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, 'I... | {'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, 'IN... | {'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, 'I... | {'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, 'IN... | {'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, 'INI... | {'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, 'I... | {'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, '... | {'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}} |
744d3a9b-585b-434a-bb0e-444399727cd6 | -0.000507 | -0.000507 | 42 | {'omega': 0.5999402409877505, 'alpha': [0.06341268455609872], 'beta': [0.9192025979720599], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.927021353350059, 'historical_segment_start_price': 0.2998} | {'POSITION_SIZE_PER_UNIT': 388.05666194541203, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 288, 'MAX_CONCURRENT_UNITS': 569, '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, '... | {'small_calls': {'min_pnl_target': 0.124589239920635, 'max_pnl_target': 0.14287179088947613, 'max_calls_for_rule': 144}, 'moderate_calls': {'min_pnl_target': 0.13394875996651828, 'max_pnl_target': 0.23275774983512437, 'max_calls_for_rule': 288}} |
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, '... | {'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}} |
760ec423-85c0-4e00-9a5a-9e2dee7cc3fa | -0.001147 | -0.001147 | 258 | {'omega': 0.8856242634519802, 'alpha': [0.05609929771866581], 'beta': [0.9419035254165486], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.268} | {'POSITION_SIZE_PER_UNIT': 140.9058819978898, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 501, 'MAX_CONCURRENT_UNITS': 363, '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, 'I... | {'small_calls': {'min_pnl_target': 0.1362303881952624, 'max_pnl_target': 0.21999969477328146, 'max_calls_for_rule': 250}, 'moderate_calls': {'min_pnl_target': 0.0622965784613859, 'max_pnl_target': 0.2541692613321047, 'max_calls_for_rule': 501}} |
73bfa7c8-c738-4fac-8447-782d7457c6a1 | -0.072538 | -0.072538 | 87 | {'omega': 1.6857593539723177, 'alpha': [0.0863587013095558], 'beta': [0.9116412986904441], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.10313} | {'POSITION_SIZE_PER_UNIT': 716.1470482955039, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 51, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INI... | {'small_calls': {'min_pnl_target': 0.10380336813188899, 'max_pnl_target': 0.11421367610581581, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.24746934000804202, 'max_pnl_target': 0.2677481658181, 'max_calls_for_rule': 51}} |
c96128ea-6af3-431c-8a9d-8e546a53088d | -0.997863 | -1.000822 | 28,140 | {'omega': 0.942287719730832, 'alpha': [0.061689242669149824], 'beta': [0.8741541776425686], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1.7392} | {'POSITION_SIZE_PER_UNIT': 1306.4811804483024, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.0773278531126033, 'max_pnl_target': 0.24970912517180574, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.17293349436279185, 'max_pnl_target': 0.24434834541814096, 'max_calls_for_rule': 165}} |
0f88b056-6625-45f0-b32e-9a472748ac0c | -0.003154 | -0.003154 | 58 | {'omega': 0.6242736989925354, 'alpha': [0.05559409649353065], 'beta': [0.8662712025287096], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.7774732977368455, 'historical_segment_start_price': 0.4165} | {'POSITION_SIZE_PER_UNIT': 677.477727619541, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 465, 'MAX_CONCURRENT_UNITS': 66, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INI... | {'small_calls': {'min_pnl_target': 0.12343940794789388, 'max_pnl_target': 0.13423263281798004, 'max_calls_for_rule': 232}, 'moderate_calls': {'min_pnl_target': 0.22755647042293928, 'max_pnl_target': 0.27146766761602636, 'max_calls_for_rule': 465}} |
