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, '... | {'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, 'I... | {'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, '... | {'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, '... | {'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, '... | {'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, '... | {'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, ... | {'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,... | {'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, '... | {'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}} |
51c3f787-59b8-439e-8401-53baafca0d88 | -0.038176 | -0.059194 | 2,792 | {'omega': 1.6356658463822704, 'alpha': [0.11998164759038882], 'beta': [0.8780183524096111], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09} | {'POSITION_SIZE_PER_UNIT': 792.1073186499463, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 559, '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, 'I... | {'small_calls': {'min_pnl_target': 0.027381730540924312, 'max_pnl_target': 0.16802889962657325, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.19245117473211884, 'max_pnl_target': 0.29129545798343304, 'max_calls_for_rule': 65}} |
08fb3e04-cc34-4a3a-9aab-ae7c01f7246d | -0.011212 | -0.012658 | 4,440 | {'omega': 10.564337446039751, 'alpha': [0.1467201632230056], 'beta': [0.8512798367769943], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5} | {'POSITION_SIZE_PER_UNIT': 111.23385650929336, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 466, 'MAX_CONCURRENT_UNITS': 1328, '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,... | {'small_calls': {'min_pnl_target': 0.1296915503511097, 'max_pnl_target': 0.1486003987613884, 'max_calls_for_rule': 233}, 'moderate_calls': {'min_pnl_target': 0.10346318719030628, 'max_pnl_target': 0.28357316606827143, 'max_calls_for_rule': 466}} |
d4b20ee3-a54f-4c69-8ea2-78f6b86d20ef | 0.016444 | -0.021266 | 300 | {'omega': 0.9564000077561219, 'alpha': [0.054168494263200556], 'beta': [0.9438315057367993], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 60138.05} | {'POSITION_SIZE_PER_UNIT': 1420.935740895376, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 272, '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, 'I... | {'small_calls': {'min_pnl_target': 0.14494499081499573, 'max_pnl_target': 0.20973739514717826, 'max_calls_for_rule': 136}, 'moderate_calls': {'min_pnl_target': 0.08268149698374604, 'max_pnl_target': 0.20631489704973568, 'max_calls_for_rule': 272}} |
0461790f-c94e-4ed4-912f-e558772cee86 | 0.006013 | -0.009603 | 639 | {'omega': 1.1536711853387156, 'alpha': [0.07304330041569859], 'beta': [0.9249566995843014], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43} | {'POSITION_SIZE_PER_UNIT': 695.5146195372419, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 483, 'MAX_CONCURRENT_UNITS': 156, '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, '... | {'small_calls': {'min_pnl_target': 0.10558622609090204, 'max_pnl_target': 0.21219588209293946, 'max_calls_for_rule': 241}, 'moderate_calls': {'min_pnl_target': 0.07604536077527045, 'max_pnl_target': 0.25075694690755745, 'max_calls_for_rule': 483}} |
919ccb39-844b-4c24-ae62-8d9d4178045c | -0.012639 | -0.011068 | 619 | {'omega': 1.111000528112831, 'alpha': [0.08713048911454267], 'beta': [0.8640627316701363], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.939743899068569, 'historical_segment_start_price': 8354.07} | {'POSITION_SIZE_PER_UNIT': 1251.452643731589, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, 'MAX_CONCURRENT_UNITS': 305, '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, '... | {'small_calls': {'min_pnl_target': 0.04980046386092942, 'max_pnl_target': 0.2324350469921781, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.20436625308874676, 'max_pnl_target': 0.25250008970740284, 'max_calls_for_rule': 165}} |
d77c892b-ccfc-4ccc-988e-e50390aabcd9 | 0.018034 | -0.000836 | 224 | {'omega': 11.598292491978297, 'alpha': [0.1411800273743228], 'beta': [0.7792753439320657], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5} | {'POSITION_SIZE_PER_UNIT': 150.47588100197592, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 417, 'MAX_CONCURRENT_UNITS': 56, '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, '... | {'small_calls': {'min_pnl_target': 0.05535494374542538, 'max_pnl_target': 0.10914178605195489, 'max_calls_for_rule': 208}, 'moderate_calls': {'min_pnl_target': 0.07731439415997422, 'max_pnl_target': 0.20651910540872306, 'max_calls_for_rule': 417}} |
1d10d736-e1dc-4f2e-8919-a5d67c7cd9e0 | 0.000949 | -0.000016 | 382 | {'omega': 0.22945425523367047, 'alpha': [0.15792298920329567], 'beta': [0.8217048765053139], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0} | {'POSITION_SIZE_PER_UNIT': 157.51004876642534, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 467, 'MAX_CONCURRENT_UNITS': 191, '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, ... | {'small_calls': {'min_pnl_target': 0.028738686441047552, 'max_pnl_target': 0.15883628290190743, 'max_calls_for_rule': 233}, 'moderate_calls': {'min_pnl_target': 0.2297016362778684, 'max_pnl_target': 0.23705841699147426, 'max_calls_for_rule': 467}} |
5dbb63cc-ad1c-46ee-b665-3c5dd41c3973 | 0.027216 | -0.007679 | 128 | {'omega': 1.0862733818268402, 'alpha': [0.1493958453199257], 'beta': [0.8486041546800743], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3784.21} | {'POSITION_SIZE_PER_UNIT': 891.685037923188, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 179, 'MAX_CONCURRENT_UNITS': 38, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.07518420977805813, 'max_pnl_target': 0.10845634740061086, 'max_calls_for_rule': 89}, 'moderate_calls': {'min_pnl_target': 0.23195503248909274, 'max_pnl_target': 0.2784254398969864, 'max_calls_for_rule': 179}} |
fa3f3cb4-5a40-413f-9c15-164743206281 | -0.088434 | -0.086596 | 1,297 | {'omega': 1.6717331471926888, 'alpha': [0.10329616394665742], 'beta': [0.8810381415421414], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53} | {'POSITION_SIZE_PER_UNIT': 901.9631661791718, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 38, 'MAX_CONCURRENT_UNITS': 787, '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, 'I... | {'small_calls': {'min_pnl_target': 0.10860144566310688, 'max_pnl_target': 0.13516038317461454, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.05627087665878696, 'max_pnl_target': 0.2973377795194343, 'max_calls_for_rule': 38}} |
