scenario_id stringlengths 36 36 | final_pnl_ratio float64 -1.24 0.19 | max_drawdown float64 -1.24 0 | total_trades int64 2 97.5k | garch_params_used_for_sim_str stringlengths 176 207 | strategy_params_str stringlengths 1.31k 1.33k | strategy_exit_rules_str stringlengths 239 250 |
|---|---|---|---|---|---|---|
a1e09aa6-a90b-49f0-af3b-a08ba4cd2b5f | 0.004 | -0.000897 | 1,852 | {'omega': 1.5022837312752553, 'alpha': [0.08672911813627962], 'beta': [0.9112708818637204], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.0984} | {'POSITION_SIZE_PER_UNIT': 21.439743006090143, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2855, 'MAX_CONCURRENT_UNITS': 94, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.10645768634598432, 'max_pnl_target': 0.1743475531467819, 'max_calls_for_rule': 1427}, 'moderate_calls': {'min_pnl_target': 0.19574122142038583, 'max_pnl_target': 0.21167587155120626, 'max_calls_for_rule': 2855}} |
4359b32b-6453-46fd-841f-c07ec5ecef15 | -0.000309 | -0.000309 | 20 | {'omega': 1.0427543578408516, 'alpha': [0.08427602691326355], 'beta': [0.8831891110697223], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.7543} | {'POSITION_SIZE_PER_UNIT': 918.9172033521401, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 133, 'MAX_CONCURRENT_UNITS': 574, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.10916413263279473, 'max_pnl_target': 0.23847183472980216, 'max_calls_for_rule': 66}, 'moderate_calls': {'min_pnl_target': 0.17693636042485064, 'max_pnl_target': 0.2640774430523749, 'max_calls_for_rule': 133}} |
e3926bd6-96d0-4251-ab9a-1e1d1afd85eb | -0.000423 | -0.000423 | 8 | {'omega': 0.7810476817435001, 'alpha': [0.08220626563265089], 'beta': [0.8616046684035997], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5451} | {'POSITION_SIZE_PER_UNIT': 481.8419109322968, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 84, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.07140176643886206, 'max_pnl_target': 0.12963681441737204, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.2382892164686027, 'max_pnl_target': 0.337235719877157, 'max_calls_for_rule': 84}} |
de1b331e-fb3f-4896-9289-5be82a781ea3 | -0.00206 | -0.00206 | 90 | {'omega': 1.9404516617806147, 'alpha': [0.1471546177088795], 'beta': [0.7898589064386393], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.26162} | {'POSITION_SIZE_PER_UNIT': 422.6469802264886, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 271, 'MAX_CONCURRENT_UNITS': 306, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.11803329614694487, 'max_pnl_target': 0.22546718818894057, 'max_calls_for_rule': 135}, 'moderate_calls': {'min_pnl_target': 0.13825547414917586, 'max_pnl_target': 0.2974872341685916, 'max_calls_for_rule': 271}} |
cc1c71eb-c662-4c22-92ff-41cd35713062 | -0.000545 | -0.000545 | 5 | {'omega': 1.1462833603682885, 'alpha': [0.07447858476442394], 'beta': [0.9235214152355761], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.8265} | {'POSITION_SIZE_PER_UNIT': 861.3287204954516, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 24, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.08034186488898135, 'max_pnl_target': 0.2023693579326107, 'max_calls_for_rule': 12}, 'moderate_calls': {'min_pnl_target': 0.10453401134017798, 'max_pnl_target': 0.20713630428516097, 'max_calls_for_rule': 24}} |
002d1d9d-a9be-4f62-8a48-be74491ceb60 | -0.001368 | -0.001368 | 39 | {'omega': 2.046684672890354, 'alpha': [0.08882174109968578], 'beta': [0.8655467698405903], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.43241} | {'POSITION_SIZE_PER_UNIT': 398.4631927363197, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 670, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.13338859827124902, 'max_pnl_target': 0.19458786527514302, 'max_calls_for_rule': 335}, 'moderate_calls': {'min_pnl_target': 0.1933858601578922, 'max_pnl_target': 0.25968937552579585, 'max_calls_for_rule': 670}} |
cfd64f2e-e201-45ba-a457-14a896c1f9c4 | -0.026311 | -0.026311 | 1,200 | {'omega': 0.8439928487525987, 'alpha': [0.08135460540041284], 'beta': [0.9013572630221888], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.0878} | {'POSITION_SIZE_PER_UNIT': 1550.9421717472367, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 123, 'MAX_CONCURRENT_UNITS': 376, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.05054712448060576, 'max_pnl_target': 0.20616496320215552, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.05878421064171564, 'max_pnl_target': 0.2662226893142057, 'max_calls_for_rule': 123}} |
dcf5b490-63ac-4bee-b829-4ea6897284d2 | -0.108932 | -0.108932 | 3,243 | {'omega': 1.091498146391854, 'alpha': [0.06972610756545808], 'beta': [0.9234998961791919], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3925} | {'POSITION_SIZE_PER_UNIT': 396.84821134026436, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 459, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.11102804936193592, 'max_pnl_target': 0.20295992124694504, 'max_calls_for_rule': 229}, 'moderate_calls': {'min_pnl_target': 0.22614125614589828, 'max_pnl_target': 0.2738050061101407, 'max_calls_for_rule': 459}} |
fb327d28-42c4-42c3-a98b-a12fc04eb1d8 | -0.000849 | -0.000849 | 72 | {'omega': 4.980842973549164, 'alpha': [0.09605309860370385], 'beta': [0.8696731222251857], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44792} | {'POSITION_SIZE_PER_UNIT': 498.035666598864, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 29, 'MAX_CONCURRENT_UNITS': 4542, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.027137989548900808, 'max_pnl_target': 0.1826558877537083, 'max_calls_for_rule': 14}, 'moderate_calls': {'min_pnl_target': 0.09778425103987781, 'max_pnl_target': 0.22791743516079443, 'max_calls_for_rule': 29}} |
20b16731-d278-42f1-9ffe-cf35c14b811d | -0.000063 | -0.000003 | 70 | {'omega': 0.43314805356816694, 'alpha': [0.05379158324030257], 'beta': [0.8775263109060127], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.295128827915168, 'historical_segment_start_price': 2.4007} | {'POSITION_SIZE_PER_UNIT': 42.82839834229919, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 692, 'MAX_CONCURRENT_UNITS': 71, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.13234309879731385, 'max_pnl_target': 0.1875649810110331, 'max_calls_for_rule': 346}, 'moderate_calls': {'min_pnl_target': 0.07048810515565232, 'max_pnl_target': 0.21584283876464266, 'max_calls_for_rule': 692}} |
4379e0db-c067-40eb-b8f5-f8b3caae4c6a | -0.00072 | -0.00072 | 50 | {'omega': 0.37009561140763836, 'alpha': [0.07784401278420516], 'beta': [0.8381717641867391], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3857} | {'POSITION_SIZE_PER_UNIT': 490.64131672251597, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 559, 'MAX_CONCURRENT_UNITS': 203, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.1200971265853962, 'max_pnl_target': 0.15792244902651817, 'max_calls_for_rule': 279}, 'moderate_calls': {'min_pnl_target': 0.15826585326507364, 'max_pnl_target': 0.24699499415430223, 'max_calls_for_rule': 559}} |
2925c0b6-caf3-4a9a-b0e7-47790a0f636b | -0.023863 | -0.023863 | 570 | {'omega': 4.468974589004648, 'alpha': [0.0957618507174617], 'beta': [0.8682626361607669], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44792} | {'POSITION_SIZE_PER_UNIT': 933.6267732210391, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 76, 'MAX_CONCURRENT_UNITS': 449, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.0259034187750907, 'max_pnl_target': 0.1017831735593891, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.10930791952929592, 'max_pnl_target': 0.22714622520490885, 'max_calls_for_rule': 76}} |
