scenario_id stringlengths 36 36 | final_pnl_ratio float64 -1.19 0.58 | max_drawdown float64 -1.19 0 | total_trades int64 2 97.3k | garch_params_used_for_sim_str stringlengths 179 207 | strategy_params_str stringlengths 1.31k 1.33k | strategy_exit_rules_str stringlengths 238 251 |
|---|---|---|---|---|---|---|
812e3006-6ba8-428f-8535-b5925d3d21c7 | -0.003388 | -0.003081 | 300 | {'omega': 0.6617721868536653, 'alpha': [0.0946114172790644], 'beta': [0.9033885827209356], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.4502} | {'POSITION_SIZE_PER_UNIT': 372.6034553926604, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, 'MAX_CONCURRENT_UNITS': 419, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 782139.4509881206, 'LEVERAGE': 21, 'UNIT_BUDGET': 1866.3528183783421, 'INITIAL_MARGIN_PER_UNIT': 17.74302168536478, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 782139.4509881206, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.74302168536478, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.05521893243432132, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 179, 'RSI_OVERSOLD_THRESHOLD': 23, 'MFI_PERIOD': 57, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 21, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 233, 'NON_TRADEABLE_WINDOW': 13980, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 140, 'PARAMETER_3': 2.0003001690088067, 'PARAMETER_4': 470} | {'small_calls': {'min_pnl_target': 0.14827058450623437, 'max_pnl_target': 0.21070105689108043, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.052306410456334086, 'max_pnl_target': 0.28604678920441345, 'max_calls_for_rule': 104}} |
7e14efcb-5be2-4caa-80df-fdb5f432c375 | -0.0045 | -0.0045 | 36 | {'omega': 0.21717615098144363, 'alpha': [0.05381864856441066], 'beta': [0.9120455233815381], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.2476} | {'POSITION_SIZE_PER_UNIT': 959.0831646047858, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 353, 'MAX_CONCURRENT_UNITS': 59, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 206108.87665764382, 'LEVERAGE': 99, 'UNIT_BUDGET': 3435.1560927013775, 'INITIAL_MARGIN_PER_UNIT': 9.687708733381674, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 206108.87665764382, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.687708733381674, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.40845258688936553, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 78, 'RSI_OVERSOLD_THRESHOLD': 40, 'MFI_PERIOD': 106, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 36, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 54, 'HOURLY_MA_LONG_PERIOD': 176, 'NON_TRADEABLE_WINDOW': 10560, 'MAX_UNITS_PER_SIGNAL_EVENT': 20, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 134, 'PARAMETER_3': 1.8373578221172124, 'PARAMETER_4': 1019} | {'small_calls': {'min_pnl_target': 0.10551060145422463, 'max_pnl_target': 0.11403866113497396, 'max_calls_for_rule': 176}, 'moderate_calls': {'min_pnl_target': 0.23332036287365412, 'max_pnl_target': 0.3294693056856193, 'max_calls_for_rule': 353}} |
b9178456-98fa-4b0f-a94c-4485156fb561 | -0.006273 | -0.006273 | 32 | {'omega': 2.900957196669027, 'alpha': [0.09563019545725682], 'beta': [0.9023698045427433], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.0512} | {'POSITION_SIZE_PER_UNIT': 993.2233653154472, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 188, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 628208.1121769564, 'LEVERAGE': 60, 'UNIT_BUDGET': 3143.1080650531994, 'INITIAL_MARGIN_PER_UNIT': 16.553722755257454, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 628208.1121769564, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.553722755257454, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3864477580920059, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 119, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 144, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 19, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 13, 'HOURLY_MA_LONG_PERIOD': 265, 'NON_TRADEABLE_WINDOW': 15900, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 28, 'PARAMETER_3': 1.7163782509182701, 'PARAMETER_4': 994} | {'small_calls': {'min_pnl_target': 0.04186171522314466, 'max_pnl_target': 0.24724584497469712, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.06724754206184483, 'max_pnl_target': 0.2645867177542543, 'max_calls_for_rule': 188}} |
