signal,X,entry,strike,expiry,exit,trades,win_pct,avg,median,total,max_dd,avg_raw,avg_cost,n_2024,tot_2024,n_2025,tot_2025,n_2026,tot_2026,n_train,tot_train,avg_train,n_test,tot_test,avg_test,n_weekend_holiday,avg_weekend_holiday,n_fri,avg_fri,avg_1night,pctile_vs_random,random_mean_total,robust_pass
CE_all,0.0,15:25,ATM,expiring next day,09:15o,103,24.271844660194176,-16.775808617351515,-10.908928375433339,-1727.908287587206,1727.9082875872066,-9.864660194174759,0.9111484231767587,12.0,-250.88603006129335,53.0,-661.7570434736667,38.0,-815.2652140522462,38.0,-609.2783361882601,-16.033640426006844,65.0,-1118.629951398946,-17.209691559983785,10.0,-43.58122088481693,6.0,-54.49635637415043,-13.893506223000397,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:15o,103,29.126213592233007,-6.43294390526336,-8.93011198915384,-662.5932222421261,822.878516526866,0.47553398058252466,0.9084778858458851,12.0,157.68245927246662,53.0,-457.1574625048867,38.0,-363.1182190097062,38.0,-212.03823852182,-5.579953645311053,65.0,-450.55498372030615,-6.931615134158556,10.0,36.31650521466308,6.0,43.01410899849957,-11.029658864395236,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:15o,103,9.70873786407767,-23.208752522614873,-21.656933487307704,-2390.501509829332,2447.5539167795323,-9.389126213592233,1.819626309022644,12.0,-93.2035707888267,53.0,-1118.9145059785533,38.0,-1178.3834330619527,38.0,-821.3165747100801,-21.6135940713179,65.0,-1569.1849351192525,-24.141306694142347,10.0,-7.2647156701538504,6.0,-11.482247375650859,-24.923165087395628,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:15o,44,20.454545454545457,-26.234842167553406,-19.595009959343592,-1154.33305537235,1163.6012646588424,-19.282727272727275,0.9521148948261307,7.0,-243.2046052896667,18.0,-373.44779910340003,19.0,-537.6806509792832,16.0,-461.88189179996675,-28.867618237497922,28.0,-692.4511635723832,-24.730398699013683,8.0,-3.0601121353727567,4.0,23.96334310714616,-31.384782174704657,1.4500000000000002,-513.7300927234284,False
last30_mom,0.3,15:25,ATM,expiring next day,09:15o,8,12.5,-32.12567238361698,-41.777537017043585,-257.00537906893584,422.8135518805154,-25.093749999999993,1.0319223836169873,1.0,-20.799476663800004,2.0,-28.307732745866666,5.0,-207.89816965926923,2.0,-25.096348384133336,-12.548174192066668,6.0,-231.90903068480253,-38.651505114133755,2.0,97.05795277872308,1.0,214.91538222124615,-75.18688077106366,8.85,-90.8721360212744,False
last30_mom,0.5,15:25,ATM,expiring next day,09:15o,2,50.0,13.734192798946154,13.734192798946154,27.468385597892308,187.44699662335384,20.75,1.0158072010538461,0.0,0.0,0.0,0.0,2.0,27.468385597892308,0.0,0.0,,2.0,27.468385597892308,13.734192798946154,1.0,214.91538222124615,1.0,214.91538222124615,-187.44699662335384,84.0,-12.767294504933053,False
last30_fade,0.1,15:25,ATM,expiring next day,09:15o,44,40.909090909090914,0.7223601831897765,-2.5560267125769176,31.783848060350167,269.24879345119587,7.733863636363636,1.0115034531738578,7.0,229.62717977163334,18.0,-102.67496249806001,19.0,-95.16836921322313,16.0,128.65535328277332,8.040959580173332,28.0,-96.87150522242308,-3.4596966150865387,8.0,0.7791136939647387,4.0,-27.58692187805385,0.7097482919064524,95.6,-510.14551222266863,False
last30_fade,0.3,15:25,ATM,expiring next day,09:15o,8,62.5,13.28970911079551,6.486901686323077,106.31767288636408,148.7827626060205,20.3875,1.097790889204487,1.0,0.6809731055000001,2.0,-28.957450675066674,5.0,134.59415045593073,2.0,-10.346125636333333,-5.173062818166667,6.0,116.66379852269742,19.44396642044957,2.0,-59.57216941272692,1.0,-119.82531193095384,37.577001951969656,92.60000000000001,-97.13346959180079,False
last30_fade,0.5,15:25,ATM,expiring next day,09:15o,2,50.0,36.27638993409614,36.27638993409614,72.55277986819227,119.82531193095384,43.374999999999986,1.098610065903846,0.0,0.0,0.0,0.0,2.0,72.55277986819227,0.0,0.0,,2.0,72.55277986819227,36.27638993409614,1.0,-119.82531193095384,1.0,-119.82531193095384,192.37809179914612,96.55,-33.61670416105134,False
day_mom,0.0,15:25,ATM,expiring next day,09:15o,103,33.980582524271846,-9.56750716199637,-7.892491188593331,-985.453237685626,1267.6329161748126,-2.6581553398058264,0.9093518221905453,12.0,223.18841755536664,53.0,-424.04709583418673,38.0,-784.5945594068061,38.0,-132.61164569742004,-3.4897801499321064,65.0,-852.8415919882061,-13.120639876741633,10.0,18.37129230752307,6.0,9.525345858382904,-12.5716791479662,67.5,-1178.6791745417315,False
day_mom,0.1,15:25,ATM,expiring next day,09:15o,87,32.18390804597701,-11.92223439635698,-7.930275403033325,-1037.2343924830573,1179.20394182334,-5.024827586206898,0.8974068101500855,9.0,87.70582628069997,44.0,-459.38794569906673,34.0,-665.5522730646907,30.0,-269.5071216936,-8.983570723120001,57.0,-767.7272707894574,-13.46889948753434,9.0,4.719931751836752,6.0,9.525345858382904,-13.84248433653318,47.9,-1010.5552674612843,False
day_mom,0.3,15:25,ATM,expiring next day,09:15o,64,34.375,-12.748574793022119,-4.807624316533335,-815.9087867534156,966.8074595568794,-5.845625,0.9029497930221153,6.0,105.46157935843331,28.0,-328.83382249587333,30.0,-592.5365436159753,18.0,-193.3885118565067,-10.743806214250373,46.0,-622.5202748969086,-13.533049454280622,6.0,21.815618434169654,5.0,25.467755838430254,-16.324180988938505,41.5,-732.8763278416574,False