a5a3c69f-1b43-4444-90d0-6edcca43e833 | 0.002823 | -0.001326 | 132 | {'omega': 1.9662407845372112, 'alpha': [0.0922601935745169], 'beta': [0.8072229426914178], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71} | {'POSITION_SIZE_PER_UNIT': 999.070845744697, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 328, 'MAX_CONCURRENT_UNITS': 132, '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, 'I... | {'small_calls': {'min_pnl_target': 0.1244633213435213, 'max_pnl_target': 0.14573235711645466, 'max_calls_for_rule': 164}, 'moderate_calls': {'min_pnl_target': 0.09258068884524763, 'max_pnl_target': 0.2614590380406796, 'max_calls_for_rule': 328}} |
336c25a7-f859-4594-9b7e-3ba8da68809d | -0.00579 | -0.010537 | 1,356 | {'omega': 2.3102887971956743, 'alpha': [0.15332338747514002], 'beta': [0.8013552368690557], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04} | {'POSITION_SIZE_PER_UNIT': 446.23496312919735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 549, '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, ... | {'small_calls': {'min_pnl_target': 0.14140296577464923, 'max_pnl_target': 0.14596947752208606, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.1277929016787507, 'max_pnl_target': 0.26112663735483, 'max_calls_for_rule': 246}} |
3bb037b0-c3e4-4ae6-be52-922902a38dbd | -0.032554 | -0.067217 | 202 | {'omega': 31.45223374642338, 'alpha': [0.20985672575645156], 'beta': [0.7083982832359881], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 588.02} | {'POSITION_SIZE_PER_UNIT': 1718.43629429991, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 128, 'MAX_CONCURRENT_UNITS': 21, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.05209748806442298, 'max_pnl_target': 0.17143462868552717, 'max_calls_for_rule': 64}, 'moderate_calls': {'min_pnl_target': 0.20237276897033582, 'max_pnl_target': 0.2514170767656801, 'max_calls_for_rule': 128}} |
b446da42-4bd9-41d9-9782-548c72f88a7b | -0.054479 | -0.054864 | 1,490 | {'omega': 0.6375238354881321, 'alpha': [0.06865443769237654], 'beta': [0.9293455623076233], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91} | {'POSITION_SIZE_PER_UNIT': 1888.7169230400716, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 155, 'MAX_CONCURRENT_UNITS': 260, '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, ... | {'small_calls': {'min_pnl_target': 0.10409565219748672, 'max_pnl_target': 0.19990329556713182, 'max_calls_for_rule': 77}, 'moderate_calls': {'min_pnl_target': 0.1705197326884605, 'max_pnl_target': 0.2612911676014549, 'max_calls_for_rule': 155}} |
3191a44b-63f8-4ac3-90ac-83549ff95be8 | -0.012448 | -0.012448 | 269 | {'omega': 3.9624493500562776, 'alpha': [0.1358054102707043], 'beta': [0.8137625602809903], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2} | {'POSITION_SIZE_PER_UNIT': 2227.572934980741, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 200, 'MAX_CONCURRENT_UNITS': 146, '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, '... | {'small_calls': {'min_pnl_target': 0.047037712251284954, 'max_pnl_target': 0.13262512884834995, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.21466679602843067, 'max_pnl_target': 0.24740768788700618, 'max_calls_for_rule': 200}} |
b8fd96db-c13e-4244-8e71-867ede395865 | -0.005599 | -0.001988 | 1,633 | {'omega': 2.703468255721406, 'alpha': [0.10132209384249885], 'beta': [0.8966779061575011], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1228.64} | {'POSITION_SIZE_PER_UNIT': 79.2510859527041, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 219, 'MAX_CONCURRENT_UNITS': 325, '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, 'I... | {'small_calls': {'min_pnl_target': 0.0294890479869011, 'max_pnl_target': 0.1290570538158021, 'max_calls_for_rule': 109}, 'moderate_calls': {'min_pnl_target': 0.16902237604253503, 'max_pnl_target': 0.20306810045707493, 'max_calls_for_rule': 219}} |
bb0f0f47-e573-4537-9974-82affc4d3ba6 | 0.070491 | -0.014738 | 7,315 | {'omega': 2.2853998151489154, 'alpha': [0.13095268196362206], 'beta': [0.8670473180363779], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04} | {'POSITION_SIZE_PER_UNIT': 486.9995257659788, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 566, 'MAX_CONCURRENT_UNITS': 423, '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, '... | {'small_calls': {'min_pnl_target': 0.13047211697609212, 'max_pnl_target': 0.16930881777226436, 'max_calls_for_rule': 283}, 'moderate_calls': {'min_pnl_target': 0.23194237407022514, 'max_pnl_target': 0.2552539260468385, 'max_calls_for_rule': 566}} |
38a0472a-811f-44a5-90d7-436e60e98e9f | -1.357391 | -1.357391 | 1,569 | {'omega': 3.41991604612229, 'alpha': [0.07209428063462292], 'beta': [0.8738940394001085], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 6792.62} | {'POSITION_SIZE_PER_UNIT': 2057.536660803156, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 4, 'MAX_CONCURRENT_UNITS': 352, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.04823579407837399, 'max_pnl_target': 0.12342664421631669, 'max_calls_for_rule': 2}, 'moderate_calls': {'min_pnl_target': 0.17901016839921954, 'max_pnl_target': 0.223385495009252, 'max_calls_for_rule': 4}} |
9afec538-e83e-4a77-87f2-1fb2b01ef103 | -0.013026 | -0.010391 | 170 | {'omega': 3.571179966725735, 'alpha': [0.06629447727027811], 'beta': [0.931705522729722], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68} | {'POSITION_SIZE_PER_UNIT': 57.033108150604576, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 146, 'MAX_CONCURRENT_UNITS': 170, '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, ... | {'small_calls': {'min_pnl_target': 0.1389193284316599, 'max_pnl_target': 0.1841606868902074, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.061334917901318, 'max_pnl_target': 0.2633776487440915, 'max_calls_for_rule': 146}} |
ca047d9a-a813-43a4-baaf-969c036241b8 | 0.002233 | -0.041687 | 4,438 | {'omega': 30.42370926895411, 'alpha': [0.16056748101044357], 'beta': [0.8154096052372846], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61} | {'POSITION_SIZE_PER_UNIT': 1025.560940223054, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 168, 'MAX_CONCURRENT_UNITS': 335, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.12142786625028508, 'max_pnl_target': 0.1760985581478665, 'max_calls_for_rule': 84}, 'moderate_calls': {'min_pnl_target': 0.1899747234895199, 'max_pnl_target': 0.2682415648996641, 'max_calls_for_rule': 168}} |