b09297b8-dd49-4f28-b46f-6ea7c47c8ae1 | -0.021098 | -0.021098 | 152 | {'omega': 1.6748331670106589, 'alpha': [0.08756669999819429], 'beta': [0.9104333000018056], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.32526} | {'POSITION_SIZE_PER_UNIT': 1552.9758502838736, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 109, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.05490416047337885, 'max_pnl_target': 0.14300140771624686, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.2481369624521189, 'max_pnl_target': 0.2785600633565103, 'max_calls_for_rule': 147}} |
d47825f6-0664-4f6b-a085-fe29bb9bfe5f | -0.002137 | -0.002137 | 121 | {'omega': 0.8543208633824291, 'alpha': [0.07993100778063102], 'beta': [0.918068992219369], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3736} | {'POSITION_SIZE_PER_UNIT': 585.5207667702191, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 158, 'MAX_CONCURRENT_UNITS': 442, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.11279395452804358, 'max_pnl_target': 0.16296145435175755, 'max_calls_for_rule': 79}, 'moderate_calls': {'min_pnl_target': 0.1235464599417443, 'max_pnl_target': 0.21854952168651828, 'max_calls_for_rule': 158}} |
7a369470-db8f-497d-b5ad-35cd83b82e6c | -0.001776 | -0.001776 | 64 | {'omega': 0.5700503876082028, 'alpha': [0.09128690805189214], 'beta': [0.8274709323568404], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.5191} | {'POSITION_SIZE_PER_UNIT': 1094.4090699140559, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 1097, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.03914693289449714, 'max_pnl_target': 0.1931683828278197, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.07852092935261214, 'max_pnl_target': 0.22049915616978058, 'max_calls_for_rule': 42}} |
f55a7525-9ffb-4731-9e78-0ae2527ada23 | -0.004418 | -0.004418 | 294 | {'omega': 0.7164121896891865, 'alpha': [0.08062221006029013], 'beta': [0.9173777899397099], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3308} | {'POSITION_SIZE_PER_UNIT': 554.2139669327955, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 147, 'MAX_CONCURRENT_UNITS': 529, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.10545005971544082, 'max_pnl_target': 0.17006532471786473, 'max_calls_for_rule': 73}, 'moderate_calls': {'min_pnl_target': 0.13896712245743154, 'max_pnl_target': 0.2846282167286691, 'max_calls_for_rule': 147}} |
514b38e3-40ff-4269-818e-29feb90596cb | -0.000203 | -0.000203 | 6 | {'omega': 0.4327195236962961, 'alpha': [0.07362443482562676], 'beta': [0.9103088413228376], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3967} | {'POSITION_SIZE_PER_UNIT': 960.6923822377134, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 70, 'MAX_CONCURRENT_UNITS': 845, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.10891474689691803, 'max_pnl_target': 0.14880485437716973, 'max_calls_for_rule': 35}, 'moderate_calls': {'min_pnl_target': 0.10930822077715904, 'max_pnl_target': 0.22320249099680242, 'max_calls_for_rule': 70}} |
90cefaf0-9d4c-4d38-9661-7b51e36c7218 | -0.001178 | -0.001178 | 24 | {'omega': 0.3341158072717312, 'alpha': [0.07514428466408046], 'beta': [0.8750345089680927], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5989} | {'POSITION_SIZE_PER_UNIT': 419.914550220999, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 307, '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': 3000.0, 'INI... | {'small_calls': {'min_pnl_target': 0.13413629353716197, 'max_pnl_target': 0.24526827359196773, 'max_calls_for_rule': 153}, 'moderate_calls': {'min_pnl_target': 0.13601509978571255, 'max_pnl_target': 0.2730060351115011, 'max_calls_for_rule': 307}} |
9dbeee48-b2d9-46a5-bb96-d72ac2b1b658 | -0.015805 | -0.015805 | 917 | {'omega': 1.4133435515907422, 'alpha': [0.08792021959290053], 'beta': [0.8641287229688868], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.0984} | {'POSITION_SIZE_PER_UNIT': 1089.4731256812224, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 91, 'MAX_CONCURRENT_UNITS': 606, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.10383070353235792, 'max_pnl_target': 0.23445204514800236, 'max_calls_for_rule': 45}, 'moderate_calls': {'min_pnl_target': 0.059929839462682176, 'max_pnl_target': 0.29364057363061774, 'max_calls_for_rule': 91}} |
ffeecd18-85b0-44cc-b638-830201a17531 | -0.000484 | -0.000484 | 9 | {'omega': 1.739634885123149, 'alpha': [0.07471137637580555], 'beta': [0.9232886236241944], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.43241} | {'POSITION_SIZE_PER_UNIT': 1204.894200147232, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 352, 'MAX_CONCURRENT_UNITS': 175, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.04471116959385186, 'max_pnl_target': 0.20607685729719413, 'max_calls_for_rule': 176}, 'moderate_calls': {'min_pnl_target': 0.21789844229970953, 'max_pnl_target': 0.2755738258251265, 'max_calls_for_rule': 352}} |
d9becef6-8e43-4e21-9a15-7ad2688f0beb | -0.148473 | -0.148472 | 10,680 | {'omega': 0.9559258685900102, 'alpha': [0.08536762410835864], 'beta': [0.9081030928152847], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.7409} | {'POSITION_SIZE_PER_UNIT': 473.17576030368866, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 394, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.12268453466905203, 'max_pnl_target': 0.1609133317579106, 'max_calls_for_rule': 197}, 'moderate_calls': {'min_pnl_target': 0.07285011244370573, 'max_pnl_target': 0.21069446242564643, 'max_calls_for_rule': 394}} |
89f4e98a-309d-47c9-94b1-ac985e239529 | -0.00539 | -0.00539 | 132 | {'omega': 0.9255295201941655, 'alpha': [0.10153397048123906], 'beta': [0.896466029518761], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.22399} | {'POSITION_SIZE_PER_UNIT': 627.2518240909296, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 262, 'MAX_CONCURRENT_UNITS': 165, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.12195405496854514, 'max_pnl_target': 0.24378241149590596, 'max_calls_for_rule': 131}, 'moderate_calls': {'min_pnl_target': 0.09615307171619067, 'max_pnl_target': 0.23911525533813038, 'max_calls_for_rule': 262}} |
d7ef140e-7cd0-4e22-8313-3699adfbc3aa | -0.002521 | -0.002521 | 66 | {'omega': 0.8626419652392292, 'alpha': [0.07706569756393152], 'beta': [0.9127294696729861], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3736} | {'POSITION_SIZE_PER_UNIT': 1020.2049674744735, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 269, 'MAX_CONCURRENT_UNITS': 217, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.10461769674267019, 'max_pnl_target': 0.10627203431081263, 'max_calls_for_rule': 134}, 'moderate_calls': {'min_pnl_target': 0.22878845143759816, 'max_pnl_target': 0.3106686318421676, 'max_calls_for_rule': 269}} |
591fafcd-aa1f-4d57-a76d-e41d98ab39a6 | -0.000817 | -0.000817 | 30 | {'omega': 0.90103711439751, 'alpha': [0.08432332755108127], 'beta': [0.9136766724489187], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15324} | {'POSITION_SIZE_PER_UNIT': 427.687933131922, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 223, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.015580423504832264, 'max_pnl_target': 0.1426139013804204, 'max_calls_for_rule': 111}, 'moderate_calls': {'min_pnl_target': 0.11003189052884102, 'max_pnl_target': 0.2819593725955241, 'max_calls_for_rule': 223}} |
7b52b27f-d20d-46d1-bcc1-39c22d2817e9 | -0.05759 | -0.05759 | 1,320 | {'omega': 0.5863317500665112, 'alpha': [0.07936724090946698], 'beta': [0.9186327590905332], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.5191} | {'POSITION_SIZE_PER_UNIT': 526.8688417890801, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 41, 'MAX_CONCURRENT_UNITS': 568, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.016350896828162813, 'max_pnl_target': 0.1711005677149127, 'max_calls_for_rule': 20}, 'moderate_calls': {'min_pnl_target': 0.05254707157841874, 'max_pnl_target': 0.2329889254569668, 'max_calls_for_rule': 41}} |
