scenario_id stringlengths 36 36 | final_pnl_ratio float64 -1.23 1.35 | max_drawdown float64 -1.28 0 | total_trades int64 2 71.8k | garch_params_used_for_sim_str stringlengths 177 206 | strategy_params_str stringlengths 1.31k 1.33k | strategy_exit_rules_str stringlengths 236 250 |
|---|---|---|---|---|---|---|
af88840c-4a0b-4124-a2be-9419a9cf7284 | -0.004693 | -0.004983 | 384 | {'omega': 0.2523550846245124, 'alpha': [0.07835903391869982], 'beta': [0.8656766325974583], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 603.9} | {'POSITION_SIZE_PER_UNIT': 2325.595744529442, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, 'MAX_CONCURRENT_UNITS': 207, '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': 0.07111940447728174, 'max_pnl_target': 0.2489685466269001, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.06201133413497162, 'max_pnl_target': 0.2938790599670749, 'max_calls_for_rule': 180}} |
543c845d-e19d-4c40-8e60-2556dd788e72 | -0.060878 | -0.108413 | 2,454 | {'omega': 2.463720184636745, 'alpha': [0.12833752075908045], 'beta': [0.8696624792409196], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.8812} | {'POSITION_SIZE_PER_UNIT': 1093.463728720188, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 208, 'MAX_CONCURRENT_UNITS': 84, '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': 0.07050247585439066, 'max_pnl_target': 0.1344699924249105, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.13825672072136228, 'max_pnl_target': 0.23762915150752137, 'max_calls_for_rule': 208}} |
3b26005c-7f2f-40d7-b9ef-d544e7049fab | 0.085798 | -0.032556 | 1,300 | {'omega': 11.115932356264157, 'alpha': [0.14440910804545107], 'beta': [0.8268215595179709], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 12.5794} | {'POSITION_SIZE_PER_UNIT': 1492.4232482227815, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 275, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.07042671031185309, 'max_pnl_target': 0.23525215151984039, 'max_calls_for_rule': 137}, 'moderate_calls': {'min_pnl_target': 0.15396639641713067, 'max_pnl_target': 0.2911810821640638, 'max_calls_for_rule': 275}} |
95a20eaf-cca7-452d-924f-57aaf357aeb4 | 0.000868 | -0.002858 | 149 | {'omega': 1.518833550320586, 'alpha': [0.08000105957502025], 'beta': [0.8745486704857814], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16.5622} | {'POSITION_SIZE_PER_UNIT': 554.6306142524701, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 148, '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': 0.14847094560967938, 'max_pnl_target': 0.22811223279447107, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.24882361782530368, 'max_pnl_target': 0.34503564135856446, 'max_calls_for_rule': 246}} |
1a70a818-8a80-429c-b9b7-16ff6cb9dc71 | -0.00802 | -0.008252 | 116 | {'omega': 0.6470699492049947, 'alpha': [0.07456151978527338], 'beta': [0.9234384802147267], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 521.6} | {'POSITION_SIZE_PER_UNIT': 1111.9345554573954, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 361, 'MAX_CONCURRENT_UNITS': 36, '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': 0.09076283489967064, 'max_pnl_target': 0.1562571389682187, 'max_calls_for_rule': 180}, 'moderate_calls': {'min_pnl_target': 0.13312390581031144, 'max_pnl_target': 0.22960762338913776, 'max_calls_for_rule': 361}} |
fab49682-43e5-46fe-b38d-bb61a724a881 | 0.000127 | -0.00259 | 149 | {'omega': 0.7013426722474609, 'alpha': [0.04998679679541225], 'beta': [0.9480132032045877], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 327.67} | {'POSITION_SIZE_PER_UNIT': 1382.2231814591423, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 244, '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': 0.016657146956615063, 'max_pnl_target': 0.1903228140099112, 'max_calls_for_rule': 122}, 'moderate_calls': {'min_pnl_target': 0.16180077500544968, 'max_pnl_target': 0.27475591549793965, 'max_calls_for_rule': 244}} |
cacac90b-bdad-4cf7-b6b7-37d9ec81c6eb | 0.019713 | -0.004765 | 950 | {'omega': 1.2349707335538949, 'alpha': [0.062327156144548354], 'beta': [0.9356728438554517], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 392.2892} | {'POSITION_SIZE_PER_UNIT': 1087.1139171735815, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 305, 'MAX_CONCURRENT_UNITS': 214, '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': 0.12690834635359682, 'max_pnl_target': 0.1651262308812915, 'max_calls_for_rule': 152}, 'moderate_calls': {'min_pnl_target': 0.05800291418633157, 'max_pnl_target': 0.24734336058543627, 'max_calls_for_rule': 305}} |
7a6c341b-db62-4f1d-aa77-57bbc7dfb99f | 0.000218 | -0.000036 | 45 | {'omega': 0.632280163369681, 'alpha': [0.07181019056806122], 'beta': [0.8512382929720997], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 302.0} | {'POSITION_SIZE_PER_UNIT': 142.6973096146247, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1484, 'MAX_CONCURRENT_UNITS': 46, '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': 0.13015755561073203, 'max_pnl_target': 0.2196349557638817, 'max_calls_for_rule': 742}, 'moderate_calls': {'min_pnl_target': 0.18824683579375254, 'max_pnl_target': 0.2576224141173191, 'max_calls_for_rule': 1484}} |
a0a060ca-0aa3-413b-b78f-e99b3cbc891c | -0.060885 | -0.060885 | 3,120 | {'omega': 2.4523319413332083, 'alpha': [0.11388675525072328], 'beta': [0.8841132447492767], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.3352} | {'POSITION_SIZE_PER_UNIT': 1041.8133199262506, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 1598, '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': 0.11517463886712392, 'max_pnl_target': 0.1538907444225899, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.14334773326190806, 'max_pnl_target': 0.2963205893700206, 'max_calls_for_rule': 41}} |
