scenario_id stringlengths 36 36 | final_pnl_ratio float64 -1.23 1.72 | max_drawdown float64 -1.23 0 | total_trades int64 2 82.8k | garch_params_used_for_sim_str stringlengths 177 212 | strategy_params_str stringlengths 1.31k 1.33k | strategy_exit_rules_str stringlengths 237 250 |
|---|---|---|---|---|---|---|
3b471a81-9a11-41e8-9e37-532aab645659 | -0.008407 | -0.007804 | 120 | {'omega': 1.3428743827455185, 'alpha': [0.16435199781443116], 'beta': [0.8271800213984531], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0} | {'POSITION_SIZE_PER_UNIT': 211.23602156158637, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 30, 'MAX_CONCURRENT_UNITS': 738, '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': 0.058031047985487874, 'max_pnl_target': 0.12109526482396668, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.10177633665694165, 'max_pnl_target': 0.28392107967376157, 'max_calls_for_rule': 30}} |
616f09b5-a4c6-46dc-9a99-49446eba10aa | 0.002696 | -0.000485 | 121 | {'omega': 0.5564290362088201, 'alpha': [0.07403762175551211], 'beta': [0.855524931533778], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.0436070439036405, 'historical_segment_start_price': 2086.3} | {'POSITION_SIZE_PER_UNIT': 343.02555750408845, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 300, 'MAX_CONCURRENT_UNITS': 121, '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': 0.06341885094685701, 'max_pnl_target': 0.11788551873709024, 'max_calls_for_rule': 150}, 'moderate_calls': {'min_pnl_target': 0.07525223537949904, 'max_pnl_target': 0.20267764127282997, 'max_calls_for_rule': 300}} |
adfeede6-2219-4797-92d8-0811465c2926 | 0.025028 | -0.008559 | 568 | {'omega': 1.7595643706822828, 'alpha': [0.08034325072412796], 'beta': [0.917656749275872], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.036174377043172, 'historical_segment_start_price': 1826.0} | {'POSITION_SIZE_PER_UNIT': 939.347513505728, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 455, '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, 'IN... | {'small_calls': {'min_pnl_target': 0.10880315786563695, 'max_pnl_target': 0.1886796939344315, 'max_calls_for_rule': 227}, 'moderate_calls': {'min_pnl_target': 0.22596525132130316, 'max_pnl_target': 0.2527370761948596, 'max_calls_for_rule': 455}} |
0bc7b1f5-f85c-48db-bff8-6062bfa1f714 | -0.000374 | -0.000051 | 462 | {'omega': 0.07960713021204865, 'alpha': [0.13501632576496939], 'beta': [0.86013675648302], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 138.64} | {'POSITION_SIZE_PER_UNIT': 34.314042003561525, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 404, 'MAX_CONCURRENT_UNITS': 464, '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': 0.060937716321543545, 'max_pnl_target': 0.14269486265239603, 'max_calls_for_rule': 202}, 'moderate_calls': {'min_pnl_target': 0.1846386067295401, 'max_pnl_target': 0.2527827971026411, 'max_calls_for_rule': 404}} |
40c37986-951a-4763-ad3b-39daa93e75f1 | -0.001217 | -0.000069 | 20 | {'omega': 0.6939053457281977, 'alpha': [0.062117479431139634], 'beta': [0.922808643061877], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 3587.7} | {'POSITION_SIZE_PER_UNIT': 318.65416636731726, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 225, 'MAX_CONCURRENT_UNITS': 22, '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': 0.13461311759854958, 'max_pnl_target': 0.19523747422838164, 'max_calls_for_rule': 112}, 'moderate_calls': {'min_pnl_target': 0.16833696328059675, 'max_pnl_target': 0.292094686905287, 'max_calls_for_rule': 225}} |
a9c19dfd-5c65-4acc-beb5-22e52aacff50 | -0.000857 | -0.000017 | 165 | {'omega': 0.7126498371981669, 'alpha': [0.0712169941950276], 'beta': [0.9107114413472758], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2334.3} | {'POSITION_SIZE_PER_UNIT': 374.4392088288944, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 242, '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': 0.054743207337537854, 'max_pnl_target': 0.14539007320697328, 'max_calls_for_rule': 121}, 'moderate_calls': {'min_pnl_target': 0.11528962591574796, 'max_pnl_target': 0.21080793223202182, 'max_calls_for_rule': 242}} |
bf075c0a-3709-478d-9976-45ad12a77bf8 | -0.004762 | -0.00464 | 234 | {'omega': 2.182791697229725, 'alpha': [0.11080716029267004], 'beta': [0.8132550611967291], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 207.78} | {'POSITION_SIZE_PER_UNIT': 284.9855353075044, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 820, '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': 0.07023491796498688, 'max_pnl_target': 0.17727133597627712, 'max_calls_for_rule': 410}, 'moderate_calls': {'min_pnl_target': 0.20265282005927168, 'max_pnl_target': 0.26131531771516303, 'max_calls_for_rule': 820}} |
19053300-10e2-4875-b83b-f78a52796848 | -0.032913 | -0.031675 | 566 | {'omega': 1.4182472741347427, 'alpha': [0.07753510816850406], 'beta': [0.9171925847215023], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1801.9} | {'POSITION_SIZE_PER_UNIT': 2372.5164480649123, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 230, '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': 0.09092723878768805, 'max_pnl_target': 0.13272703931134405, 'max_calls_for_rule': 115}, 'moderate_calls': {'min_pnl_target': 0.13867569356091278, 'max_pnl_target': 0.27796446999550234, 'max_calls_for_rule': 230}} |
3dd6c2cb-982b-4dcf-ae48-1e6bf5f1f3b6 | 0.001135 | -0.000633 | 324 | {'omega': 0.08144518225534843, 'alpha': [0.14113549361533403], 'beta': [0.8036525312680666], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 138.64} | {'POSITION_SIZE_PER_UNIT': 486.66895130690114, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, 'MAX_CONCURRENT_UNITS': 324, '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': 0.02127877995569414, 'max_pnl_target': 0.19168728684825945, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.24132491753216198, 'max_pnl_target': 0.31380653372810924, 'max_calls_for_rule': 158}} |
83b963f5-84c7-4c39-ae4f-fa7c17ee1578 | 0.122811 | -0.071042 | 2,532 | {'omega': 0.763194646905839, 'alpha': [0.06815367462540252], 'beta': [0.9298463253745975], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.034386989182399, 'historical_segment_start_price': 2226.5} | {'POSITION_SIZE_PER_UNIT': 1577.5999502908746, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 132, 'MAX_CONCURRENT_UNITS': 185, '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': 0.1304466811769192, 'max_pnl_target': 0.20805940416580718, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.15747792016244946, 'max_pnl_target': 0.28800860486893887, 'max_calls_for_rule': 132}} |