9a8a6301-1be5-4c7a-8b23-94701a9325fa | -0.025862 | -0.025862 | 70 | {'omega': 0.6818923667417222, 'alpha': [0.08714830223539871], 'beta': [0.8783028354539665], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3991} | {'POSITION_SIZE_PER_UNIT': 518.5339361064343, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 388, 'MAX_CONCURRENT_UNITS': 13, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 36060.26793536404, 'LEVERAGE': 77, 'UNIT_BUDGET': 2619.8039399463696, 'INITIAL_MARGIN_PER_UNIT': 6.734206962421226, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 36060.26793536404, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.734206962421226, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4511850772488294, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 143, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 213, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 12, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 191, 'NON_TRADEABLE_WINDOW': 11460, 'MAX_UNITS_PER_SIGNAL_EVENT': 12, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 10, 'PARAMETER_2': 50, 'PARAMETER_3': 1.494125883353087, 'PARAMETER_4': 1002} | {'small_calls': {'min_pnl_target': 0.148400522322417, 'max_pnl_target': 0.2304404578398918, 'max_calls_for_rule': 194}, 'moderate_calls': {'min_pnl_target': 0.13762264266662946, 'max_pnl_target': 0.29688528920358936, 'max_calls_for_rule': 388}} |
6d2671a6-4af2-4746-ba29-14c7b5e98273 | -0.003105 | -0.003105 | 36 | {'omega': 0.772661718075523, 'alpha': [0.07196998344646448], 'beta': [0.9098020631681971], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.2653} | {'POSITION_SIZE_PER_UNIT': 907.470528444493, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 302, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 263522.71246213734, 'LEVERAGE': 68, 'UNIT_BUDGET': 4047.6398299190996, 'INITIAL_MARGIN_PER_UNIT': 13.345154830066074, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 263522.71246213734, 'MARGIN_CALL_DEPOSIT_AMOUNT': 13.345154830066074, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.22406859587899497, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 145, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 197, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 27, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 18, 'HOURLY_MA_LONG_PERIOD': 206, 'NON_TRADEABLE_WINDOW': 12360, 'MAX_UNITS_PER_SIGNAL_EVENT': 3, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 136, 'PARAMETER_3': 1.8314781257602126, 'PARAMETER_4': 822} | {'small_calls': {'min_pnl_target': 0.0902692495518285, 'max_pnl_target': 0.20913045296822552, 'max_calls_for_rule': 151}, 'moderate_calls': {'min_pnl_target': 0.23757142373509602, 'max_pnl_target': 0.27661728024997645, 'max_calls_for_rule': 302}} |
c20bb602-0650-437a-9852-7de64f649f94 | -0.000297 | -0.004016 | 186 | {'omega': 0.9858177048554214, 'alpha': [0.05325675283443627], 'beta': [0.9447432471655638], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.268} | {'POSITION_SIZE_PER_UNIT': 56.328652810159035, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 239, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 182708.8349499302, 'LEVERAGE': 7, 'UNIT_BUDGET': 1933.1803977650816, 'INITIAL_MARGIN_PER_UNIT': 8.04695040145129, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 182708.8349499302, 'MARGIN_CALL_DEPOSIT_AMOUNT': 8.04695040145129, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.38721535298381166, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 75, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 153, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 21, 'HOURLY_MA_SHORT_PERIOD': 55, 'HOURLY_MA_LONG_PERIOD': 236, 'NON_TRADEABLE_WINDOW': 14160, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 9, 'PARAMETER_2': 31, 'PARAMETER_3': 2.386876025491983, 'PARAMETER_4': 704} | {'small_calls': {'min_pnl_target': 0.13030103751366548, 'max_pnl_target': 0.18709699849050493, 'max_calls_for_rule': 119}, 'moderate_calls': {'min_pnl_target': 0.08869209601006188, 'max_pnl_target': 0.23212056235761125, 'max_calls_for_rule': 239}} |
