scenario_id stringlengths 36 36 | final_pnl_ratio float64 -1.52 1.72 | max_drawdown float64 -1.52 0 | total_trades int64 2 58.4k | garch_params_used_for_sim_str stringlengths 176 210 | strategy_params_str stringlengths 1.31k 1.33k | strategy_exit_rules_str stringlengths 238 251 |
|---|---|---|---|---|---|---|
94517b02-14c9-4a52-ae88-eeb41b0a6f44 | -0.010037 | -0.000638 | 312 | {'omega': 0.2373416289374244, 'alpha': [0.1406928068806472], 'beta': [0.8529163826890879], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0} | {'POSITION_SIZE_PER_UNIT': 191.68356519178056, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 312, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 474076.3527521113, 'LEVERAGE': 11, 'UNIT_BUDGET': 1515.5894456343174, 'INITIAL_MARGIN_PER_UNIT': 17.425778653798233, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 474076.3527521113, 'MARGIN_CALL_DEPOSIT_AMOUNT': 17.425778653798233, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2227225103845949, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 193, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 59, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 44, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 182, 'NON_TRADEABLE_WINDOW': 10920, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 110, 'PARAMETER_3': 1.616142421724479, 'PARAMETER_4': 868} | {'small_calls': {'min_pnl_target': 0.07158151413206512, 'max_pnl_target': 0.19405249670360605, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.06929296267371418, 'max_pnl_target': 0.2079684147685175, 'max_calls_for_rule': 85}} |
65a1ced8-fded-4546-bb2f-fc62c0907285 | -0.067583 | -0.066103 | 3,560 | {'omega': 0.36986540296671017, 'alpha': [0.06322895996154179], 'beta': [0.9347710400384581], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3} | {'POSITION_SIZE_PER_UNIT': 937.973132894611, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 607, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 899688.6295314844, 'LEVERAGE': 78, 'UNIT_BUDGET': 1479.9558136359337, 'INITIAL_MARGIN_PER_UNIT': 12.025296575571936, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 899688.6295314844, 'MARGIN_CALL_DEPOSIT_AMOUNT': 12.025296575571936, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06653956969297109, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 60, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 193, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 15, 'ADX_PERIOD': 41, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 26, 'HOURLY_MA_LONG_PERIOD': 183, 'NON_TRADEABLE_WINDOW': 10980, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 9, 'PARAMETER_2': 25, 'PARAMETER_3': 1.7309786005367016, 'PARAMETER_4': 700} | {'small_calls': {'min_pnl_target': 0.06176873744225853, 'max_pnl_target': 0.13282219977062884, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.12436413754331438, 'max_pnl_target': 0.24152051761866206, 'max_calls_for_rule': 122}} |
92043049-c188-4191-8b89-895edbfa52fa | -0.016771 | -0.015708 | 2,912 | {'omega': 1.8649697967266723, 'alpha': [0.10805126968809925], 'beta': [0.8312782082779827], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53} | {'POSITION_SIZE_PER_UNIT': 241.631195079889, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 255, 'MAX_CONCURRENT_UNITS': 1064, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 666119.4895676809, 'LEVERAGE': 99, 'UNIT_BUDGET': 625.4775789149504, 'INITIAL_MARGIN_PER_UNIT': 2.440719142221101, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 666119.4895676809, 'MARGIN_CALL_DEPOSIT_AMOUNT': 2.440719142221101, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4248423007359766, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 213, 'RSI_OVERSOLD_THRESHOLD': 22, 