8437ccbb-01ab-45b3-974d-f9bc8bbaeca4 | -0.002767 | -0.002767 | 36 | {'omega': 4.511730363410977, 'alpha': [0.10657491732569965], 'beta': [0.853714712923856], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.54443} | {'POSITION_SIZE_PER_UNIT': 1899.2601910958863, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 216, 'MAX_CONCURRENT_UNITS': 85, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.12737967831083588, 'max_pnl_target': 0.19852807102310038, 'max_calls_for_rule': 108}, 'moderate_calls': {'min_pnl_target': 0.10332631141655421, 'max_pnl_target': 0.27692866085873724, 'max_calls_for_rule': 216}} |
03a13825-68ec-49d3-a5f7-625266996282 | -0.028845 | -0.028845 | 154 | {'omega': 1.8715849830116225, 'alpha': [0.1282553535408908], 'beta': [0.8611798387150851], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.31541} | {'POSITION_SIZE_PER_UNIT': 917.2865854663588, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 233, 'MAX_CONCURRENT_UNITS': 35, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.06355572731223694, 'max_pnl_target': 0.13766668914111396, 'max_calls_for_rule': 116}, 'moderate_calls': {'min_pnl_target': 0.1801562329760831, 'max_pnl_target': 0.2528580497087369, 'max_calls_for_rule': 233}} |
7c29a9fa-ce9c-41ff-98d0-3d3f552e6cc3 | -0.001577 | -0.001577 | 42 | {'omega': 1.5580605163561105, 'alpha': [0.13733068990659214], 'beta': [0.8428254670394343], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.31541} | {'POSITION_SIZE_PER_UNIT': 1123.786676935137, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 52, 'MAX_CONCURRENT_UNITS': 934, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.11298405336512472, 'max_pnl_target': 0.11851753797620107, 'max_calls_for_rule': 26}, 'moderate_calls': {'min_pnl_target': 0.2093281311286221, 'max_pnl_target': 0.27286634896426554, 'max_calls_for_rule': 52}} |
41d18aae-54b3-4f2c-8370-e41e30752706 | -0.00116 | -0.00116 | 37 | {'omega': 0.984093665866723, 'alpha': [0.07794013942152532], 'beta': [0.9099722594263145], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.7543} | {'POSITION_SIZE_PER_UNIT': 425.81796773983416, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 284, 'MAX_CONCURRENT_UNITS': 157, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.1409583796438185, 'max_pnl_target': 0.14724790186178147, 'max_calls_for_rule': 142}, 'moderate_calls': {'min_pnl_target': 0.23296870940557154, 'max_pnl_target': 0.259097364269306, 'max_calls_for_rule': 284}} |
f07887d2-851c-47f2-a259-594016167e7f | -0.001122 | -0.001122 | 3 | {'omega': 1.6341482625814971, 'alpha': [0.0916676878374793], 'beta': [0.8505219451848958], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23507} | {'POSITION_SIZE_PER_UNIT': 1858.813016071806, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 45, 'MAX_CONCURRENT_UNITS': 267, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.09463296326414723, 'max_pnl_target': 0.1452997917147315, 'max_calls_for_rule': 22}, 'moderate_calls': {'min_pnl_target': 0.21978471251673068, 'max_pnl_target': 0.24391546939527528, 'max_calls_for_rule': 45}} |
f3bf1536-5381-4cb8-ba05-3db5b7698cc7 | -0.001638 | -0.001889 | 214 | {'omega': 1.2321807744870776, 'alpha': [0.10994226919817457], 'beta': [0.8130648774445461], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44502} | {'POSITION_SIZE_PER_UNIT': 156.38749256690093, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 518, 'MAX_CONCURRENT_UNITS': 107, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.13497774745351052, 'max_pnl_target': 0.15567982987643078, 'max_calls_for_rule': 259}, 'moderate_calls': {'min_pnl_target': 0.10738729019219509, 'max_pnl_target': 0.2308282464016508, 'max_calls_for_rule': 518}} |
6bc2b5dd-93c4-456a-9f74-bd42cabb8f7f | -0.064591 | -0.066212 | 2,280 | {'omega': 0.3258962939112721, 'alpha': [0.06502963135631307], 'beta': [0.9278712575967639], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.4387788324788975, 'historical_segment_start_price': 0.4313} | {'POSITION_SIZE_PER_UNIT': 609.6891602638918, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 127, 'MAX_CONCURRENT_UNITS': 277, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.09671848596950329, 'max_pnl_target': 0.18202853212900624, 'max_calls_for_rule': 63}, 'moderate_calls': {'min_pnl_target': 0.07181816148586523, 'max_pnl_target': 0.25073771046324167, 'max_calls_for_rule': 127}} |
f38b0954-78b9-409b-9faa-971c76ccb17e | -0.001821 | -0.001821 | 12 | {'omega': 0.35075579142668184, 'alpha': [0.07305000062114285], 'beta': [0.9249499993788571], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5989} | {'POSITION_SIZE_PER_UNIT': 953.0148064739207, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 345, 'MAX_CONCURRENT_UNITS': 30, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.13806761204879744, 'max_pnl_target': 0.15475857588169195, 'max_calls_for_rule': 172}, 'moderate_calls': {'min_pnl_target': 0.0810332819919427, 'max_pnl_target': 0.24403962434831844, 'max_calls_for_rule': 345}} |
430d0c29-75ca-4038-8754-8955ea4578b6 | -0.001918 | -0.001918 | 28 | {'omega': 1.059088141235221, 'alpha': [0.07888756967559851], 'beta': [0.9191124303244016], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.24776} | {'POSITION_SIZE_PER_UNIT': 1257.3407424893253, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 381, 'MAX_CONCURRENT_UNITS': 124, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.03936633732110238, 'max_pnl_target': 0.12244344694742444, 'max_calls_for_rule': 190}, 'moderate_calls': {'min_pnl_target': 0.11649462832503611, 'max_pnl_target': 0.21583842187302354, 'max_calls_for_rule': 381}} |
8841b8d2-5f0f-4d28-bf4f-8f25b6ca475b | -0.031588 | -0.031588 | 1,632 | {'omega': 1.4609202038878677, 'alpha': [0.06528860217064412], 'beta': [0.932711397829356], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.8874} | {'POSITION_SIZE_PER_UNIT': 786.1510151686883, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 240, 'MAX_CONCURRENT_UNITS': 206, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.034625018892503336, 'max_pnl_target': 0.24819203322004654, 'max_calls_for_rule': 120}, 'moderate_calls': {'min_pnl_target': 0.1549477389318272, 'max_pnl_target': 0.21693088333107327, 'max_calls_for_rule': 240}} |
363823b1-ec26-4177-bea6-63f6c83613e3 | -0.117432 | -0.117432 | 5,940 | {'omega': 0.8090496910450313, 'alpha': [0.0897738773301984], 'beta': [0.8186957090876287], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5998} | {'POSITION_SIZE_PER_UNIT': 511.70148170283113, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 157, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.013577158612295352, 'max_pnl_target': 0.135199702637373, 'max_calls_for_rule': 78}, 'moderate_calls': {'min_pnl_target': 0.2275793404621779, 'max_pnl_target': 0.2618831470328266, 'max_calls_for_rule': 157}} |
c08794e2-1f37-43b0-8899-e4729c2b665a | -0.000996 | -0.000996 | 9 | {'omega': 0.8043362693812971, 'alpha': [0.07863115210341662], 'beta': [0.9193688478965835], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5451} | {'POSITION_SIZE_PER_UNIT': 1423.2281372279015, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 203, 'MAX_CONCURRENT_UNITS': 67, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.1303960529826182, 'max_pnl_target': 0.15033500183397439, 'max_calls_for_rule': 101}, 'moderate_calls': {'min_pnl_target': 0.13922057038470795, 'max_pnl_target': 0.21644646794984115, 'max_calls_for_rule': 203}} |