e709851f-4506-4f55-b0ca-52064d932e04 | -0.000344 | -0.000344 | 59 | {'omega': 0.9629294192195562, 'alpha': [0.050766760077760084], 'beta': [0.94723323992224], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.268} | {'POSITION_SIZE_PER_UNIT': 211.8974337417879, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1984, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.10040378933818483, 'max_pnl_target': 0.17914525377648907, 'max_calls_for_rule': 992}, 'moderate_calls': {'min_pnl_target': 0.09701092511191821, 'max_pnl_target': 0.28121723079874394, 'max_calls_for_rule': 1984}} |
1e10eef5-a180-4421-a087-abf7b319c1f0 | -0.00545 | -0.00545 | 16 | {'omega': 1.7545578688131958, 'alpha': [0.07184493876575071], 'beta': [0.9261550612342494], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.0828} | {'POSITION_SIZE_PER_UNIT': 2007.7871630560855, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 109, 'MAX_CONCURRENT_UNITS': 554, '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, '... | {'small_calls': {'min_pnl_target': 0.07056368387102734, 'max_pnl_target': 0.1289570855718287, 'max_calls_for_rule': 54}, 'moderate_calls': {'min_pnl_target': 0.16535746079190852, 'max_pnl_target': 0.27431617132353286, 'max_calls_for_rule': 109}} |
c98deb1e-82da-4d3d-b1bf-34f1ddccb962 | -0.07653 | -0.07653 | 4,874 | {'omega': 2.0763081049975334, 'alpha': [0.03921928063895796], 'beta': [0.9587807193610419], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.521133724353268, 'historical_segment_start_price': 1.465} | {'POSITION_SIZE_PER_UNIT': 865.0359995267542, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 446, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.020718722247843893, 'max_pnl_target': 0.18437853277125502, 'max_calls_for_rule': 223}, 'moderate_calls': {'min_pnl_target': 0.1930010453467513, 'max_pnl_target': 0.26352063574867923, 'max_calls_for_rule': 446}} |
8e476ba9-686b-4854-9e6b-91b356c70f03 | -0.000079 | -0.000079 | 6 | {'omega': 1.8329172927423074, 'alpha': [0.04165012722219331], 'beta': [0.9563498727778066], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.544605116190032, 'historical_segment_start_price': 1.465} | {'POSITION_SIZE_PER_UNIT': 471.28186076377096, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 957, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.12530964796569394, 'max_pnl_target': 0.20520540066520915, 'max_calls_for_rule': 478}, 'moderate_calls': {'min_pnl_target': 0.05957056560747649, 'max_pnl_target': 0.24682409270950278, 'max_calls_for_rule': 957}} |
c84ae0a2-fc68-4a3f-bbee-cda51011bb06 | -0.05371 | -0.05371 | 3,880 | {'omega': 1.091563767705036, 'alpha': [0.06504911237029884], 'beta': [0.9329508876297011], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.2259} | {'POSITION_SIZE_PER_UNIT': 416.36697216406617, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 669, 'MAX_CONCURRENT_UNITS': 102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.035213449539938484, 'max_pnl_target': 0.11090224936040191, 'max_calls_for_rule': 334}, 'moderate_calls': {'min_pnl_target': 0.17467682854177022, 'max_pnl_target': 0.21016447036774696, 'max_calls_for_rule': 669}} |
9576baa9-1055-4d0f-b038-ec0f7afd380f | -0.004079 | -0.004079 | 108 | {'omega': 0.31125514248411773, 'alpha': [0.05560834536306047], 'beta': [0.854176045342032], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3444} | {'POSITION_SIZE_PER_UNIT': 1725.6637528610145, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 267, 'MAX_CONCURRENT_UNITS': 248, '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, '... | {'small_calls': {'min_pnl_target': 0.14886576333046314, 'max_pnl_target': 0.1694087699776522, 'max_calls_for_rule': 133}, 'moderate_calls': {'min_pnl_target': 0.06324039428916634, 'max_pnl_target': 0.21730276327143097, 'max_calls_for_rule': 267}} |
b0036506-2b53-47d0-8768-177deec9b14b | -0.00158 | -0.00158 | 25 | {'omega': 1.9300680795687672, 'alpha': [0.04339406790729896], 'beta': [0.8614077040692075], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.459996702857747, 'historical_segment_start_price': 1.465} | {'POSITION_SIZE_PER_UNIT': 1548.2987280617986, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 325, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.02348369827783328, 'max_pnl_target': 0.21380864896934518, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.08996569380401166, 'max_pnl_target': 0.2196392800164382, 'max_calls_for_rule': 325}} |