'MFI_PERIOD': 62, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 22, 'ADX_PERIOD': 14, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 16, 'HOURLY_MA_LONG_PERIOD': 224, 'NON_TRADEABLE_WINDOW': 13440, 'MAX_UNITS_PER_SIGNAL_EVENT': 9, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 7, 'PARAMETER_2': 72, 'PARAMETER_3': 2.0041057815521204, 'PARAMETER_4': 988} | {'small_calls': {'min_pnl_target': 0.02535871689848237, 'max_pnl_target': 0.20569103842315256, 'max_calls_for_rule': 127}, 'moderate_calls': {'min_pnl_target': 0.08820569635378205, 'max_pnl_target': 0.2325976607849729, 'max_calls_for_rule': 255}} |
b1042b70-ee98-43c8-b027-b4c387ba10e1 | -0.000858 | -0.003891 | 306 | {'omega': 2.1340505827885434, 'alpha': [0.11609487904429798], 'beta': [0.881905120955702], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11365.0} | {'POSITION_SIZE_PER_UNIT': 819.8383934548164, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 341, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 613574.1430450925, 'LEVERAGE': 114, 'UNIT_BUDGET': 2466.6527345390023, 'INITIAL_MARGIN_PER_UNIT': 7.19156485486681, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 613574.1430450925, 'MARGIN_CALL_DEPOSIT_AMOUNT': 7.19156485486681, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.09517723339082497, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 204, 'RSI_OVERSOLD_THRESHOLD': 29, 'MFI_PERIOD': 20, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 322, 'NON_TRADEABLE_WINDOW': 19320, 'MAX_UNITS_PER_SIGNAL_EVENT': 6, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 4, 'PARAMETER_2': 127, 'PARAMETER_3': 1.7391377780720974, 'PARAMETER_4': 967} | {'small_calls': {'min_pnl_target': 0.035624898635690724, 'max_pnl_target': 0.15935138266617524, 'max_calls_for_rule': 170}, 'moderate_calls': {'min_pnl_target': 0.1802111143812334, 'max_pnl_target': 0.2941723263323154, 'max_calls_for_rule': 341}} |
f9224487-a2bc-4b15-9cd0-c9e4ce8a3398 | -0.012132 | -0.01013 | 2,003 | {'omega': 32.565289875133224, 'alpha': [0.19272144689242296], 'beta': [0.7205143371119057], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02} | {'POSITION_SIZE_PER_UNIT': 181.4191996011771, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 739, 'MAX_CONCURRENT_UNITS': 378, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 535274.7823886443, 'LEVERAGE': 95, 'UNIT_BUDGET': 1414.034768583213, 'INITIAL_MARGIN_PER_UNIT': 1.9096757852755484, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 535274.7823886443, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.9096757852755484, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24409907176914075, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 46, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 84, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 16, 'ADX_PERIOD': 51, 'ADX_THRESHOLD_FOR_ENTRY': 15, 'HOURLY_MA_SHORT_PERIOD': 51, 'HOURLY_MA_LONG_PERIOD': 180, 'NON_TRADEABLE_WINDOW': 10800, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 2, 'PARAMETER_1': 8, 'PARAMETER_2': 10, 'PARAMETER_3': 1.3519945158973243, 'PARAMETER_4': 532} | {'small_calls': {'min_pnl_target': 0.14356539253373346, 'max_pnl_target': 0.2151466986332334, 'max_calls_for_rule': 369}, 'moderate_calls': {'min_pnl_target': 0.1903283295482491, 'max_pnl_target': 0.27852721354849247, 'max_calls_for_rule': 739}} |
