scenario_id stringlengths 36 36 | final_pnl_ratio float64 -0.87 0.67 | max_drawdown float64 -0.96 0 | total_trades int64 0 27.1k | synthetic_ohlc_open sequencelengths 28.8k 28.8k | synthetic_ohlc_high sequencelengths 28.8k 28.8k | synthetic_ohlc_low sequencelengths 28.8k 28.8k | synthetic_ohlc_close sequencelengths 28.8k 28.8k | garch_params_used_for_sim_str stringlengths 178 206 | strategy_params_str stringlengths 1.31k 1.33k | strategy_exit_rules_str stringlengths 240 250 |
|---|---|---|---|---|---|---|---|---|---|---|
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af88840c-4a0b-4124-a2be-9419a9cf7284 | -0.004693 | -0.004983 | 384 | [603.8992706147233,603.786838338183,604.0432568467244,603.9968719481627,603.864526273279,603.6054032(...TRUNCATED) | [603.9043379509377,603.8368252188844,604.2303436056224,604.0422494287401,603.8705475038097,603.69975(...TRUNCATED) | [603.8987034074617,603.7848105209965,603.9406052223785,603.9954804288035,603.8434204129813,603.59771(...TRUNCATED) | [603.9,603.8187054216844,604.120109442564,604.0358498146488,603.8600457417674,603.6721113637126,603.(...TRUNCATED) | "{'omega': 0.2523550846245124, 'alpha': [0.07835903391869982], 'beta': [0.8656766325974583], 'dist':(...TRUNCATED) | "{'POSITION_SIZE_PER_UNIT': 2325.595744529442, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 180, 'MAX_CONCURREN(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.07111940447728174, 'max_pnl_target': 0.2489685466269001, 'max_(...TRUNCATED) |
dcee2f63-b5aa-444c-9148-19d807b6bd59 | 0 | 0 | 0 | [243.50338273329524,243.2641824923958,242.91882652451878,242.69184068222995,243.08224984454006,242.9(...TRUNCATED) | [243.51279771011494,243.31638387786384,242.9868227543882,242.77689421836288,243.26291125701235,242.9(...TRUNCATED) | [243.4993475107473,243.20628811803377,242.82923452856298,242.61977124537523,242.96752415414628,242.8(...TRUNCATED) | [243.5,243.22590225236917,242.95864202063066,242.7710207877329,243.10435552664268,242.9107188427821,(...TRUNCATED) | "{'omega': 0.5620723743688909, 'alpha': [0.061499467211616914], 'beta': [0.9365005327883831], 'dist'(...TRUNCATED) | "{'POSITION_SIZE_PER_UNIT': 1234.7196192422145, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 316, 'MAX_CONCURRE(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.10331812097691362, 'max_pnl_target': 0.2259856658130925, 'max_(...TRUNCATED) |
543c845d-e19d-4c40-8e60-2556dd788e72 | -0.060878 | -0.108413 | 2,454 | [5.889009811085903,5.871902180843046,5.884674049821478,5.871691040092423,5.859430339547997,5.8625738(...TRUNCATED) | [5.89781609217361,5.880609867290821,5.892299391526878,5.876054919359238,5.872440468073325,5.86668531(...TRUNCATED) | [5.878057255437771,5.867756406164653,5.871646840461474,5.870756451883842,5.849522386219723,5.8577988(...TRUNCATED) | [5.8812,5.877379045018471,5.87512198794119,5.872153626413445,5.865211111489524,5.859303391047783,5.8(...TRUNCATED) | "{'omega': 2.463720184636745, 'alpha': [0.12833752075908045], 'beta': [0.8696624792409196], 'dist': (...TRUNCATED) | "{'POSITION_SIZE_PER_UNIT': 1093.463728720188, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 208, 'MAX_CONCURREN(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.07050247585439066, 'max_pnl_target': 0.1344699924249105, 'max_(...TRUNCATED) |
3b26005c-7f2f-40d7-b9ef-d544e7049fab | 0.085798 | -0.032556 | 1,300 | [12.586882649188048,12.501485916746839,12.457411581342118,12.506294302408836,12.503941599985492,12.4(...TRUNCATED) | [12.59268492061103,12.544695285435134,12.487408522398814,12.520166861662752,12.515307008656324,12.50(...TRUNCATED) | [12.575822010774885,12.477516197333369,12.452603039751578,12.49396923777071,12.501199190284238,12.47(...TRUNCATED) | [12.5794,12.519461030367538,12.473462508355215,12.502656818136302,12.512247905844687,12.479512317289(...TRUNCATED) | "{'omega': 11.115932356264157, 'alpha': [0.14440910804545107], 'beta': [0.8268215595179709], 'dist':(...TRUNCATED) | "{'POSITION_SIZE_PER_UNIT': 1492.4232482227815, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 275, 'MAX_CONCURRE(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.07042671031185309, 'max_pnl_target': 0.23525215151984039, 'max(...TRUNCATED) |