day_mom,0.5,15:25,ATM,expiring next day,09:15o,45,33.33333333333333,-14.496691497370348,-7.930275403033325,-652.3511173816656,809.932819840517,-7.606222222222224,0.8904692751481255,3.0,111.35343333956665,18.0,-283.80285892458005,24.0,-479.9016917966524,12.0,-116.65673916621338,-9.721394930517782,33.0,-535.6943782154523,-16.233162976225827,5.0,19.88166076829026,4.0,23.96334310714616,-18.793985530577924,36.95,-533.1529603825396,False
day_fade,0.0,15:25,ATM,expiring next day,09:15o,103,19.41747572815534,-13.641245360618504,-14.797290065933336,-1405.0482721437058,1405.0482721437065,-6.730970873786408,0.9102744868320984,12.0,-316.3919883441933,53.0,-694.8674101443667,38.0,-393.78887365514623,38.0,-688.70492901266,-18.12381392138579,65.0,-716.3433431310463,-11.020666817400711,10.0,-25.63600797767693,6.0,-21.007593234033767,-12.351485939429429,32.95,-1202.1872920718863,False
day_fade,0.3,15:25,ATM,expiring next day,09:15o,64,23.4375,-13.565794742565867,-12.45198857558333,-868.2108635242155,872.1076669155153,-6.653125000000001,0.9126697425658654,6.0,-146.84846067566667,28.0,-404.14456482343337,30.0,-317.21783802511544,18.0,-279.74925292296666,-15.541625162387037,46.0,-588.4616106012488,-12.792643708722801,6.0,-28.453946311080347,5.0,-30.63016496774975,-12.025641132029888,38.5,-744.8850985808946,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:15o,10,20.0,-41.85312251724026,-33.141184295866665,-418.53122517240257,428.6334525143949,-34.90500000000001,0.9481225172402563,2.0,-14.967876613533342,3.0,-116.7799413578,5.0,-286.7834072010692,5.0,-131.74781797133335,-26.34956359426667,5.0,-286.7834072010692,-57.35668144021385,1.0,-131.37087209845384,1.0,-131.37087209845384,-31.90670589710542,3.0,-168.06644910013566,False
combo_up_CE,0.3,15:25,ATM,expiring next day,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,expiring next day,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,expiring next day,09:15o,15,33.33333333333333,-13.200660190807417,-18.908593902133337,-198.00990286211126,268.55533157216917,-6.266000000000002,0.9346601908074187,1.0,-16.780900557400003,5.0,-92.72801383766667,9.0,-88.5009884670446,4.0,-89.0529847824,-22.2632461956,11.0,-108.95691807971127,-9.905174370882843,5.0,42.374116407554354,3.0,75.74141484234616,-40.98804848998831,29.25,-96.044812114833,False
combo_down_PE,0.3,15:25,ATM,expiring next day,09:15o,5,20.0,-23.52126957522974,-59.54421300855384,-117.6063478761487,308.5108690718615,-16.619999999999997,0.9012695752297436,0.0,0.0,1.0,-24.01086102553333,4.0,-93.59548685061537,0.0,0.0,,5.0,-117.6063478761487,-23.52126957522974,1.0,214.91538222124615,1.0,214.91538222124615,-83.1304325243487,15.65,-29.336644663519518,False
combo_down_PE,0.5,15:25,ATM,expiring next day,09:15o,2,50.0,13.734192798946154,13.734192798946154,27.468385597892308,187.44699662335384,20.75,1.0158072010538461,0.0,0.0,0.0,0.0,2.0,27.468385597892308,0.0,0.0,,2.0,27.468385597892308,13.734192798946154,1.0,214.91538222124615,1.0,214.91538222124615,-187.44699662335384,84.25,-11.531822978454601,False
combo_both,0.1,15:25,ATM,expiring next day,09:15o,25,28.000000000000004,-24.661645121380555,-18.908593902133337,-616.5411280345139,616.5411280345139,-17.721600000000002,0.9400451213805538,3.0,-31.748777170933344,8.0,-209.50795519546668,14.0,-375.28439566811386,9.0,-220.80080275373336,-24.533422528192595,16.0,-395.74032528078055,-24.733770330048785,6.0,13.416618323219657,4.0,23.96334310714616,-36.68635989335957,7.000000000000001,-285.8129675633553,False
combo_both,0.3,15:25,ATM,expiring next day,09:15o,5,20.0,-23.52126957522974,-59.54421300855384,-117.6063478761487,308.5108690718615,-16.619999999999997,0.9012695752297436,0.0,0.0,1.0,-24.01086102553333,4.0,-93.59548685061537,0.0,0.0,,5.0,-117.6063478761487,-23.52126957522974,1.0,214.91538222124615,1.0,214.91538222124615,-83.1304325243487,16.25,-35.57520316091687,False
combo_both,0.5,15:25,ATM,expiring next day,09:15o,2,50.0,13.734192798946154,13.734192798946154,27.468385597892308,187.44699662335384,20.75,1.0158072010538461,0.0,0.0,0.0,0.0,2.0,27.468385597892308,0.0,0.0,,2.0,27.468385597892308,13.734192798946154,1.0,214.91538222124615,1.0,214.91538222124615,-187.44699662335384,84.75,-13.054752169128532,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:15o,6,16.666666666666664,-35.13726280237564,-33.41592808036666,-210.82357681425384,223.9551524628,-27.958333333333332,1.1789294690423078,3.0,-190.65635145493331,2.0,-33.298801007866665,1.0,13.131575648546152,4.0,-194.95322317526666,-48.738305793816664,2.0,-15.870353638987178,-7.935176819493589,1.0,-84.1811303585,0.0,,-25.32848929115077,13.350000000000001,-98.11304284643766,False
downday_last30up_CE,0.3,15:25,ATM,expiring next day,09:15o,1,0.0,-4.296871720333334,-4.296871720333334,-4.296871720333334,4.296871720333334,2.5,0.7968717203333333,0.0,0.0,1.0,-4.296871720333334,0.0,0.0,1.0,-4.296871720333334,-4.296871720333334,0.0,0.0,,0.0,,0.0,,-4.296871720333334,63.6,-15.783253274132298,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,expiring next