Dataset Viewer
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
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| garch_params_used_for_sim_str
stringlengths 175
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| strategy_params_str
stringlengths 1.19k
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| strategy_exit_rules_str
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] | {'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, "MAX_TRADING_CAPITAL_FOR_UNITS": 100000.0, "MARGIN_CALL_DEPOSIT_AMOUNT": 10.0, "MAINTENANCE_MARGIN_PERCENT": 0.005, "TRAILING_STOP_AMOUNT_AS_PNL_PERCENT_OF_POSITION": 0.0025, "PORTFOLIO_PROFIT_TARGET_PERCENT": 0.05, "LEVERAGE_BORROWING_FEE_ANNUAL_RATE": 0.1095, "LEVERAGE_BORROWING_FEE_INTERVAL_HOURS": 8, "EXIT_SLIPPAGE_PERCENT_OF_PRICE": 0.0005, "SYNTHETIC_SERIES_LENGTH_DAYS": 20, "SYNTHETIC_DATA_FREQUENCY_MIN": 1, "INITIAL_SYNTHETIC_PRICE_SOURCE": "historical_start", "DEFAULT_INITIAL_SYNTHETIC_PRICE": 30000.0, "RSI_PERIOD": 20, "RSI_OVERSOLD_THRESHOLD": 36, "MFI_PERIOD": 17, "MFI_EXTREME_OVERSOLD_THRESHOLD": 18, "ADX_PERIOD": 18, "ADX_THRESHOLD_FOR_ENTRY": 19, "HOURLY_MA_SHORT_PERIOD": 34, "HOURLY_MA_LONG_PERIOD": 67, "MAX_UNITS_PER_SIGNAL_EVENT": 5, "MIN_UNITS_PER_SIGNAL_EVENT": 5, "PARAMETER_1": 5, "PARAMETER_2": 72, "PARAMETER_3": 2, "PARAMETER_4": 1080} | {'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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