26463ae1-cc1e-4dc0-9e38-3d03b288d6b5 | 0.386527 | -0.175343 | 742 | {'omega': 0.8120373318045669, 'alpha': [0.07138569497494568], 'beta': [0.9266143050250543], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 3085.4} | {'POSITION_SIZE_PER_UNIT': 1011.2912795690002, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 26, 'MAX_CONCURRENT_UNITS': 160, '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': 0.12837316996422227, 'max_pnl_target': 0.15748119299406013, 'max_calls_for_rule': 13}, 'moderate_calls': {'min_pnl_target': 0.09972156146127817, 'max_pnl_target': 0.29043119201787226, 'max_calls_for_rule': 26}} |
b41a8561-2f2f-4ad8-8e67-6c0cdccd9de5 | 0.000719 | -0.000585 | 330 | {'omega': 1.5259814028163536, 'alpha': [0.08452187738993379], 'beta': [0.9134781226100663], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 458.0} | {'POSITION_SIZE_PER_UNIT': 121.2620055618136, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1622, 'MAX_CONCURRENT_UNITS': 271, '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': 0.07451923558201927, 'max_pnl_target': 0.2430732372997777, 'max_calls_for_rule': 811}, 'moderate_calls': {'min_pnl_target': 0.0744822264192757, 'max_pnl_target': 0.22458498541808466, 'max_calls_for_rule': 1622}} |
56484dd6-664f-4f91-840f-76d63ee91b62 | -0.01165 | -0.011713 | 4,233 | {'omega': 2.857268135579303, 'alpha': [0.09116713535014509], 'beta': [0.906832864649855], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2010.7} | {'POSITION_SIZE_PER_UNIT': 96.5101957136387, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1030, 'MAX_CONCURRENT_UNITS': 99, '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': 0.02212008952132831, 'max_pnl_target': 0.13805076622677426, 'max_calls_for_rule': 515}, 'moderate_calls': {'min_pnl_target': 0.12631169255484562, 'max_pnl_target': 0.2332566480082168, 'max_calls_for_rule': 1030}} |
cc789bce-4ed0-41ce-b406-45a309d5cf4f | -0.00713 | -0.042005 | 6,453 | {'omega': 1.2233080692066156, 'alpha': [0.04784694954047768], 'beta': [0.9501530504595223], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 964.48} | {'POSITION_SIZE_PER_UNIT': 1679.9512583344879, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 256, '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': 0.024884872818867147, 'max_pnl_target': 0.2131497069585532, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.06812006125878348, 'max_pnl_target': 0.24016802188218, 'max_calls_for_rule': 182}} |
3ccaf525-42e4-438c-82ef-383817bf8abb | 0.224939 | -0.040044 | 220 | {'omega': 2.38025285808069, 'alpha': [0.08499009073599761], 'beta': [0.9130099092640024], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2010.7} | {'POSITION_SIZE_PER_UNIT': 910.8974201639804, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 40, 'MAX_CONCURRENT_UNITS': 68, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.07846175216506272, 'max_pnl_target': 0.14955962499718736, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.17921117098990821, 'max_pnl_target': 0.27750736490139916, 'max_calls_for_rule': 40}} |
b3027569-96db-4a24-9623-32912d0ca848 | -0.007089 | -0.005085 | 288 | {'omega': 0.6624724092707354, 'alpha': [0.0719269433257694], 'beta': [0.8844163413169144], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2334.3} | {'POSITION_SIZE_PER_UNIT': 855.3549750818803, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 215, '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': 0.015231268116442005, 'max_pnl_target': 0.2203051566523895, 'max_calls_for_rule': 107}, 'moderate_calls': {'min_pnl_target': 0.05890427618127168, 'max_pnl_target': 0.214032473158743, 'max_calls_for_rule': 215}} |
1b861b98-5ece-4b8f-9074-8a135fccea41 | 0.004729 | -0.004583 | 359 | {'omega': 1.4836618886013977, 'alpha': [0.14994674450873435], 'beta': [0.8387713907003578], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1327.2} | {'POSITION_SIZE_PER_UNIT': 937.8347772753795, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 379, 'MAX_CONCURRENT_UNITS': 134, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.11588675109626963, 'max_pnl_target': 0.2420055490941636, 'max_calls_for_rule': 189}, 'moderate_calls': {'min_pnl_target': 0.15060314471891992, 'max_pnl_target': 0.2714523352650152, 'max_calls_for_rule': 379}} |
19c9ece7-bdac-415e-88a1-a37bf68106b3 | -0.000437 | -0.000265 | 150 | {'omega': 0.0011707547251313248, 'alpha': [0.23827977143522658], 'beta': [0.7148219187514513], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 404.25} | {'POSITION_SIZE_PER_UNIT': 455.3148775262853, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 187, 'MAX_CONCURRENT_UNITS': 151, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.07427653436594923, 'max_pnl_target': 0.1340384672509237, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.2393804699917557, 'max_pnl_target': 0.2442094695673062, 'max_calls_for_rule': 187}} |
b44c4dbb-03d2-42b6-b80a-3a61feb5a135 | -0.001606 | -0.001606 | 48 | {'omega': 0.9600430346178528, 'alpha': [0.07128094407347815], 'beta': [0.9267190559265218], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3005.47719726} | {'POSITION_SIZE_PER_UNIT': 836.7264125303683, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 317, 'MAX_CONCURRENT_UNITS': 210, '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': 0.03392248034274555, 'max_pnl_target': 0.13335712046695833, 'max_calls_for_rule': 158}, 'moderate_calls': {'min_pnl_target': 0.19757045116578006, 'max_pnl_target': 0.22806062072237523, 'max_calls_for_rule': 317}} |
79355a20-0ff1-4d29-bb70-d9180c9e1f16 | -0.003526 | -0.00737 | 2,400 | {'omega': 1.688644889120315, 'alpha': [0.07823438102588483], 'beta': [0.9197656189741152], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 731.04} | {'POSITION_SIZE_PER_UNIT': 300.78637529699887, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 918, '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': 0.04798383815545368, 'max_pnl_target': 0.12267843611794531, 'max_calls_for_rule': 459}, 'moderate_calls': {'min_pnl_target': 0.09599076891225179, 'max_pnl_target': 0.23164399819848897, 'max_calls_for_rule': 918}} |