1369140b-6de7-41a8-9d1e-fcbf078b19ba | -0.018625 | -0.018625 | 122 | {'omega': 1.0629185436915458, 'alpha': [0.06712144301614914], 'beta': [0.9308785569838509], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43} | {'POSITION_SIZE_PER_UNIT': 2083.2247230726966, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 156, 'MAX_CONCURRENT_UNITS': 96, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 302173.1795711821, 'LEVERAGE': 105, 'UNIT_BUDGET': 3126.3944935598997, 'INITIAL_MARGIN_PER_UNIT': 19.840235457835206, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 302173.1795711821, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.840235457835206, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2622384322237605, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 117, 'RSI_OVERSOLD_THRESHOLD': 38, 'MFI_PERIOD': 69, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 58, 'ADX_THRESHOLD_FOR_ENTRY': 25, 'HOURLY_MA_SHORT_PERIOD': 66, 'HOURLY_MA_LONG_PERIOD': 173, 'NON_TRADEABLE_WINDOW': 10380, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 5, 'PARAMETER_2': 65, 'PARAMETER_3': 1.8126926727143502, 'PARAMETER_4': 363} | {'small_calls': {'min_pnl_target': 0.07643418043055505, 'max_pnl_target': 0.10691484161611461, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.05311671804958536, 'max_pnl_target': 0.2639710827912525, 'max_calls_for_rule': 156}} |
42268be0-0856-49ee-bfb8-c00cc1075efc | -0.010295 | -0.009586 | 464 | {'omega': 21.723515433617138, 'alpha': [0.15314411519718732], 'beta': [0.8424056482419316], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55} | {'POSITION_SIZE_PER_UNIT': 188.63849013936002, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 773392.7032734646, 'LEVERAGE': 10, 'UNIT_BUDGET': 3491.549638413424, 'INITIAL_MARGIN_PER_UNIT': 18.863849013936, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 773392.7032734646, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.863849013936, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2671688336860351, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 143, 'RSI_OVERSOLD_THRESHOLD': 30, 'MFI_PERIOD': 85, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 18, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 26, 'HOURLY_MA_SHORT_PERIOD': 20, 'HOURLY_MA_LONG_PERIOD': 197, 'NON_TRADEABLE_WINDOW': 11820, 'MAX_UNITS_PER_SIGNAL_EVENT': 15, 'MIN_UNITS_PER_SIGNAL_EVENT': 4, 'PARAMETER_1': 6, 'PARAMETER_2': 142, 'PARAMETER_3': 2.086352688068086, 'PARAMETER_4': 486} | {'small_calls': {'min_pnl_target': 0.13272948122132258, 'max_pnl_target': 0.23847667142071027, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.22945076625787744, 'max_pnl_target': 0.313104661157817, 'max_calls_for_rule': 184}} |
a7ec3dc5-ce6c-4f4e-b789-3bbc92846309 | 0.002073 | -0.000429 | 760 | {'omega': 0.4107208831860901, 'alpha': [0.06738785522936847], 'beta': [0.8945211877505284], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3} | {'POSITION_SIZE_PER_UNIT': 195.14324354113293, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1206, 'MAX_CONCURRENT_UNITS': 482, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 989227.1992395926, 'LEVERAGE': 115, 'UNIT_BUDGET': 2048.1568622718964, 'INITIAL_MARGIN_PER_UNIT': 1.696897769922895, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 989227.1992395926, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.696897769922895, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4449915357016144, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 168, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 132, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 55, 'ADX_THRESHOLD_FOR_ENTRY': 23, 'HOURLY_MA_SHORT_PERIOD': 22, 'HOURLY_MA_LONG_PERIOD': 154, 'NON_TRADEABLE_WINDOW': 9240, 'MAX_UNITS_PER_SIGNAL_EVENT': 2, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 3, 'PARAMETER_2': 75, 'PARAMETER_3': 2.475725824636604, 'PARAMETER_4': 556} | {'small_calls': {'min_pnl_target': 0.04618730295048229, 'max_pnl_target': 0.12127589519599075, 'max_calls_for_rule': 603}, 'moderate_calls': {'min_pnl_target': 0.15040389998709405, 'max_pnl_target': 0.2554130995625911, 'max_calls_for_rule': 1206}} |