d60e5710-9195-4648-af0e-dc21b2454055 | 0.0006 | -0.000362 | 266 | {'omega': 0.17716116183248143, 'alpha': [0.053973214942972844], 'beta': [0.8936784106183584], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 305.6} | {'POSITION_SIZE_PER_UNIT': 788.5225394576988, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 691, 'MAX_CONCURRENT_UNITS': 200, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.019513532310482876, 'max_pnl_target': 0.22408242746634888, 'max_calls_for_rule': 345}, 'moderate_calls': {'min_pnl_target': 0.05554881758939567, 'max_pnl_target': 0.20841426787486347, 'max_calls_for_rule': 691}} |
ef114adb-8f16-4211-a814-23e47b8200a2 | -0.039724 | -0.068292 | 1,976 | {'omega': 2.3727947988853075, 'alpha': [0.10640625538488609], 'beta': [0.8915937446151139], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.3352} | {'POSITION_SIZE_PER_UNIT': 1406.739684233147, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 280, 'MAX_CONCURRENT_UNITS': 151, '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': 0.1329176733193058, 'max_pnl_target': 0.24710102630152492, 'max_calls_for_rule': 140}, 'moderate_calls': {'min_pnl_target': 0.2195741232917259, 'max_pnl_target': 0.24678624619718717, 'max_calls_for_rule': 280}} |
4c8657f7-ae82-481c-80c0-b656e6481586 | -0.000717 | -0.000491 | 601 | {'omega': 0.28573425872726266, 'alpha': [0.0705176076037627], 'beta': [0.8598574334762478], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.528527169857554, 'historical_segment_start_price': 267.9} | {'POSITION_SIZE_PER_UNIT': 103.01136179307112, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1121, 'MAX_CONCURRENT_UNITS': 375, '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': 0.1316367350114075, 'max_pnl_target': 0.22732511134733843, 'max_calls_for_rule': 560}, 'moderate_calls': {'min_pnl_target': 0.20023588082351249, 'max_pnl_target': 0.28775020970310006, 'max_calls_for_rule': 1121}} |
01b92c45-23e8-4317-b700-36962f6ecf69 | 0.11959 | -0.035397 | 2,280 | {'omega': 1.5539689316737342, 'alpha': [0.07787282287128637], 'beta': [0.9201271771287136], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 281.5} | {'POSITION_SIZE_PER_UNIT': 1448.92487663328, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, '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, 'INI... | {'small_calls': {'min_pnl_target': 0.021641815711848915, 'max_pnl_target': 0.18914200906950163, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.22348626454824558, 'max_pnl_target': 0.25728229289959226, 'max_calls_for_rule': 65}} |
d48d9e84-0c36-4b2d-9db0-fbbbbd74a0cd | -0.001478 | -0.002345 | 640 | {'omega': 0.3537321422667371, 'alpha': [0.06052669503634252], 'beta': [0.9374733049636574], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 308.4} | {'POSITION_SIZE_PER_UNIT': 353.7374078410364, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 617, 'MAX_CONCURRENT_UNITS': 561, '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': 0.030022131943966267, 'max_pnl_target': 0.11653844387799811, 'max_calls_for_rule': 308}, 'moderate_calls': {'min_pnl_target': 0.16589362253293255, 'max_pnl_target': 0.236394110691976, 'max_calls_for_rule': 617}} |
ce18eec9-e78e-45f6-89b4-179249ca5911 | 0.000502 | -0.023991 | 2,099 | {'omega': 0.7648746762700593, 'alpha': [0.06722874563861754], 'beta': [0.9263165861402158], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 422.0} | {'POSITION_SIZE_PER_UNIT': 1709.9268798811418, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 235, 'MAX_CONCURRENT_UNITS': 242, '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': 0.07294559570706968, 'max_pnl_target': 0.2328286971885185, 'max_calls_for_rule': 117}, 'moderate_calls': {'min_pnl_target': 0.21661810431375247, 'max_pnl_target': 0.2707755608113998, 'max_calls_for_rule': 235}} |
a2432fa3-b335-4295-a965-a58f122f097c | -0.054932 | -0.065665 | 980 | {'omega': 2.1613711013277044, 'alpha': [0.10514014952791806], 'beta': [0.8594357318977414], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 10.3} | {'POSITION_SIZE_PER_UNIT': 1789.650211009055, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 179, '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': 0.04032679258119764, 'max_pnl_target': 0.15907616804784896, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.18724810270378625, 'max_pnl_target': 0.22135494460619048, 'max_calls_for_rule': 179}} |
f82ec5be-3f84-441f-9679-983a3fa40ca2 | -0.00193 | -0.001251 | 66 | {'omega': 0.9497310328327835, 'alpha': [0.0731357047603652], 'beta': [0.845115767886951], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 429.73} | {'POSITION_SIZE_PER_UNIT': 273.97097273894104, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 634, '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, 'I... | {'small_calls': {'min_pnl_target': 0.02358769030149903, 'max_pnl_target': 0.11586002433090414, 'max_calls_for_rule': 317}, 'moderate_calls': {'min_pnl_target': 0.13062971708651602, 'max_pnl_target': 0.2719036535922044, 'max_calls_for_rule': 634}} |
aa97753a-9347-4357-b1ad-143b106688c1 | 0.005617 | -0.014318 | 1,251 | {'omega': 0.4015305019644867, 'alpha': [0.06477073109908384], 'beta': [0.9332292689009161], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 316.0} | {'POSITION_SIZE_PER_UNIT': 871.279031162848, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, 'MAX_CONCURRENT_UNITS': 266, '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': 0.1473218400054005, 'max_pnl_target': 0.21614906099197967, 'max_calls_for_rule': 158}, 'moderate_calls': {'min_pnl_target': 0.0881240813187904, 'max_pnl_target': 0.28322883293624884, 'max_calls_for_rule': 316}} |