day,09:16,103,23.300970873786408,-29.48353579754084,-27.89343301023333,-3036.804187146706,3036.8041871467067,-22.590388349514573,0.8931474480262732,12.0,-323.3633631835733,53.0,-972.5867414754866,38.0,-1740.8540824876463,38.0,-888.8323373949601,-23.39032466828842,65.0,-2147.971849751746,-33.04572076541148,10.0,-60.358455299082934,6.0,-64.09109839330044,-26.163651980170716,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:16,103,37.86407766990291,0.7424258931954723,-12.043186042033335,76.46986699913364,601.3102409399924,7.661067961165046,0.9186420679695741,12.0,322.8385094942066,53.0,-327.8706022218667,38.0,81.5019597267937,38.0,-25.142982705260103,-0.661657439612108,65.0,101.61284970439377,1.5632746108368272,10.0,78.39689675190307,6.0,83.60660819139956,-7.607517209891365,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:16,103,13.592233009708737,-28.74110990434536,-31.6479271793077,-2960.3343201475723,3057.020584243312,-14.929320388349517,1.8117895159958475,12.0,-0.5248536893666795,53.0,-1300.4573436973535,38.0,-1659.3521227608524,38.0,-913.9753201002203,-24.051982107900535,65.0,-2046.3590000473523,-31.48244615457465,10.0,18.038441452820145,6.0,19.515509798099128,-33.771169190062075,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:16,44,22.727272727272727,-23.447200058717495,-24.501602045733335,-1031.6768025835697,1031.67680258357,-16.491136363636365,0.9560636950811304,7.0,-155.24919744438665,18.0,-283.1257437037,19.0,-593.301861435483,16.0,-367.4356784256867,-22.96472990160542,28.0,-664.2411241578831,-23.722897291352968,8.0,27.41421982328225,4.0,48.166558339321156,-34.74973781027299,15.5,-631.4028035762748,False
last30_mom,0.3,15:25,ATM,expiring next day,09:16,8,37.5,-24.062094745666975,-41.566957673543584,-192.4967579653358,478.28497451681534,-17.01874999999999,1.0433447456669873,1.0,65.87774178500001,2.0,-4.092035195366657,5.0,-254.28246455496918,2.0,67.22287794756669,33.61143897378334,6.0,-259.7196359129025,-43.28660598548375,2.0,144.94012587342309,1.0,224.00250996184616,-80.39616828536367,32.800000000000004,-117.6421023722761,False
last30_mom,0.5,15:25,ATM,expiring next day,09:16,2,50.0,20.499609331096167,20.499609331096167,40.999218662192334,183.00329129965382,27.52500000000002,1.0253906689038463,0.0,0.0,0.0,0.0,2.0,40.999218662192334,0.0,0.0,,2.0,40.999218662192334,20.499609331096167,1.0,224.00250996184616,1.0,224.00250996184616,-183.00329129965382,75.75,1.6828292816101806,False
last30_fade,0.1,15:25,ATM,expiring next day,09:16,44,31.818181818181817,-3.5572593923470417,-10.586280556626924,-156.51941326326983,505.1041508755575,3.448181818181817,1.005441210528858,7.0,280.59498195627333,18.0,-230.55381727402002,19.0,-206.56057794552316,16.0,161.6386312247533,10.102414451547082,28.0,-318.1580444880231,-11.362787303143682,8.0,-2.1604722715727736,4.0,-13.481902170803863,-3.8676565302968817,88.35,-636.154151167948,False
last30_fade,0.3,15:25,ATM,expiring next day,09:16,8,25.0,-16.98615398649198,-31.929006355883335,-135.88923189193585,296.14662209277435,-9.931249999999995,1.0549039864919871,1.0,-55.489459357,2.0,-63.85801271176667,5.0,-16.541759823169194,2.0,-78.00029095783333,-39.000145478916664,6.0,-57.88894093410254,-9.648156822350424,2.0,-94.77230708922693,1.0,-134.05515482145384,8.942563714419665,48.0,-122.51275529726583,False
last30_fade,0.5,15:25,ATM,expiring next day,09:16,2,50.0,-6.6877497405538335,-6.6877497405538335,-13.375499481107667,134.05515482145384,0.3500000000000085,1.0377497405538463,0.0,0.0,0.0,0.0,2.0,-13.375499481107667,0.0,0.0,,2.0,-13.375499481107667,-6.6877497405538335,1.0,-134.05515482145384,1.0,-134.05515482145384,120.67965534034617,76.64999999999999,-58.42397788070656,False
day_mom,0.0,15:25,ATM,expiring next day,09:16,103,36.89320388349515,-11.803563005474428,-13.385709973000006,-1215.7669895638662,1615.2255088267484,-4.897378640776701,0.9061843646977297,12.0,261.11469355404665,53.0,-515.0382034961067,38.0,-961.8434796218061,38.0,-340.85665877706015,-8.96991207308053,65.0,-874.9103307868058,-13.460158935181628,10.0,40.67969161796308,6.0,40.972466491832904,-17.44692371767201,67.80000000000001,-1487.3348315416627,False
day_mom,0.1,15:25,ATM,expiring next day,09:16,87,32.18390804597701,-15.032655953039054,-15.49825191353333,-1307.8410679143976,1448.79206007936,-8.139655172413795,0.8930007806252577,9.0,46.943567558579986,44.0,-548.4318117022867,34.0,-806.3528237706906,30.0,-525.3846615014401,-17.512822050048,57.0,-782.4564064129572,-13.727305375665916,9.0,25.623654173436755,6.0,40.972466491832904,-19.723768659940106,48.3,-1259.4113012417126,False
day_mom,0.3,15:25,ATM,expiring next day,09:16,64,34.375,-13.135994748034303,-11.984653347193586,-840.7036638741954,1059.6958796041993,-6.233593750000001,0.9024009980343028,6.0,166.9145289360733,28.0,-254.75875262799337,30.0,-752.8594401822752,18.0,-221.77829665488676,-12.321016480827042,46.0,-618.9253672193086,-13.454899287376273,6.0,67.45097423036965,5.0,65.54099058901025,-21.47257774580023,58.050000000000004,-919.276365306302,False
day_mom,0.5,15:25,ATM,expiring next day,09:16,45,37.77777777777778,-13.984750015134349,-8.381325321433332,-629.3137506810457,865.8735776458369,-7.0935555555555565,0.891194459578792,3.0,168.61232396000665,18.0,-206.93174975190004,24.0,-590.9943248891523,12.0,-127.5712783095934,-10.630939859132782,33.0,-501.74247237145227,-15.204317344589462,5.0,53.93342515889026,4.0,48.166558339321156,-22.474521911887425,53.300000000000004,-646.8963043648607,False
day_fade,0.0,15:25,ATM,expiring next day,09:16,103,24.271844660194176,-16.937546898870934,-22.30888362603333,-1744.5673305837063,1744.5673305837063,-10.031941747572816,0.9056051512981179,12.0,-261.6395472434133,53.0,-785.4191402012468,38.0,-697.5086431390462,38.0,-573.1186613231599,-15.082070034819997,65.0,-1171.4486692605462,-18.022287219393018,10.0,-22.64125016514294,6.0,-21.456956693733783,-16.324245472390075,33.35,-1478.5729465985937,False