78980e81-97ac-4ed4-82d9-bebd411b834e | -0.002409 | -0.002653 | 78 | {'omega': 2.398861998979319, 'alpha': [0.12201639196581915], 'beta': [0.8759836080341808], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 207.78} | {'POSITION_SIZE_PER_UNIT': 32.78928879594192, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 694, '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, 'I... | {'small_calls': {'min_pnl_target': 0.10058165732328313, 'max_pnl_target': 0.16815552303312323, 'max_calls_for_rule': 347}, 'moderate_calls': {'min_pnl_target': 0.16705420471479568, 'max_pnl_target': 0.23887919580573927, 'max_calls_for_rule': 694}} |
5a947d22-ea8f-4005-9091-c12f2896cc0f | -0.013629 | -0.013629 | 2,218 | {'omega': 4.17569527936547, 'alpha': [0.10203980155042981], 'beta': [0.8105421412987077], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 876.5} | {'POSITION_SIZE_PER_UNIT': 362.5271050395961, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 560, 'MAX_CONCURRENT_UNITS': 540, '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': 0.03093784746287167, 'max_pnl_target': 0.12431923809665717, 'max_calls_for_rule': 280}, 'moderate_calls': {'min_pnl_target': 0.051300845327193194, 'max_pnl_target': 0.24958333019211548, 'max_calls_for_rule': 560}} |
808856be-159f-49de-a118-5b6aceeb43d5 | 0.0007 | -0.00347 | 1,724 | {'omega': 2.5430139444417157, 'alpha': [0.10496785311559807], 'beta': [0.893032146884402], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.9752333008563627, 'historical_segment_start_price': 130.55} | {'POSITION_SIZE_PER_UNIT': 216.00814648363817, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1220, 'MAX_CONCURRENT_UNITS': 172, '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': 0.042803828867693336, 'max_pnl_target': 0.22226103363614413, 'max_calls_for_rule': 610}, 'moderate_calls': {'min_pnl_target': 0.09061775191320492, 'max_pnl_target': 0.2353912453737139, 'max_calls_for_rule': 1220}} |
8b02fee2-7fe6-4bf6-9773-75855857c81d | -0.002993 | -0.004441 | 42 | {'omega': 2.245706351639048, 'alpha': [0.11890326018062392], 'beta': [0.8790967398193762], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 207.78} | {'POSITION_SIZE_PER_UNIT': 257.90518691992816, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 556, 'MAX_CONCURRENT_UNITS': 9, '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': 0.13299936729168657, 'max_pnl_target': 0.13688452352378022, 'max_calls_for_rule': 278}, 'moderate_calls': {'min_pnl_target': 0.07503281571630935, 'max_pnl_target': 0.27142197394787915, 'max_calls_for_rule': 556}} |
42af67c1-7f4d-47bf-832c-11d07a1b57f7 | -0.016547 | -0.021743 | 6,626 | {'omega': 1.9981671823382456, 'alpha': [0.07559599894541523], 'beta': [0.9224040010545846], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.50128945} | {'POSITION_SIZE_PER_UNIT': 234.7935478856242, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 454, 'MAX_CONCURRENT_UNITS': 244, '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': 0.08702122082980156, 'max_pnl_target': 0.2213017989462355, 'max_calls_for_rule': 227}, 'moderate_calls': {'min_pnl_target': 0.16327881848886175, 'max_pnl_target': 0.2164479163266285, 'max_calls_for_rule': 454}} |
b3999a9c-a75e-48c9-85c5-7460e7461d82 | -0.030732 | -0.025681 | 2,283 | {'omega': 0.7116914068819364, 'alpha': [0.065003603030121], 'beta': [0.9329963969698789], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2334.3} | {'POSITION_SIZE_PER_UNIT': 466.24582237609104, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 69, 'MAX_CONCURRENT_UNITS': 1180, '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': 0.04553716821717763, 'max_pnl_target': 0.1540811925365732, 'max_calls_for_rule': 34}, 'moderate_calls': {'min_pnl_target': 0.0874346991992536, 'max_pnl_target': 0.21008806093373394, 'max_calls_for_rule': 69}} |
46a96252-8cc5-497c-98ef-d1bb92911612 | 0.011437 | -0.000369 | 147 | {'omega': 0.7553969231257586, 'alpha': [0.06609539401406975], 'beta': [0.8800108254471691], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 3587.7} | {'POSITION_SIZE_PER_UNIT': 855.7928254909117, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 414, 'MAX_CONCURRENT_UNITS': 151, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.10401674209596495, 'max_pnl_target': 0.17574161982570238, 'max_calls_for_rule': 207}, 'moderate_calls': {'min_pnl_target': 0.12762880423731135, 'max_pnl_target': 0.2100987926599201, 'max_calls_for_rule': 414}} |
33f59386-1d7b-4ab7-ae48-cf1a44a3de99 | 0.002607 | -0.0002 | 3 | {'omega': 0.9859931521956613, 'alpha': [0.08184871710697274], 'beta': [0.8926004543044255], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 3.7052787863985395, 'historical_segment_start_price': 142.36929342} | {'POSITION_SIZE_PER_UNIT': 258.15214746905235, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 376, '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, 'I... | {'small_calls': {'min_pnl_target': 0.09315864728975931, 'max_pnl_target': 0.16503124310637327, 'max_calls_for_rule': 188}, 'moderate_calls': {'min_pnl_target': 0.1950481302999266, 'max_pnl_target': 0.2113744424272968, 'max_calls_for_rule': 376}} |
79733799-85f9-4647-a8b8-91e5db4e2070 | -0.044435 | -0.081559 | 2,455 | {'omega': 13.986629171027618, 'alpha': [0.11990126633841307], 'beta': [0.8780987336615869], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.2} | {'POSITION_SIZE_PER_UNIT': 1015.3805715968632, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 423, 'MAX_CONCURRENT_UNITS': 84, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.11138924885961426, 'max_pnl_target': 0.17332855771075778, 'max_calls_for_rule': 211}, 'moderate_calls': {'min_pnl_target': 0.16925890959955905, 'max_pnl_target': 0.29392928580881816, 'max_calls_for_rule': 423}} |
5b2f9eca-9757-4029-b600-263a9d3dc3fa | -0.053254 | -0.070705 | 785 | {'omega': 1.3427804262549248, 'alpha': [0.058546869560220725], 'beta': [0.9394531304397793], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.553875180828427, 'historical_segment_start_price': 3721.5} | {'POSITION_SIZE_PER_UNIT': 2299.5740753375158, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, '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, '... | {'small_calls': {'min_pnl_target': 0.02618838303910686, 'max_pnl_target': 0.10560285259735261, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.07039874497195918, 'max_pnl_target': 0.28319839557643267, 'max_calls_for_rule': 137}} |
