scenario_id stringlengths 36 36 | final_pnl_ratio float64 -1.15 0.6 | max_drawdown float64 -1.15 0 | total_trades int64 0 23k | synthetic_ohlcv_close sequencelengths 1.03k 1.03k | garch_params_used_for_sim_str stringlengths 175 209 | strategy_params_str stringlengths 1.19k 1.19k | strategy_exit_rules_str stringlengths 236 246 |
|---|---|---|---|---|---|---|---|
e451de9c-7eef-48b4-b831-25b62b80839c | 0.043755 | -0.131743 | 1,368 | [
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54865f3b-3ab8-45fb-89ce-4e54a7822081 | -0.071971 | -0.070611 | 1,180 | [
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4249b1a8-edc2-4ba3-bdc4-dd5e105a3ca3 | -0.037918 | -0.037918 | 240 | [
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7876d137-9f08-439a-8d06-50a0b43eea12 | 0.106426 | -0.180372 | 1,584 | [
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265... | {'omega': 3.4303307067987867, 'alpha': [0.0648034988460316], 'beta': [0.9331965011539683], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 2708.68} | {"POSITION_SIZE_PER_UNIT": 1250.0, "MAX_AUTO_MARGIN_CALLS_PER_UNIT": 49, "MAX_CONCURRENT_UNITS": 200, "SYNTHETIC_SERIES_N_POINTS": 28800, "INITIAL_PORTFOLIO_FUNDS": 100000.0, "LEVERAGE": 125, "UNIT_BUDGET": 500.0, "INITIAL_MARGIN_PER_UNIT": 10.0, "TRANSACTION_FEE_PERCENT": 0.0006, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "... | {'small_calls': {'min_pnl_target': 0.10589138294116993, 'max_pnl_target': 0.13520937063265726, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.0720939159218813, 'max_pnl_target': 0.25419608305338925, 'max_calls_for_rule': 49}} |
57dd5ee2-11e5-47f1-922e-8655c8215c2a | -0.209122 | -0.208952 | 3,358 | [
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... | {'omega': 0.00012687481441854784, 'alpha': [0.33107331647093763], 'beta': [0.6669266835290624], 'dist': 't', 'fitting_scaling_factor': 10000, 'nu': 2.28097157297165, 'historical_segment_start_price': 5.0} | {"POSITION_SIZE_PER_UNIT": 1250.0, "MAX_AUTO_MARGIN_CALLS_PER_UNIT": 49, "MAX_CONCURRENT_UNITS": 200, "SYNTHETIC_SERIES_N_POINTS": 28800, "INITIAL_PORTFOLIO_FUNDS": 100000.0, "LEVERAGE": 125, "UNIT_BUDGET": 500.0, "INITIAL_MARGIN_PER_UNIT": 10.0, "TRANSACTION_FEE_PERCENT": 0.0006, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "... | {'small_calls': {'min_pnl_target': 0.1434865075364131, 'max_pnl_target': 0.1903319149282942, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.05677928122101571, 'max_pnl_target': 0.20318949165792002, 'max_calls_for_rule': 49}} |
6fb9333f-35ad-400d-a57e-c9c8c94f701a | -0.168426 | -0.168426 | 888 | [
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33659.52... | {'omega': 1.67986741625272, 'alpha': [0.08497515630250471], 'beta': [0.9130248436974954], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 33974.81} | {"POSITION_SIZE_PER_UNIT": 1250.0, "MAX_AUTO_MARGIN_CALLS_PER_UNIT": 49, "MAX_CONCURRENT_UNITS": 200, "SYNTHETIC_SERIES_N_POINTS": 28800, "INITIAL_PORTFOLIO_FUNDS": 100000.0, "LEVERAGE": 125, "UNIT_BUDGET": 500.0, "INITIAL_MARGIN_PER_UNIT": 10.0, "TRANSACTION_FEE_PERCENT": 0.0006, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "... | {'small_calls': {'min_pnl_target': 0.11889050497882671, 'max_pnl_target': 0.13323899479191623, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.06623933029829382, 'max_pnl_target': 0.292732761487137, 'max_calls_for_rule': 49}} |
b65f0d14-8783-4101-91bc-6bcb5a9bdde5 | -0.313647 | -0.313647 | 1,781 | [