7813fb89-6e73-4eb0-9f73-a4a387679664 | -0.00632 | -0.006587 | 377 | {'omega': 10.154908392809729, 'alpha': [0.15255278137094433], 'beta': [0.8454472186290557], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5} | {'POSITION_SIZE_PER_UNIT': 135.9647570761742, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 721, 'MAX_CONCURRENT_UNITS': 111, '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, '... | {'small_calls': {'min_pnl_target': 0.11437948054087421, 'max_pnl_target': 0.16873326333490773, 'max_calls_for_rule': 360}, 'moderate_calls': {'min_pnl_target': 0.13806983533399547, 'max_pnl_target': 0.20208580199132267, 'max_calls_for_rule': 721}} |
d41dc939-bb59-4b7c-be54-e81ab10c1819 | -0.026476 | -0.07305 | 7,420 | {'omega': 30.841013348442818, 'alpha': [0.18624738128983584], 'beta': [0.7490364068900257], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99} | {'POSITION_SIZE_PER_UNIT': 1218.9752189377152, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 201, 'MAX_CONCURRENT_UNITS': 65, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.01221192997420421, 'max_pnl_target': 0.16883134918741838, 'max_calls_for_rule': 100}, 'moderate_calls': {'min_pnl_target': 0.06583589690423643, 'max_pnl_target': 0.21333638003321267, 'max_calls_for_rule': 201}} |
e533e56a-760f-4fe0-96e5-68b31c981c62 | -0.002611 | -0.000689 | 2,739 | {'omega': 0.6077643024960183, 'alpha': [0.06750521196032912], 'beta': [0.8500917921324355], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18} | {'POSITION_SIZE_PER_UNIT': 562.8967144846396, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 19, 'MAX_CONCURRENT_UNITS': 2739, '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, '... | {'small_calls': {'min_pnl_target': 0.04333323705846898, 'max_pnl_target': 0.12131197988289413, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.16209303131477618, 'max_pnl_target': 0.20244263030478463, 'max_calls_for_rule': 19}} |
159174af-c09d-48e3-a155-515531729f2f | 0.002258 | -0.00602 | 474 | {'omega': 0.15157913971459547, 'alpha': [0.06417684414351], 'beta': [0.93382315585649], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.5026462316303855, 'historical_segment_start_price': 20666.0} | {'POSITION_SIZE_PER_UNIT': 1143.135995540718, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 236, 'MAX_CONCURRENT_UNITS': 100, '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, '... | {'small_calls': {'min_pnl_target': 0.024403445975273247, 'max_pnl_target': 0.12592096053892612, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.1935863634801134, 'max_pnl_target': 0.2677047795252069, 'max_calls_for_rule': 236}} |
838c2f2e-2699-4ccf-9937-771b98864032 | -0.006057 | -0.006057 | 50 | {'omega': 3.8246043573065123, 'alpha': [0.11021743270583301], 'beta': [0.8877825672941669], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 274.08} | {'POSITION_SIZE_PER_UNIT': 218.98371047329465, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 655, 'MAX_CONCURRENT_UNITS': 29, '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, '... | {'small_calls': {'min_pnl_target': 0.10521699242756567, 'max_pnl_target': 0.10771826335830831, 'max_calls_for_rule': 327}, 'moderate_calls': {'min_pnl_target': 0.06372381942273662, 'max_pnl_target': 0.24105250367837772, 'max_calls_for_rule': 655}} |
34700e92-f107-404e-9ac6-3757d12741d1 | -0.042724 | -0.057386 | 465 | {'omega': 10.715002474531593, 'alpha': [0.1638943021909124], 'beta': [0.8073410511058307], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5} | {'POSITION_SIZE_PER_UNIT': 452.7004025621491, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 306, 'MAX_CONCURRENT_UNITS': 34, '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, 'I... | {'small_calls': {'min_pnl_target': 0.10788146425142728, 'max_pnl_target': 0.13879640362300188, 'max_calls_for_rule': 153}, 'moderate_calls': {'min_pnl_target': 0.2036389782220561, 'max_pnl_target': 0.24877219427364788, 'max_calls_for_rule': 306}} |
f2c9da59-a957-49c5-8737-478be8c33aa5 | -0.004359 | -0.00533 | 123 | {'omega': 0.5623068326235878, 'alpha': [0.06909555880242826], 'beta': [0.8738708421178097], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18} | {'POSITION_SIZE_PER_UNIT': 1538.0328504864024, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 274, 'MAX_CONCURRENT_UNITS': 57, '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, '... | {'small_calls': {'min_pnl_target': 0.07920612018289516, 'max_pnl_target': 0.10534736443268666, 'max_calls_for_rule': 137}, 'moderate_calls': {'min_pnl_target': 0.09997703610937053, 'max_pnl_target': 0.24522946520702651, 'max_calls_for_rule': 274}} |
6d7b7398-f677-4b8f-b267-2d25104eec59 | 0.003519 | -0.00001 | 104 | {'omega': 1.6810153664439735, 'alpha': [0.09364518279560266], 'beta': [0.9043548172043973], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53} | {'POSITION_SIZE_PER_UNIT': 132.33124889333277, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 423, 'MAX_CONCURRENT_UNITS': 104, '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, ... | {'small_calls': {'min_pnl_target': 0.13212680613939123, 'max_pnl_target': 0.1585806143846614, 'max_calls_for_rule': 211}, 'moderate_calls': {'min_pnl_target': 0.15199108771950767, 'max_pnl_target': 0.2659993132213254, 'max_calls_for_rule': 423}} |
f60bdc65-3dec-467c-925e-448f6fc3802c | -0.002512 | -0.063744 | 2,452 | {'omega': 1.652849042616653, 'alpha': [0.1035352574630349], 'beta': [0.8385301463092572], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53} | {'POSITION_SIZE_PER_UNIT': 1701.894904665092, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 16, 'MAX_CONCURRENT_UNITS': 1725, '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, '... | {'small_calls': {'min_pnl_target': 0.06209264653511555, 'max_pnl_target': 0.24353764841878342, 'max_calls_for_rule': 8}, 'moderate_calls': {'min_pnl_target': 0.07934298857922378, 'max_pnl_target': 0.2374512719200263, 'max_calls_for_rule': 16}} |
ea8b3ff9-1851-4e20-a0c0-3e8ebd38de46 | -0.00427 | -0.012911 | 717 | {'omega': 2.031881035405144, 'alpha': [0.07944881998703451], 'beta': [0.9185511800129655], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8033.92} | {'POSITION_SIZE_PER_UNIT': 177.5309292113997, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 403, 'MAX_CONCURRENT_UNITS': 74, '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, 'I... | {'small_calls': {'min_pnl_target': 0.04972268988461241, 'max_pnl_target': 0.24631788523053016, 'max_calls_for_rule': 201}, 'moderate_calls': {'min_pnl_target': 0.23272702033324913, 'max_pnl_target': 0.24958062489092672, 'max_calls_for_rule': 403}} |