068e0b6d-c688-4efa-8b0b-f45c2b0c7bae | 0.003856 | -0.004373 | 1,124 | {'omega': 1.4445725945653847, 'alpha': [0.05104312804176148], 'beta': [0.9469568719582386], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.164} | {'POSITION_SIZE_PER_UNIT': 69.5328030797502, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 635, 'MAX_CONCURRENT_UNITS': 145, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.14569288127854182, 'max_pnl_target': 0.22699431402115844, 'max_calls_for_rule': 317}, 'moderate_calls': {'min_pnl_target': 0.16066368537433742, 'max_pnl_target': 0.23859129125631534, 'max_calls_for_rule': 635}} |
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3d7a60e0-0fa1-4aa2-8c03-b4dacea755bc | -0.003688 | -0.003688 | 16 | {'omega': 0.6429647244738936, 'alpha': [0.05396977902245712], 'beta': [0.944030220977543], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.444217681523817, 'historical_segment_start_price': 0.4165} | {'POSITION_SIZE_PER_UNIT': 2163.8899958666434, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2, 'MAX_CONCURRENT_UNITS': 3409, '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, 'I... | {'small_calls': {'min_pnl_target': 0.08093535336714254, 'max_pnl_target': 0.14961911294932836, 'max_calls_for_rule': 1}, 'moderate_calls': {'min_pnl_target': 0.07623016883558596, 'max_pnl_target': 0.28010357709766753, 'max_calls_for_rule': 2}} |
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35ea61fb-5471-4823-912b-1b94c70f8c73 | -0.003423 | -0.003423 | 56 | {'omega': 0.6235891537535843, 'alpha': [0.09516404707089396], 'beta': [0.902835952929106], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.4502} | {'POSITION_SIZE_PER_UNIT': 252.4994899536141, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 438, 'MAX_CONCURRENT_UNITS': 54, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.09093329883620364, 'max_pnl_target': 0.24826404598671975, 'max_calls_for_rule': 219}, 'moderate_calls': {'min_pnl_target': 0.24686957301624599, 'max_pnl_target': 0.2484612964406848, 'max_calls_for_rule': 438}} |
cbbce60c-e11d-45ba-96e6-05a03f53835c | -0.054704 | -0.063557 | 397 | {'omega': 1.2746531069494007, 'alpha': [0.050617676435879035], 'beta': [0.9473823235641211], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.148} | {'POSITION_SIZE_PER_UNIT': 586.7946655111809, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 359, 'MAX_CONCURRENT_UNITS': 11, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.0933402140262979, 'max_pnl_target': 0.1897024538212911, 'max_calls_for_rule': 179}, 'moderate_calls': {'min_pnl_target': 0.1521258953056716, 'max_pnl_target': 0.2482897526715406, 'max_calls_for_rule': 359}} |
40effcb6-9043-410f-a304-9783aa52de3e | -0.015268 | -0.017994 | 390 | {'omega': 0.8306505646225837, 'alpha': [0.06608861774745992], 'beta': [0.9319113822525401], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.5909} | {'POSITION_SIZE_PER_UNIT': 534.7307136664026, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 383, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.10461683615785095, 'max_pnl_target': 0.10694579910346973, 'max_calls_for_rule': 191}, 'moderate_calls': {'min_pnl_target': 0.20630377642411904, 'max_pnl_target': 0.23997314348842974, 'max_calls_for_rule': 383}} |
92774f8c-111d-4087-baee-bee0b88f61b3 | -0.015983 | -0.015983 | 1,071 | {'omega': 0.8502331504788093, 'alpha': [0.07277594824901398], 'beta': [0.925224051750986], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.406} | {'POSITION_SIZE_PER_UNIT': 418.5180306824184, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 342, 'MAX_CONCURRENT_UNITS': 221, '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, 'I... | {'small_calls': {'min_pnl_target': 0.14452711693458914, 'max_pnl_target': 0.18536601117589244, 'max_calls_for_rule': 171}, 'moderate_calls': {'min_pnl_target': 0.13462086703777112, 'max_pnl_target': 0.2045773973777507, 'max_calls_for_rule': 342}} |