4cc6f1ed-c4ea-4f27-ba69-ad3ff0accc3b | 0.011351 | -0.001636 | 466 | {'omega': 1.2768989324673397, 'alpha': [0.07989180100835824], 'beta': [0.8515670385969987], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 26.8176} | {'POSITION_SIZE_PER_UNIT': 1753.9526359891718, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 261, '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': 0.025239632618130323, 'max_pnl_target': 0.22786937355528833, 'max_calls_for_rule': 130}, 'moderate_calls': {'min_pnl_target': 0.23874192859398805, 'max_pnl_target': 0.3058601444405585, 'max_calls_for_rule': 261}} |
296a099e-9a4f-46f7-b83a-49649a7e8ba3 | -0.039088 | -0.02476 | 2,640 | {'omega': 0.3689711928175072, 'alpha': [0.05255428585601731], 'beta': [0.9093755685712364], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 246.7} | {'POSITION_SIZE_PER_UNIT': 1615.125526903377, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 22, 'MAX_CONCURRENT_UNITS': 2354, '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': 0.04179010855939614, 'max_pnl_target': 0.20798182206155877, 'max_calls_for_rule': 11}, 'moderate_calls': {'min_pnl_target': 0.08175697778204181, 'max_pnl_target': 0.295264072403433, 'max_calls_for_rule': 22}} |
69c72dd9-87b4-41f0-80f6-10757ab6a02b | -0.010907 | -0.010353 | 525 | {'omega': 0.4233140132392119, 'alpha': [0.06952392416951013], 'beta': [0.8689427255421347], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 281.3} | {'POSITION_SIZE_PER_UNIT': 1185.9581146655173, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 161, 'MAX_CONCURRENT_UNITS': 506, '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': 0.05695980490624065, 'max_pnl_target': 0.16481890393128582, 'max_calls_for_rule': 80}, 'moderate_calls': {'min_pnl_target': 0.23804957033924432, 'max_pnl_target': 0.2516326299667561, 'max_calls_for_rule': 161}} |
797e55d0-4003-46ae-aeb4-d3ff4f9cff09 | -0.00601 | -0.01123 | 11,944 | {'omega': 10.090514930364094, 'alpha': [0.1535504040773696], 'beta': [0.8444495959226305], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 12.5794} | {'POSITION_SIZE_PER_UNIT': 106.5552525484041, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1616, 'MAX_CONCURRENT_UNITS': 368, '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': 0.05030216962180273, 'max_pnl_target': 0.2017388114723619, 'max_calls_for_rule': 808}, 'moderate_calls': {'min_pnl_target': 0.12532699616487472, 'max_pnl_target': 0.22654468617234488, 'max_calls_for_rule': 1616}} |
ab489ba6-4572-4973-ba94-5ed25c817ff7 | -0.00043 | 0 | 166 | {'omega': 0.5398913790601211, 'alpha': [0.058734357296370145], 'beta': [0.9320789399112727], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 573.4} | {'POSITION_SIZE_PER_UNIT': 200.69776888044325, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 166, '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': 0.08248833323453017, 'max_pnl_target': 0.1885233001857616, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.1300075990729694, 'max_pnl_target': 0.27205684918805917, 'max_calls_for_rule': 149}} |
a8bfd698-72e6-44fd-ade8-45b944967ade | 0.001591 | -0.000053 | 284 | {'omega': 0.2767628893157423, 'alpha': [0.06822197297376273], 'beta': [0.9114570170260472], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8} | {'POSITION_SIZE_PER_UNIT': 124.72565037087546, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 490, 'MAX_CONCURRENT_UNITS': 285, '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': 0.14356562082793567, 'max_pnl_target': 0.2115641326191481, 'max_calls_for_rule': 245}, 'moderate_calls': {'min_pnl_target': 0.14079322294096122, 'max_pnl_target': 0.23920381958108367, 'max_calls_for_rule': 490}} |
48922194-b83a-4bd3-8ec5-6a5792bc5cc3 | 0.054744 | -0.026158 | 232 | {'omega': 0.2607245655019968, 'alpha': [0.06592889650059203], 'beta': [0.932071103499408], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 603.9} | {'POSITION_SIZE_PER_UNIT': 1810.4312061557512, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 143, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.11806937357014945, 'max_pnl_target': 0.2143487058829373, 'max_calls_for_rule': 71}, 'moderate_calls': {'min_pnl_target': 0.12761774158420522, 'max_pnl_target': 0.2607690377242535, 'max_calls_for_rule': 143}} |
ab541c13-45d9-4605-ab68-1287ebbf1e92 | -0.010517 | -0.031311 | 5,258 | {'omega': 1.6251555104359954, 'alpha': [0.06653624368791486], 'beta': [0.931463756312085], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 304.26} | {'POSITION_SIZE_PER_UNIT': 659.2395920534498, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 558, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.035804662762901146, 'max_pnl_target': 0.2407090607303173, 'max_calls_for_rule': 279}, 'moderate_calls': {'min_pnl_target': 0.21315853136122861, 'max_pnl_target': 0.23093114391857789, 'max_calls_for_rule': 558}} |
58cce8b4-cbc4-45d9-86fa-7e8ddabcb020 | -0.01621 | -0.011855 | 306 | {'omega': 0.4180635730006821, 'alpha': [0.05265106123543619], 'beta': [0.9419833891116158], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 246.7} | {'POSITION_SIZE_PER_UNIT': 1318.0458236425272, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 281, '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': 0.09660150843554187, 'max_pnl_target': 0.17605928775541382, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.13686873260667923, 'max_pnl_target': 0.21272289613470677, 'max_calls_for_rule': 125}} |
91fa0a64-b3a8-4cda-a034-5c5ff22e1878 | 0.001016 | -0.000025 | 128 | {'omega': 1.2807959860974776, 'alpha': [0.08108992205479233], 'beta': [0.8621970868344112], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 17.6526} | {'POSITION_SIZE_PER_UNIT': 111.50784068071302, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 713, 'MAX_CONCURRENT_UNITS': 64, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.01752076613621921, 'max_pnl_target': 0.216027299882556, 'max_calls_for_rule': 356}, 'moderate_calls': {'min_pnl_target': 0.06015656074839453, 'max_pnl_target': 0.2302632514193642, 'max_calls_for_rule': 713}} |