day_fade,0.3,15:25,ATM,expiring next day,09:16,64,25.0,-17.154149203045243,-18.246951342733333,-1097.8655489948956,1097.8655489948953,-10.246562500000001,0.9075867030452403,6.0,-153.24939351272667,28.0,-445.15646991205347,30.0,-499.4596855701154,18.0,-188.60835744114672,-10.478242080063707,46.0,-909.2571915537487,-19.76646068595106,6.0,-31.782564531080357,5.0,-23.759896961669767,-15.640864858765745,35.9,-906.5317609533041,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:16,10,20.0,-53.57651588808026,-35.94693723096667,-535.7651588808026,541.6233979922949,-46.645,0.9315158880802565,2.0,-27.59998275843334,3.0,-128.0639571236,5.0,-380.10121899876924,5.0,-155.66393988203333,-31.132787976406668,5.0,-380.10121899876924,-76.02024379975384,1.0,-148.59647138695385,1.0,-148.59647138695385,-43.01874305487208,5.949999999999999,-290.06740433184467,False
combo_up_CE,0.3,15:25,ATM,expiring next day,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,expiring next day,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,expiring next day,09:16,15,26.666666666666668,-4.975644569187417,-17.725565128953846,-74.63466853781125,208.54034506556917,1.9706666666666677,0.9463112358540854,1.0,-13.385709973000006,5.0,-24.924060696266686,9.0,-36.324897868544554,4.0,-109.87349174850002,-27.468372937125004,11.0,35.23882321068879,3.20352938278989,5.0,76.30605054223436,3.0,113.75423491474616,-45.61649212489831,38.85,11.695505240695718,False
combo_down_PE,0.3,15:25,ATM,expiring next day,09:16,5,20.0,-33.35733641532973,-77.69674398915384,-166.78668207664867,385.3520206805615,-26.46999999999999,0.8873364153297436,0.0,0.0,1.0,-5.437171357933329,4.0,-161.34951071871535,0.0,0.0,,5.0,-166.78668207664867,-33.35733641532973,1.0,224.00250996184616,1.0,224.00250996184616,-97.69729800962371,9.5,8.651878591690025,False
combo_down_PE,0.5,15:25,ATM,expiring next day,09:16,2,50.0,20.499609331096167,20.499609331096167,40.999218662192334,183.00329129965382,27.52500000000002,1.0253906689038463,0.0,0.0,0.0,0.0,2.0,40.999218662192334,0.0,0.0,,2.0,40.999218662192334,20.499609331096167,1.0,224.00250996184616,1.0,224.00250996184616,-183.00329129965382,76.0,1.8172661556358185,False
combo_both,0.1,15:25,ATM,expiring next day,09:16,25,24.0,-24.41599309674455,-24.412897907133335,-610.3998274186138,610.3998274186138,-17.4756,0.9403930967445538,3.0,-40.985692731433346,8.0,-152.9880178198667,14.0,-416.4261168673138,9.0,-265.5374316305334,-29.504159070059263,16.0,-344.86239578808045,-21.553899736755028,6.0,38.82229688736965,4.0,48.166558339321156,-44.38597940751746,17.7,-347.115827913653,False
combo_both,0.3,15:25,ATM,expiring next day,09:16,5,20.0,-33.35733641532973,-77.69674398915384,-166.78668207664867,385.3520206805615,-26.46999999999999,0.8873364153297436,0.0,0.0,1.0,-5.437171357933329,4.0,-161.34951071871535,0.0,0.0,,5.0,-166.78668207664867,-33.35733641532973,1.0,224.00250996184616,1.0,224.00250996184616,-97.69729800962371,8.85,3.718850082594359,False
combo_both,0.5,15:25,ATM,expiring next day,09:16,2,50.0,20.499609331096167,20.499609331096167,40.999218662192334,183.00329129965382,27.52500000000002,1.0253906689038463,0.0,0.0,0.0,0.0,2.0,40.999218662192334,0.0,0.0,,2.0,40.999218662192334,20.499609331096167,1.0,224.00250996184616,1.0,224.00250996184616,-183.00329129965382,74.85000000000001,3.318945651882251,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:16,6,16.666666666666664,-41.19035503544564,-34.173009938643595,-247.14213021267383,247.14213021267383,-34.02,1.1703550354456411,3.0,-180.14124649795332,2.0,-36.24462813256666,1.0,-30.75625558215385,4.0,-178.79611033538666,-44.699027583846664,2.0,-68.34601987728719,-34.173009938643595,1.0,-79.49776452296,0.0,,-33.52887313794277,26.0,-175.0513762430208,False
downday_last30up_CE,0.3,15:25,ATM,expiring next day,09:16,1,100.0,1.3451361625666722,1.3451361625666722,1.3451361625666722,0.0,8.150000000000006,0.8048638374333333,0.0,0.0,1.0,1.3451361625666722,0.0,0.0,1.0,1.3451361625666722,1.3451361625666722,0.0,0.0,,0.0,,0.0,,1.3451361625666722,76.14999999999999,-28.954108567856636,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,expiring next day,09:20,103,19.41747572815534,-30.98538894839579,-29.74453425833333,-3191.4950616847664,3191.495061684767,-24.094368932038837,0.8910200163569528,12.0,-392.18587350029327,53.0,-1051.8644416212267,38.0,-1747.4447465632459,38.0,-987.80214293022,-25.99479323500579,65.0,-2203.692918754546,-33.90296798083917,10.0,-62.51440132017693,6.0,-66.74567142375044,-27.595172564333296,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:20,103,40.77669902912621,0.5715999134778047,-8.556130903433335,58.87479108821388,524.0496834355724,7.489999999999999,0.9184000865221957,12.0,402.13618134926674,53.0,-293.7988661219467,38.0,-49.46252413910601,38.0,55.57268051151992,1.4624389608294717,65.0,3.3021105766939627,0.05080170117990712,10.0,77.22355882935308,6.0,79.7537326017496,-7.670546206508786,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:20,103,13.592233009708737,-30.413789034917976,-30.802045185166666,-3132.6202705965516,3248.089927307753,-16.60436893203883,1.8094201028791483,12.0,9.950307848973353,53.0,-1345.6633077431732,38.0,-1796.9072707023524,38.0,-932.2294624187001,-24.532354274176317,65.0,-2200.3908081778527,-33.85216627965927,10.0,14.70915750917616,6.0,13.008061177999158,-35.26571877084208,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:20,44,29.545454545454547,-25.73781894697613,-26.391941655316664,-1132.4640336669497,1133.9430995479959,-18.785,0.9528189469761302,7.0,-150.9852375045667,18.0,-294.2100423763,19.0,-687.268753786083,16.0,-408.45756936896674,-25.52859808556042,28.0,-724.006464297983,-25.857373724927964,8.0,20.587639931339744,4.0,36.90750721017117,-36.032365364379665,11.200000000000001,-673.0512406106191,False