8ac829dc-c8cb-444c-8aeb-ba80626386d8 | -0.003044 | -0.003044 | 48 | {'omega': 0.7481127664213334, 'alpha': [0.06843094389942053], 'beta': [0.8987788562515904], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.2653} | {'POSITION_SIZE_PER_UNIT': 398.7443687011432, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 124, 'MAX_CONCURRENT_UNITS': 217, '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, 'I... | {'small_calls': {'min_pnl_target': 0.09828892453349508, 'max_pnl_target': 0.2159764367447987, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.22817720455006482, 'max_pnl_target': 0.24331762332387571, 'max_calls_for_rule': 124}} |
772694f0-9d00-464c-b204-ab8a5437b270 | 0.099323 | -0.044227 | 4,772 | {'omega': 1.3520611354812817, 'alpha': [0.048825988147648575], 'beta': [0.9491740118523515], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.148} | {'POSITION_SIZE_PER_UNIT': 635.493216092398, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 177, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.07855802774698444, 'max_pnl_target': 0.15945079288468886, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.13288865437862793, 'max_pnl_target': 0.25315270635071524, 'max_calls_for_rule': 115}} |
7d130648-ace9-40ca-957b-c5925399c13b | -0.001295 | -0.001295 | 26 | {'omega': 0.6403820212203237, 'alpha': [0.08302411319218354], 'beta': [0.825195381557513], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3991} | {'POSITION_SIZE_PER_UNIT': 614.181731950274, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 203, 'MAX_CONCURRENT_UNITS': 130, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.024433637525025233, 'max_pnl_target': 0.18867357386385422, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.2026063308775868, 'max_pnl_target': 0.23375929420880348, 'max_calls_for_rule': 203}} |
92adfab8-bb18-4348-bf12-663b9711187a | -0.004246 | -0.004246 | 128 | {'omega': 2.3598184873711205, 'alpha': [0.06969611775948757], 'beta': [0.8653777868794593], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.7367} | {'POSITION_SIZE_PER_UNIT': 1510.5626412921272, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 335, '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, '... | {'small_calls': {'min_pnl_target': 0.047593337569128806, 'max_pnl_target': 0.1016956558344016, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.0920831625180763, 'max_pnl_target': 0.20731909433714965, 'max_calls_for_rule': 127}} |
8c5b258a-698c-43c3-ba1a-b1d1b8d33c5c | -0.00152 | -0.00152 | 6 | {'omega': 3.09871081875991, 'alpha': [0.09842544290584795], 'beta': [0.899574557094152], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.04221} | {'POSITION_SIZE_PER_UNIT': 1504.466150687792, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 14, 'MAX_CONCURRENT_UNITS': 2157, '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, 'I... | {'small_calls': {'min_pnl_target': 0.10913233146748347, 'max_pnl_target': 0.21873443073343202, 'max_calls_for_rule': 7}, 'moderate_calls': {'min_pnl_target': 0.07523355531335568, 'max_pnl_target': 0.2630725007547546, 'max_calls_for_rule': 14}} |
80ec313f-a9ca-45f5-ab1a-320eb960ef83 | 0.001795 | -0.000075 | 81 | {'omega': 3.572340957416463, 'alpha': [0.09074718303886457], 'beta': [0.8489677309552203], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.1648} | {'POSITION_SIZE_PER_UNIT': 124.20448307914012, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 193, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.12340424880767148, 'max_pnl_target': 0.14078026031171006, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.05722382694902486, 'max_pnl_target': 0.2101413979336747, 'max_calls_for_rule': 193}} |