84592018-2ee0-4042-b326-cb30315508df | 0.009945 | -0.00336 | 410 | {'omega': 0.8389672528698765, 'alpha': [0.06426164407996676], 'beta': [0.9337383559200333], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4600.2} | {'POSITION_SIZE_PER_UNIT': 262.61024231977444, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 453, 'MAX_CONCURRENT_UNITS': 166, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, ... | {'small_calls': {'min_pnl_target': 0.14072100269341947, 'max_pnl_target': 0.22580115102877074, 'max_calls_for_rule': 226}, 'moderate_calls': {'min_pnl_target': 0.18151193654267642, 'max_pnl_target': 0.2360228184568258, 'max_calls_for_rule': 453}} |
d98574a6-df3d-47c5-b5e4-45ac22ff1a0d | 0.002263 | -0.000056 | 180 | {'omega': 2.230117657828544, 'alpha': [0.0852214389928884], 'beta': [0.8544189653549672], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 294.0} | {'POSITION_SIZE_PER_UNIT': 68.34189055237331, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 359, 'MAX_CONCURRENT_UNITS': 184, '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': 0.14592799699282266, 'max_pnl_target': 0.17311484580126635, 'max_calls_for_rule': 179}, 'moderate_calls': {'min_pnl_target': 0.10586050621779029, 'max_pnl_target': 0.29232016811313327, 'max_calls_for_rule': 359}} |
0b6b2645-e90c-4883-81b6-49a307e74808 | -0.091479 | -0.144929 | 8,838 | {'omega': 0.7233757171157422, 'alpha': [0.07952506026653211], 'beta': [0.9184749397334678], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.61730393549373, 'historical_segment_start_price': 2226.5} | {'POSITION_SIZE_PER_UNIT': 1911.8212069444075, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 103, 'MAX_CONCURRENT_UNITS': 465, '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': 0.055951813509060165, 'max_pnl_target': 0.1695361398224053, 'max_calls_for_rule': 51}, 'moderate_calls': {'min_pnl_target': 0.22886349513882784, 'max_pnl_target': 0.2628435655440995, 'max_calls_for_rule': 103}} |
512a6cc9-942f-44f0-b14b-f36e8b3f3d00 | 0.004015 | -0.000089 | 210 | {'omega': 0.5911978256740826, 'alpha': [0.06527967498942616], 'beta': [0.9327203250105738], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.854896733692203, 'historical_segment_start_price': 2086.3} | {'POSITION_SIZE_PER_UNIT': 99.58660913972726, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 152, 'MAX_CONCURRENT_UNITS': 210, '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': 0.07359355260843185, 'max_pnl_target': 0.239076346059802, 'max_calls_for_rule': 76}, 'moderate_calls': {'min_pnl_target': 0.06319984177572013, 'max_pnl_target': 0.2758122046019963, 'max_calls_for_rule': 152}} |
d4f324e7-482f-4af4-a88c-9f774c79381d | -0.107142 | -0.10686 | 5,718 | {'omega': 1.443911941771782, 'alpha': [0.07679215248414081], 'beta': [0.9212078475158592], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 459.29} | {'POSITION_SIZE_PER_UNIT': 509.56608066840533, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 75, 'MAX_CONCURRENT_UNITS': 1161, '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': 0.07893118006889385, 'max_pnl_target': 0.18127491805867987, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.22974909614532166, 'max_pnl_target': 0.2885004539253227, 'max_calls_for_rule': 75}} |
c3ec9d6f-4638-4d8c-990c-f50308d9d3f3 | -0.007499 | -0.008708 | 160 | {'omega': 1.3615620886319073, 'alpha': [0.18988620448917531], 'beta': [0.8059610130395586], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0} | {'POSITION_SIZE_PER_UNIT': 785.5080703287178, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 318, 'MAX_CONCURRENT_UNITS': 83, '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': 0.07070014710768169, 'max_pnl_target': 0.17366253943336976, 'max_calls_for_rule': 159}, 'moderate_calls': {'min_pnl_target': 0.15066170861012698, 'max_pnl_target': 0.24189646085320077, 'max_calls_for_rule': 318}} |
26f48c80-5b81-41eb-b576-5dacacf823c9 | -0.000138 | -0.000009 | 190 | {'omega': 1.8501700021905125, 'alpha': [0.08495656287252797], 'beta': [0.8515240601563034], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 233.50128945} | {'POSITION_SIZE_PER_UNIT': 80.54701912131412, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 359, 'MAX_CONCURRENT_UNITS': 190, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.12514367616993746, 'max_pnl_target': 0.1381528811766841, 'max_calls_for_rule': 179}, 'moderate_calls': {'min_pnl_target': 0.16388405391125777, 'max_pnl_target': 0.2588182350552159, 'max_calls_for_rule': 359}} |
5bba2caa-1e2e-4f5f-99f5-ff0bc8add45a | 0.012427 | -0.00655 | 1,959 | {'omega': 1.3050876305242387, 'alpha': [0.15181521197950537], 'beta': [0.8461847880204948], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0} | {'POSITION_SIZE_PER_UNIT': 287.3102339818759, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 384, 'MAX_CONCURRENT_UNITS': 181, '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': 0.03365853871877978, 'max_pnl_target': 0.1795757318510577, 'max_calls_for_rule': 192}, 'moderate_calls': {'min_pnl_target': 0.17862076223486048, 'max_pnl_target': 0.294641486798117, 'max_calls_for_rule': 384}} |
96362243-c3ec-4f25-b055-67b4a2157f08 | -0.041004 | -0.041004 | 180 | {'omega': 1.7006494632862321, 'alpha': [0.08982086839750092], 'beta': [0.9081791316024991], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 190.46} | {'POSITION_SIZE_PER_UNIT': 1294.3517665053605, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 165, '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': 0.05909643094355376, 'max_pnl_target': 0.2414231478333406, 'max_calls_for_rule': 82}, 'moderate_calls': {'min_pnl_target': 0.2196840569000542, 'max_pnl_target': 0.2665296324413492, 'max_calls_for_rule': 165}} |
86de67a2-e5e2-4d39-8212-a8b24e70806d | -0.023238 | -0.022931 | 438 | {'omega': 1.37152289981127, 'alpha': [0.08890578251959218], 'beta': [0.8341620787259472], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2986.62661616} | {'POSITION_SIZE_PER_UNIT': 1496.533131118471, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 215, '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': 0.08175803681792086, 'max_pnl_target': 0.13960069578696718, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.07176609325200309, 'max_pnl_target': 0.2794580345896023, 'max_calls_for_rule': 150}} |
7840ec14-d0ae-4de1-a05e-ac0217572e22 | -0.00758 | -0.009206 | 3,308 | {'omega': 1.452520152370982, 'alpha': [0.15114650826999415], 'beta': [0.846853491730006], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0} | {'POSITION_SIZE_PER_UNIT': 433.586108364986, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 671, 'MAX_CONCURRENT_UNITS': 171, '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': 0.013916249808768835, 'max_pnl_target': 0.1296391903268122, 'max_calls_for_rule': 335}, 'moderate_calls': {'min_pnl_target': 0.15008379953021003, 'max_pnl_target': 0.20177103617739653, 'max_calls_for_rule': 671}} |