27a98f5c-1d83-4f9b-b981-14bf89c06950 | -0.002072 | -0.002072 | 6 | {'omega': 3.9499925363033332, 'alpha': [0.08408172348337628], 'beta': [0.9139182765166237], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.0822} | {'POSITION_SIZE_PER_UNIT': 1285.6559795520413, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 14, 'MAX_CONCURRENT_UNITS': 1564, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 292208.134761613, 'LEVERAGE': 105, 'UNIT_BUDGET': 186.73975883215354, 'INITIAL_MARGIN_PER_UNIT': 12.244342662400394, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 292208.134761613, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.244342662400394, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.18747575002001504, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 147, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 214, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 31, 'HOURLY_MA_LONG_PERIOD': 185, 'NON_TRADEABLE_WINDOW': 11100, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 3, 'PARAMETER_2': 116, 'PARAMETER_3': 1.3337616602462052, 'PARAMETER_4': 1020} | {'small_calls': {'min_pnl_target': 0.10760842750298928, 'max_pnl_target': 0.12911289518558072, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.061137500658582415, 'max_pnl_target': 0.25570918531034725, 'max_calls_for_rule': 14}} |
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634f45b3-6bca-4902-a9fc-98e0d93383e0 | -0.003513 | -0.003513 | 53 | {'omega': 0.5801788366091634, 'alpha': [0.07658942880415699], 'beta': [0.921410571195843], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3991} | {'POSITION_SIZE_PER_UNIT': 1480.1834151753274, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 113, 'MAX_CONCURRENT_UNITS': 279, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 486898.0094131521, 'LEVERAGE': 97, 'UNIT_BUDGET': 1742.7229287298169, 'INITIAL_MARGIN_PER_UNIT': 15.259622836859045, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 486898.0094131521, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.259622836859045, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.21970385747978644, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 198, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 178, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 20, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 51, 'HOURLY_MA_LONG_PERIOD': 251, 'NON_TRADEABLE_WINDOW': 15060, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 55, 'PARAMETER_3': 1.206157152086817, 'PARAMETER_4': 479} | {'small_calls': {'min_pnl_target': 0.09906114995159389, 'max_pnl_target': 0.23789295346427128, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.12166066087988094, 'max_pnl_target': 0.24526009891403877, 'max_calls_for_rule': 113}} |
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e3e824bf-b375-4a07-add5-4f42f659eae7 | 0.04718 | -0.000385 | 3,264 | {'omega': 0.9918037210637434, 'alpha': [0.058016452941123446], 'beta': [0.9399835470588765], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.268} | {'POSITION_SIZE_PER_UNIT': 73.76056502994001, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 17, 'MAX_CONCURRENT_UNITS': 1633, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 434778.95182882075, 'LEVERAGE': 5, 'UNIT_BUDGET': 266.1456679585069, 'INITIAL_MARGIN_PER_UNIT': 14.752113005988, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 434778.95182882075, 'MARGIN_CALL_DEPOSIT_AMOUNT': 14.752113005988, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4939710859440937, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 75, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 181, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 23, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 40, 'HOURLY_MA_LONG_PERIOD': 182, 'NON_TRADEABLE_WINDOW': 10920, 'MAX_UNITS_PER_SIGNAL_EVENT': 13, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 7, 'PARAMETER_2': 155, 'PARAMETER_3': 1.496379004987735, 'PARAMETER_4': 645} | {'small_calls': {'min_pnl_target': 0.14667562587158509, 'max_pnl_target': 0.19848416785576148, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.11687594557147295, 'max_pnl_target': 0.28064619024845006, 'max_calls_for_rule': 17}} |