5d0fbb67-7ea0-4372-9645-2434e4dfc1cd | -0.000794 | -0.000794 | 30 | {'omega': 1.0193132084683834, 'alpha': [0.06944359509827905], 'beta': [0.928556404901721], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.24776} | {'POSITION_SIZE_PER_UNIT': 304.9930651478342, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 191, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.020660987729274556, 'max_pnl_target': 0.17424534069527622, 'max_calls_for_rule': 95}, 'moderate_calls': {'min_pnl_target': 0.2090529890035809, 'max_pnl_target': 0.2829953298701712, 'max_calls_for_rule': 191}} |
5f1dc299-c725-4107-9124-56665fd2363e | -0.005855 | -0.005855 | 189 | {'omega': 1.2532719916432216, 'alpha': [0.11109651589262584], 'beta': [0.8869034841073742], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44502} | {'POSITION_SIZE_PER_UNIT': 1176.077825457879, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 77, 'MAX_CONCURRENT_UNITS': 531, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.06586213358506078, 'max_pnl_target': 0.12706176357854435, 'max_calls_for_rule': 38}, 'moderate_calls': {'min_pnl_target': 0.0611962204007527, 'max_pnl_target': 0.22446965239468156, 'max_calls_for_rule': 77}} |
302e149c-74d8-41d0-b341-6dd84f1c27ed | -0.000596 | -0.000003 | 125 | {'omega': 1.2224434273722475, 'alpha': [0.07593723003176314], 'beta': [0.8320916202332299], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.8265} | {'POSITION_SIZE_PER_UNIT': 50.17423289444569, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 395, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.08428845691837339, 'max_pnl_target': 0.2400508256594954, 'max_calls_for_rule': 197}, 'moderate_calls': {'min_pnl_target': 0.12495788746898741, 'max_pnl_target': 0.27762370406665604, 'max_calls_for_rule': 395}} |
23def6f4-3520-428f-b58b-e5bff90c26ff | -0.073496 | -0.073496 | 689 | {'omega': 1.5506643085377307, 'alpha': [0.08639031722042784], 'beta': [0.9116096827795722], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.6171} | {'POSITION_SIZE_PER_UNIT': 920.7336699668057, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 258, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.019490892289450043, 'max_pnl_target': 0.18603066190437115, 'max_calls_for_rule': 129}, 'moderate_calls': {'min_pnl_target': 0.08474164996110536, 'max_pnl_target': 0.20407310510529683, 'max_calls_for_rule': 258}} |
6ba4d74f-b9e3-4f77-baa0-71c387f6d126 | -0.000581 | -0.000581 | 18 | {'omega': 1.4092808628442302, 'alpha': [0.0886658137432266], 'beta': [0.8419236277011571], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23507} | {'POSITION_SIZE_PER_UNIT': 516.7962571611218, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 122, 'MAX_CONCURRENT_UNITS': 318, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.13280998799428453, 'max_pnl_target': 0.19336454428119526, 'max_calls_for_rule': 61}, 'moderate_calls': {'min_pnl_target': 0.1088459516134189, 'max_pnl_target': 0.20344656211370282, 'max_calls_for_rule': 122}} |
a7b82911-bd5d-48c0-9ae7-9faddd7bb361 | -0.000144 | -0.000144 | 18 | {'omega': 0.3617106200025483, 'alpha': [0.07510013542609205], 'beta': [0.9228998645739079], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5989} | {'POSITION_SIZE_PER_UNIT': 571.1387451463183, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 305, 'MAX_CONCURRENT_UNITS': 593, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.05448410698023073, 'max_pnl_target': 0.2378599530904678, 'max_calls_for_rule': 152}, 'moderate_calls': {'min_pnl_target': 0.1485809225728779, 'max_pnl_target': 0.24384577700008284, 'max_calls_for_rule': 305}} |
2de465ac-f7dd-43bf-aa43-78993ac2513e | -0.023426 | -0.023426 | 2,400 | {'omega': 1.423362378537908, 'alpha': [0.07761126601177139], 'beta': [0.9203887339882285], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.8874} | {'POSITION_SIZE_PER_UNIT': 426.43152787772516, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 367, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.01969519420512056, 'max_pnl_target': 0.17256408264370612, 'max_calls_for_rule': 183}, 'moderate_calls': {'min_pnl_target': 0.055362759157443556, 'max_pnl_target': 0.2901615217482184, 'max_calls_for_rule': 367}} |
c552cfeb-9df6-41a1-a95b-c81001ab7c37 | 0.006459 | -0.005751 | 216 | {'omega': 0.8062820622351545, 'alpha': [0.08038722754887123], 'beta': [0.9176127724511288], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.7409} | {'POSITION_SIZE_PER_UNIT': 299.34460005114596, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 237, 'MAX_CONCURRENT_UNITS': 39, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.09524601918950633, 'max_pnl_target': 0.19650068539908677, 'max_calls_for_rule': 118}, 'moderate_calls': {'min_pnl_target': 0.15672766600122287, 'max_pnl_target': 0.266571701238298, 'max_calls_for_rule': 237}} |
5a8c4c72-f999-47c9-8e93-589f5d35d209 | -0.002738 | -0.004222 | 198 | {'omega': 1.5138156739479136, 'alpha': [0.09290979253619426], 'beta': [0.9050902074638058], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.0984} | {'POSITION_SIZE_PER_UNIT': 1974.4226705547692, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 213, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.1062595287424494, 'max_pnl_target': 0.25051334511984336, 'max_calls_for_rule': 106}, 'moderate_calls': {'min_pnl_target': 0.12383462388762331, 'max_pnl_target': 0.23150404626288554, 'max_calls_for_rule': 213}} |
f9ced2b7-1ae2-4aad-8132-c4d287c3070b | -0.0012 | -0.0012 | 36 | {'omega': 0.8518946396099768, 'alpha': [0.08974865389813393], 'beta': [0.9082513461018661], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.22399} | {'POSITION_SIZE_PER_UNIT': 320.8647323053356, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 381, 'MAX_CONCURRENT_UNITS': 147, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.03716943581537047, 'max_pnl_target': 0.12798058380561694, 'max_calls_for_rule': 190}, 'moderate_calls': {'min_pnl_target': 0.24265522078409898, 'max_pnl_target': 0.2781386155730933, 'max_calls_for_rule': 381}} |
771af7ea-8def-434b-8850-2947f111de81 | 0.000019 | 0 | 115 | {'omega': 4.331901926582699, 'alpha': [0.10919769295623938], 'beta': [0.8449396437635017], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.54443} | {'POSITION_SIZE_PER_UNIT': 80.83913650184795, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 182, 'MAX_CONCURRENT_UNITS': 118, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.022719747120856528, 'max_pnl_target': 0.2457263516603543, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.2384196260017358, 'max_pnl_target': 0.29079686172569946, 'max_calls_for_rule': 182}} |
f191b719-25b9-4c53-a1e2-1100df8b219e | -0.000176 | -0.000176 | 18 | {'omega': 1.0217059394573378, 'alpha': [0.0751350449584975], 'beta': [0.8982227645697145], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3925} | {'POSITION_SIZE_PER_UNIT': 335.9505331499818, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1166, 'MAX_CONCURRENT_UNITS': 142, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.13235944936287605, 'max_pnl_target': 0.1619202893258974, 'max_calls_for_rule': 583}, 'moderate_calls': {'min_pnl_target': 0.13868683746458138, 'max_pnl_target': 0.29738491531107847, 'max_calls_for_rule': 1166}} |