132c6a2c-6ce2-42d5-a758-ca95f5f9c646 | -0.00161 | -0.00035 | 301 | {'omega': 0.6671807611118703, 'alpha': [0.07049619172382951], 'beta': [0.9107723642920224], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.62247381308818, 'historical_segment_start_price': 2086.3} | {'POSITION_SIZE_PER_UNIT': 251.90681466965285, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 192, 'MAX_CONCURRENT_UNITS': 302, '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': 0.0919321702402479, 'max_pnl_target': 0.17964853860770685, 'max_calls_for_rule': 96}, 'moderate_calls': {'min_pnl_target': 0.19514654235682902, 'max_pnl_target': 0.278844828067938, 'max_calls_for_rule': 192}} |
22b1a454-507a-400a-97c1-8b8bef62e3ae | 0.009991 | -0.000136 | 132 | {'omega': 2.3161524273072387, 'alpha': [0.09451470866550588], 'beta': [0.8238221904702083], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.536768286749112, 'historical_segment_start_price': 130.55} | {'POSITION_SIZE_PER_UNIT': 556.4469605292114, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 398, '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': 0.13464986269769538, 'max_pnl_target': 0.18328498438220056, 'max_calls_for_rule': 199}, 'moderate_calls': {'min_pnl_target': 0.1306851176783374, 'max_pnl_target': 0.22714552537945518, 'max_calls_for_rule': 398}} |
454b1ea1-119b-457e-9258-047158cdee08 | 0.046011 | -0.01318 | 3,733 | {'omega': 1.3559108326174933, 'alpha': [0.17825170761089087], 'beta': [0.8197482923891092], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0} | {'POSITION_SIZE_PER_UNIT': 663.9151131547198, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 351, 'MAX_CONCURRENT_UNITS': 225, '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': 0.0782460330541204, 'max_pnl_target': 0.22723165722311855, 'max_calls_for_rule': 175}, 'moderate_calls': {'min_pnl_target': 0.23315496112166748, 'max_pnl_target': 0.2857310697038468, 'max_calls_for_rule': 351}} |
1d0b7492-cda5-4d15-930e-d65f60e95695 | 0.005904 | -0.03174 | 1,048 | {'omega': 2.5955936593015756, 'alpha': [0.07919339165444464], 'beta': [0.8960601694258347], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 260.74} | {'POSITION_SIZE_PER_UNIT': 2228.004792228241, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 246, 'MAX_CONCURRENT_UNITS': 119, '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': 0.06008265530923769, 'max_pnl_target': 0.21649681692246775, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.16338254942171523, 'max_pnl_target': 0.21595324272241007, 'max_calls_for_rule': 246}} |
cf790b45-809f-4d2f-99ea-41d3b707d84b | 0.00006 | -0.000919 | 39 | {'omega': 1.9597299852071455, 'alpha': [0.09575468941976688], 'beta': [0.9022453105802332], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 338.47} | {'POSITION_SIZE_PER_UNIT': 162.26162026557677, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1176, 'MAX_CONCURRENT_UNITS': 14, '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': 0.046284232709410386, 'max_pnl_target': 0.21351331333052662, 'max_calls_for_rule': 588}, 'moderate_calls': {'min_pnl_target': 0.09511732761268411, 'max_pnl_target': 0.26210953995744735, 'max_calls_for_rule': 1176}} |
4ae6a698-0ae4-4556-9432-2dade574e366 | -0.000188 | -0.000146 | 193 | {'omega': 0.0010218615302163942, 'alpha': [0.24793495062739995], 'beta': [0.7479226646765879], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 404.25} | {'POSITION_SIZE_PER_UNIT': 257.34699610251664, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 340, 'MAX_CONCURRENT_UNITS': 193, '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': 0.1499336151900016, 'max_pnl_target': 0.2035252340289436, 'max_calls_for_rule': 170}, 'moderate_calls': {'min_pnl_target': 0.18407691234258058, 'max_pnl_target': 0.26027418140402225, 'max_calls_for_rule': 340}} |
fc490734-71e8-408c-b7e8-59a7bf71a686 | 0.003775 | -0.000787 | 184 | {'omega': 2.086201990561547, 'alpha': [0.0837237879248267], 'beta': [0.9142762120751734], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 294.0} | {'POSITION_SIZE_PER_UNIT': 733.9574264650913, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 1303, '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': 0.035226402558504365, 'max_pnl_target': 0.1554569760008262, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.08456109578098422, 'max_pnl_target': 0.2802260290433214, 'max_calls_for_rule': 42}} |
ed4afddd-4c41-4fb2-9cfa-bf2f8685ccf9 | 0.003796 | -0.024785 | 1,629 | {'omega': 1.2215183085384511, 'alpha': [0.05784804472091298], 'beta': [0.9245352118139897], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 964.48} | {'POSITION_SIZE_PER_UNIT': 530.0793300292083, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 330, '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, 'I... | {'small_calls': {'min_pnl_target': 0.022430104428358022, 'max_pnl_target': 0.21918123463951938, 'max_calls_for_rule': 165}, 'moderate_calls': {'min_pnl_target': 0.0651669067355961, 'max_pnl_target': 0.29479868257804986, 'max_calls_for_rule': 330}} |
85b3e41e-b8a3-4879-b282-7c68ca9d804f | -0.009833 | -0.019816 | 1,067 | {'omega': 2.5197456286187827, 'alpha': [0.07515810009697725], 'beta': [0.86040826912136], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 260.74} | {'POSITION_SIZE_PER_UNIT': 1823.4756911847198, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 406, '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': 0.05631007134810382, 'max_pnl_target': 0.18364057057494346, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.2091948561660876, 'max_pnl_target': 0.25258941330238865, 'max_calls_for_rule': 115}} |
3ac6cd45-6efb-4ef5-a65f-b239d2aa0150 | -0.024248 | -0.218606 | 5,916 | {'omega': 1.5815823765521164, 'alpha': [0.16311052292859224], 'beta': [0.8348894770714077], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1769.9} | {'POSITION_SIZE_PER_UNIT': 894.0069348834253, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 10, 'MAX_CONCURRENT_UNITS': 1214, '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': 0.05919080784464909, 'max_pnl_target': 0.1181218929645663, 'max_calls_for_rule': 5}, 'moderate_calls': {'min_pnl_target': 0.05814983990036373, 'max_pnl_target': 0.23580866444680204, 'max_calls_for_rule': 10}} |