fb0d933f-d0f6-474d-afb1-8ab8c921a793 | 0.096627 | -0.002733 | 1,440 | {'omega': 0.43876611265307836, 'alpha': [0.06138021286404693], 'beta': [0.9329260594084262], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.077811509355963, 'historical_segment_start_price': 11424.48} | {'POSITION_SIZE_PER_UNIT': 207.87355390354924, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 8, 'MAX_CONCURRENT_UNITS': 1616, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 297135.21600962756, 'LEVERAGE': 11, 'UNIT_BUDGET': 183.82421625128674, 'INITIAL_MARGIN_PER_UNIT': 18.897595809413566, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 297135.21600962756, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.897595809413566, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4097470692109161, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 102, 'RSI_OVERSOLD_THRESHOLD': 25, 'MFI_PERIOD': 156, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 17, 'ADX_PERIOD': 54, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 44, 'HOURLY_MA_LONG_PERIOD': 182, 'NON_TRADEABLE_WINDOW': 10920, 'MAX_UNITS_PER_SIGNAL_EVENT': 10, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 8, 'PARAMETER_2': 78, 'PARAMETER_3': 2.372681766003624, 'PARAMETER_4': 641} | {'small_calls': {'min_pnl_target': 0.11240172602474273, 'max_pnl_target': 0.1536191479156257, 'max_calls_for_rule': 4}, 'moderate_calls': {'min_pnl_target': 0.057440894821363386, 'max_pnl_target': 0.21484601548477517, 'max_calls_for_rule': 8}} |
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4e724fe7-3582-4a33-acd4-de668af1915d | -0.000758 | -0.002014 | 660 | {'omega': 1.0968361330401788, 'alpha': [0.10676811113876761], 'beta': [0.8912318888612325], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41} | {'POSITION_SIZE_PER_UNIT': 717.4489104932867, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 526, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 734904.4821775185, 'LEVERAGE': 114, 'UNIT_BUDGET': 3320.9205912478924, 'INITIAL_MARGIN_PER_UNIT': 6.293411495555146, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 734904.4821775185, 'MARGIN_CALL_DEPOSIT_AMOUNT': 6.293411495555146, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.06640450259679284, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 224, 'RSI_OVERSOLD_THRESHOLD': 20, 'MFI_PERIOD': 51, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 20, 'ADX_PERIOD': 15, 'ADX_THRESHOLD_FOR_ENTRY': 30, 'HOURLY_MA_SHORT_PERIOD': 17, 'HOURLY_MA_LONG_PERIOD': 302, 'NON_TRADEABLE_WINDOW': 18120, 'MAX_UNITS_PER_SIGNAL_EVENT': 4, 'MIN_UNITS_PER_SIGNAL_EVENT': 1, 'PARAMETER_1': 4, 'PARAMETER_2': 168, 'PARAMETER_3': 2.115402052130899, 'PARAMETER_4': 288} | {'small_calls': {'min_pnl_target': 0.02809051842472133, 'max_pnl_target': 0.16354927265037286, 'max_calls_for_rule': 263}, 'moderate_calls': {'min_pnl_target': 0.06353806832213522, 'max_pnl_target': 0.22094342388423044, 'max_calls_for_rule': 526}} |
8b7da4bd-790d-475d-9e83-7d41918cc00b | 0.006679 | -0.004606 | 360 | {'omega': 21.761871157032854, 'alpha': [0.16913167072592292], 'beta': [0.7511393128294198], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55} | {'POSITION_SIZE_PER_UNIT': 408.8095009824681, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, 'MAX_CONCURRENT_UNITS': 120, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 464319.2062492828, 'LEVERAGE': 22, 'UNIT_BUDGET': 3855.579832331196, 'INITIAL_MARGIN_PER_UNIT': 18.58225004465764, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 464319.2062492828, 'MARGIN_CALL_DEPOSIT_AMOUNT': 18.58225004465764, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.10132689270066461, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 181, 'RSI_OVERSOLD_THRESHOLD': 24, 