457c4d83-619e-457d-8ac7-d2d304bbf858 | -0.013604 | -0.006721 | 235 | {'omega': 0.6346844295544365, 'alpha': [0.05837565977482124], 'beta': [0.9396243402251787], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 573.4} | {'POSITION_SIZE_PER_UNIT': 472.5746707185214, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 71, 'MAX_CONCURRENT_UNITS': 135, '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': 0.12425639354655645, 'max_pnl_target': 0.2114422739821882, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.23581486897094237, 'max_pnl_target': 0.2837415302521508, 'max_calls_for_rule': 71}} |
4d15e5e7-b784-4932-8943-d7c915d0e6dd | -0.001136 | -0.000225 | 279 | {'omega': 0.4495976319087312, 'alpha': [0.05216857781955861], 'beta': [0.8789538019215613], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 210.4} | {'POSITION_SIZE_PER_UNIT': 354.4098471435676, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 452, '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, 'I... | {'small_calls': {'min_pnl_target': 0.12075524465828627, 'max_pnl_target': 0.14233322840770224, 'max_calls_for_rule': 226}, 'moderate_calls': {'min_pnl_target': 0.21414555379156222, 'max_pnl_target': 0.3052043962883553, 'max_calls_for_rule': 452}} |
802b21b1-9578-407a-8372-a7dbc4851a31 | -0.114602 | -0.132263 | 590 | {'omega': 1.3262420143077953, 'alpha': [0.07812006351815352], 'beta': [0.9198799364818465], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 11.191} | {'POSITION_SIZE_PER_UNIT': 671.5480340726855, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 344, 'MAX_CONCURRENT_UNITS': 17, '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': 0.09838190203992148, 'max_pnl_target': 0.20303008082410148, 'max_calls_for_rule': 172}, 'moderate_calls': {'min_pnl_target': 0.17885619358363194, 'max_pnl_target': 0.2551974361859624, 'max_calls_for_rule': 344}} |
7a95f42c-76b3-46b1-98ec-7adccb0370f7 | -0.003213 | -0.005356 | 112 | {'omega': 1.2720085384598454, 'alpha': [0.08708723561389073], 'beta': [0.9109127643861092], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 26.8176} | {'POSITION_SIZE_PER_UNIT': 555.1516802051294, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 525, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.13516295458873062, 'max_pnl_target': 0.21824180516904168, 'max_calls_for_rule': 262}, 'moderate_calls': {'min_pnl_target': 0.13778163939239071, 'max_pnl_target': 0.23878702794118853, 'max_calls_for_rule': 525}} |
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8455346a-5f03-44b2-8709-4f7eca06ef66 | -0.019227 | -0.019402 | 384 | {'omega': 0.32118064295393867, 'alpha': [0.06620235701076041], 'beta': [0.9145044728529391], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.470645789252504, 'historical_segment_start_price': 267.9} | {'POSITION_SIZE_PER_UNIT': 2277.023359858225, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 189, 'MAX_CONCURRENT_UNITS': 133, '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': 0.07322449143319323, 'max_pnl_target': 0.12565311783888955, 'max_calls_for_rule': 94}, 'moderate_calls': {'min_pnl_target': 0.17810935685356058, 'max_pnl_target': 0.28721050089648015, 'max_calls_for_rule': 189}} |
8e896399-1039-4de8-999d-d44ab20e62a0 | 0.010761 | -0.000313 | 1,299 | {'omega': 8.236217421437853, 'alpha': [0.1741900833686039], 'beta': [0.7611703908528128], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.292630494033585, 'historical_segment_start_price': 12.0886} | {'POSITION_SIZE_PER_UNIT': 99.15847481204031, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 38, 'MAX_CONCURRENT_UNITS': 908, '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': 0.09038607825425772, 'max_pnl_target': 0.14384935002420365, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.2138140423618836, 'max_pnl_target': 0.27638124860978514, 'max_calls_for_rule': 38}} |
4d11c4c2-3b61-4158-80ed-e7dfadb989fc | -0.002909 | -0.003307 | 246 | {'omega': 1.7629771810683537, 'alpha': [0.076285443977843], 'beta': [0.830888479882525], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 281.5} | {'POSITION_SIZE_PER_UNIT': 292.02529921198146, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 609, 'MAX_CONCURRENT_UNITS': 122, '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': 0.07217718589700876, 'max_pnl_target': 0.1599436629826317, 'max_calls_for_rule': 304}, 'moderate_calls': {'min_pnl_target': 0.2039489115396089, 'max_pnl_target': 0.21926542944595936, 'max_calls_for_rule': 609}} |
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8b878cfb-bdc2-4867-a4b3-e6c896beec10 | 0.016136 | -0.00331 | 1,112 | {'omega': 0.2233691498869586, 'alpha': [0.070521926266539], 'beta': [0.9274780737334611], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 603.9} | {'POSITION_SIZE_PER_UNIT': 764.2608978911534, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 287, 'MAX_CONCURRENT_UNITS': 418, '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': 0.041986067445132856, 'max_pnl_target': 0.23863938124412726, 'max_calls_for_rule': 143}, 'moderate_calls': {'min_pnl_target': 0.1927462528167823, 'max_pnl_target': 0.27742303675103486, 'max_calls_for_rule': 287}} |
0b22d40e-53c1-477c-bbde-3d8e8f96b953 | -0.007117 | -0.007117 | 666 | {'omega': 2.229760929474186, 'alpha': [0.12424312948810179], 'beta': [0.8061461678106763], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.531271959718471, 'historical_segment_start_price': 32.7197} | {'POSITION_SIZE_PER_UNIT': 544.0259549071511, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 816, 'MAX_CONCURRENT_UNITS': 162, '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': 0.09075415746687902, 'max_pnl_target': 0.1691598100229477, 'max_calls_for_rule': 408}, 'moderate_calls': {'min_pnl_target': 0.06372923842773136, 'max_pnl_target': 0.2804829489059341, 'max_calls_for_rule': 816}} |