36eea281-2091-4662-a480-67ea293ca958 | 0.023268 | -0.006717 | 1,809 | {'omega': 1.4262339585044488, 'alpha': [0.0770711100283072], 'beta': [0.9209288899716929], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1801.9} | {'POSITION_SIZE_PER_UNIT': 416.12793258359994, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 293, 'MAX_CONCURRENT_UNITS': 239, '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': 0.13303295931339584, 'max_pnl_target': 0.2060972387346414, 'max_calls_for_rule': 146}, 'moderate_calls': {'min_pnl_target': 0.1675509058927455, 'max_pnl_target': 0.25852213057234386, 'max_calls_for_rule': 293}} |
406e2f8a-a2ca-448b-870c-35335cea2a2b | -0.061216 | -0.063209 | 2,231 | {'omega': 1.004291266500871, 'alpha': [0.31346136853311696], 'beta': [0.6462018113523995], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.777589522996456, 'historical_segment_start_price': 223.63} | {'POSITION_SIZE_PER_UNIT': 1583.7817537053947, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 48, 'MAX_CONCURRENT_UNITS': 990, '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': 0.14046561839555524, 'max_pnl_target': 0.14484270630197185, 'max_calls_for_rule': 24}, 'moderate_calls': {'min_pnl_target': 0.19877882178404013, 'max_pnl_target': 0.28845439131736494, 'max_calls_for_rule': 48}} |
c9df7ea3-cf9d-4f32-a795-0dd0db8b6562 | 0.001228 | -0.001904 | 833 | {'omega': 3.0371223054768066, 'alpha': [0.13226752985793072], 'beta': [0.8657324701420692], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 215.74} | {'POSITION_SIZE_PER_UNIT': 59.20419747118749, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2658, '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': 0.14282891921715715, 'max_pnl_target': 0.23424340051323272, 'max_calls_for_rule': 1329}, 'moderate_calls': {'min_pnl_target': 0.15852246591038394, 'max_pnl_target': 0.24591077755054427, 'max_calls_for_rule': 2658}} |
af691f3c-1c1d-4b90-a099-72cb61479847 | -0.000053 | -0.000367 | 284 | {'omega': 0.8245991816186727, 'alpha': [0.0817931357215014], 'beta': [0.8427423144534731], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 3085.4} | {'POSITION_SIZE_PER_UNIT': 210.59372851655812, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1520, 'MAX_CONCURRENT_UNITS': 240, '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': 0.12221048974768818, 'max_pnl_target': 0.12368967098892769, 'max_calls_for_rule': 760}, 'moderate_calls': {'min_pnl_target': 0.21441550605066925, 'max_pnl_target': 0.2951113782236464, 'max_calls_for_rule': 1520}} |
3886cd55-968e-4501-b973-1916de822ddc | 0.086463 | -0.009764 | 2,865 | {'omega': 1.411476330825858, 'alpha': [0.08684938729046567], 'beta': [0.8571652033385507], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 170.74} | {'POSITION_SIZE_PER_UNIT': 661.110809362015, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 31, 'MAX_CONCURRENT_UNITS': 640, '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': 0.02390123533862927, 'max_pnl_target': 0.16010990910025275, 'max_calls_for_rule': 15}, 'moderate_calls': {'min_pnl_target': 0.0560717431664894, 'max_pnl_target': 0.26239678532267585, 'max_calls_for_rule': 31}} |
4be0fa8d-b0ad-4c76-b3f3-4e68b4ba921c | -0.0081 | -0.000624 | 15 | {'omega': 5.416253460464051, 'alpha': [0.134979159307584], 'beta': [0.7684605691625283], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 248.5} | {'POSITION_SIZE_PER_UNIT': 335.25714523356476, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 187, 'MAX_CONCURRENT_UNITS': 14, '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': 0.07522774540686414, 'max_pnl_target': 0.251025174219961, 'max_calls_for_rule': 93}, 'moderate_calls': {'min_pnl_target': 0.06405787841362659, 'max_pnl_target': 0.20273542790183266, 'max_calls_for_rule': 187}} |
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1fdfbdeb-85df-4d80-82f4-7e8ba0bf1654 | -0.015151 | -0.016382 | 816 | {'omega': 1.336201133025299, 'alpha': [0.07515037598229393], 'beta': [0.922849624017706], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 3555.7} | {'POSITION_SIZE_PER_UNIT': 778.8918759235592, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 473, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, 'I... | {'small_calls': {'min_pnl_target': 0.14981318066904528, 'max_pnl_target': 0.17012898767512682, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.09319841262322269, 'max_pnl_target': 0.202001772502971, 'max_calls_for_rule': 94}} |
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1a5d8a49-e92f-45c6-8fa8-50d4c7d00283 | -0.005178 | -0.005105 | 1,425 | {'omega': 1.397088265588162, 'alpha': [0.1635125617076083], 'beta': [0.8344874382923916], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1327.2} | {'POSITION_SIZE_PER_UNIT': 72.31393126544488, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 608, 'MAX_CONCURRENT_UNITS': 963, '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': 0.04680439529346964, 'max_pnl_target': 0.11265766777925036, 'max_calls_for_rule': 304}, 'moderate_calls': {'min_pnl_target': 0.060654627950076215, 'max_pnl_target': 0.29173925278873164, 'max_calls_for_rule': 608}} |
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e55303f5-58c4-4452-bd93-febe0adf1a58 | -0.002842 | -0.004354 | 1,179 | {'omega': 1.6438667439723391, 'alpha': [0.09159722601504826], 'beta': [0.9064027739849517], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 190.46} | {'POSITION_SIZE_PER_UNIT': 69.36874721217028, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2707, 'MAX_CONCURRENT_UNITS': 130, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, ... | {'small_calls': {'min_pnl_target': 0.14651230280468197, 'max_pnl_target': 0.20069953680929464, 'max_calls_for_rule': 1353}, 'moderate_calls': {'min_pnl_target': 0.17217914355736044, 'max_pnl_target': 0.21621316624462691, 'max_calls_for_rule': 2707}} |
3a925635-5dd8-4bf4-979d-b8a6a68bc35e | 0.022782 | -0.000491 | 24 | {'omega': 0.7611201116897459, 'alpha': [0.061039947400816905], 'beta': [0.8739481307188643], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 3587.7} | {'POSITION_SIZE_PER_UNIT': 2035.1698998513027, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 125, 'MAX_CONCURRENT_UNITS': 26, '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': 0.10333764350295065, 'max_pnl_target': 0.22659638776880325, 'max_calls_for_rule': 62}, 'moderate_calls': {'min_pnl_target': 0.20774593334784094, 'max_pnl_target': 0.25052260708607793, 'max_calls_for_rule': 125}} |