'MFI_PERIOD': 175, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 24, 'ADX_PERIOD': 25, 'ADX_THRESHOLD_FOR_ENTRY': 16, 'HOURLY_MA_SHORT_PERIOD': 57, 'HOURLY_MA_LONG_PERIOD': 298, 'NON_TRADEABLE_WINDOW': 17880, 'MAX_UNITS_PER_SIGNAL_EVENT': 14, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 9, 'PARAMETER_2': 165, 'PARAMETER_3': 2.409076816018143, 'PARAMETER_4': 382} | {'small_calls': {'min_pnl_target': 0.05594356011896402, 'max_pnl_target': 0.14471739813174203, 'max_calls_for_rule': 103}, 'moderate_calls': {'min_pnl_target': 0.16544446720847109, 'max_pnl_target': 0.25106223503622443, 'max_calls_for_rule': 206}} |
b7252860-a918-4dad-88e4-2c1351f2e4c2 | 0.101579 | -0.067099 | 385 | {'omega': 30.7224623752242, 'alpha': [0.17540629321915635], 'beta': [0.7000418228531029], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99} | {'POSITION_SIZE_PER_UNIT': 1274.75078910605, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 82, 'MAX_CONCURRENT_UNITS': 44, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 72746.56453405764, 'LEVERAGE': 65, 'UNIT_BUDGET': 1638.0195787790958, 'INITIAL_MARGIN_PER_UNIT': 19.61155060163154, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 72746.56453405764, 'MARGIN_CALL_DEPOSIT_AMOUNT': 19.61155060163154, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.24756784736113896, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 130, 'RSI_OVERSOLD_THRESHOLD': 34, 'MFI_PERIOD': 31, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 11, 'ADX_PERIOD': 38, 'ADX_THRESHOLD_FOR_ENTRY': 17, 'HOURLY_MA_SHORT_PERIOD': 55, 'HOURLY_MA_LONG_PERIOD': 234, 'NON_TRADEABLE_WINDOW': 14040, 'MAX_UNITS_PER_SIGNAL_EVENT': 18, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 4, 'PARAMETER_2': 38, 'PARAMETER_3': 1.231062294810215, 'PARAMETER_4': 373} | {'small_calls': {'min_pnl_target': 0.12082717152051574, 'max_pnl_target': 0.1924484822444067, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.23199179222461855, 'max_pnl_target': 0.2862042917440675, 'max_calls_for_rule': 82}} |
39711e4c-f90d-4767-aa14-f11a4eea13f3 | 0.01419 | -0.010555 | 329 | {'omega': 1.0875449435998326, 'alpha': [0.06364888957312229], 'beta': [0.9343511104268778], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43} | {'POSITION_SIZE_PER_UNIT': 493.9377680372034, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 398, 'MAX_CONCURRENT_UNITS': 31, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 126772.10360496434, 'LEVERAGE': 49, 'UNIT_BUDGET': 4024.9023515972217, 'INITIAL_MARGIN_PER_UNIT': 10.080362613004151, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 126772.10360496434, 'MARGIN_CALL_DEPOSIT_AMOUNT': 10.080362613004151, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.3598917934300352, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 32, 'RSI_OVERSOLD_THRESHOLD': 36, 'MFI_PERIOD': 205, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 23, 'ADX_PERIOD': 64, 'ADX_THRESHOLD_FOR_ENTRY': 18, 'HOURLY_MA_SHORT_PERIOD': 35, 'HOURLY_MA_LONG_PERIOD': 177, 'NON_TRADEABLE_WINDOW': 10620, 'MAX_UNITS_PER_SIGNAL_EVENT': 16, 'MIN_UNITS_PER_SIGNAL_EVENT': 7, 'PARAMETER_1': 4, 'PARAMETER_2': 114, 'PARAMETER_3': 1.9887701222104868, 'PARAMETER_4': 461} | {'small_calls': {'min_pnl_target': 0.09484048967800625, 'max_pnl_target': 0.16875586141383067, 'max_calls_for_rule': 199}, 'moderate_calls': {'min_pnl_target': 0.16504922342379288, 'max_pnl_target': 0.21914014618487268, 'max_calls_for_rule': 398}} |