f41df878-3c68-4f43-8dfc-282dfac0c26d | -0.00725 | -0.00725 | 328 | {'omega': 1.32599361567943, 'alpha': [0.051590642374180484], 'beta': [0.9230741199558404], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.148} | {'POSITION_SIZE_PER_UNIT': 668.2000753912987, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 244, 'MAX_CONCURRENT_UNITS': 165, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 662918.6928390237, 'LEVERAGE': 41, 'UNIT_BUDGET': 4008.637545829629, 'INITIAL_MARGIN_PER_UNIT': 16.29756281442192, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 662918.6928390237, 'MARGIN_CALL_DEPOSIT_AMOUNT': 16.29756281442192, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.08733028112528002, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 76, 'RSI_OVERSOLD_THRESHOLD': 39, 'MFI_PERIOD': 205, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 19, 'ADX_PERIOD': 26, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 70, 'HOURLY_MA_LONG_PERIOD': 265, 'NON_TRADEABLE_WINDOW': 15900, 'MAX_UNITS_PER_SIGNAL_EVENT': 11, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 2, 'PARAMETER_2': 126, 'PARAMETER_3': 2.411119239592228, 'PARAMETER_4': 561} | {'small_calls': {'min_pnl_target': 0.028157617282860356, 'max_pnl_target': 0.16188147089178995, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.19875619236822675, 'max_pnl_target': 0.2630929198442613, 'max_calls_for_rule': 244}} |
0392ec24-0b4f-44e2-bfe8-8d814d8e12d2 | -0.004533 | -0.004533 | 184 | {'omega': 1.7714997024897456, 'alpha': [0.08137014716982278], 'beta': [0.9166298528301773], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.10313} | {'POSITION_SIZE_PER_UNIT': 251.59309874552778, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 705, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 638506.7011097207, 'LEVERAGE': 47, 'UNIT_BUDGET': 3781.8446519968825, 'INITIAL_MARGIN_PER_UNIT': 5.353044654160166, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 638506.7011097207, 'MARGIN_CALL_DEPOSIT_AMOUNT': 5.353044654160166, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.16092318808320882, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 58, 'RSI_OVERSOLD_THRESHOLD': 26, 'MFI_PERIOD': 133, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 34, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 156, 'NON_TRADEABLE_WINDOW': 9360, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 10, 'PARAMETER_2': 44, 'PARAMETER_3': 2.205514523092774, 'PARAMETER_4': 365} | {'small_calls': {'min_pnl_target': 0.05768117546226314, 'max_pnl_target': 0.23694733974655832, 'max_calls_for_rule': 352}, 'moderate_calls': {'min_pnl_target': 0.2365770298696129, 'max_pnl_target': 0.3203969479569597, 'max_calls_for_rule': 705}} |
7a1db368-f35b-4c19-8105-4c6731819534 | -0.000421 | -0.000421 | 9 | {'omega': 1.7310716450700134, 'alpha': [0.08473578231228021], 'beta': [0.8255645392110288], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.10313} | {'POSITION_SIZE_PER_UNIT': 276.9208014826059, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 175, 'MAX_CONCURRENT_UNITS': 278, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 755936.1211306974, 'LEVERAGE': 18, 'UNIT_BUDGET': 2710.4567373479204, 'INITIAL_MARGIN_PER_UNIT': 15.384488971255884, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 755936.1211306974, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.384488971255884, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4662933277458809, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 224, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 37, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 51, 'HOURLY_MA_LONG_PERIOD': 186, 'NON_TRADEABLE_WINDOW': 11160, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 2, 'PARAMETER_2': 31, 'PARAMETER_3': 2.2577506355035655, 'PARAMETER_4': 360} | {'small_calls': {'min_pnl_target': 0.039806647925774034, 'max_pnl_target': 0.13739657225653037, 'max_calls_for_rule': 87}, 'moderate_calls': {'min_pnl_target': 0.1360483683952329, 'max_pnl_target': 0.27520915731747564, 'max_calls_for_rule': 175}} |