23291ecd-59f4-42c2-9707-86ab20b5ed7e | -0.005294 | -0.020702 | 100 | {'omega': 15.198679441258847, 'alpha': [0.12967006330010367], 'beta': [0.8683299366998962], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 19.2} | {'POSITION_SIZE_PER_UNIT': 580.7103759916491, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 739, '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, 'I... | {'small_calls': {'min_pnl_target': 0.1477480823044386, 'max_pnl_target': 0.23259827476899267, 'max_calls_for_rule': 369}, 'moderate_calls': {'min_pnl_target': 0.14742668061959022, 'max_pnl_target': 0.2090561083560527, 'max_calls_for_rule': 739}} |
ebd86268-9049-4371-9603-f1fef9679a0d | -0.000204 | -0.000067 | 82 | {'omega': 0.0010882666055110882, 'alpha': [0.2515929561066709], 'beta': [0.729387429835517], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 404.25} | {'POSITION_SIZE_PER_UNIT': 90.81450406164292, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 209, 'MAX_CONCURRENT_UNITS': 82, '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': 0.062274120818903565, 'max_pnl_target': 0.11401297261747168, 'max_calls_for_rule': 104}, 'moderate_calls': {'min_pnl_target': 0.24506329782234273, 'max_pnl_target': 0.29707413851873826, 'max_calls_for_rule': 209}} |
aabf25fe-351a-486e-ba3d-61d1fd14c285 | -0.021847 | -0.014139 | 432 | {'omega': 1.1953919392841474, 'alpha': [0.2736323631438398], 'beta': [0.6421580096975524], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.349740248358577, 'historical_segment_start_price': 223.63} | {'POSITION_SIZE_PER_UNIT': 678.3498494119768, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, '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, 'I... | {'small_calls': {'min_pnl_target': 0.0472245697907467, 'max_pnl_target': 0.21916030902339842, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.23980885149916767, 'max_pnl_target': 0.33610298198895644, 'max_calls_for_rule': 94}} |
2f70bc9a-a5c2-4dd1-8900-6b09f753fd17 | -0.048836 | -0.033263 | 682 | {'omega': 1.519806107288049, 'alpha': [0.07935249917451578], 'beta': [0.8588234108045905], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 458.0} | {'POSITION_SIZE_PER_UNIT': 1245.5686816569162, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 38, 'MAX_CONCURRENT_UNITS': 348, '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': 0.08178063700570491, 'max_pnl_target': 0.16620684791595838, 'max_calls_for_rule': 19}, 'moderate_calls': {'min_pnl_target': 0.15857892380172595, 'max_pnl_target': 0.2552011612212993, 'max_calls_for_rule': 38}} |
50bbeaff-6bc0-42b9-9901-57d2334bd887 | -0.000032 | 0 | 108 | {'omega': 1.4645756576308055, 'alpha': [0.1786692593681048], 'beta': [0.8196335443714994], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1908.0} | {'POSITION_SIZE_PER_UNIT': 129.1114527380247, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 644, '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': 0.11365981404271586, 'max_pnl_target': 0.15653101287743162, 'max_calls_for_rule': 322}, 'moderate_calls': {'min_pnl_target': 0.2168452420682854, 'max_pnl_target': 0.2821084746289382, 'max_calls_for_rule': 644}} |
0805d92c-02eb-4555-9a3a-328210d4ead3 | -0.019109 | -0.019109 | 1,200 | {'omega': 2.568858115497481, 'alpha': [0.09904615490639063], 'beta': [0.8788276697574303], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.127853822992667, 'historical_segment_start_price': 130.55} | {'POSITION_SIZE_PER_UNIT': 401.9380878665819, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 498, 'MAX_CONCURRENT_UNITS': 135, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.06351983584558261, 'max_pnl_target': 0.18880938952269896, 'max_calls_for_rule': 249}, 'moderate_calls': {'min_pnl_target': 0.0623215655139227, 'max_pnl_target': 0.2206568767012891, 'max_calls_for_rule': 498}} |
6732a6ff-829e-4019-90d7-6fc86e389728 | -0.006625 | -0.009044 | 1,080 | {'omega': 2.30831256103329, 'alpha': [0.08182221192152428], 'beta': [0.9161777880784757], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 294.0} | {'POSITION_SIZE_PER_UNIT': 226.47709315412513, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1739, 'MAX_CONCURRENT_UNITS': 73, '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': 0.07263346798987658, 'max_pnl_target': 0.16975484400620103, 'max_calls_for_rule': 869}, 'moderate_calls': {'min_pnl_target': 0.15171606221344142, 'max_pnl_target': 0.21990797929088035, 'max_calls_for_rule': 1739}} |
f8a0c8e3-c199-4c19-9ea9-e39cab514986 | -0.306444 | -0.291867 | 5,940 | {'omega': 2.6715201218557274, 'alpha': [0.09842636055331488], 'beta': [0.7973907446308168], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.262362701741912, 'historical_segment_start_price': 130.55} | {'POSITION_SIZE_PER_UNIT': 1077.343183084557, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 7, 'MAX_CONCURRENT_UNITS': 3377, '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': 0.08169538730780294, 'max_pnl_target': 0.14955694292954902, 'max_calls_for_rule': 3}, 'moderate_calls': {'min_pnl_target': 0.2072006198649837, 'max_pnl_target': 0.2213948482758661, 'max_calls_for_rule': 7}} |
9ce7395c-d2ce-440d-9077-34a0942a98d1 | -0.003497 | -0.002132 | 232 | {'omega': 1.015327967156369, 'alpha': [0.06784947440269339], 'beta': [0.8651221815485426], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 4600.2} | {'POSITION_SIZE_PER_UNIT': 183.98276970831918, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 589, 'MAX_CONCURRENT_UNITS': 108, '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': 0.060671220836651274, 'max_pnl_target': 0.14963398876651532, 'max_calls_for_rule': 294}, 'moderate_calls': {'min_pnl_target': 0.21776956440678438, 'max_pnl_target': 0.2562379821053097, 'max_calls_for_rule': 589}} |
78a67679-42db-4f74-ac77-0fc4e071f89c | 0.001369 | -0.000033 | 366 | {'omega': 1.3329250874194407, 'alpha': [0.07275084015491254], 'beta': [0.9002521270088109], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 1690.4} | {'POSITION_SIZE_PER_UNIT': 128.56430414178246, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 365, 'MAX_CONCURRENT_UNITS': 366, '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': 0.14690110311804122, 'max_pnl_target': 0.20703765196414534, 'max_calls_for_rule': 182}, 'moderate_calls': {'min_pnl_target': 0.1710113343078668, 'max_pnl_target': 0.2422813169357641, 'max_calls_for_rule': 365}} |