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f54c3171-5827-4201-8f5e-b990bb79fce0 | -0.008355 | -0.009887 | 852 | {'omega': 32.259767725491145, 'alpha': [0.1512967150048258], 'beta': [0.753592299835397], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61} | {'POSITION_SIZE_PER_UNIT': 249.46366735986769, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 394, 'MAX_CONCURRENT_UNITS': 123, '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, ... | {'small_calls': {'min_pnl_target': 0.049721633288633126, 'max_pnl_target': 0.18341941939396209, 'max_calls_for_rule': 197}, 'moderate_calls': {'min_pnl_target': 0.23796994760834442, 'max_pnl_target': 0.24906651268255717, 'max_calls_for_rule': 394}} |
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babec992-874b-4003-9db3-c9933a5d3063 | -0.00154 | -0.00248 | 253 | {'omega': 0.7684154453345601, 'alpha': [0.07135716726327893], 'beta': [0.9266428327367211], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 41815.08} | {'POSITION_SIZE_PER_UNIT': 159.9639675746687, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 698, 'MAX_CONCURRENT_UNITS': 167, '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, '... | {'small_calls': {'min_pnl_target': 0.1507872163899086, 'max_pnl_target': 0.20500449532305395, 'max_calls_for_rule': 349}, 'moderate_calls': {'min_pnl_target': 0.11961767958853266, 'max_pnl_target': 0.2499644906720663, 'max_calls_for_rule': 698}} |
d5bc4dfa-0f2d-40cf-9ff2-1191f4bb9f57 | -0.011284 | -0.011284 | 219 | {'omega': 0.22783674106545423, 'alpha': [0.14024632341861967], 'beta': [0.8577536765813805], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0} | {'POSITION_SIZE_PER_UNIT': 361.2606307098845, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 271, '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': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.022785529577373922, 'max_pnl_target': 0.13321046828627994, 'max_calls_for_rule': 135}, 'moderate_calls': {'min_pnl_target': 0.14332917694093486, 'max_pnl_target': 0.24689474621540783, 'max_calls_for_rule': 271}} |
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0a3fd1eb-ab39-4479-bd5f-4d7aa3c684c7 | 0.001724 | -0.000237 | 460 | {'omega': 3.78005890313435, 'alpha': [0.11474507714829472], 'beta': [0.8409835521534835], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 457.42} | {'POSITION_SIZE_PER_UNIT': 445.4003375649272, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 460, '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, 'I... | {'small_calls': {'min_pnl_target': 0.07123127366749271, 'max_pnl_target': 0.1456318366324503, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.18754982285222357, 'max_pnl_target': 0.24340227966294145, 'max_calls_for_rule': 70}} |
ba8432e9-5b8d-4640-b43d-c4f2e56c8e67 | -0.023224 | -0.023224 | 207 | {'omega': 1.4386974986894838, 'alpha': [0.11177099266240294], 'beta': [0.8809843827206383], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09} | {'POSITION_SIZE_PER_UNIT': 789.9058418818665, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, 'MAX_CONCURRENT_UNITS': 97, '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, 'I... | {'small_calls': {'min_pnl_target': 0.05706778746154584, 'max_pnl_target': 0.11396667516839303, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.1710181184060285, 'max_pnl_target': 0.21354298185421353, 'max_calls_for_rule': 145}} |
131e68fd-06df-465d-a967-0933df5c3bd3 | -0.057964 | -0.057964 | 1,673 | {'omega': 1.1007460912424154, 'alpha': [0.09992371096335818], 'beta': [0.8980762890366418], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41} | {'POSITION_SIZE_PER_UNIT': 384.7163737768087, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 35, 'MAX_CONCURRENT_UNITS': 1550, '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, '... | {'small_calls': {'min_pnl_target': 0.020031310622833996, 'max_pnl_target': 0.1883617060411972, 'max_calls_for_rule': 17}, 'moderate_calls': {'min_pnl_target': 0.1334838884762362, 'max_pnl_target': 0.26918707924802043, 'max_calls_for_rule': 35}} |
0d4c71e8-cf67-419a-a188-fc8ed6ee75d2 | -0.145754 | -0.149106 | 9,096 | {'omega': 7.054671690816937, 'alpha': [0.13174640039254903], 'beta': [0.866253599607451], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 261.64} | {'POSITION_SIZE_PER_UNIT': 2036.0945422659536, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, 'MAX_CONCURRENT_UNITS': 137, '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, ... | {'small_calls': {'min_pnl_target': 0.05159892741246395, 'max_pnl_target': 0.16491162346687496, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.09185939366734203, 'max_pnl_target': 0.267616995413232, 'max_calls_for_rule': 252}} |
bbeb1cb0-5318-4609-8380-4a9a7f3ffb77 | -0.001658 | -0.000071 | 126 | {'omega': 4.174227265162085, 'alpha': [0.1481413004417692], 'beta': [0.7903228917371651], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2} | {'POSITION_SIZE_PER_UNIT': 50.92253671546857, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 400, 'MAX_CONCURRENT_UNITS': 127, '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, '... | {'small_calls': {'min_pnl_target': 0.09638253584472276, 'max_pnl_target': 0.10767835842334142, 'max_calls_for_rule': 200}, 'moderate_calls': {'min_pnl_target': 0.08354788409730768, 'max_pnl_target': 0.25211241488286207, 'max_calls_for_rule': 400}} |
0d127cd7-0900-4ba2-b09a-e8004fead321 | -0.012481 | -0.012566 | 301 | {'omega': 11.655093691546071, 'alpha': [0.14626930496351823], 'beta': [0.8517306950364817], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 378.5} | {'POSITION_SIZE_PER_UNIT': 251.48970393644947, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 223, 'MAX_CONCURRENT_UNITS': 188, '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, ... | {'small_calls': {'min_pnl_target': 0.02578973075996875, 'max_pnl_target': 0.1667050811379447, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.18163289031921445, 'max_pnl_target': 0.2430223629230087, 'max_calls_for_rule': 223}} |
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5db14f39-1a69-4f9f-9bc6-3e1ce2ac28cf | -0.008164 | -0.003962 | 694 | {'omega': 0.25225477817849834, 'alpha': [0.15345065981839173], 'beta': [0.8445493401816082], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19049.0} | {'POSITION_SIZE_PER_UNIT': 199.66173300046736, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 162, 'MAX_CONCURRENT_UNITS': 437, '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, ... | {'small_calls': {'min_pnl_target': 0.10025964638585606, 'max_pnl_target': 0.20716967301906622, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.08875083018616522, 'max_pnl_target': 0.2663036625346085, 'max_calls_for_rule': 162}} |