9f4ba0bc-5ec1-4e15-baab-a4c92b414e75 | -0.089059 | -0.089059 | 9,600 | {'omega': 0.8370113801605678, 'alpha': [0.09051525052804242], 'beta': [0.9074847494719575], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5998} | {'POSITION_SIZE_PER_UNIT': 288.46941196148816, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 502, 'MAX_CONCURRENT_UNITS': 223, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.022791781148985966, 'max_pnl_target': 0.1266597129402809, 'max_calls_for_rule': 251}, 'moderate_calls': {'min_pnl_target': 0.09609178763127652, 'max_pnl_target': 0.2251401620723968, 'max_calls_for_rule': 502}} |
8c6813bd-7fdb-452b-a7c7-e2bb2e2173ea | -0.000032 | -0.000032 | 3 | {'omega': 0.9632283618145548, 'alpha': [0.1149353240325082], 'beta': [0.8542174301714196], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.30491} | {'POSITION_SIZE_PER_UNIT': 80.19236237250794, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2358, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.1077224746029032, 'max_pnl_target': 0.12836126938042988, 'max_calls_for_rule': 1179}, 'moderate_calls': {'min_pnl_target': 0.17254322438297093, 'max_pnl_target': 0.2897670490043448, 'max_calls_for_rule': 2358}} |
de5043fe-c225-4248-a0c8-969766cfc5c6 | -0.001405 | -0.001405 | 1,264 | {'omega': 1.4126125430458956, 'alpha': [0.09111870361109746], 'beta': [0.9068812963889025], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.0984} | {'POSITION_SIZE_PER_UNIT': 56.01503366681611, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 2308, 'MAX_CONCURRENT_UNITS': 368, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.10958138399671945, 'max_pnl_target': 0.2031137971459075, 'max_calls_for_rule': 1154}, 'moderate_calls': {'min_pnl_target': 0.14069433695240346, 'max_pnl_target': 0.27253749511938063, 'max_calls_for_rule': 2308}} |
fb91e503-d7b3-47a5-b18e-1c468fd0f271 | -0.000045 | -0.000045 | 2 | {'omega': 1.8985596169224344, 'alpha': [0.14073717771723118], 'beta': [0.8467929853864872], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.26162} | {'POSITION_SIZE_PER_UNIT': 374.4208279903188, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 925, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.0673462240191998, 'max_pnl_target': 0.114595455992821, 'max_calls_for_rule': 462}, 'moderate_calls': {'min_pnl_target': 0.18761381799687046, 'max_pnl_target': 0.2725112186219349, 'max_calls_for_rule': 925}} |
bfe7758c-309d-4ba0-a63b-d40628b81fb8 | -0.076701 | -0.076701 | 1,236 | {'omega': 0.36473510087039485, 'alpha': [0.07767134377423943], 'beta': [0.9206733420610933], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5989} | {'POSITION_SIZE_PER_UNIT': 865.5920030900253, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 94, 'MAX_CONCURRENT_UNITS': 183, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.08772725254904351, 'max_pnl_target': 0.1906862586133899, 'max_calls_for_rule': 47}, 'moderate_calls': {'min_pnl_target': 0.060673721905240986, 'max_pnl_target': 0.2664867012204071, 'max_calls_for_rule': 94}} |
1e7acdde-5d6a-49ca-960a-4004dc5203b2 | -0.000042 | 0 | 483 | {'omega': 0.7881109169162879, 'alpha': [0.09598932553936775], 'beta': [0.877048046402755], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5998} | {'POSITION_SIZE_PER_UNIT': 86.7309741770708, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 163, 'MAX_CONCURRENT_UNITS': 485, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.019744436852827285, 'max_pnl_target': 0.13864667384606716, 'max_calls_for_rule': 81}, 'moderate_calls': {'min_pnl_target': 0.18647658735385095, 'max_pnl_target': 0.24125676961100812, 'max_calls_for_rule': 163}} |
e3cb3298-a67f-404a-be92-ddbfef1d4683 | -0.002735 | -0.002735 | 13 | {'omega': 1.7542159975594571, 'alpha': [0.11350793346147699], 'beta': [0.883256884438783], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.30792} | {'POSITION_SIZE_PER_UNIT': 1956.1184740917088, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 10, 'MAX_CONCURRENT_UNITS': 1543, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.1247110564016706, 'max_pnl_target': 0.2477008365279303, 'max_calls_for_rule': 5}, 'moderate_calls': {'min_pnl_target': 0.1893220803982751, 'max_pnl_target': 0.23778527714820616, 'max_calls_for_rule': 10}} |
b0b75c82-183b-4055-a546-430bf6a46ba8 | -0.000596 | -0.000596 | 12 | {'omega': 0.32807803673865565, 'alpha': [0.0663670375123314], 'beta': [0.9316329624876686], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 5.194148515136015, 'historical_segment_start_price': 0.4313} | {'POSITION_SIZE_PER_UNIT': 1732.257285615481, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 136, 'MAX_CONCURRENT_UNITS': 298, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.14635465632112726, 'max_pnl_target': 0.17775701850636294, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.19307706131693828, 'max_pnl_target': 0.21573307708661452, 'max_calls_for_rule': 136}} |
3ef8b829-104f-4e34-8e88-505d49d23451 | -0.006872 | -0.004551 | 988 | {'omega': 0.37511150053555536, 'alpha': [0.06580535184449188], 'beta': [0.9075101098690113], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3857} | {'POSITION_SIZE_PER_UNIT': 86.90525388693528, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 83, 'MAX_CONCURRENT_UNITS': 988, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.06043405006772295, 'max_pnl_target': 0.11217467926698226, 'max_calls_for_rule': 41}, 'moderate_calls': {'min_pnl_target': 0.2150402942436425, 'max_pnl_target': 0.2619047541322706, 'max_calls_for_rule': 83}} |
b8b50562-5b02-4b82-a7c4-d7eb71ae9e4d | -0.010677 | -0.010677 | 120 | {'omega': 0.845834058227996, 'alpha': [0.0761201440901605], 'beta': [0.9218798559098395], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.0878} | {'POSITION_SIZE_PER_UNIT': 356.62268881923524, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 261, 'MAX_CONCURRENT_UNITS': 40, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.13815137737545985, 'max_pnl_target': 0.22696241474084922, 'max_calls_for_rule': 130}, 'moderate_calls': {'min_pnl_target': 0.09348921922923664, 'max_pnl_target': 0.2893655024260469, 'max_calls_for_rule': 261}} |
313c8fb3-0033-4fe3-8615-a4d33b64d5a0 | -0.017614 | -0.017614 | 512 | {'omega': 0.8409724536863311, 'alpha': [0.08041966082048188], 'beta': [0.8795555781722174], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3736} | {'POSITION_SIZE_PER_UNIT': 694.0598484097543, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 139, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.11126397574042633, 'max_pnl_target': 0.1902459700085464, 'max_calls_for_rule': 69}, 'moderate_calls': {'min_pnl_target': 0.0592678416378718, 'max_pnl_target': 0.2119988824694313, 'max_calls_for_rule': 139}} |
889a2259-2ae0-4d83-9a52-f66639d4e6a2 | -0.000175 | -0.000175 | 6 | {'omega': 4.989985799634934, 'alpha': [0.08569434085004328], 'beta': [0.8842925831683234], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44792} | {'POSITION_SIZE_PER_UNIT': 1808.0597584709355, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 216, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.06558317081053158, 'max_pnl_target': 0.11533744503507429, 'max_calls_for_rule': 108}, 'moderate_calls': {'min_pnl_target': 0.22564597045651943, 'max_pnl_target': 0.2919115385843374, 'max_calls_for_rule': 216}} |
78a209b2-9697-4fe3-b199-47b044d7883a | -0.089004 | -0.089004 | 1,560 | {'omega': 1.061811554318516, 'alpha': [0.07218577824380068], 'beta': [0.8872975539627208], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3925} | {'POSITION_SIZE_PER_UNIT': 592.2383438104561, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 104, 'MAX_CONCURRENT_UNITS': 207, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.040911694813353175, 'max_pnl_target': 0.14896629644223147, 'max_calls_for_rule': 52}, 'moderate_calls': {'min_pnl_target': 0.24994426645876125, 'max_pnl_target': 0.2528020404259885, 'max_calls_for_rule': 104}} |