24c65d45-5f21-4676-af50-3d37eed8ffcc | -0.022809 | -0.021934 | 246 | {'omega': 1.1577153188133287, 'alpha': [0.07904280258256031], 'beta': [0.8450580091698494], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 2986.62661616} | {'POSITION_SIZE_PER_UNIT': 1223.150273965292, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, 'MAX_CONCURRENT_UNITS': 128, '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': 0.1300033033400406, 'max_pnl_target': 0.14200117027266587, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.0815838516976173, 'max_pnl_target': 0.20200421251751496, 'max_calls_for_rule': 157}} |
1f546771-1978-4335-b29b-cd79d427e17a | 0.003159 | -0.000055 | 1,015 | {'omega': 1.2537582474979723, 'alpha': [0.0883752551842377], 'beta': [0.8326972210434491], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 170.74} | {'POSITION_SIZE_PER_UNIT': 89.65779220531273, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 53, 'MAX_CONCURRENT_UNITS': 1015, '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': 0.11816279465094814, 'max_pnl_target': 0.16300324466683772, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.19799455270533997, 'max_pnl_target': 0.25658291132053973, 'max_calls_for_rule': 53}} |
73764ebc-6480-4f49-9d9e-f8b860e1fa17 | -0.086432 | -0.177093 | 1,580 | {'omega': 3.923983006463514, 'alpha': [0.09814459702041323], 'beta': [0.8998554029795868], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 876.5} | {'POSITION_SIZE_PER_UNIT': 1411.4456699802195, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 167, 'MAX_CONCURRENT_UNITS': 95, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 30000.0, '... | {'small_calls': {'min_pnl_target': 0.14953029349653105, 'max_pnl_target': 0.24269935245784188, 'max_calls_for_rule': 83}, 'moderate_calls': {'min_pnl_target': 0.06328726344784481, 'max_pnl_target': 0.2138602828050038, 'max_calls_for_rule': 167}} |
ddd6a35f-c351-4b45-90b4-3302fb4021ca | -0.02032 | -0.02032 | 81 | {'omega': 1.2888417346624967, 'alpha': [0.0686471616534155], 'beta': [0.9004133428194527], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 6.14300147741008, 'historical_segment_start_price': 3721.5} | {'POSITION_SIZE_PER_UNIT': 880.7461818680654, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 324, 'MAX_CONCURRENT_UNITS': 20, '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': 0.14215943209475207, 'max_pnl_target': 0.23445150370564877, 'max_calls_for_rule': 162}, 'moderate_calls': {'min_pnl_target': 0.18831440366104898, 'max_pnl_target': 0.269900733447379, 'max_calls_for_rule': 324}} |
bd46c22e-2e37-41cb-8470-dad8bb6571fb | 0.01181 | -0.000332 | 1,052 | {'omega': 0.673580952252199, 'alpha': [0.07275709477862174], 'beta': [0.9252429052213783], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.616387942938107, 'historical_segment_start_price': 2226.5} | {'POSITION_SIZE_PER_UNIT': 141.24570642620964, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 63, 'MAX_CONCURRENT_UNITS': 526, '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': 0.13357385090528948, 'max_pnl_target': 0.23484026078045034, 'max_calls_for_rule': 31}, 'moderate_calls': {'min_pnl_target': 0.10090101518235614, 'max_pnl_target': 0.22097592667028515, 'max_calls_for_rule': 63}} |
61dcbdd1-d8ce-4cd9-bd97-99c9b1b19718 | 0.00127 | -0.00048 | 375 | {'omega': 0.08524762234334332, 'alpha': [0.13040324270248516], 'beta': [0.8675967572975148], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 138.64} | {'POSITION_SIZE_PER_UNIT': 158.45467298353182, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1726, 'MAX_CONCURRENT_UNITS': 198, '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': 0.07222161728560604, 'max_pnl_target': 0.16654496333153143, 'max_calls_for_rule': 863}, 'moderate_calls': {'min_pnl_target': 0.16762937935878924, 'max_pnl_target': 0.2050142345453986, 'max_calls_for_rule': 1726}} |
10f4c215-9fe8-4726-8c65-fe03ca593446 | -0.005548 | -0.005182 | 129 | {'omega': 5.128306202025611, 'alpha': [0.13436701557904246], 'beta': [0.8330309873437541], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 248.5} | {'POSITION_SIZE_PER_UNIT': 343.29306822053735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 341, 'MAX_CONCURRENT_UNITS': 125, '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': 0.06700541022011841, 'max_pnl_target': 0.21679078710366526, 'max_calls_for_rule': 170}, 'moderate_calls': {'min_pnl_target': 0.1554073833597585, 'max_pnl_target': 0.2169918477570131, 'max_calls_for_rule': 341}} |
a211f019-9824-43e4-a5fe-985a1df4ace8 | -0.005244 | -0.005189 | 220 | {'omega': 5.100685480389412, 'alpha': [0.14242314435275688], 'beta': [0.8151716742713122], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 248.5} | {'POSITION_SIZE_PER_UNIT': 1134.788246181296, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 265, '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': 0.142171103088792, 'max_pnl_target': 0.15735706528518945, 'max_calls_for_rule': 132}, 'moderate_calls': {'min_pnl_target': 0.20052399902320525, 'max_pnl_target': 0.28927324913325875, 'max_calls_for_rule': 265}} |
a3c3a9c6-960a-43b0-977d-0c0611cd1e0e | -0.033707 | -0.033277 | 3,186 | {'omega': 1.805642228623864, 'alpha': [0.09385802143442239], 'beta': [0.9041419785655777], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 338.47} | {'POSITION_SIZE_PER_UNIT': 410.26121942074786, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 711, 'MAX_CONCURRENT_UNITS': 231, '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': 0.10558084937446723, 'max_pnl_target': 0.2292235567214353, 'max_calls_for_rule': 355}, 'moderate_calls': {'min_pnl_target': 0.19103496218078317, 'max_pnl_target': 0.22330659209021483, 'max_calls_for_rule': 711}} |
End of preview. Expand in Data Studio
Descriptive Statistics for final_pnl_ratio:
- Count: 21949
- Mean: -0.0074
- Median: -0.0024
- Standard Deviation: 0.0637
- Min: -1.2313
- Max: 1.7247
- 25th Percentile (Q1): -0.0129
- 75th Percentile (Q3): 0.0021
- Total trades analyzed: 21949
Trade Range:
- 99% of trades have a Final PnL Ratio between: -0.2829 and 0.2315 (This means 99% of your PnL ratios fall within this range.)
Risk Analysis:
- Number of trades with >30% loss (PnL < -0.30): 95
- Probability of a catastrophic loss (>30% loss): 0.43%
Opportunity Analysis:
- Number of trades with >30% profit (PnL > 0.30): 75
- Probability of a jackpot win (>30% profit): 0.34%
Overall PnL Characteristics:
- Mean Final PnL Ratio: -0.0074 (Average PnL is -0.74%)
- Median Final PnL Ratio: -0.0024 (Typical PnL is -0.24%)
- Standard Deviation of PnL Ratio: 0.0637 (Indicates volatility/spread)
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