21276fe6-475b-4e9a-b0d9-3e5e5503bd22 | 0.05941 | -0.20905 | 26,341 | {'omega': 1.4983121897072444, 'alpha': [0.07121914996960342], 'beta': [0.9267808500303966], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3} | {'POSITION_SIZE_PER_UNIT': 1522.145442443435, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 46, 'MAX_CONCURRENT_UNITS': 211, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'I... | {'small_calls': {'min_pnl_target': 0.018692123443583092, 'max_pnl_target': 0.20461950311779362, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.0648925798698396, 'max_pnl_target': 0.2472535278417175, 'max_calls_for_rule': 46}} |
a2d4f269-38e7-4062-b65e-a402874eca6f | -0.012217 | -0.012217 | 59 | {'omega': 2.9150496101516605, 'alpha': [0.058378670760684245], 'beta': [0.8979241973740296], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 13656.94} | {'POSITION_SIZE_PER_UNIT': 2281.506170974673, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 52, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'I... | {'small_calls': {'min_pnl_target': 0.09765474751102349, 'max_pnl_target': 0.20728492700224913, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.10760012210301245, 'max_pnl_target': 0.2586801169381494, 'max_calls_for_rule': 150}} |
3c931392-b22d-41c7-9010-724d15bcc57b | 0.007595 | -0.005919 | 600 | {'omega': 21.959837485037703, 'alpha': [0.16726454867710858], 'beta': [0.7496630592803649], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55} | {'POSITION_SIZE_PER_UNIT': 196.7798120017493, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, 'MAX_CONCURRENT_UNITS': 212, '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, 'I... | {'small_calls': {'min_pnl_target': 0.01328098128018812, 'max_pnl_target': 0.1816379883021512, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.25114583278356384, 'max_pnl_target': 0.2836794302759551, 'max_calls_for_rule': 87}} |
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534f4ea1-6115-4d41-a23c-a28ec43dedf1 | -0.02564 | -0.02564 | 654 | {'omega': 1.8391162712797027, 'alpha': [0.10237473499927686], 'beta': [0.8956252650007231], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53} | {'POSITION_SIZE_PER_UNIT': 880.2428971351156, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 325, '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': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.10485194542980207, 'max_pnl_target': 0.16975615691659118, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.08926329274700807, 'max_pnl_target': 0.23562717089605512, 'max_calls_for_rule': 325}} |
9a6a91e8-a88a-4a5c-a5f0-fd8e40dbfa9e | -0.004061 | -0.004061 | 901 | {'omega': 1.4795547675166967, 'alpha': [0.07608870021924416], 'beta': [0.9050656903050407], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3} | {'POSITION_SIZE_PER_UNIT': 109.29716795184451, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1436, 'MAX_CONCURRENT_UNITS': 322, '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,... | {'small_calls': {'min_pnl_target': 0.12815471933609304, 'max_pnl_target': 0.14040584052519034, 'max_calls_for_rule': 718}, 'moderate_calls': {'min_pnl_target': 0.08973474053956933, 'max_pnl_target': 0.20405027766079323, 'max_calls_for_rule': 1436}} |
9fa397a5-71dd-4c48-8fd7-45a52decae75 | -0.00208 | -0.008401 | 1,679 | {'omega': 2.112637759040816, 'alpha': [0.09832881157232737], 'beta': [0.8996711884276726], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71} | {'POSITION_SIZE_PER_UNIT': 183.73119298108153, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 587, 'MAX_CONCURRENT_UNITS': 205, '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, ... | {'small_calls': {'min_pnl_target': 0.072870731384673, 'max_pnl_target': 0.1985668696539921, 'max_calls_for_rule': 293}, 'moderate_calls': {'min_pnl_target': 0.09335094874068982, 'max_pnl_target': 0.2832172394920493, 'max_calls_for_rule': 587}} |
dd8b49bb-6e75-4f8b-8f5b-33bb99ad8223 | -0.002736 | -0.002736 | 216 | {'omega': 1.9019421946927733, 'alpha': [0.09074158754101182], 'beta': [0.896560640248487], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 33974.81} | {'POSITION_SIZE_PER_UNIT': 311.54459361515393, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 777, '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': 30000.0, ... | {'small_calls': {'min_pnl_target': 0.12841384431077651, 'max_pnl_target': 0.2479369057861575, 'max_calls_for_rule': 388}, 'moderate_calls': {'min_pnl_target': 0.2506325371032019, 'max_pnl_target': 0.27575571228396906, 'max_calls_for_rule': 777}} |
355803a8-9797-40fc-adda-8dd712454bdc | 0.030802 | -0.048356 | 2,850 | {'omega': 0.6166704777844776, 'alpha': [0.07104219688670368], 'beta': [0.9269578031132963], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91} | {'POSITION_SIZE_PER_UNIT': 922.125747366539, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 448, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.06843692116404955, 'max_pnl_target': 0.1544684324757891, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.12251316591691976, 'max_pnl_target': 0.23731433088142045, 'max_calls_for_rule': 54}} |
855ad9b0-52fd-4606-9f20-3cf2c8e67c98 | 0.386592 | -0.043598 | 3,666 | {'omega': 1.859208322224018, 'alpha': [0.0918449208733806], 'beta': [0.9061550791266194], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 49739.53} | {'POSITION_SIZE_PER_UNIT': 1278.9016416809304, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 33, 'MAX_CONCURRENT_UNITS': 1536, '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, ... | {'small_calls': {'min_pnl_target': 0.1455164607340799, 'max_pnl_target': 0.17753848268121028, 'max_calls_for_rule': 16}, 'moderate_calls': {'min_pnl_target': 0.06416348982629762, 'max_pnl_target': 0.2689998661779422, 'max_calls_for_rule': 33}} |
f9118d06-8b36-4cd1-a463-99dda89aeaef | -0.053212 | -0.079296 | 4,369 | {'omega': 1.0832825643900517, 'alpha': [0.10766613767765319], 'beta': [0.8903338623223467], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 20559.41} | {'POSITION_SIZE_PER_UNIT': 573.4047072667524, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 149, 'MAX_CONCURRENT_UNITS': 156, '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, '... | {'small_calls': {'min_pnl_target': 0.02652823812097941, 'max_pnl_target': 0.15057712306573712, 'max_calls_for_rule': 74}, 'moderate_calls': {'min_pnl_target': 0.22628877336044498, 'max_pnl_target': 0.26617561397934186, 'max_calls_for_rule': 149}} |