fbbc53e9-50ec-4e1d-9c36-55d28e5914f3 | -0.004678 | -0.004678 | 30 | {'omega': 4.706085579995766, 'alpha': [0.08751615875553369], 'beta': [0.9104838412444662], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.5885586057814147, 'historical_segment_start_price': 0.061} | {'POSITION_SIZE_PER_UNIT': 855.4724582176584, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 529, '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, 'I... | {'small_calls': {'min_pnl_target': 0.09665857736640189, 'max_pnl_target': 0.20766553201459056, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.05290573822951459, 'max_pnl_target': 0.2933916485509611, 'max_calls_for_rule': 115}} |
414b2a3c-ff86-4729-9cd7-220a2a172a6b | -0.032539 | -0.032536 | 2,280 | {'omega': 0.8632253442539455, 'alpha': [0.04644611709815157], 'beta': [0.9515538829018485], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.1771} | {'POSITION_SIZE_PER_UNIT': 691.3711010162892, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 311, 'MAX_CONCURRENT_UNITS': 224, '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, 'I... | {'small_calls': {'min_pnl_target': 0.01685343420369633, 'max_pnl_target': 0.1316403874429582, 'max_calls_for_rule': 155}, 'moderate_calls': {'min_pnl_target': 0.1722827071385051, 'max_pnl_target': 0.27001009921641617, 'max_calls_for_rule': 311}} |
7c28cb71-5768-42b1-82d6-d4443432f0a9 | -0.000107 | -0.000107 | 12 | {'omega': 1.2592598037458644, 'alpha': [0.045148289094539384], 'beta': [0.9528517109054607], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.148} | {'POSITION_SIZE_PER_UNIT': 376.22286474229065, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 297, 'MAX_CONCURRENT_UNITS': 337, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.10336839207581607, 'max_pnl_target': 0.16726335534792347, 'max_calls_for_rule': 148}, 'moderate_calls': {'min_pnl_target': 0.25107722523754733, 'max_pnl_target': 0.32558023427646254, 'max_calls_for_rule': 297}} |
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288b6336-2196-4c15-9cc8-241f7035f0ff | -0.005001 | -0.005001 | 1,200 | {'omega': 0.4775856979277887, 'alpha': [0.056700075619368566], 'beta': [0.8921817241630867], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.619705568213087, 'historical_segment_start_price': 0.4852} | {'POSITION_SIZE_PER_UNIT': 53.87321440704984, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 554, 'MAX_CONCURRENT_UNITS': 421, '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, 'I... | {'small_calls': {'min_pnl_target': 0.10848281072993082, 'max_pnl_target': 0.15841653959573643, 'max_calls_for_rule': 277}, 'moderate_calls': {'min_pnl_target': 0.11097226054790456, 'max_pnl_target': 0.24271592420099278, 'max_calls_for_rule': 554}} |
c3611af7-2a26-48d7-b499-6296cf695f0a | -0.005636 | -0.005636 | 18 | {'omega': 2.6371426212763835, 'alpha': [0.09608409916141447], 'beta': [0.8486792716352272], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.02981} | {'POSITION_SIZE_PER_UNIT': 1280.1925881952895, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 81, 'MAX_CONCURRENT_UNITS': 661, '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, 'I... | {'small_calls': {'min_pnl_target': 0.04698364886727769, 'max_pnl_target': 0.18639010311190732, 'max_calls_for_rule': 40}, 'moderate_calls': {'min_pnl_target': 0.24845488750236847, 'max_pnl_target': 0.28906673947226214, 'max_calls_for_rule': 81}} |
e03a5d6a-b7c7-4d52-b1da-37f437424206 | -0.000812 | -0.000812 | 18 | {'omega': 0.5042825852656828, 'alpha': [0.061966850651066004], 'beta': [0.936033149348934], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.2688} | {'POSITION_SIZE_PER_UNIT': 1103.4933931769042, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 183, 'MAX_CONCURRENT_UNITS': 211, '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, '... | {'small_calls': {'min_pnl_target': 0.09338550780291333, 'max_pnl_target': 0.17815469748582644, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.12224124069475494, 'max_pnl_target': 0.20787618997958987, 'max_calls_for_rule': 183}} |