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261.26577... | {'omega': 4.026444913650224, 'alpha': [0.1458055050928463], 'beta': [0.7898911088756199], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 253.2} | {"POSITION_SIZE_PER_UNIT": 1250.0, "MAX_AUTO_MARGIN_CALLS_PER_UNIT": 49, "MAX_CONCURRENT_UNITS": 200, "SYNTHETIC_SERIES_N_POINTS": 28800, "INITIAL_PORTFOLIO_FUNDS": 100000.0, "LEVERAGE": 125, "UNIT_BUDGET": 500.0, "INITIAL_MARGIN_PER_UNIT": 10.0, "TRANSACTION_FEE_PERCENT": 0.0006, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "... | {'small_calls': {'min_pnl_target': 0.14168582788663767, 'max_pnl_target': 0.162533750300847, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.1437525786088494, 'max_pnl_target': 0.19756594011274753, 'max_calls_for_rule': 49}} |
5100c25c-69b5-4bab-8065-7108d3b2c309 | -0.054277 | -0.052809 | 315 | [
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20984.2... | {'omega': 0.09836384888645266, 'alpha': [0.07213569126762145], 'beta': [0.9258643087323786], 'dist': 'skewt', 'fitting_scaling_factor': 10000, 'eta': 0.999, 'historical_segment_start_price': 20666.0} | {"POSITION_SIZE_PER_UNIT": 1250.0, "MAX_AUTO_MARGIN_CALLS_PER_UNIT": 49, "MAX_CONCURRENT_UNITS": 200, "SYNTHETIC_SERIES_N_POINTS": 28800, "INITIAL_PORTFOLIO_FUNDS": 100000.0, "LEVERAGE": 125, "UNIT_BUDGET": 500.0, "INITIAL_MARGIN_PER_UNIT": 10.0, "TRANSACTION_FEE_PERCENT": 0.0006, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "... | {'small_calls': {'min_pnl_target': 0.1354189334637589, 'max_pnl_target': 0.1757289935735318, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.07779184681590481, 'max_pnl_target': 0.25218000094819315, 'max_calls_for_rule': 49}} |
04810398-cc42-4748-83c6-f5856808312c | 0.158132 | -0.339005 | 3,885 | [
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414.550... | {'omega': 3.616692219684388, 'alpha': [0.10882363308532639], 'beta': [0.8891763669146735], 'dist': 'normal', 'fitting_scaling_factor': 10000, 'historical_segment_start_price': 424.2} | {"POSITION_SIZE_PER_UNIT": 1250.0, "MAX_AUTO_MARGIN_CALLS_PER_UNIT": 49, "MAX_CONCURRENT_UNITS": 200, "SYNTHETIC_SERIES_N_POINTS": 28800, "INITIAL_PORTFOLIO_FUNDS": 100000.0, "LEVERAGE": 125, "UNIT_BUDGET": 500.0, "INITIAL_MARGIN_PER_UNIT": 10.0, "TRANSACTION_FEE_PERCENT": 0.0006, "P99_AUTOMATION_SUCCESS_RATE": 0.99, "... | {'small_calls': {'min_pnl_target': 0.1331729800262816, 'max_pnl_target': 0.14568696731593309, 'max_calls_for_rule': 9}, 'moderate_calls': {'min_pnl_target': 0.06717479240208524, 'max_pnl_target': 0.2163445787104236, 'max_calls_for_rule': 49}} |
f5cd0729-c328-46f6-a9e1-80a8d52f04dc | -0.486743 | -0.49067 | 2,964 | [261.64,258.4973158756857,258.20018517913707,259.0599749657565,257.5687610906438,258.47483552113084,(...TRUNCATED) | "{'omega': 8.215374382587784, 'alpha': [0.13912201237906968], 'beta': [0.8082829997902388], 'dist': (...TRUNCATED) | "{\"POSITION_SIZE_PER_UNIT\": 1250.0, \"MAX_AUTO_MARGIN_CALLS_PER_UNIT\": 49, \"MAX_CONCURRENT_UNITS(...TRUNCATED) | "{'small_calls': {'min_pnl_target': 0.13983294925702497, 'max_pnl_target': 0.16051734186035652, 'max(...TRUNCATED) |
End of preview. Expand in Data Studio
Kreasof AI Capital (KAC) QuantFin-1M
We employ GARCH-based synthetic price generation, combined with our proprietary trading algorithm. The synthetic price path originally length in 28800 steps with 1-minute interval, but subsampled to 1028 steps with 28-minutes interval to save storage.
License: cc-by-nc-sa-4.0 (non-commercial)
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