6ae3ade9-ecdf-4775-8f98-7f6fd2931f21 | -0.005092 | -0.005092 | 240 | {'omega': 1.984789778433518, 'alpha': [0.09160374328329053], 'beta': [0.8296753620300368], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.43241} | {'POSITION_SIZE_PER_UNIT': 887.394383240472, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 42, 'MAX_CONCURRENT_UNITS': 1563, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.0999808559431929, 'max_pnl_target': 0.16875171833305505, 'max_calls_for_rule': 21}, 'moderate_calls': {'min_pnl_target': 0.11791501137435333, 'max_pnl_target': 0.22073569273273302, 'max_calls_for_rule': 42}} |
84792dd5-1f4a-4b37-b545-3a2088092a68 | -0.001528 | -0.001528 | 40 | {'omega': 0.30419686520811684, 'alpha': [0.06414626532056329], 'beta': [0.9338537346794367], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.906950561887151, 'historical_segment_start_price': 0.4313} | {'POSITION_SIZE_PER_UNIT': 1269.359309651074, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 240, 'MAX_CONCURRENT_UNITS': 166, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.09776552845951891, 'max_pnl_target': 0.24842332602076828, 'max_calls_for_rule': 120}, 'moderate_calls': {'min_pnl_target': 0.1173050397555012, 'max_pnl_target': 0.2881667741736408, 'max_calls_for_rule': 240}} |
9e5fccda-a171-4af3-be22-75e2d72fee97 | -0.006372 | -0.006372 | 38 | {'omega': 4.95751620963827, 'alpha': [0.0966045923344067], 'beta': [0.9013954076655932], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44792} | {'POSITION_SIZE_PER_UNIT': 665.6294789982081, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 313, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.044062902403975666, 'max_pnl_target': 0.16893000071247008, 'max_calls_for_rule': 156}, 'moderate_calls': {'min_pnl_target': 0.18690845197240477, 'max_pnl_target': 0.2936857417950718, 'max_calls_for_rule': 313}} |
15949a5c-f9dd-4cd0-b2f1-f13039eb2ae0 | 0.003324 | -0.000091 | 5,415 | {'omega': 0.5711312843638577, 'alpha': [0.08612551897419526], 'beta': [0.9118744810258048], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.5191} | {'POSITION_SIZE_PER_UNIT': 35.050212182001644, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 115, 'MAX_CONCURRENT_UNITS': 1157, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, ... | {'small_calls': {'min_pnl_target': 0.020188093318900813, 'max_pnl_target': 0.1795402563971429, 'max_calls_for_rule': 57}, 'moderate_calls': {'min_pnl_target': 0.21563545586413044, 'max_pnl_target': 0.30574359098056797, 'max_calls_for_rule': 115}} |
63dca4fc-f479-4459-924b-1d4529a933f2 | -0.004152 | -0.004152 | 70 | {'omega': 4.312379431968413, 'alpha': [0.10504432684142397], 'beta': [0.8203435158518481], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.54443} | {'POSITION_SIZE_PER_UNIT': 1976.4306806463069, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 67, 'MAX_CONCURRENT_UNITS': 404, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.11002955028479687, 'max_pnl_target': 0.1763284607027135, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.1540277348290168, 'max_pnl_target': 0.2540964769702811, 'max_calls_for_rule': 67}} |
8a91bcdf-8e88-4e52-b84a-dd701ebab202 | -0.018348 | -0.018348 | 620 | {'omega': 0.8614758690979946, 'alpha': [0.07326423889517968], 'beta': [0.9247357611048205], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3736} | {'POSITION_SIZE_PER_UNIT': 860.9521326485847, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 66, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.09958374831467685, 'max_pnl_target': 0.229437085710415, 'max_calls_for_rule': 33}, 'moderate_calls': {'min_pnl_target': 0.12522677906281338, 'max_pnl_target': 0.2908341158429089, 'max_calls_for_rule': 66}} |
1df5ae40-ae49-41ba-a493-8bc6f27166a8 | -0.000063 | -0.000063 | 4 | {'omega': 0.8162510376512956, 'alpha': [0.07957808997065095], 'beta': [0.9184219100293489], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5451} | {'POSITION_SIZE_PER_UNIT': 333.7461666342383, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 611, 'MAX_CONCURRENT_UNITS': 186, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.11000255205224094, 'max_pnl_target': 0.19556376878365242, 'max_calls_for_rule': 305}, 'moderate_calls': {'min_pnl_target': 0.17745089758688884, 'max_pnl_target': 0.2223854297213013, 'max_calls_for_rule': 611}} |
b57e0217-995a-4323-b90d-816d035f99d1 | -0.001545 | -0.001545 | 48 | {'omega': 0.6309874271684193, 'alpha': [0.08018496280056008], 'beta': [0.9178150371994399], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.5191} | {'POSITION_SIZE_PER_UNIT': 1018.4095832365045, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 181, 'MAX_CONCURRENT_UNITS': 228, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.044354492753150926, 'max_pnl_target': 0.1487799553827432, 'max_calls_for_rule': 90}, 'moderate_calls': {'min_pnl_target': 0.14361437923958403, 'max_pnl_target': 0.28064941779919234, 'max_calls_for_rule': 181}} |
6b2f2b74-2e10-4bda-a57f-4deea2a4515a | -0.010667 | -0.010667 | 336 | {'omega': 4.775157345099641, 'alpha': [0.09247264900387013], 'beta': [0.8502590928566809], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.27748} | {'POSITION_SIZE_PER_UNIT': 553.6979837817049, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 183, 'MAX_CONCURRENT_UNITS': 250, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.022349021300995926, 'max_pnl_target': 0.16794120344269975, 'max_calls_for_rule': 91}, 'moderate_calls': {'min_pnl_target': 0.08849832827013776, 'max_pnl_target': 0.27058973989578045, 'max_calls_for_rule': 183}} |
50bc1939-441b-454b-8140-4f03f4f11e1e | -0.001695 | -0.001695 | 63 | {'omega': 0.8104140209389935, 'alpha': [0.07779909952600678], 'beta': [0.9202009004739932], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3736} | {'POSITION_SIZE_PER_UNIT': 905.2841675822297, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 116, 'MAX_CONCURRENT_UNITS': 339, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.04878058488719069, 'max_pnl_target': 0.20981080633221263, 'max_calls_for_rule': 58}, 'moderate_calls': {'min_pnl_target': 0.21821016046116168, 'max_pnl_target': 0.2366094465559931, 'max_calls_for_rule': 116}} |
10cc401f-983b-4207-9f23-8b0bcac8ddc7 | 0.001391 | -0.000016 | 64 | {'omega': 0.3059414106759488, 'alpha': [0.06538642728778259], 'beta': [0.9326135727122175], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 4.8573469327473395, 'historical_segment_start_price': 0.4313} | {'POSITION_SIZE_PER_UNIT': 67.84574931514823, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 948, 'MAX_CONCURRENT_UNITS': 32, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.07156913617199946, 'max_pnl_target': 0.2354747615010813, 'max_calls_for_rule': 474}, 'moderate_calls': {'min_pnl_target': 0.14344815122631632, 'max_pnl_target': 0.27944902734031707, 'max_calls_for_rule': 948}} |
e0b3d9a5-43ef-4043-9c1c-7911c41ca9b7 | -0.017818 | -0.015961 | 868 | {'omega': 0.40655864598555064, 'alpha': [0.05134802684660039], 'beta': [0.9466519731533996], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.725205319243843, 'historical_segment_start_price': 2.4007} | {'POSITION_SIZE_PER_UNIT': 345.30119532274773, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 85, 'MAX_CONCURRENT_UNITS': 516, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.13499610064592585, 'max_pnl_target': 0.23085060613143518, 'max_calls_for_rule': 42}, 'moderate_calls': {'min_pnl_target': 0.208802303224318, 'max_pnl_target': 0.2826016379151175, 'max_calls_for_rule': 85}} |