54843b1b-6935-4254-9049-16af7eb5f616 | -0.000198 | -0.000083 | 1,163 | {'omega': 0.9511829154335767, 'alpha': [0.08207241759245974], 'beta': [0.8199879291900599], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.5168} | {'POSITION_SIZE_PER_UNIT': 22.386069101110678, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 126, 'MAX_CONCURRENT_UNITS': 1163, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 553074.0984092868, 'LEVERAGE': 6, 'UNIT_BUDGET': 475.4040935645454, 'INITIAL_MARGIN_PER_UNIT': 3.7310115168517797, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 553074.0984092868, 'MARGIN_CALL_DEPOSIT_AMOUNT': 3.7310115168517797, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20314037797203555, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 24, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 207, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 29, 'HOURLY_MA_LONG_PERIOD': 334, 'NON_TRADEABLE_WINDOW': 20040, 'MAX_UNITS_PER_SIGNAL_EVENT': 8, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 6, 'PARAMETER_2': 127, 'PARAMETER_3': 2.064753015256942, 'PARAMETER_4': 211} | {'small_calls': {'min_pnl_target': 0.04845551756390594, 'max_pnl_target': 0.2280112554257744, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.05538881722383298, 'max_pnl_target': 0.2804070906791224, 'max_calls_for_rule': 126}} |
752667fb-8d27-4300-9d96-d135a6bdf62e | -0.040549 | -0.040549 | 2,460 | {'omega': 1.0719478858925442, 'alpha': [0.06066599071035099], 'beta': [0.937334009289649], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.2259} | {'POSITION_SIZE_PER_UNIT': 886.8786261101209, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 92, 'MAX_CONCURRENT_UNITS': 525, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INITIAL_PORTFOLIO_FUNDS': 734344.3195042048, 'LEVERAGE': 59, 'UNIT_BUDGET': 1398.5410147257699, 'INITIAL_MARGIN_PER_UNIT': 15.031841120510524, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 734344.3195042048, 'MARGIN_CALL_DEPOSIT_AMOUNT': 15.031841120510524, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.20445730545670943, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 199, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 78, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 16, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 316, 'NON_TRADEABLE_WINDOW': 18960, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 7, 'PARAMETER_2': 164, 'PARAMETER_3': 1.213324043575841, 'PARAMETER_4': 968} | {'small_calls': {'min_pnl_target': 0.05571412540086221, 'max_pnl_target': 0.22565572467407594, 'max_calls_for_rule': 46}, 'moderate_calls': {'min_pnl_target': 0.18152760583847924, 'max_pnl_target': 0.2585193115930505, 'max_calls_for_rule': 92}} |
End of preview. Expand in Data Studio
Descriptive Statistics for final_pnl_ratio:
- Count: 14426
- Mean: -0.0410
- Median: -0.0043
- Standard Deviation: 0.1252
- Min: -1.1856
- Max: 0.5808
- 25th Percentile (Q1): -0.0212
- 75th Percentile (Q3): -0.0009
- Total trades analyzed: 14426
Trade Range:
- 99% of trades have a Final PnL Ratio between: -1.0003 and 0.0288 (This means 99% of your PnL ratios fall within this range.)
Risk Analysis:
- Number of trades with >30% loss (PnL < -0.30): 480
- Probability of a catastrophic loss (>30% loss): 3.33%
Opportunity Analysis:
- Number of trades with >30% profit (PnL > 0.30): 4
- Probability of a jackpot win (>30% profit): 0.03%
Overall PnL Characteristics:
- Mean Final PnL Ratio: -0.0410 (Average PnL is -4.10%)
- Median Final PnL Ratio: -0.0043 (Typical PnL is -0.43%)
- Standard Deviation of PnL Ratio: 0.1252 (Indicates volatility/spread)
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