last30_mom,0.3,15:25,ATM,expiring next day,09:20,8,37.5,-34.02922592817948,-49.930110951293585,-272.2338074254358,483.8271238531153,-26.99999999999999,1.0292259281794873,1.0,60.735026635100006,2.0,-6.938003773466665,5.0,-326.0308302870692,2.0,70.46828071206667,35.234140356033336,6.0,-342.70208813750247,-57.11701468958375,2.0,109.26566010057309,1.0,157.79629356604616,-81.79418793776367,16.75,-117.73450900741594,False
last30_mom,0.5,15:25,ATM,expiring next day,09:20,2,50.0,-12.478675683553831,-12.478675683553831,-24.957351367107663,182.75364493315382,-5.499999999999986,0.9786756835538462,0.0,0.0,0.0,0.0,2.0,-24.957351367107663,0.0,0.0,,2.0,-24.957351367107663,-12.478675683553831,1.0,157.79629356604616,1.0,157.79629356604616,-182.75364493315382,41.099999999999994,0.7153405374047115,False
last30_fade,0.1,15:25,ATM,expiring next day,09:20,44,34.090909090909086,-4.726966095020675,-15.841025770593594,-207.98650818090968,625.5523121128508,2.276818181818182,1.0037842768388576,7.0,311.11175379723335,18.0,-324.42085107802,19.0,-194.67741090012302,16.0,155.20774082371338,9.700483801482086,28.0,-363.1942490046231,-12.971223178736539,8.0,1.1785478803647518,4.0,-10.635933592703836,-6.039302533995213,86.85000000000001,-660.5996664983768,False
last30_fade,0.3,15:25,ATM,expiring next day,09:20,8,37.5,-17.447999764516986,-37.24647396233333,-139.5839981161359,308.3293647779743,-10.39375,1.054249764516987,1.0,-56.7376911895,2.0,-74.49294792466667,5.0,-8.353359001969224,2.0,-97.27299045163332,-48.63649522581666,6.0,-42.31100766450258,-7.05183461075043,2.0,-86.40915381147693,1.0,-116.08061643345384,5.539051584469654,48.15,-123.12132179565744,False
last30_fade,0.5,15:25,ATM,expiring next day,09:20,2,50.0,-8.385345032753854,-8.385345032753854,-16.770690065507708,116.08061643345384,-1.3500000000000085,1.0353450327538463,0.0,0.0,0.0,0.0,2.0,-16.770690065507708,0.0,0.0,,2.0,-16.770690065507708,-8.385345032753854,1.0,-116.08061643345384,1.0,-116.08061643345384,99.30992636794613,79.0,-60.57051783732249,False
day_mom,0.0,15:25,ATM,expiring next day,09:20,103,34.95145631067961,-12.888627911830934,-16.626040197413854,-1327.5286749185861,1800.7926459735281,-5.983980582524272,0.9046473293066617,12.0,310.3649287371667,53.0,-644.1952476685467,38.0,-993.6983559872059,38.0,-290.94735718638003,-7.65650939964158,65.0,-1036.5813177322061,-15.947404888187787,10.0,38.233157226263074,6.0,34.34851623403292,-18.38559405571201,66.7,-1563.803960078506,False
day_mom,0.1,15:25,ATM,expiring next day,09:20,87,29.88505747126437,-16.526746414064572,-19.565047202053847,-1437.8269380236177,1629.152487968317,-9.635862068965517,0.8908843450990508,9.0,100.13821533240001,44.0,-682.2322782916269,34.0,-855.7328750643908,30.0,-487.20873913626,-16.240291304542,57.0,-950.6181988873574,-16.677512261181707,9.0,20.69729920783675,6.0,34.34851623403292,-20.821828601207024,42.65,-1330.9172638698728,False
day_mom,0.3,15:25,ATM,expiring next day,09:20,64,32.8125,-15.419010769676802,-16.64864902392359,-986.8166892593154,1268.1306239223795,-8.51984375,0.8991670196768029,6.0,197.48123005033332,28.0,-396.4380585440735,30.0,-787.8598607655755,18.0,-239.47323111240667,-13.304068395133704,46.0,-747.3434581469088,-16.24659691623715,6.0,60.22787269296966,5.0,56.813353616170275,-23.244550438226433,50.74999999999999,-985.3295844834903,False
day_mom,0.5,15:25,ATM,expiring next day,09:20,45,35.55555555555556,-15.489729266337015,-16.626040197413854,-697.0378169851657,1001.3117243994169,-8.600666666666669,0.8890625996703477,3.0,202.37449856546667,18.0,-274.46608481748,24.0,-624.9462307331523,12.0,-112.71232657551333,-9.392693881292777,33.0,-584.3254904096524,-17.706833042716738,5.0,44.98609938353026,4.0,36.90750721017117,-23.049207847570422,49.75,-677.3141220375793,False
day_fade,0.0,15:25,ATM,expiring next day,09:20,103,25.24271844660194,-17.52516112308705,-25.316580785153846,-1805.091595677966,1805.0915956779652,-10.620388349514563,0.9047727735724869,12.0,-300.4146208881933,53.0,-701.4680600746267,38.0,-803.2089147151463,38.0,-641.28210523232,-16.875844874534735,65.0,-1163.809490445646,-17.904761391471474,10.0,-23.52399971708692,6.0,-21.340455056033758,-16.880124715130073,34.0,-1545.4075961943652,False
day_fade,0.3,15:25,ATM,expiring next day,09:20,64,29.6875,-15.455461707991802,-22.17456073099359,-989.1495493114753,989.1495493114755,-8.545468750000001,0.9099929579918029,6.0,-171.91295587226665,28.0,-235.5433947439934,30.0,-581.6931986952154,18.0,-120.9841496836267,-6.721341649090372,46.0,-868.1653996278487,-18.87316086147497,6.0,-30.484403425280334,5.0,-21.792683593649734,-13.900743599306782,50.55,-976.4314862615461,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:20,10,30.0,-54.669966973350256,-42.13753095013334,-546.6996697335026,564.0416417039949,-47.739999999999995,0.9299669733502565,2.0,-30.645668429733337,3.0,-139.7474070758,5.0,-376.30659422796924,5.0,-170.39307550553335,-34.07861510110667,5.0,-376.30659422796924,-75.26131884559385,1.0,-149.54512757965384,1.0,-149.54512757965384,-44.12828246153875,5.45,-313.77129399051506,False
combo_up_CE,0.3,15:25,ATM,expiring next day,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,expiring next day,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,expiring next day,09:20,15,40.0,-8.211061479027418,-16.626040197413854,-123.16592218541126,253.37683248896917,-1.2693333333333319,0.9417281456940855,1.0,-1.0531794679000042,5.0,-34.36069334996669,9.0,-87.75204936754456,4.0,-96.04308304440002,-24.010770761100005,11.0,-27.122839141011227,-2.465712649182839,5.0,66.81948861523436,3.0,99.05838547344617,-45.726336526158306,32.9,6.36037136097483,False