b6ece39f-22cf-438d-9697-77ffbb32fed7 | -0.003657 | -0.003657 | 1,470 | {'omega': 0.420748798670037, 'alpha': [0.05565274107530987], 'beta': [0.9260937988452761], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 8.655474710157929, 'historical_segment_start_price': 2.4007} | {'POSITION_SIZE_PER_UNIT': 87.6794446150443, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1561, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.07866297698427929, 'max_pnl_target': 0.25007932914278674, 'max_calls_for_rule': 780}, 'moderate_calls': {'min_pnl_target': 0.23242603235264866, 'max_pnl_target': 0.33178302094105927, 'max_calls_for_rule': 1561}} |
c126f611-eac5-44dd-b2c0-3f62c1166bb4 | -0.000081 | -0.000081 | 6 | {'omega': 0.9487125435128256, 'alpha': [0.10491078421519853], 'beta': [0.8930892157848014], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.15324} | {'POSITION_SIZE_PER_UNIT': 238.02158810561917, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 872, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.025586970025352762, 'max_pnl_target': 0.16898352383241913, 'max_calls_for_rule': 436}, 'moderate_calls': {'min_pnl_target': 0.06157950321455879, 'max_pnl_target': 0.28718280888931497, 'max_calls_for_rule': 872}} |
e17b7b4a-6292-4f58-9f4e-37267eefaa89 | -0.003618 | -0.003618 | 81 | {'omega': 0.7482830225539965, 'alpha': [0.08910379620724308], 'beta': [0.9088962037927569], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.23177} | {'POSITION_SIZE_PER_UNIT': 1239.6408842783221, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 150, 'MAX_CONCURRENT_UNITS': 281, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.14436817576537916, 'max_pnl_target': 0.23441664865021494, 'max_calls_for_rule': 75}, 'moderate_calls': {'min_pnl_target': 0.10446937158489054, 'max_pnl_target': 0.2496434449041696, 'max_calls_for_rule': 150}} |
ed525e6d-786a-404c-a266-ead6425e64a5 | 0.008388 | -0.004611 | 573 | {'omega': 1.623105503151776, 'alpha': [0.08699557501357986], 'beta': [0.9110044249864202], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 1.0984} | {'POSITION_SIZE_PER_UNIT': 433.5143128208283, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 12, 'MAX_CONCURRENT_UNITS': 4102, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.05947185680013355, 'max_pnl_target': 0.12287023149989584, 'max_calls_for_rule': 6}, 'moderate_calls': {'min_pnl_target': 0.2152703072700781, 'max_pnl_target': 0.3072526961111383, 'max_calls_for_rule': 12}} |
a3a30f04-96cd-4af7-b4f1-b17862ddda20 | -0.041936 | -0.064973 | 3,272 | {'omega': 1.6006805811794822, 'alpha': [0.07851542259754339], 'beta': [0.91071413772056], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.8874} | {'POSITION_SIZE_PER_UNIT': 333.1192583667677, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 54, 'MAX_CONCURRENT_UNITS': 443, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.06902925910178366, 'max_pnl_target': 0.2147059844796195, 'max_calls_for_rule': 27}, 'moderate_calls': {'min_pnl_target': 0.12140344947282532, 'max_pnl_target': 0.2315372114894588, 'max_calls_for_rule': 54}} |
22a2182e-a293-4764-b63f-525327a3785b | -0.00019 | -0.00019 | 5 | {'omega': 0.7540834287534487, 'alpha': [0.09266846984301978], 'beta': [0.8482453766640617], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3833} | {'POSITION_SIZE_PER_UNIT': 227.66907345370706, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1898, 'MAX_CONCURRENT_UNITS': 30, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.13005506528045127, 'max_pnl_target': 0.14252059361224365, 'max_calls_for_rule': 949}, 'moderate_calls': {'min_pnl_target': 0.13069154179340675, 'max_pnl_target': 0.27105541036639996, 'max_calls_for_rule': 1898}} |
aec30067-1f29-43f6-95e8-3c78655f8911 | 0.002355 | -0.000002 | 672 | {'omega': 1.6811026225772092, 'alpha': [0.07044544005878821], 'beta': [0.9279975260165647], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.8874} | {'POSITION_SIZE_PER_UNIT': 60.35810828795331, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 299, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.08051678211161357, 'max_pnl_target': 0.16457462876741305, 'max_calls_for_rule': 149}, 'moderate_calls': {'min_pnl_target': 0.09782094425108824, 'max_pnl_target': 0.24415460005835446, 'max_calls_for_rule': 299}} |
bf94cb71-3121-4b0f-b05a-dfa3ec41bf03 | -0.029682 | -0.029682 | 96 | {'omega': 1.2157850248086257, 'alpha': [0.10646445602380221], 'beta': [0.8915355439761977], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.2179} | {'POSITION_SIZE_PER_UNIT': 1332.8215061186504, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 184, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.1330074010499718, 'max_pnl_target': 0.16295131395944878, 'max_calls_for_rule': 92}, 'moderate_calls': {'min_pnl_target': 0.1157434204937501, 'max_pnl_target': 0.2559784287320261, 'max_calls_for_rule': 184}} |
75197228-d492-481b-ae2f-28f8c0de78bf | -0.008452 | -0.008452 | 44 | {'omega': 5.184158121369769, 'alpha': [0.09898700947005963], 'beta': [0.8431335400306669], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.44792} | {'POSITION_SIZE_PER_UNIT': 536.3343861795569, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 454, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.12313268833430895, 'max_pnl_target': 0.12329716233433895, 'max_calls_for_rule': 227}, 'moderate_calls': {'min_pnl_target': 0.09853163598496907, 'max_pnl_target': 0.2696197659417458, 'max_calls_for_rule': 454}} |
3aed7ca2-d135-41ac-96cb-56fd8827f451 | -0.000713 | -0.000713 | 36 | {'omega': 1.7347822584873396, 'alpha': [0.09122944697282445], 'beta': [0.8613284752142402], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.6171} | {'POSITION_SIZE_PER_UNIT': 576.8459787031131, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 145, 'MAX_CONCURRENT_UNITS': 497, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.025994611393753597, 'max_pnl_target': 0.133693258791406, 'max_calls_for_rule': 72}, 'moderate_calls': {'min_pnl_target': 0.2255510378694757, 'max_pnl_target': 0.29780345360869537, 'max_calls_for_rule': 145}} |
3765ac6a-4c2f-489f-9bea-4a561ce770bd | -0.471173 | -0.471173 | 296 | {'omega': 0.7331657277371155, 'alpha': [0.08676634511479354], 'beta': [0.9112336548852065], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.3833} | {'POSITION_SIZE_PER_UNIT': 304.78901914393265, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 247, 'MAX_CONCURRENT_UNITS': 2, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.04202309395113063, 'max_pnl_target': 0.12951131155350074, 'max_calls_for_rule': 123}, 'moderate_calls': {'min_pnl_target': 0.09633431107681147, 'max_pnl_target': 0.2410260634133804, 'max_calls_for_rule': 247}} |
ced1d1df-9e39-4a73-9527-f8b8fb7fab28 | -0.009719 | -0.009719 | 100 | {'omega': 1.5090244584869918, 'alpha': [0.13370980354438766], 'beta': [0.8220252695968701], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.29376} | {'POSITION_SIZE_PER_UNIT': 881.7577501328494, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 74, 'MAX_CONCURRENT_UNITS': 405, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.10710015396453865, 'max_pnl_target': 0.23936016843151978, 'max_calls_for_rule': 37}, 'moderate_calls': {'min_pnl_target': 0.22703894375313213, 'max_pnl_target': 0.26425976840585935, 'max_calls_for_rule': 74}} |
ef8efe86-0863-4362-84bb-e11d7f9c2be3 | -0.044538 | -0.044538 | 420 | {'omega': 0.39079331579429527, 'alpha': [0.0666176615843751], 'beta': [0.9143242590995903], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5989} | {'POSITION_SIZE_PER_UNIT': 559.6750484771563, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 252, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.13017511438298454, 'max_pnl_target': 0.18466217115429825, 'max_calls_for_rule': 126}, 'moderate_calls': {'min_pnl_target': 0.16202484187081986, 'max_pnl_target': 0.23648683144683413, 'max_calls_for_rule': 252}} |