85c978ae-9405-477a-bf2c-9e3b48911b0e | 0 | 0 | 0 | [13.79053772250821,13.781724888640573,13.797552937583765,13.798150445003124,13.807826850637847,13.80(...TRUNCATED) | [13.800129810552477,13.799209352006063,13.807412613928621,13.807905076278466,13.817802091585062,13.8(...TRUNCATED) | [13.785811456435699,13.774437017100947,13.789570543995934,13.794724747258993,13.799150950950363,13.7(...TRUNCATED) | [13.7939,13.791403398017533,13.798388459185903,13.80265520922818,13.801358026775073,13.8002462805543(...TRUNCATED) | "{'omega': 0.8881959592794446, 'alpha': [0.09559278671864584], 'beta': [0.8730169415655827], 'dist':(...TRUNCATED) | "{'POSITION_SIZE_PER_UNIT': 569.9813335183885, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 571, 'MAX_CONCURREN(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.13546345442432242, 'max_pnl_target': 0.19373775546096972, 'max(...TRUNCATED) |
3c4cca9c-7ff9-44c5-aca2-d4b193ed2672 | 0 | 0 | 0 | [242.19476103342978,242.22415499158564,242.24685484326383,242.28520640537144,242.22108152458634,242.(...TRUNCATED) | [242.20429214534812,242.22565780985798,242.2543488587711,242.29584960679557,242.24305316751702,242.1(...TRUNCATED) | [242.18765918115375,242.21670512555522,242.24632493722382,242.2725636253054,242.13444059567945,241.8(...TRUNCATED) | [242.2,242.22251221862834,242.24649318170788,242.2853851445762,242.17477196401754,241.9132937093109,(...TRUNCATED) | "{'omega': 0.4402347059869924, 'alpha': [0.047040973840751496], 'beta': [0.8690879427374261], 'dist'(...TRUNCATED) | "{'POSITION_SIZE_PER_UNIT': 376.84046376237103, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURREN(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.1326004590803909, 'max_pnl_target': 0.15046677090649316, 'max_(...TRUNCATED) |
9c6fb9b6-f361-45ca-bc3d-dc7558b84a93 | 0 | 0 | 0 | [307.6936451400397,307.8563183424675,307.4282761558735,307.09969275865427,307.108149951543,307.17945(...TRUNCATED) | [307.70552018514695,307.8976951726501,307.6251438919331,307.20847671712744,307.15726275633915,307.23(...TRUNCATED) | [307.6925769985902,307.82720164561164,307.37019596798893,307.03609368419006,307.06563553042184,307.1(...TRUNCATED) | [307.7,307.87436804745454,307.49489590595306,307.20703123066033,307.1145629711061,307.19900806410715(...TRUNCATED) | "{'omega': 0.22201471764244007, 'alpha': [0.05224131860621574], 'beta': [0.9457586813937843], 'dist'(...TRUNCATED) | "{'POSITION_SIZE_PER_UNIT': 515.9700972151394, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 397, 'MAX_CONCURREN(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.14497451433907935, 'max_pnl_target': 0.20550663109819142, 'max(...TRUNCATED) |
95a20eaf-cca7-452d-924f-57aaf357aeb4 | 0.000868 | -0.002858 | 149 | [16.563296131332542,16.55595856113432,16.566261393186466,16.552651983910945,16.557836049796222,16.56(...TRUNCATED) | [16.568353293123334,16.563957143098794,16.568474746632003,16.569857479765744,16.56649514548398,16.56(...TRUNCATED) | [16.553249395796758,16.553628042005627,16.56305237495697,16.55222546293045,16.557575920580756,16.552(...TRUNCATED) | [16.5622,16.5596479927013,16.56326552927221,16.56052747409957,16.560147043718292,16.56453714770229,1(...TRUNCATED) | "{'omega': 1.518833550320586, 'alpha': [0.08000105957502025], 'beta': [0.8745486704857814], 'dist': (...TRUNCATED) | "{'POSITION_SIZE_PER_UNIT': 554.6306142524701, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURREN(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.14847094560967938, 'max_pnl_target': 0.22811223279447107, 'max(...TRUNCATED) |
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