2aad7dbb-2e90-41ef-87cd-7b280d0cc623 | -0.009653 | -0.008443 | 278 | {'omega': 0.773733107523286, 'alpha': [0.04913328006643055], 'beta': [0.9488667199335695], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 327.67} | {'POSITION_SIZE_PER_UNIT': 333.8922072435559, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 221, 'MAX_CONCURRENT_UNITS': 252, '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': 0.13475914550178128, 'max_pnl_target': 0.18718002082799565, 'max_calls_for_rule': 110}, 'moderate_calls': {'min_pnl_target': 0.22209645584975543, 'max_pnl_target': 0.22364074697569583, 'max_calls_for_rule': 221}} |
3ee8025c-aa59-4f37-a58a-f20c1d52e5a4 | 0.089012 | -0.010516 | 1,467 | {'omega': 0.7527418435514357, 'alpha': [0.06804657462284269], 'beta': [0.847497407951549], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 521.6} | {'POSITION_SIZE_PER_UNIT': 1584.8106741450028, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 50, 'MAX_CONCURRENT_UNITS': 1273, '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': 0.14524048213003285, 'max_pnl_target': 0.2034999918178562, 'max_calls_for_rule': 25}, 'moderate_calls': {'min_pnl_target': 0.08686864851580214, 'max_pnl_target': 0.2649807636975717, 'max_calls_for_rule': 50}} |
e104d390-033b-4f90-9e2e-b6879f6735e4 | -0.004341 | 0 | 900 | {'omega': 10.254300828295975, 'alpha': [0.14471229861511373], 'beta': [0.8532877013848862], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 12.5794} | {'POSITION_SIZE_PER_UNIT': 193.6531095549308, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 919, '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': 0.14895760770648175, 'max_pnl_target': 0.22653596229620557, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.1978011355154383, 'max_pnl_target': 0.24510795436295682, 'max_calls_for_rule': 67}} |
c693ec0a-fd18-401d-ac16-70b21870030b | -0.083493 | -0.087807 | 1,630 | {'omega': 1.5678622586211912, 'alpha': [0.0814693660843018], 'beta': [0.9165306339156982], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.7127} | {'POSITION_SIZE_PER_UNIT': 1606.4206230922364, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, 'MAX_CONCURRENT_UNITS': 280, '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': 0.097271049447928, 'max_pnl_target': 0.14095199251346252, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.22393522387344092, 'max_pnl_target': 0.2745461179668461, 'max_calls_for_rule': 91}} |
23fad416-7ea9-478f-ad82-cfec425ddd41 | -0.001407 | -0.000764 | 126 | {'omega': 0.2587775412238057, 'alpha': [0.07411346806095968], 'beta': [0.8726413173555573], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8} | {'POSITION_SIZE_PER_UNIT': 317.94512333274406, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 639, 'MAX_CONCURRENT_UNITS': 126, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.016584290571513678, 'max_pnl_target': 0.1678498791465061, 'max_calls_for_rule': 319}, 'moderate_calls': {'min_pnl_target': 0.2078038499583915, 'max_pnl_target': 0.29728375272803265, 'max_calls_for_rule': 639}} |
a1241ebd-2488-46fb-8663-ec0eda8ed8b5 | 0.000769 | -0.000104 | 328 | {'omega': 0.5626234506057585, 'alpha': [0.07226815551102783], 'beta': [0.8537721126091639], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 302.0} | {'POSITION_SIZE_PER_UNIT': 349.5311692055577, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 775, '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, 'I... | {'small_calls': {'min_pnl_target': 0.10729228619607488, 'max_pnl_target': 0.1943492803581763, 'max_calls_for_rule': 387}, 'moderate_calls': {'min_pnl_target': 0.17784822125302488, 'max_pnl_target': 0.2612691754583416, 'max_calls_for_rule': 775}} |
ab424d57-8e30-41ba-861e-fd86e8290979 | -0.002239 | -0.001643 | 182 | {'omega': 0.40851970312665026, 'alpha': [0.05176181519815241], 'beta': [0.9462381848018476], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 246.7} | {'POSITION_SIZE_PER_UNIT': 189.41457323471624, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 862, 'MAX_CONCURRENT_UNITS': 113, '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': 0.09079187539021062, 'max_pnl_target': 0.16145145901789673, 'max_calls_for_rule': 431}, 'moderate_calls': {'min_pnl_target': 0.08557323156246942, 'max_pnl_target': 0.2589858625391132, 'max_calls_for_rule': 862}} |
3a521767-f90e-4246-bedb-5ae4559d030d | 0.002024 | -0.000568 | 1,236 | {'omega': 1.366410055057732, 'alpha': [0.08523131060421232], 'beta': [0.9127686893957877], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16.5622} | {'POSITION_SIZE_PER_UNIT': 53.32596866139333, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 634, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.032357327094030136, 'max_pnl_target': 0.15273919736435815, 'max_calls_for_rule': 317}, 'moderate_calls': {'min_pnl_target': 0.16339557621739148, 'max_pnl_target': 0.23963985024697654, 'max_calls_for_rule': 634}} |
3e6822b2-432e-4cde-a0f5-a883e9f311bb | -0.004944 | -0.03064 | 1,208 | {'omega': 0.41641561223371404, 'alpha': [0.06231289770339004], 'beta': [0.8493616693623937], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 281.3} | {'POSITION_SIZE_PER_UNIT': 1413.3881978693148, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 555, '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': 0.13016924354609494, 'max_pnl_target': 0.25089677508198255, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.2104663364306781, 'max_pnl_target': 0.26047620866669485, 'max_calls_for_rule': 40}} |