71190159-7888-4c42-82e7-da2d5f861658 | -0.004285 | -0.004285 | 99 | {'omega': 1.1086490407419336, 'alpha': [0.07138090927059519], 'beta': [0.9266190907294047], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3925} | {'POSITION_SIZE_PER_UNIT': 648.067790986536, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 322, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.06252303009637257, 'max_pnl_target': 0.22136035847043964, 'max_calls_for_rule': 161}, 'moderate_calls': {'min_pnl_target': 0.2347797856055633, 'max_pnl_target': 0.3181209386034875, 'max_calls_for_rule': 322}} |
87b9f658-23e1-4c41-9673-c14e28e925c4 | -0.003926 | -0.003926 | 105 | {'omega': 1.0700659348081198, 'alpha': [0.07912773272227988], 'beta': [0.9188722672777201], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.24776} | {'POSITION_SIZE_PER_UNIT': 178.12399594366732, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 1658, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.08501263494821645, 'max_pnl_target': 0.10699411833854455, 'max_calls_for_rule': 829}, 'moderate_calls': {'min_pnl_target': 0.23164440850037202, 'max_pnl_target': 0.23192783664619232, 'max_calls_for_rule': 1658}} |
1d1cb14f-0f2f-4bad-9834-1ce1237c0704 | -0.001406 | -0.001406 | 65 | {'omega': 0.7531913481346806, 'alpha': [0.09133990042464243], 'beta': [0.9017060017633701], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5998} | {'POSITION_SIZE_PER_UNIT': 547.4495372221767, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 427, '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': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.07014027054992412, 'max_pnl_target': 0.18355880166754393, 'max_calls_for_rule': 213}, 'moderate_calls': {'min_pnl_target': 0.10134087802895106, 'max_pnl_target': 0.27939026218974694, 'max_calls_for_rule': 427}} |
4a829a89-7728-46e7-b7e7-fbcd7b7c6484 | -0.001278 | -0.001278 | 90 | {'omega': 0.8480006778852678, 'alpha': [0.10760162774185499], 'beta': [0.890398372258145], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.30491} | {'POSITION_SIZE_PER_UNIT': 575.1218753119407, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 65, 'MAX_CONCURRENT_UNITS': 1387, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.11460258196444564, 'max_pnl_target': 0.2068244558643336, 'max_calls_for_rule': 32}, 'moderate_calls': {'min_pnl_target': 0.07048859830094098, 'max_pnl_target': 0.23955277434989888, 'max_calls_for_rule': 65}} |
5bc8330b-382c-43b0-971b-93633ac452e1 | -0.008556 | -0.008556 | 28 | {'omega': 0.9661153745811992, 'alpha': [0.11054159542842337], 'beta': [0.8874584045715765], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.30491} | {'POSITION_SIZE_PER_UNIT': 1996.9345177967164, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 291, 'MAX_CONCURRENT_UNITS': 42, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.01972505998575568, 'max_pnl_target': 0.13939429268936485, 'max_calls_for_rule': 145}, 'moderate_calls': {'min_pnl_target': 0.07925606102032764, 'max_pnl_target': 0.26608894714342296, 'max_calls_for_rule': 291}} |
358da46c-e397-4218-9ce5-2aefbcec316a | -0.045467 | -0.045467 | 210 | {'omega': 5.2597952239781725, 'alpha': [0.1084022234036841], 'beta': [0.8698471962821706], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.9} | {'POSITION_SIZE_PER_UNIT': 1458.6803576890463, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 137, 'MAX_CONCURRENT_UNITS': 41, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.13650114974172553, 'max_pnl_target': 0.2507950357412941, 'max_calls_for_rule': 68}, 'moderate_calls': {'min_pnl_target': 0.19410103123250474, 'max_pnl_target': 0.23890161431761042, 'max_calls_for_rule': 137}} |
d83540b5-2021-44e8-83d7-8632b7830fff | -0.143958 | -0.143958 | 3,240 | {'omega': 0.8032778888162105, 'alpha': [0.09110640198267837], 'beta': [0.8916406103713085], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.5451} | {'POSITION_SIZE_PER_UNIT': 637.758306916799, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 47, 'MAX_CONCURRENT_UNITS': 457, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'INI... | {'small_calls': {'min_pnl_target': 0.02040657759368903, 'max_pnl_target': 0.1623039625741717, 'max_calls_for_rule': 23}, 'moderate_calls': {'min_pnl_target': 0.14837127245233978, 'max_pnl_target': 0.20292635440590412, 'max_calls_for_rule': 47}} |
3a48eeec-c335-4f9f-89a4-4f456e452f37 | -0.000204 | -0.000204 | 27 | {'omega': 1.2218932300394707, 'alpha': [0.0703899237994703], 'beta': [0.8878374715862541], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 0.3925} | {'POSITION_SIZE_PER_UNIT': 235.82331894544467, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 831, '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': 3000.0, '... | {'small_calls': {'min_pnl_target': 0.0777085637414732, 'max_pnl_target': 0.2305453081157921, 'max_calls_for_rule': 415}, 'moderate_calls': {'min_pnl_target': 0.22390323517099484, 'max_pnl_target': 0.22749746710176455, 'max_calls_for_rule': 831}} |
b84be8f5-d15d-4c25-b832-eafc5b4ca41b | -0.002447 | -0.002447 | 90 | {'omega': 1.1750891079386492, 'alpha': [0.07865499890597306], 'beta': [0.9193450010940271], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.8265} | {'POSITION_SIZE_PER_UNIT': 805.5875935389403, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 372, 'MAX_CONCURRENT_UNITS': 135, 'SYNTHETIC_SERIES_N_POINTS': 28800, 'SYNTHETIC_SERIES_LENGTH_DAYS': 20, 'SYNTHETIC_DATA_FREQUENCY_MIN': 1, 'INITIAL_SYNTHETIC_PRICE_SOURCE': 'historical_start', 'DEFAULT_INITIAL_SYNTHETIC_PRICE': 3000.0, 'I... | {'small_calls': {'min_pnl_target': 0.14028171233419867, 'max_pnl_target': 0.2034573065082206, 'max_calls_for_rule': 186}, 'moderate_calls': {'min_pnl_target': 0.14829560759331734, 'max_pnl_target': 0.2727978850890103, 'max_calls_for_rule': 372}} |
397c3d2e-5b53-490f-8c30-e51a11608b39 | -0.02219 | -0.02219 | 82 | {'omega': 0.9765204645270686, 'alpha': [0.11060803961705645], 'beta': [0.8873919603829435], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 0.30491} | {'POSITION_SIZE_PER_UNIT': 989.9395966524582, 'MAX_AUTO_MARGIN_CALLS_PER_UNIT': 259, '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': 3000.0, 'IN... | {'small_calls': {'min_pnl_target': 0.08256544113469981, 'max_pnl_target': 0.1341409629633179, 'max_calls_for_rule': 129}, 'moderate_calls': {'min_pnl_target': 0.10876021934851333, 'max_pnl_target': 0.2110128686097409, 'max_calls_for_rule': 259}} |
End of preview. Expand in Data Studio
Descriptive Statistics for final_pnl_ratio:
- Count: 16603
- Mean: -0.0464
- Median: -0.0037
- Standard Deviation: 0.1414
- Min: -1.2449
- Max: 0.1881
- 25th Percentile (Q1): -0.0208
- 75th Percentile (Q3): -0.0008
- Total trades analyzed: 16603
Trade Range:
- 99% of trades have a Final PnL Ratio between: -1.0009 and 0.0186 (This means 99% of your PnL ratios fall within this range.)
Risk Analysis:
- Number of trades with >30% loss (PnL < -0.30): 699
- Probability of a catastrophic loss (>30% loss): 4.21%
Opportunity Analysis:
- Number of trades with >30% profit (PnL > 0.30): 0
- Probability of a jackpot win (>30% profit): 0.00%
Overall PnL Characteristics:
- Mean Final PnL Ratio: -0.0464 (Average PnL is -4.64%)
- Median Final PnL Ratio: -0.0037 (Typical PnL is -0.37%)
- Standard Deviation of PnL Ratio: 0.1414 (Indicates volatility/spread)
- Downloads last month
- 8