803164012, 'max_calls_for_rule': 130}, 'moderate_calls': {'min_pnl_target': 0.05375719718007988, 'max_pnl_target': 0.2062594024315412, 'max_calls_for_rule': 216}} |
d5cbb360-c57c-412a-b186-f5def04b1263 | XRPUSD | 0.00298 | -0.002906 | 132 | false | null | {'omega': 0.9106985546533033, 'alpha': [0.10683915790227257], 'beta': [0.8911608420977273], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.22399, 'asset_source_name': 'XRPUSD'} | {'POSITION_SIZE_PER_UNIT': 211.27530645519812, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 185, 'MAX_CONCURRENT_UNITS': 26, 'SYNTHETIC_SERIES_N_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': 0.01705224393406307, 'max_pnl_target': 0.16381380388224448, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.04029730410472032, 'max_pnl_target': 0.2572148741728298, 'max_calls_for_rule': 138}} |
ccb829bf-75b4-4f5f-9563-51c8b1cf4917 | BNBUSD | -0.081242 | -0.182786 | 710 | false | null | {'omega': 2.0275614664198702, 'alpha': [0.10003778776219095], 'beta': [0.8979622122378089], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.3, 'asset_source_name': 'BNBUSD'} | {'POSITION_SIZE_PER_UNIT': 892.3205549244668, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 80, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMAT... | {'small_calls': {'min_pnl_target': 0.04062281036295304, 'max_pnl_target': 0.13018387357024577, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.06351165898904519, 'max_pnl_target': 0.28882935963396944, 'max_calls_for_rule': 42}} |
6ddbeba1-7cbc-40ba-90bb-dda4d037ba36 | NIFTYBANK | -0.001541 | -0.000905 | 50 | false | null | {'omega': 0.6012023928853566, 'alpha': [0.08032133226645896], 'beta': [0.8267542638744682], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.017972846393042138, 'historical_segment_start_price': 32637.65, 'asset_source_name': 'NIFTYBANK'} | {'POSITION_SIZE_PER_UNIT': 1431.2260639707865, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 25, 'MAX_CONCURRENT_UNITS': 402, 'SYNTHETIC_SERIES_N_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': 0.022475792525651475, 'max_pnl_target': 0.10558117773568514, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.015265137125095092, 'max_pnl_target': 0.1891211664781882, 'max_calls_for_rule': 19}} |
27a9ebcf-1e47-4aa6-84d0-7c6436513435 | NIFTYFIN | 0.002603 | -0.000823 | 187 | false | null | {'omega': 0.27584050091063433, 'alpha': [0.08942738836513185], 'beta': [0.8142018804764888], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.259925030906647, 'historical_segment_start_price': 17461.9, 'asset_source_name': 'NIFTYFIN'} | {'POSITION_SIZE_PER_UNIT': 179.7071178878404, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, 'MAX_CONCURRENT_UNITS': 202, 'SYNTHETIC_SERIES_N_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': 0.020819701259905423, 'max_pnl_target': 0.07206098027864168, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.05371437262757891, 'max_pnl_target': 0.16487757870515335, 'max_calls_for_rule': 76}} |
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