1eb67b54-82c8-4246-a3f1-396a3fc60980 | -0.012383 | -0.008576 | 112 | {'omega': 0.37344688279750055, 'alpha': [0.053501157107685715], 'beta': [0.9444988428923142], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 210.4} | {'POSITION_SIZE_PER_UNIT': 454.89198549712273, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 193, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.07283960301431518, 'max_pnl_target': 0.1987893144048513, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.20005646371481298, 'max_pnl_target': 0.219838377248818, 'max_calls_for_rule': 193}} |
6e4a595a-a9c2-46a6-829a-a86833cafb05 | 0.016497 | -0.002118 | 1,065 | {'omega': 0.2547538384673096, 'alpha': [0.07078420378820377], 'beta': [0.9272157962117963], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8} | {'POSITION_SIZE_PER_UNIT': 438.9984927488709, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 922, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.09011177424759444, 'max_pnl_target': 0.11531962926413068, 'max_calls_for_rule': 461}, 'moderate_calls': {'min_pnl_target': 0.2221167952416593, 'max_pnl_target': 0.26329549584868406, 'max_calls_for_rule': 922}} |
23996ad1-6b21-410b-b668-1f279ede7225 | -0.00352 | -0.003331 | 1,032 | {'omega': 0.2652710606685949, 'alpha': [0.07942050491643894], 'beta': [0.9185794950835611], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8} | {'POSITION_SIZE_PER_UNIT': 92.57654716672127, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 491, 'MAX_CONCURRENT_UNITS': 473, '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': 0.13542175782099244, 'max_pnl_target': 0.2245297953101575, 'max_calls_for_rule': 245}, 'moderate_calls': {'min_pnl_target': 0.19766893101103108, 'max_pnl_target': 0.23384147306757724, 'max_calls_for_rule': 491}} |
60000deb-dfbe-494c-a449-256c7f4d1321 | -0.027889 | -0.027889 | 519 | {'omega': 1.568591921328002, 'alpha': [0.09068462172031466], 'beta': [0.84912868537432], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 29.7127} | {'POSITION_SIZE_PER_UNIT': 1541.5993423196187, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 105, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.06122074482246718, 'max_pnl_target': 0.1758829304423183, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.1267125412217131, 'max_pnl_target': 0.22646518572561214, 'max_calls_for_rule': 105}} |
8c970b94-40d1-4840-87ec-968427f1ab25 | 0.002803 | -0.000823 | 906 | {'omega': 0.9812220782098733, 'alpha': [0.09509498503801543], 'beta': [0.8159775800591085], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.7939} | {'POSITION_SIZE_PER_UNIT': 416.85685395716627, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 79, 'MAX_CONCURRENT_UNITS': 907, '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': 0.10538039479685299, 'max_pnl_target': 0.13474122943795613, 'max_calls_for_rule': 39}, 'moderate_calls': {'min_pnl_target': 0.0575503774761974, 'max_pnl_target': 0.22329955242072175, 'max_calls_for_rule': 79}} |
dcf28472-6e11-404a-9c5f-9e29c13901ad | -0.005425 | -0.003874 | 405 | {'omega': 0.2110208157240969, 'alpha': [0.05891564395975097], 'beta': [0.9140540482714498], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 307.7} | {'POSITION_SIZE_PER_UNIT': 971.2028042481478, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 446, 'MAX_CONCURRENT_UNITS': 249, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.041396875574876674, 'max_pnl_target': 0.1816209735433608, 'max_calls_for_rule': 223}, 'moderate_calls': {'min_pnl_target': 0.234867276736714, 'max_pnl_target': 0.3178041843368396, 'max_calls_for_rule': 446}} |
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95d0bc9d-caeb-40b5-a35b-fdf83619675f | 0.002769 | -0.000029 | 294 | {'omega': 0.3926322114104012, 'alpha': [0.06887929531136983], 'beta': [0.9291207046886301], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 432.0} | {'POSITION_SIZE_PER_UNIT': 27.95861515217632, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 249, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.061750419886701824, 'max_pnl_target': 0.24138744208494123, 'max_calls_for_rule': 124}, 'moderate_calls': {'min_pnl_target': 0.11442712958540363, 'max_pnl_target': 0.2567368041721299, 'max_calls_for_rule': 249}} |
8fa5b0f2-131c-4e4b-be59-38d264bad1f1 | -0.038399 | -0.033457 | 2,880 | {'omega': 1.5701480483822066, 'alpha': [0.07838695937928028], 'beta': [0.8753120662113932], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.1023} | {'POSITION_SIZE_PER_UNIT': 2195.0550617805934, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 21, 'MAX_CONCURRENT_UNITS': 2299, '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': 0.03575497388586865, 'max_pnl_target': 0.133805766783703, 'max_calls_for_rule': 10}, 'moderate_calls': {'min_pnl_target': 0.21944315877738071, 'max_pnl_target': 0.278570196923682, 'max_calls_for_rule': 21}} |
36da102f-c6d6-4e4c-94f6-30fd787be0a8 | -0.007652 | -0.007652 | 450 | {'omega': 1.017494800387617, 'alpha': [0.10623155685905754], 'beta': [0.8917684431409424], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16.3986} | {'POSITION_SIZE_PER_UNIT': 189.15626496410434, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 259, 'MAX_CONCURRENT_UNITS': 399, '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': 0.06045156524633861, 'max_pnl_target': 0.15576304747085487, 'max_calls_for_rule': 129}, 'moderate_calls': {'min_pnl_target': 0.19162467957994153, 'max_pnl_target': 0.21636547688013125, 'max_calls_for_rule': 259}} |
a5e6a091-a895-4721-a8e9-0057b438e4c1 | 0.006991 | -0.000935 | 358 | {'omega': 1.0809211204723606, 'alpha': [0.0889641196199396], 'beta': [0.863509594027859], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 15.5408} | {'POSITION_SIZE_PER_UNIT': 241.04547440551264, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1631, 'MAX_CONCURRENT_UNITS': 116, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, ... | {'small_calls': {'min_pnl_target': 0.14251632445724463, 'max_pnl_target': 0.23904478583179217, 'max_calls_for_rule': 815}, 'moderate_calls': {'min_pnl_target': 0.061089805842760074, 'max_pnl_target': 0.28577666029477927, 'max_calls_for_rule': 1631}} |