combo_down_PE,0.3,15:25,ATM,expiring next day,09:20,5,20.0,-51.421747495269734,-83.18896405215385,-257.10873747634867,398.2337731919615,-44.55999999999999,0.8617474952697435,0.0,0.0,1.0,-16.671257850433328,4.0,-240.43747962591533,0.0,0.0,,5.0,-257.10873747634867,-51.421747495269734,1.0,157.79629356604616,1.0,157.79629356604616,-103.7262577605987,2.65,-1.3336884997866183,False
combo_down_PE,0.5,15:25,ATM,expiring next day,09:20,2,50.0,-12.478675683553831,-12.478675683553831,-24.957351367107663,182.75364493315382,-5.499999999999986,0.9786756835538462,0.0,0.0,0.0,0.0,2.0,-24.957351367107663,0.0,0.0,,2.0,-24.957351367107663,-12.478675683553831,1.0,157.79629356604616,1.0,157.79629356604616,-182.75364493315382,41.9,0.003425665346989035,False
combo_both,0.1,15:25,ATM,expiring next day,09:20,25,36.0,-26.794623676756554,-24.86226136683334,-669.8655919189139,671.3446577999599,-19.857599999999998,0.937023676756554,3.0,-31.69884789763334,8.0,-174.10810042576668,14.0,-464.0586435955138,9.0,-266.4361585499334,-29.604017616659267,16.0,-403.4294333689804,-25.214339585561277,6.0,30.758719249419666,4.0,36.90750721017117,-44.969363548180624,16.8,-383.27757844208355,False
combo_both,0.3,15:25,ATM,expiring next day,09:20,5,20.0,-51.421747495269734,-83.18896405215385,-257.10873747634867,398.2337731919615,-44.55999999999999,0.8617474952697435,0.0,0.0,1.0,-16.671257850433328,4.0,-240.43747962591533,0.0,0.0,,5.0,-257.10873747634867,-51.421747495269734,1.0,157.79629356604616,1.0,157.79629356604616,-103.7262577605987,2.0,5.271833271151409,False
combo_both,0.5,15:25,ATM,expiring next day,09:20,2,50.0,-12.478675683553831,-12.478675683553831,-24.957351367107663,182.75364493315382,-5.499999999999986,0.9786756835538462,0.0,0.0,0.0,0.0,2.0,-24.957351367107663,0.0,0.0,,2.0,-24.957351367107663,-12.478675683553831,1.0,157.79629356604616,1.0,157.79629356604616,-182.75364493315382,42.05,1.451520143682353,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:20,6,16.666666666666664,-39.29803557737565,-32.75002564959359,-235.7882134642539,235.7882134642539,-32.125,1.1730355773756411,3.0,-180.02141624203335,2.0,-19.71803867026667,1.0,-36.048758551953846,4.0,-170.2881621650667,-42.572040541266674,2.0,-65.50005129918718,-32.75002564959359,1.0,-80.58622268090001,0.0,,-31.040398156670772,32.05,-184.12993978670877,False
downday_last30up_CE,0.3,15:25,ATM,expiring next day,09:20,1,100.0,9.733254076966663,9.733254076966663,9.733254076966663,0.0,16.549999999999997,0.8167459230333334,0.0,0.0,1.0,9.733254076966663,0.0,0.0,1.0,9.733254076966663,9.733254076966663,0.0,0.0,,0.0,,0.0,,9.733254076966663,85.1,-30.65597545612615,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,expiring next day,09:30,103,16.50485436893204,-35.529728419057726,-38.17258231969333,-3659.562027162946,3659.562027162946,-28.64514563106797,0.8845827879897685,12.0,-482.9872499236734,53.0,-1332.0175941075267,38.0,-1844.5571831317461,38.0,-1066.1212010285997,-28.055821079699992,65.0,-2593.440826134346,-39.899089632836095,10.0,-76.09116931591292,6.0,-82.39017705775042,-31.168283161331367,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:30,103,42.71844660194174,4.005958316155865,-6.488009932233333,412.61370656405404,413.7581121131615,10.929223300970872,0.9232649848150112,12.0,441.8199677681067,53.0,-102.2701737431468,38.0,73.06391253909393,38.0,124.11558689775997,3.26619965520421,65.0,288.49811966629386,4.438432610250675,10.0,74.05804290213308,6.0,75.81764155659958,-3.526523897390074,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:30,103,16.50485436893204,-31.52377010290187,-35.51113259496667,-3246.9483205988927,3357.903077927224,-17.71592233009709,1.80784777280478,12.0,-41.16728215556668,53.0,-1434.2877678506734,38.0,-1771.4932705926526,38.0,-942.0056141308401,-24.78962142449579,65.0,-2304.942706468052,-35.460657022585416,10.0,-2.033126413779847,6.0,-6.57253550115085,-34.69480705872144,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:30,44,29.545454545454547,-22.61224643839613,-28.106935218343587,-994.9388432894298,994.9388432894295,-15.655000000000001,0.9572464383961304,7.0,-177.87714410394668,18.0,-212.92518544390006,19.0,-604.136513741583,16.0,-382.5742340902467,-23.91088963064042,28.0,-612.3646091991831,-21.870164614256538,8.0,18.295886286869745,4.0,26.784347048596167,-31.702942599566327,23.400000000000002,-690.2213365303971,False
last30_mom,0.3,15:25,ATM,expiring next day,09:30,8,25.0,-39.12825296394198,-43.79673790484359,-313.02602371153586,485.62457769191536,-32.106249999999996,1.0220029639419872,1.0,41.2626100481,2.0,-23.564451782366657,5.0,-330.7241819772692,2.0,28.87719605316667,14.438598026583335,6.0,-341.9032197647025,-56.98386996078375,2.0,98.08150288137307,1.0,154.90039571464615,-84.86483824571367,12.950000000000001,-127.27716664965794,False
last30_mom,0.5,15:25,ATM,expiring next day,09:30,2,50.0,-19.54366785550384,-19.54366785550384,-39.08733571100768,193.98773142565383,-12.574999999999989,0.9686678555038462,0.0,0.0,0.0,0.0,2.0,-39.08733571100768,0.0,0.0,,2.0,-39.08733571100768,-19.54366785550384,1.0,154.90039571464615,1.0,154.90039571464615,-193.98773142565383,32.45,5.1477146663800815,False
last30_fade,0.1,15:25,ATM,expiring next day,09:30,44,36.36363636363637,-6.6274557978124955,-26.926733458403845,-291.6080551037498,714.0213897117846,0.3736363636363644,1.0010921614488577,7.0,345.40317869967333,18.0,-398.49592094589997,19.0,-238.515312857523,16.0,156.11645359777333,9.757278349860833,28.0,-447.7245087015231,-15.990161025054396,8.0,-11.915404042560256,4.0,-18.799369777253844,-5.4523561878685465,83.8,-692.266141863995,False