1578c8cd-2a22-458c-85b2-48b2d7bbfc14 | 0.001221 | -0.000048 | 1,012 | {'omega': 0.6553183321202862, 'alpha': [0.06202844453396608], 'beta': [0.935971555466034], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.507397529063448, 'historical_segment_start_price': 0.4165} | {'POSITION_SIZE_PER_UNIT': 49.07170626832182, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 90, 'MAX_CONCURRENT_UNITS': 507, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.03637964923972776, 'max_pnl_target': 0.22640354135243443, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.0887528600380806, 'max_pnl_target': 0.26188784824214073, 'max_calls_for_rule': 90}} |
d16b9832-e5fb-4335-991b-2e646ce974d6 | -0.030161 | -0.030161 | 1,860 | {'omega': 0.49114812298166155, 'alpha': [0.05644560096279474], 'beta': [0.8859647480727203], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.777795799159854, 'historical_segment_start_price': 0.9918} | {'POSITION_SIZE_PER_UNIT': 474.5386660622405, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 59, 'MAX_CONCURRENT_UNITS': 934, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.07943246687645575, 'max_pnl_target': 0.21887539495043518, 'max_calls_for_rule': 29}, 'moderate_calls': {'min_pnl_target': 0.23370474292732632, 'max_pnl_target': 0.31590601755243847, 'max_calls_for_rule': 59}} |
daa1e466-3215-43c7-b48c-010183ea3046 | -0.000424 | -0.000424 | 4 | {'omega': 0.7796929701826507, 'alpha': [0.07386205158566374], 'beta': [0.8540730902066009], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.406} | {'POSITION_SIZE_PER_UNIT': 739.6206128877197, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 7, 'MAX_CONCURRENT_UNITS': 1926, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.021956445743378312, 'max_pnl_target': 0.11472147482355141, 'max_calls_for_rule': 3}, 'moderate_calls': {'min_pnl_target': 0.10020187546409075, 'max_pnl_target': 0.28646362077952364, 'max_calls_for_rule': 7}} |
32d14722-1198-41f5-88df-1ef027bfb651 | -0.002648 | -0.002648 | 105 | {'omega': 3.1645857542724705, 'alpha': [0.08175724933121387], 'beta': [0.916242750668786], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15363} | {'POSITION_SIZE_PER_UNIT': 231.201617150399, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 281, 'MAX_CONCURRENT_UNITS': 331, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.04424111274039475, 'max_pnl_target': 0.12475344193545065, 'max_calls_for_rule': 140}, 'moderate_calls': {'min_pnl_target': 0.1917107009957247, 'max_pnl_target': 0.28745759746238697, 'max_calls_for_rule': 281}} |
1d3a407f-86c6-4d33-b304-57d491afad36 | -0.000049 | -0.000049 | 22 | {'omega': 1.8607452562392384, 'alpha': [0.041369180098084754], 'beta': [0.9566308199019151], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.848923664277041, 'historical_segment_start_price': 1.465} | {'POSITION_SIZE_PER_UNIT': 242.37203325807334, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1765, 'MAX_CONCURRENT_UNITS': 219, '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, ... | {'small_calls': {'min_pnl_target': 0.13622254724766322, 'max_pnl_target': 0.18314138792815668, 'max_calls_for_rule': 882}, 'moderate_calls': {'min_pnl_target': 0.07696475700499426, 'max_pnl_target': 0.2462225458152867, 'max_calls_for_rule': 1765}} |
5202e235-b6fe-4de7-87b1-9a13d88ad245 | -0.000481 | -0.000481 | 4 | {'omega': 1.7808697092028136, 'alpha': [0.0865910291878315], 'beta': [0.8336199054947593], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.10313} | {'POSITION_SIZE_PER_UNIT': 243.35600409665446, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, 'MAX_CONCURRENT_UNITS': 216, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.019893955016311422, 'max_pnl_target': 0.23089207229869474, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.13659960705473154, 'max_pnl_target': 0.22441572154695666, 'max_calls_for_rule': 123}} |
8db56034-34e5-491d-bab2-76b96f92445b | -0.002599 | -0.002599 | 84 | {'omega': 2.043778582148806, 'alpha': [0.07737094015398055], 'beta': [0.8467369010631148], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.4693} | {'POSITION_SIZE_PER_UNIT': 1019.1641559955693, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 444, 'MAX_CONCURRENT_UNITS': 161, '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, '... | {'small_calls': {'min_pnl_target': 0.1402998797397674, 'max_pnl_target': 0.22091118041797053, 'max_calls_for_rule': 222}, 'moderate_calls': {'min_pnl_target': 0.19187332575139518, 'max_pnl_target': 0.2977533511033759, 'max_calls_for_rule': 444}} |