33bf06a7-d7b8-4396-a7fd-e64d82ec9d37 | 0.051998 | -0.000528 | 190 | {'omega': 0.2503151961158119, 'alpha': [0.07088717612611961], 'beta': [0.9060227590385899], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 603.9} | {'POSITION_SIZE_PER_UNIT': 1328.7898636102195, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 190, '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': 0.10707890425874081, 'max_pnl_target': 0.14713004354520032, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.1994291839677562, 'max_pnl_target': 0.2914000579172168, 'max_calls_for_rule': 40}} |
077b9775-da09-4b24-a899-0718c092bc28 | 0.008161 | -0.006404 | 3,364 | {'omega': 2.218773202172233, 'alpha': [0.13380116372322282], 'beta': [0.845924145277895], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.518127873336432, 'historical_segment_start_price': 32.7197} | {'POSITION_SIZE_PER_UNIT': 107.62594824195335, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 86, 'MAX_CONCURRENT_UNITS': 795, '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': 0.05545673240461817, 'max_pnl_target': 0.19428637567395493, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.14886303206544452, 'max_pnl_target': 0.2539953434875, 'max_calls_for_rule': 86}} |
da91f87d-ccb7-4ac0-9a5d-0f993651b371 | 0.013193 | -0.010428 | 425 | {'omega': 0.3897096798964693, 'alpha': [0.06495085413327634], 'beta': [0.9330491458667236], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 281.3} | {'POSITION_SIZE_PER_UNIT': 1348.5770941406915, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 154, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.09450881654157277, 'max_pnl_target': 0.19893104069046638, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.12302206673273045, 'max_pnl_target': 0.2584765821741272, 'max_calls_for_rule': 154}} |
9b6517f3-c76f-4077-b27c-ba5443d18955 | -0.00245 | -0.004428 | 366 | {'omega': 0.44490863598433406, 'alpha': [0.05683433529394701], 'beta': [0.9411656647060529], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 448.3} | {'POSITION_SIZE_PER_UNIT': 493.9229594068604, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 453, 'MAX_CONCURRENT_UNITS': 153, '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': 0.030670242335558887, 'max_pnl_target': 0.20491006487029698, 'max_calls_for_rule': 226}, 'moderate_calls': {'min_pnl_target': 0.22872393931141324, 'max_pnl_target': 0.3175738816487318, 'max_calls_for_rule': 453}} |
f083e4b6-c1da-4ca6-9a80-830be89c2b1f | -0.00113 | -0.000557 | 450 | {'omega': 1.1277964895195114, 'alpha': [0.08182724440634656], 'beta': [0.9161727555936534], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 26.8176} | {'POSITION_SIZE_PER_UNIT': 91.0322593722246, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 539, 'MAX_CONCURRENT_UNITS': 341, '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': 0.04438363582664163, 'max_pnl_target': 0.24483840544906404, 'max_calls_for_rule': 269}, 'moderate_calls': {'min_pnl_target': 0.1848865737581035, 'max_pnl_target': 0.23532121514484752, 'max_calls_for_rule': 539}} |
4867ece0-26f1-4fdb-85f3-756927bea6f9 | -0.016625 | -0.019997 | 1,020 | {'omega': 2.51564301112045, 'alpha': [0.12393351935125885], 'beta': [0.874066480648741], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.3352} | {'POSITION_SIZE_PER_UNIT': 524.62312023213, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 251, 'MAX_CONCURRENT_UNITS': 122, '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': 0.04313169689815476, 'max_pnl_target': 0.23482599597061318, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.18844815604898837, 'max_pnl_target': 0.24326196274627068, 'max_calls_for_rule': 251}} |
c9d9c3da-9386-40cd-9d30-9de40adf58b3 | 0.011269 | -0.00103 | 2,410 | {'omega': 0.27087809663906826, 'alpha': [0.07579139962979672], 'beta': [0.8987558866221925], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.8} | {'POSITION_SIZE_PER_UNIT': 184.64990967878555, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 1205, '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': 0.04255703448038312, 'max_pnl_target': 0.22068444495205802, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.22997086866582553, 'max_pnl_target': 0.27368288837307286, 'max_calls_for_rule': 52}} |
7d1d7f23-c64e-4eb8-85df-71ea38022a63 | 0.038546 | -0.011234 | 732 | {'omega': 0.33384447142913254, 'alpha': [0.0654723574803532], 'beta': [0.9191481094286621], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 308.4} | {'POSITION_SIZE_PER_UNIT': 1110.8736075982556, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 118, '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, '... | {'small_calls': {'min_pnl_target': 0.052211289613829634, 'max_pnl_target': 0.15663590339078814, 'max_calls_for_rule': 59}, 'moderate_calls': {'min_pnl_target': 0.09153842298982265, 'max_pnl_target': 0.21043700942555382, 'max_calls_for_rule': 118}} |
61a29057-99a2-4e8f-a017-4f097a20b9c0 | 0.054838 | -0.003287 | 485 | {'omega': 1.515952651792278, 'alpha': [0.07028867748875796], 'beta': [0.9277113225112421], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 224.7} | {'POSITION_SIZE_PER_UNIT': 233.41437344121476, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 214, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.09043438813003667, 'max_pnl_target': 0.2269197207201245, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.23080909390917878, 'max_pnl_target': 0.2820040384614262, 'max_calls_for_rule': 214}} |