6aa9ef75-d0a4-4fef-80e3-f090f5dcdc5c | 0.016858 | -0.004271 | 471 | {'omega': 0.4677907427736909, 'alpha': [0.06227500324178562], 'beta': [0.9357249967582144], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.9129963640155, 'historical_segment_start_price': 11424.48} | {'POSITION_SIZE_PER_UNIT': 914.4912712214187, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 237, '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': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.1477374102982044, 'max_pnl_target': 0.235789692376914, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.11646867126629984, 'max_pnl_target': 0.24879078256494824, 'max_calls_for_rule': 237}} |
35135e9b-9fe3-4c02-b0b6-a87d940ae2af | 0.009476 | -0.002743 | 314 | {'omega': 2.668323388633792, 'alpha': [0.14883600435900673], 'beta': [0.8491639956409932], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9341.04} | {'POSITION_SIZE_PER_UNIT': 98.72791902836845, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1497, 'MAX_CONCURRENT_UNITS': 12, '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, '... | {'small_calls': {'min_pnl_target': 0.03595281154205053, 'max_pnl_target': 0.15204884018972264, 'max_calls_for_rule': 748}, 'moderate_calls': {'min_pnl_target': 0.15984400414837538, 'max_pnl_target': 0.2642621705588019, 'max_calls_for_rule': 1497}} |
33bd2a44-fe1c-4635-a9be-8cbc2e26ecaf | -0.000051 | -0.007557 | 600 | {'omega': 0.37263262225039234, 'alpha': [0.06122568322921992], 'beta': [0.9367743167707802], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 11451.3} | {'POSITION_SIZE_PER_UNIT': 761.9214284081592, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 641, 'MAX_CONCURRENT_UNITS': 103, '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, '... | {'small_calls': {'min_pnl_target': 0.07387810704444506, 'max_pnl_target': 0.2202322127262264, 'max_calls_for_rule': 320}, 'moderate_calls': {'min_pnl_target': 0.06064937141798421, 'max_pnl_target': 0.290105753977171, 'max_calls_for_rule': 641}} |
8a22427f-6259-4e45-a127-21e26719a520 | -0.026296 | -0.026973 | 86 | {'omega': 5.371095252139466, 'alpha': [0.09559481767727325], 'beta': [0.8453882614660919], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1569.0} | {'POSITION_SIZE_PER_UNIT': 1269.9799372751702, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, 'MAX_CONCURRENT_UNITS': 27, '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, '... | {'small_calls': {'min_pnl_target': 0.14262900223793668, 'max_pnl_target': 0.230220155803324, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.2316340666299984, 'max_pnl_target': 0.23427611948612778, 'max_calls_for_rule': 158}} |
3194cf3d-cf23-42d5-96fd-72371d0ff877 | 0.00056 | -0.000071 | 352 | {'omega': 0.21484234688946338, 'alpha': [0.14942669785768325], 'beta': [0.8295772950876323], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 16475.0} | {'POSITION_SIZE_PER_UNIT': 180.67945086773602, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 325, 'MAX_CONCURRENT_UNITS': 176, '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, ... | {'small_calls': {'min_pnl_target': 0.02281202900046802, 'max_pnl_target': 0.15848269127552062, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.16601911997073773, 'max_pnl_target': 0.2656155216726984, 'max_calls_for_rule': 325}} |
2d0cf993-bc23-4e55-9729-ced9fed9dd9a | -0.004779 | -0.03533 | 10,095 | {'omega': 0.7229531634957743, 'alpha': [0.06424853172807031], 'beta': [0.9337514682719298], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 29694.91} | {'POSITION_SIZE_PER_UNIT': 979.8223893019758, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 324, 'MAX_CONCURRENT_UNITS': 316, '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, '... | {'small_calls': {'min_pnl_target': 0.0228926871912659, 'max_pnl_target': 0.12860841116332253, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.12140125723109883, 'max_pnl_target': 0.2293115035876847, 'max_calls_for_rule': 324}} |
e3b416b7-06da-425f-8d99-79ae0b33de58 | 0.000677 | -0.000393 | 347 | {'omega': 1.6472914248068087, 'alpha': [0.06489516880688163], 'beta': [0.8535424351760087], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.758079619436889, 'historical_segment_start_price': 9574.23} | {'POSITION_SIZE_PER_UNIT': 123.66452660370123, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1140, 'MAX_CONCURRENT_UNITS': 234, '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,... | {'small_calls': {'min_pnl_target': 0.06422779820683265, 'max_pnl_target': 0.1400902434010393, 'max_calls_for_rule': 570}, 'moderate_calls': {'min_pnl_target': 0.12886442675714818, 'max_pnl_target': 0.22527440210331237, 'max_calls_for_rule': 1140}} |
238a1d7b-2483-4514-8ce7-a4b1002e19ad | 0.002094 | -0.000123 | 296 | {'omega': 1.2135396885976055, 'alpha': [0.065441137745022], 'beta': [0.8631308829798803], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8042.43} | {'POSITION_SIZE_PER_UNIT': 263.3689056795139, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 304, 'MAX_CONCURRENT_UNITS': 296, '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, '... | {'small_calls': {'min_pnl_target': 0.07300077860228092, 'max_pnl_target': 0.15505789520760524, 'max_calls_for_rule': 152}, 'moderate_calls': {'min_pnl_target': 0.20757199543635232, 'max_pnl_target': 0.2121818967590311, 'max_calls_for_rule': 304}} |
6e5de29d-4ec0-4a30-945b-e558232193e9 | 0.000048 | -0.000012 | 132 | {'omega': 0.40810664017026693, 'alpha': [0.0722140419349872], 'beta': [0.9127208046958969], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 9271.0} | {'POSITION_SIZE_PER_UNIT': 21.084888144734542, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1105, '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': 30000.0,... | {'small_calls': {'min_pnl_target': 0.14296764732076567, 'max_pnl_target': 0.19826679354786564, 'max_calls_for_rule': 552}, 'moderate_calls': {'min_pnl_target': 0.06055997960134301, 'max_pnl_target': 0.289598804015199, 'max_calls_for_rule': 1105}} |
214c894c-85da-4994-bbb1-557881072c2c | 0.00181 | -0.001712 | 1,178 | {'omega': 4.418406693846922, 'alpha': [0.10091352983698436], 'beta': [0.8970864701630157], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 274.08} | {'POSITION_SIZE_PER_UNIT': 89.41834413371352, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1684, 'MAX_CONCURRENT_UNITS': 174, '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, ... | {'small_calls': {'min_pnl_target': 0.07637797390488375, 'max_pnl_target': 0.21675875863032265, 'max_calls_for_rule': 842}, 'moderate_calls': {'min_pnl_target': 0.25000390106918496, 'max_pnl_target': 0.25118493228487676, 'max_calls_for_rule': 1684}} |