568a24dc-205c-4362-825d-b560d67999ef | -0.004633 | -0.004633 | 540 | {'omega': 3.797383382431426, 'alpha': [0.16230928474309425], 'beta': [0.8176284353344492], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5831.64} | {'POSITION_SIZE_PER_UNIT': 113.87319993019189, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 233, 'MAX_CONCURRENT_UNITS': 1133, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 398637.68727777875, 'LEVERAGE': 76, 'UNIT_BUDGET': 351.82959653627427, 'INITIAL_MARGIN_PER_UNIT': 1.4983315780288406, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 398637.68727777875, 'MARGIN_CALL_DEPOSIT_AMOUNT': 1.4983315780288406, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.4198072369973086, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 35, 'RSI_OVERSOLD_THRESHOLD': 35, 'MFI_PERIOD': 235, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 12, 'ADX_PERIOD': 63, 'ADX_THRESHOLD_FOR_ENTRY': 20, 'HOURLY_MA_SHORT_PERIOD': 46, 'HOURLY_MA_LONG_PERIOD': 183, 'NON_TRADEABLE_WINDOW': 10980, 'MAX_UNITS_PER_SIGNAL_EVENT': 7, 'MIN_UNITS_PER_SIGNAL_EVENT': 3, 'PARAMETER_1': 10, 'PARAMETER_2': 127, 'PARAMETER_3': 1.9130197111623215, 'PARAMETER_4': 341} | {'small_calls': {'min_pnl_target': 0.13361198984136125, 'max_pnl_target': 0.24966368293183153, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.06959074531510087, 'max_pnl_target': 0.2809293062869933, 'max_calls_for_rule': 233}} |
54d7028a-1f43-41da-b924-e42198cef4dd | -0.020819 | -0.010728 | 1,200 | {'omega': 0.05122525849110793, 'alpha': [0.048373696480480434], 'beta': [0.9496263035195196], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.52865028219198, 'historical_segment_start_price': 102139.0} | {'POSITION_SIZE_PER_UNIT': 348.7781405073695, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 809, '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': 30000.0, 'INITIAL_PORTFOLIO_FUNDS': 795865.2641801616, 'LEVERAGE': 37, 'UNIT_BUDGET': 983.0381551186198, 'INITIAL_MARGIN_PER_UNIT': 9.426436229928907, 'TRANSACTION_FEE_PERCENT': 0.0006, 'P99_AUTOMATION_SUCCESS_RATE': 0.99, 'MAX_TRADING_CAPITAL_FOR_UNITS': 795865.2641801616, 'MARGIN_CALL_DEPOSIT_AMOUNT': 9.426436229928907, 'MAINTENANCE_MARGIN_PERCENT': 0.005, 'TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION': 0.0025, 'PORTFOLIO_PROFIT_TARGET_PERCENT': 0.2518066591562682, 'LEVERAGE_BORROWING_FEE_ANNUAL_RATE': 0.1095, 'LEVERAGE_BORROWING_FEE_INTERVAL_HOURS': 8, 'EXIT_SLIPPAGE_PERCENT_OF_PRICE': 0.0005, 'RSI_PERIOD': 158, 'RSI_OVERSOLD_THRESHOLD': 33, 'MFI_PERIOD': 211, 'MFI_EXTREME_OVERSOLD_THRESHOLD': 13, 'ADX_PERIOD': 18, 'ADX_THRESHOLD_FOR_ENTRY': 24, 'HOURLY_MA_SHORT_PERIOD': 52, 'HOURLY_MA_LONG_PERIOD': 175, 'NON_TRADEABLE_WINDOW': 10500, 'MAX_UNITS_PER_SIGNAL_EVENT': 19, 'MIN_UNITS_PER_SIGNAL_EVENT': 8, 'PARAMETER_1': 8, 'PARAMETER_2': 107, 'PARAMETER_3': 1.3972977089067136, 'PARAMETER_4': 743} | {'small_calls': {'min_pnl_target': 0.09355394816870322, 'max_pnl_target': 0.17584370971546653, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.07807066103217189, 'max_pnl_target': 0.2896958298777739, 'max_calls_for_rule': 103}} |
End of preview. Expand
in Data Studio
Descriptive Statistics for final_pnl_ratio:
- Count: 24195
- Mean: -0.0088
- Median: -0.0027
- Standard Deviation: 0.0721
- Min: -1.5163
- Max: 1.7225
- 25th Percentile (Q1): -0.0141
- 75th Percentile (Q3): 0.0023
- Total trades analyzed: 24195
Trade Range:
- 99% of trades have a Final PnL Ratio between: -0.3361 and 0.2447 (This means 99% of your PnL ratios fall within this range.)
Risk Analysis:
- Number of trades with >30% loss (PnL < -0.30): 150
- Probability of a catastrophic loss (>30% loss): 0.62%
Opportunity Analysis:
- Number of trades with >30% profit (PnL > 0.30): 92
- Probability of a jackpot win (>30% profit): 0.38%
Overall PnL Characteristics:
- Mean Final PnL Ratio: -0.0088 (Average PnL is -0.88%)
- Median Final PnL Ratio: -0.0027 (Typical PnL is -0.27%)
- Standard Deviation of PnL Ratio: 0.0721 (Indicates volatility/spread)
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