e6366956-fcb7-4f34-823f-c65cd2e12d00 | -0.150002 | -0.168698 | 5,364 | {'omega': 2.2783741399042348, 'alpha': [0.12766062398491534], 'beta': [0.8703393760150847], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.825513451132929, 'historical_segment_start_price': 32.7197} | {'POSITION_SIZE_PER_UNIT': 1289.7366379951209, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 34, 'MAX_CONCURRENT_UNITS': 1599, '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': 0.10199921429689424, 'max_pnl_target': 0.16763292521111597, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.05929149711412187, 'max_pnl_target': 0.26271131574234297, 'max_calls_for_rule': 34}} |
08f228e4-d448-436e-baa9-a9897c0fb498 | -0.008197 | -0.008197 | 711 | {'omega': 1.042846062620868, 'alpha': [0.09664810496919315], 'beta': [0.9013518950308068], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13.7939} | {'POSITION_SIZE_PER_UNIT': 388.2810740810817, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1274, 'MAX_CONCURRENT_UNITS': 89, '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': 0.11608711484485196, 'max_pnl_target': 0.18895622124572536, 'max_calls_for_rule': 637}, 'moderate_calls': {'min_pnl_target': 0.1491311235365215, 'max_pnl_target': 0.229439684123893, 'max_calls_for_rule': 1274}} |
913733e1-901f-4569-9b4d-f98505b286fc | 0.000359 | -0.000066 | 564 | {'omega': 0.717388936888489, 'alpha': [0.07574605524882362], 'beta': [0.9171677907406189], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 521.6} | {'POSITION_SIZE_PER_UNIT': 74.7871789030012, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 144, 'MAX_CONCURRENT_UNITS': 283, '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': 0.045663468518319456, 'max_pnl_target': 0.20423670544385836, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.19038849165329388, 'max_pnl_target': 0.2197394427077954, 'max_calls_for_rule': 144}} |
5200ea25-5b42-44e9-b744-41514f85d2ee | -0.014178 | -0.01537 | 332 | {'omega': 1.0977199501156778, 'alpha': [0.06241148732749926], 'beta': [0.9328732182042315], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 392.2892} | {'POSITION_SIZE_PER_UNIT': 748.9291491084813, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 208, 'MAX_CONCURRENT_UNITS': 84, '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': 0.12036556928361768, 'max_pnl_target': 0.24942121834562236, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.1250411258985174, 'max_pnl_target': 0.265987587247376, 'max_calls_for_rule': 208}} |
c9ebeade-1e26-42e3-b9d1-1b758ecb74fe | -0.003556 | -0.006509 | 452 | {'omega': 10.485129166403086, 'alpha': [0.14871661202608466], 'beta': [0.8213022560907403], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 12.5794} | {'POSITION_SIZE_PER_UNIT': 598.7513641451716, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 379, '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': 0.06961066076193391, 'max_pnl_target': 0.2179126131472303, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.07208735169660704, 'max_pnl_target': 0.25099326148091416, 'max_calls_for_rule': 182}} |
4427deb8-8a34-486a-ac40-f997b009ffed | 0.019822 | -0.000641 | 530 | {'omega': 0.2044728901566559, 'alpha': [0.05035902207441846], 'beta': [0.9476409779255816], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 305.6} | {'POSITION_SIZE_PER_UNIT': 846.631965655205, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 134, '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': 0.050433486811214706, 'max_pnl_target': 0.17933337918450035, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.12898356262394442, 'max_pnl_target': 0.210020649081503, 'max_calls_for_rule': 246}} |
a805da0c-4d97-4261-bd51-6ca5bb6095f8 | -0.016943 | -0.016943 | 216 | {'omega': 0.39214694373141024, 'alpha': [0.04519714585757372], 'beta': [0.9528028541424263], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 210.4} | {'POSITION_SIZE_PER_UNIT': 1552.998977473484, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 251, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.1260979824724585, 'max_pnl_target': 0.17289384276846306, 'max_calls_for_rule': 125}, 'moderate_calls': {'min_pnl_target': 0.18697344158688847, 'max_pnl_target': 0.20137652757460936, 'max_calls_for_rule': 251}} |
d857541b-cbc1-4309-976f-9ff6f9d3fb32 | -0.025175 | -0.02764 | 343 | {'omega': 2.6305638797807203, 'alpha': [0.11389151680933626], 'beta': [0.8841084831906637], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 22.3122} | {'POSITION_SIZE_PER_UNIT': 1265.5472967018798, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 289, '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', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.09093881362409133, 'max_pnl_target': 0.12791864197440184, 'max_calls_for_rule': 144}, 'moderate_calls': {'min_pnl_target': 0.1323630322838987, 'max_pnl_target': 0.2776582459505681, 'max_calls_for_rule': 289}} |
End of preview. Expand in Data Studio
Descriptive Statistics for final_pnl_ratio:
- Count: 25131
- Mean: -0.0066
- Median: -0.0025
- Standard Deviation: 0.0617
- Min: -1.2345
- Max: 1.3500
- 25th Percentile (Q1): -0.0125
- 75th Percentile (Q3): 0.0020
- Total trades analyzed: 25131
Trade Range:
- 99% of trades have a Final PnL Ratio between: -0.2718 and 0.2446 (This means 99% of your PnL ratios fall within this range.)
Risk Analysis:
- Number of trades with >30% loss (PnL < -0.30): 107
- Probability of a catastrophic loss (>30% loss): 0.43%
Opportunity Analysis:
- Number of trades with >30% profit (PnL > 0.30): 85
- Probability of a jackpot win (>30% profit): 0.34%
Overall PnL Characteristics:
- Mean Final PnL Ratio: -0.0066 (Average PnL is -0.66%)
- Median Final PnL Ratio: -0.0025 (Typical PnL is -0.25%)
- Standard Deviation of PnL Ratio: 0.0617 (Indicates volatility/spread)
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