f790fe3f-952d-40c1-ad1e-e3f3f60f4b2d | -0.01796 | -0.153568 | 2,753 | {'omega': 2.1875386774030927, 'alpha': [0.09169864070249868], 'beta': [0.9035994578959399], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71} | {'POSITION_SIZE_PER_UNIT': 1578.676399804087, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 37, 'MAX_CONCURRENT_UNITS': 321, '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, 'I... | {'small_calls': {'min_pnl_target': 0.09859955456411708, 'max_pnl_target': 0.22845336756140752, 'max_calls_for_rule': 18}, 'moderate_calls': {'min_pnl_target': 0.13825075938473794, 'max_pnl_target': 0.22233298194602358, 'max_calls_for_rule': 37}} |
b5f23aa5-e358-486d-b09d-c220093df938 | -0.033251 | -0.065367 | 8,280 | {'omega': 30.465943049798014, 'alpha': [0.18154861322447746], 'beta': [0.8164513867755225], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 319.99} | {'POSITION_SIZE_PER_UNIT': 107.87735971917985, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 24, 'MAX_CONCURRENT_UNITS': 3227, '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, ... | {'small_calls': {'min_pnl_target': 0.07021819801326003, 'max_pnl_target': 0.19668596682821646, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.12299243967957753, 'max_pnl_target': 0.25250213724040727, 'max_calls_for_rule': 24}} |
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6e50860f-f4dc-487d-8e26-ae361c34921b | 0.024453 | -0.021055 | 765 | {'omega': 1.337097018196206, 'alpha': [0.07733968857670141], 'beta': [0.9206603114232985], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3} | {'POSITION_SIZE_PER_UNIT': 1344.3970106574286, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 101, 'MAX_CONCURRENT_UNITS': 129, '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, ... | {'small_calls': {'min_pnl_target': 0.09067251002253333, 'max_pnl_target': 0.13531268026308435, 'max_calls_for_rule': 50}, 'moderate_calls': {'min_pnl_target': 0.13780925805212368, 'max_pnl_target': 0.27735843044892217, 'max_calls_for_rule': 101}} |
69d4ab72-65b1-4b5e-b77f-4c6614d9128d | -0.004822 | -0.004822 | 6 | {'omega': 1.487165232889843, 'alpha': [0.11667178333884672], 'beta': [0.8248465488930139], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 10360.09} | {'POSITION_SIZE_PER_UNIT': 331.33937309279315, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1023, 'MAX_CONCURRENT_UNITS': 3, '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, '... | {'small_calls': {'min_pnl_target': 0.04325923762157879, 'max_pnl_target': 0.11572191563525089, 'max_calls_for_rule': 511}, 'moderate_calls': {'min_pnl_target': 0.16275911946567137, 'max_pnl_target': 0.2840830670016354, 'max_calls_for_rule': 1023}} |
0479a5b2-10b7-4d8e-8566-7590d82eec47 | -0.009688 | -0.015197 | 480 | {'omega': 1.1954118448179298, 'alpha': [0.08644084026039142], 'beta': [0.9115591597396085], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.45100544161576, 'historical_segment_start_price': 8354.07} | {'POSITION_SIZE_PER_UNIT': 45.410777938385586, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 428, 'MAX_CONCURRENT_UNITS': 90, '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, '... | {'small_calls': {'min_pnl_target': 0.13720651332904094, 'max_pnl_target': 0.24539315004024082, 'max_calls_for_rule': 214}, 'moderate_calls': {'min_pnl_target': 0.20497681670903886, 'max_pnl_target': 0.21310241977328198, 'max_calls_for_rule': 428}} |
fc4f21ba-8995-42ed-b739-64388cf4cb51 | -0.004803 | -0.006357 | 576 | {'omega': 0.4632304724300223, 'alpha': [0.060548067026212876], 'beta': [0.9104378636512247], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.381705591694318, 'historical_segment_start_price': 11424.48} | {'POSITION_SIZE_PER_UNIT': 474.37968751430697, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 43, 'MAX_CONCURRENT_UNITS': 236, '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, '... | {'small_calls': {'min_pnl_target': 0.021535831937717853, 'max_pnl_target': 0.11150178024798531, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.12771187854836766, 'max_pnl_target': 0.20860885428308812, 'max_calls_for_rule': 43}} |
86b0e527-ea3c-4219-af09-907950ae3bb9 | 0.00178 | -0.001868 | 213 | {'omega': 47.82162143209102, 'alpha': [0.19611998347289059], 'beta': [0.7854563674345106], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 798.8} | {'POSITION_SIZE_PER_UNIT': 200.97614205209243, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1038, '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': 30000.0,... | {'small_calls': {'min_pnl_target': 0.14086863100167316, 'max_pnl_target': 0.23405304438623054, 'max_calls_for_rule': 519}, 'moderate_calls': {'min_pnl_target': 0.07753958136372875, 'max_pnl_target': 0.22960092104469765, 'max_calls_for_rule': 1038}} |
0d1d13d6-5cb3-41cd-b1b2-33b1ba951511 | -0.020016 | -0.017971 | 310 | {'omega': 0.6098788131046676, 'alpha': [0.0675951372955605], 'beta': [0.9304048627044396], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8748.18} | {'POSITION_SIZE_PER_UNIT': 1408.8300352071903, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 364, '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, '... | {'small_calls': {'min_pnl_target': 0.14945055538376228, 'max_pnl_target': 0.1831466149118066, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.23933198607122022, 'max_pnl_target': 0.2996854545159072, 'max_calls_for_rule': 63}} |
caab66d5-eb7b-47d3-a460-3e003ac0af33 | 0.090615 | -0.034596 | 809 | {'omega': 2.221489822587084, 'alpha': [0.10356549050077818], 'beta': [0.8773511103351233], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 8773.71} | {'POSITION_SIZE_PER_UNIT': 795.4881736963863, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 104, '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, '... | {'small_calls': {'min_pnl_target': 0.09759797768480886, 'max_pnl_target': 0.24276615599165566, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.20670802760397552, 'max_pnl_target': 0.2180743537745588, 'max_calls_for_rule': 127}} |
79a8c2fd-687e-44f2-b664-e924c09aad4c | -0.135116 | -0.172535 | 2,644 | {'omega': 22.820878339186233, 'alpha': [0.18807385150578695], 'beta': [0.809926148494213], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 621.99} | {'POSITION_SIZE_PER_UNIT': 405.69550643917904, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 177, 'MAX_CONCURRENT_UNITS': 91, '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, '... | {'small_calls': {'min_pnl_target': 0.14609923829464108, 'max_pnl_target': 0.18928385190914382, 'max_calls_for_rule': 88}, 'moderate_calls': {'min_pnl_target': 0.06752550708996513, 'max_pnl_target': 0.24415493938458135, 'max_calls_for_rule': 177}} |