last30_fade,0.3,15:25,ATM,expiring next day,09:30,8,37.5,-13.347558194754491,-23.765570171333337,-106.78046555803593,310.92568698957433,-6.287500000000001,1.060058194754487,1.0,-72.8648464654,2.0,-47.531140342666674,5.0,13.615521250030767,2.0,-77.05163476513334,-38.52581738256667,6.0,-29.728830792902563,-4.954805132150427,2.0,-100.28949178887692,1.0,-127.71413711235384,15.633086336619655,57.3,-124.19439393683561,False
last30_fade,0.5,15:25,ATM,expiring next day,09:30,2,50.0,13.658429129196158,13.658429129196158,27.316858258392315,127.71413711235384,20.725,1.0665708708038462,0.0,0.0,0.0,0.0,2.0,27.316858258392315,0.0,0.0,,2.0,27.316858258392315,13.658429129196158,1.0,-127.71413711235384,1.0,-127.71413711235384,155.03099537074615,91.4,-68.48081213894737,False
day_mom,0.0,15:25,ATM,expiring next day,09:30,103,36.89320388349515,-10.547962969535984,-17.417623683153842,-1086.4401858622064,1584.998326770928,-3.6399999999999997,0.9079629695359819,12.0,297.2634874232466,53.0,-555.7705046542467,38.0,-827.9331686312058,38.0,-245.3319730995001,-6.456104555250002,65.0,-841.1082127627062,-12.94012635019548,10.0,30.16957958831308,6.0,21.691445452482906,-14.926193352100396,79.05,-1602.5526593315756,False
day_mom,0.1,15:25,ATM,expiring next day,09:30,87,33.33333333333333,-14.090083097085948,-20.012814323033336,-1225.8372294464775,1454.2003143251172,-7.19574712643678,0.8943359706491658,9.0,99.97844165783997,44.0,-618.9718890205266,34.0,-706.8437820837908,30.0,-464.85041055252003,-15.495013685084,57.0,-760.9868188939573,-13.350645945508024,9.0,14.861121928770087,6.0,21.691445452482906,-17.43060675391549,61.75000000000001,-1387.532640856085,False
day_mom,0.3,15:25,ATM,expiring next day,09:30,64,35.9375,-13.32369760984649,-18.132493880293595,-852.7166470301754,1177.935441720087,-6.4215625,0.9021351098464903,6.0,205.31014010377334,28.0,-404.5765300919734,30.0,-653.4502570419752,18.0,-295.2542152431667,-16.403011957953705,46.0,-557.4624317870087,-12.118748517108884,6.0,50.92438476806965,5.0,38.888744501470256,-19.97005095928609,63.800000000000004,-1019.4030208635825,False
day_mom,0.5,15:25,ATM,expiring next day,09:30,45,35.55555555555556,-12.445375042325011,-18.84736407743335,-560.0418769046255,898.4844360522247,-5.552000000000003,0.8933750423250143,3.0,201.11628087830667,18.0,-249.05208470778004,24.0,-512.1060730751523,12.0,-149.7199039454734,-12.476658662122782,33.0,-410.3219729591524,-12.433999180580376,5.0,43.647994859090254,4.0,26.784347048596167,-19.457046280001922,65.75,-723.5110296887904,False
day_fade,0.0,15:25,ATM,expiring next day,09:30,103,22.330097087378643,-20.975807133365887,-32.18047196243333,-2160.5081347366863,2160.5081347366868,-14.07592233009709,0.8998848032687977,12.0,-338.4307695788133,53.0,-878.5172631964267,38.0,-943.5601019614463,38.0,-696.6736410313401,-18.333516869245795,65.0,-1463.8344937053462,-22.520530672389942,10.0,-32.20270600209293,6.0,-28.26398095363376,-19.768613706621046,21.099999999999998,-1631.529192139451,False
day_fade,0.3,15:25,ATM,expiring next day,09:30,64,26.5625,-17.304561138861494,-28.825685761253855,-1107.4919128871356,1166.312046000982,-10.397187500000001,0.9073736388614904,6.0,-151.70158604042666,28.0,-296.8565423563934,30.0,-658.9337844903155,18.0,9.620843414513288,0.5344913008062938,46.0,-1117.112756301649,-24.285059919601064,6.0,-36.25123449143035,5.0,-27.25494609266974,-15.344560447216438,43.2,-1011.9569883185329,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:30,10,20.0,-48.599565925536254,-50.00202766491667,-485.99565925536257,497.0964720633549,-41.661,0.9385659255362565,2.0,-29.107846812093335,3.0,-119.07668792960001,5.0,-337.8111245136692,5.0,-148.18453474169334,-29.63690694833867,5.0,-337.8111245136692,-67.56222490273385,1.0,-149.64498612625383,1.0,-149.64498612625383,-37.37229701434541,18.5,-348.69821453891717,False
combo_up_CE,0.3,15:25,ATM,expiring next day,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,expiring next day,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,expiring next day,09:30,15,53.333333333333336,0.5964623310925835,1.842718383499994,8.946934966388753,270.2717781322615,7.55066666666667,0.9542043355740855,1.0,1.842718383499994,5.0,29.149342287633303,9.0,-22.045125704744592,4.0,-68.93148764250002,-17.232871910625004,11.0,77.87842260888876,7.079856600808069,5.0,66.64972908601436,3.0,85.59412477354617,-32.4301710463683,44.9,59.80716047479939,False
combo_down_PE,0.3,15:25,ATM,expiring next day,09:30,5,20.0,-53.33903158998974,-84.28740806475385,-266.6951579499487,410.4165158771615,-46.48,0.8590315899897437,0.0,0.0,1.0,-11.179037787433328,4.0,-255.51612016251534,0.0,0.0,,5.0,-266.6951579499487,-53.33903158998974,1.0,154.90039571464615,1.0,154.90039571464615,-105.3988884161487,1.6500000000000001,24.506346253875364,False
combo_down_PE,0.5,15:25,ATM,expiring next day,09:30,2,50.0,-19.54366785550384,-19.54366785550384,-39.08733571100768,193.98773142565383,-12.574999999999989,0.9686678555038462,0.0,0.0,0.0,0.0,2.0,-39.08733571100768,0.0,0.0,,2.0,-39.08733571100768,-19.54366785550384,1.0,154.90039571464615,1.0,154.90039571464615,-193.98773142565383,31.6,9.289538634257184,False