3f8a5646-c1c7-48be-a0fc-f9c4ed9f74b5 | -0.045211 | -0.045211 | 588 | {'omega': 0.5295738748007743, 'alpha': [0.05329233246098815], 'beta': [0.9447076675390119], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.455913118692483, 'historical_segment_start_price': 0.2998} | {'POSITION_SIZE_PER_UNIT': 462.51915081118403, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 292, 'MAX_CONCURRENT_UNITS': 77, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.10682175631323537, 'max_pnl_target': 0.21218793946416983, 'max_calls_for_rule': 146}, 'moderate_calls': {'min_pnl_target': 0.07991957775524415, 'max_pnl_target': 0.2880159412418858, 'max_calls_for_rule': 292}} |
748f160d-ed76-4df6-a24e-712b5b923b4b | -0.065428 | -0.065428 | 6,944 | {'omega': 1.3966921242733843, 'alpha': [0.04731173434585937], 'beta': [0.8893097558479068], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2.148} | {'POSITION_SIZE_PER_UNIT': 468.7599681305231, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 113, 'MAX_CONCURRENT_UNITS': 774, '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, 'I... | {'small_calls': {'min_pnl_target': 0.07651868224917661, 'max_pnl_target': 0.1511772528311434, 'max_calls_for_rule': 56}, 'moderate_calls': {'min_pnl_target': 0.13847046902616253, 'max_pnl_target': 0.2149865443035083, 'max_calls_for_rule': 113}} |
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, 'I... | {'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}} |
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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, '... | {'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, 'I... | {'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, ... | {'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, 'IN... | {'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}} |
4a494449-7eea-4a3a-8044-d4fbef2c3af2 | -0.060278 | -0.060278 | 3,048 | {'omega': 0.6805647828881989, 'alpha': [0.08302855159102872], 'beta': [0.9149714484089713], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.181867205733786, 'historical_segment_start_price': 0.4649} | {'POSITION_SIZE_PER_UNIT': 874.4459336660169, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 359, 'MAX_CONCURRENT_UNITS': 195, '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, 'I... | {'small_calls': {'min_pnl_target': 0.12869162646739052, 'max_pnl_target': 0.226537680395233, 'max_calls_for_rule': 179}, 'moderate_calls': {'min_pnl_target': 0.17657499326036138, 'max_pnl_target': 0.22130586988252426, 'max_calls_for_rule': 359}} |
fe67a8f8-544d-42d2-99c6-b006488c1bff | -0.00126 | -0.00126 | 55 | {'omega': 3.1962402508762575, 'alpha': [0.08933526796077466], 'beta': [0.9086647320392253], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.04221} | {'POSITION_SIZE_PER_UNIT': 131.04356218972444, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1695, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.03398239708215125, 'max_pnl_target': 0.1499314050713731, 'max_calls_for_rule': 847}, 'moderate_calls': {'min_pnl_target': 0.1976503449665666, 'max_pnl_target': 0.25537454515538377, 'max_calls_for_rule': 1695}} |
6e9f45ae-41a0-4de8-881f-22a95679fe8d | -0.081939 | -0.081931 | 8,724 | {'omega': 0.9889916607007425, 'alpha': [0.0737305169156691], 'beta': [0.8516934410233806], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.5909} | {'POSITION_SIZE_PER_UNIT': 619.3996090752553, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 836, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.07058545302076334, 'max_pnl_target': 0.10995357682783624, 'max_calls_for_rule': 418}, 'moderate_calls': {'min_pnl_target': 0.15614410351304894, 'max_pnl_target': 0.26759133375883637, 'max_calls_for_rule': 836}} |
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