c376bf7e-d687-4d93-a5da-2d2eba48b396 | -0.098522 | -0.106862 | 6,263 | {'omega': 1.1821552631905028, 'alpha': [0.08987352053961511], 'beta': [0.9081264794603849], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 7.469255491243839, 'historical_segment_start_price': 8354.07} | {'POSITION_SIZE_PER_UNIT': 665.7931303633899, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 27, 'MAX_CONCURRENT_UNITS': 2417, '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, '... | {'small_calls': {'min_pnl_target': 0.08604979994776872, 'max_pnl_target': 0.1337365598523182, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.051290685575146246, 'max_pnl_target': 0.26720114098125025, 'max_calls_for_rule': 27}} |
1c814f52-c636-41fd-8d02-70a0e52765f9 | -0.034037 | -0.027931 | 460 | {'omega': 1.4635195924868452, 'alpha': [0.08528967524641148], 'beta': [0.8340809444102993], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 53991.3} | {'POSITION_SIZE_PER_UNIT': 1676.4963558237837, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 87, 'MAX_CONCURRENT_UNITS': 282, '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, '... | {'small_calls': {'min_pnl_target': 0.06985981576140947, 'max_pnl_target': 0.1319154036243056, 'max_calls_for_rule': 43}, 'moderate_calls': {'min_pnl_target': 0.15689565579158957, 'max_pnl_target': 0.2283454244466708, 'max_calls_for_rule': 87}} |
df9c6738-5f1c-4020-bd01-862cd236ee8c | -0.045242 | -0.051931 | 1,480 | {'omega': 24.261107911782517, 'alpha': [0.15533279220554302], 'beta': [0.8426672077944569], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 858.55} | {'POSITION_SIZE_PER_UNIT': 1609.4009205898778, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 130, 'MAX_CONCURRENT_UNITS': 182, '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, ... | {'small_calls': {'min_pnl_target': 0.04791422663264338, 'max_pnl_target': 0.21299629893709723, 'max_calls_for_rule': 65}, 'moderate_calls': {'min_pnl_target': 0.16192067263291204, 'max_pnl_target': 0.24896981363245957, 'max_calls_for_rule': 130}} |
3c9616b2-f05c-48d9-ad6b-207c67b1578e | -0.001952 | -0.001865 | 195 | {'omega': 0.05287592993796541, 'alpha': [0.05874709635948217], 'beta': [0.9129503208153389], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.569155478616845, 'historical_segment_start_price': 102139.0} | {'POSITION_SIZE_PER_UNIT': 685.9274955334126, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 796, 'MAX_CONCURRENT_UNITS': 197, '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, '... | {'small_calls': {'min_pnl_target': 0.013251287225117666, 'max_pnl_target': 0.22793046562530295, 'max_calls_for_rule': 398}, 'moderate_calls': {'min_pnl_target': 0.14029498596091766, 'max_pnl_target': 0.24573279789978728, 'max_calls_for_rule': 796}} |
0ba37364-bfcc-4d3b-9d77-a2c23bd56190 | -0.030564 | -0.040841 | 2,208 | {'omega': 31.99151628106977, 'alpha': [0.16121958477302642], 'beta': [0.7275040318193146], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 479.61} | {'POSITION_SIZE_PER_UNIT': 1174.496887576072, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 256, 'MAX_CONCURRENT_UNITS': 241, '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, '... | {'small_calls': {'min_pnl_target': 0.09653830425732113, 'max_pnl_target': 0.12168350831141707, 'max_calls_for_rule': 128}, 'moderate_calls': {'min_pnl_target': 0.07530894412805368, 'max_pnl_target': 0.22539968474125413, 'max_calls_for_rule': 256}} |
3390c186-c679-4c41-a385-2db21bb0f702 | 0.027014 | -0.010682 | 694 | {'omega': 21.794938200548906, 'alpha': [0.16501583401317133], 'beta': [0.8329841659868287], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 621.99} | {'POSITION_SIZE_PER_UNIT': 221.60237368121926, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 206, 'MAX_CONCURRENT_UNITS': 152, '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, ... | {'small_calls': {'min_pnl_target': 0.13526691133025376, 'max_pnl_target': 0.1824557775404155, 'max_calls_for_rule': 103}, 'moderate_calls': {'min_pnl_target': 0.21127089688639747, 'max_pnl_target': 0.28705094750462173, 'max_calls_for_rule': 206}} |
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, '... | {'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, '... | {'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, 'INI... | {'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, 'I... | {'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,... | {'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, '... | {'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}} |
2f50c069-c7fe-464d-89b0-7572ce32e209 | -0.037266 | -0.036586 | 1,445 | {'omega': 52.70282186769546, 'alpha': [0.1265240848691616], 'beta': [0.8571951355999285], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 5.0} | {'POSITION_SIZE_PER_UNIT': 1375.7560747518207, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 247, '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': 30000.0, ... | {'small_calls': {'min_pnl_target': 0.14656472905371032, 'max_pnl_target': 0.22062969833046078, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.19426400500763294, 'max_pnl_target': 0.20163641647557187, 'max_calls_for_rule': 247}} |
5381404d-2ec7-47ef-b291-164158813d43 | -0.00584 | -0.00584 | 150 | {'omega': 3.9943107537758165, 'alpha': [0.09713183757039372], 'beta': [0.9008681624296063], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2} | {'POSITION_SIZE_PER_UNIT': 783.9230954720589, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 293, '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': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.10424454096459217, 'max_pnl_target': 0.17735448302261633, 'max_calls_for_rule': 146}, 'moderate_calls': {'min_pnl_target': 0.17938295368435683, 'max_pnl_target': 0.22385192027785453, 'max_calls_for_rule': 293}} |
cd3550a8-8412-4450-8960-4830bb1329cf | -0.013441 | -0.017348 | 1,052 | {'omega': 3.9071191421428346, 'alpha': [0.11769078857233527], 'beta': [0.8803092114276647], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2} | {'POSITION_SIZE_PER_UNIT': 1182.8362131039523, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 171, 'MAX_CONCURRENT_UNITS': 569, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, ... | {'small_calls': {'min_pnl_target': 0.03393822695002527, 'max_pnl_target': 0.24799796253979178, 'max_calls_for_rule': 85}, 'moderate_calls': {'min_pnl_target': 0.187953315790599, 'max_pnl_target': 0.2972601717417299, 'max_calls_for_rule': 171}} |
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