combo_both,0.1,15:25,ATM,expiring next day,09:30,25,40.0,-19.08194897155895,-12.800706282753847,-477.0487242889738,539.2973338047691,-12.133999999999999,0.9479489715589539,3.0,-27.265128428593343,8.0,-89.9273456419667,14.0,-359.8562502184138,9.0,-217.11602238419337,-24.124002487132596,16.0,-259.93270190478046,-16.24579386904878,6.0,30.600609883969664,4.0,26.784347048596167,-34.771178083831145,40.9,-392.94192088184957,False
combo_both,0.3,15:25,ATM,expiring next day,09:30,5,20.0,-53.33903158998974,-84.28740806475385,-266.6951579499487,410.4165158771615,-46.48,0.8590315899897437,0.0,0.0,1.0,-11.179037787433328,4.0,-255.51612016251534,0.0,0.0,,5.0,-266.6951579499487,-53.33903158998974,1.0,154.90039571464615,1.0,154.90039571464615,-105.3988884161487,2.15,22.529944559422376,False
combo_both,0.5,15:25,ATM,expiring next day,09:30,2,50.0,-19.54366785550384,-19.54366785550384,-39.08733571100768,193.98773142565383,-12.574999999999989,0.9686678555038462,0.0,0.0,0.0,0.0,2.0,-39.08733571100768,0.0,0.0,,2.0,-39.08733571100768,-19.54366785550384,1.0,154.90039571464615,1.0,154.90039571464615,-193.98773142565383,30.75,5.90820840074612,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:30,6,0.0,-48.488350482795646,-43.58492898880692,-290.93010289677386,290.93010289677386,-41.32833333333333,1.1600171494623077,3.0,-191.87462572345333,2.0,-52.37178340846666,1.0,-46.68369376485385,4.0,-204.26003971838665,-51.06500992959666,2.0,-86.67006317838718,-43.33503158919359,1.0,-78.49917905696,0.0,,-42.48618476796277,24.05,-212.3577536356843,False
downday_last30up_CE,0.3,15:25,ATM,expiring next day,09:30,1,0.0,-12.385413994933328,-12.385413994933328,-12.385413994933328,12.385413994933328,-5.599999999999994,0.7854139949333333,0.0,0.0,1.0,-12.385413994933328,0.0,0.0,1.0,-12.385413994933328,-12.385413994933328,0.0,0.0,,0.0,,0.0,,-12.385413994933328,78.35,-35.88190437580161,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,expiring next day,09:45,103,23.300970873786408,-34.85602255466608,-36.235448871653844,-3590.170323130607,3590.1703231306055,-27.97048543689321,0.8855371177728752,12.0,-606.8817486902932,53.0,-1198.247085082167,38.0,-1785.041489358146,38.0,-1115.41137963036,-29.35293104290421,65.0,-2474.7589435002465,-38.07321451538841,10.0,-66.32899780029693,6.0,-64.32410166870044,-31.47183166803911,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:45,103,41.74757281553398,0.032945462109261206,-8.75584799663333,3.393382597253904,704.3231632310553,6.9505825242718435,0.9176370621625838,12.0,532.2019382957667,53.0,-347.32304709954667,38.0,-181.48550859896602,38.0,64.16051551911994,1.688434618924209,65.0,-60.76713292186599,-0.9348789680287076,10.0,46.15756498209308,6.0,38.936551678999585,-4.9266910454158825,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:45,103,17.475728155339805,-34.823077092556815,-32.1420808803077,-3586.776940533352,3679.5674282351442,-21.01990291262136,1.803174179935459,12.0,-74.67981039452664,53.0,-1545.5701321817132,38.0,-1966.5269979571121,38.0,-1051.2508641112402,-27.664496423980005,65.0,-2535.526076422112,-39.008093483417106,10.0,-20.17143281820384,6.0,-25.38754998970084,-36.39852271345499,,,False
last30_mom,0.1,15:25,ATM,expiring next day,09:45,44,27.27272727272727,-29.811820697013857,-31.339681606233334,-1311.7201106686098,1332.18607241831,-22.86477272727273,0.9470479697411306,7.0,-70.64903676486668,18.0,-332.61563939866005,19.0,-908.4554345050833,16.0,-338.2669969638267,-21.14168731023917,28.0,-973.4531137047833,-34.766182632313686,8.0,-5.288205956385262,4.0,-22.39598715190385,-35.26151286159799,9.15,-776.762894773344,False
last30_mom,0.3,15:25,ATM,expiring next day,09:45,8,37.5,-37.09987623612948,-50.204721954443585,-296.79900988903586,511.68765835451535,-30.074999999999996,1.0248762361294872,1.0,76.5626062712,2.0,8.390283129633342,5.0,-381.7518992898692,2.0,105.36884274876667,52.684421374383334,6.0,-402.16785263780247,-67.02797543963375,2.0,103.24918266792308,1.0,129.93575906464616,-83.88289587081367,17.549999999999997,-138.35430548522976,False
last30_mom,0.5,15:25,ATM,expiring next day,09:45,2,50.0,-22.913893803253828,-22.913893803253828,-45.827787606507655,175.76354667115382,-15.949999999999989,0.963893803253846,0.0,0.0,0.0,0.0,2.0,-45.827787606507655,0.0,0.0,,2.0,-45.827787606507655,-22.913893803253828,1.0,129.93575906464616,1.0,129.93575906464616,-175.76354667115382,31.75,1.9330482665065678,False
last30_fade,0.1,15:25,ATM,expiring next day,09:45,44,43.18181818181818,-4.365886668564766,-19.873863639693596,-192.0990134168497,512.6522393268908,2.638409090909091,1.004295759473858,7.0,231.42463361043337,18.0,-339.09007157356,19.0,-84.43357545372302,16.0,76.87869687067331,4.804918554417082,28.0,-268.977710287523,-9.606346795982963,8.0,-7.864891746097749,4.0,8.437048807896169,-3.5883299846685484,92.95,-776.8174670134002,False
last30_fade,0.3,15:25,ATM,expiring next day,09:45,8,37.5,-23.40206560554199,-27.86567453954359,-187.2165248443359,310.07688934347436,-16.356250000000006,1.0458156055419872,1.0,-86.9948308093,2.0,-76.93948231636668,5.0,-23.282211718669263,2.0,-130.67567428933333,-65.33783714466666,6.0,-56.54085055500258,-9.42347509250043,2.0,-105.33234839217693,1.0,-123.66986597505384,3.9080286566696505,41.349999999999994,-139.79945444683085,False
last30_fade,0.5,15:25,ATM,expiring next day,09:45,2,50.0,-38.76730783580385,-38.76730783580385,-77.5346156716077,123.66986597505384,-31.775000000000006,0.9923078358038463,0.0,0.0,0.0,0.0,2.0,-77.5346156716077,0.0,0.0,,2.0,-77.5346156716077,-38.76730783580385,1.0,-123.66986597505384,1.0,-123.66986597505384,46.135250303446135,45.050000000000004,-70.67311592730609,False
day_mom,0.0,15:25,ATM,expiring next day,09:45,103,38.83495145631068,-12.54581255185268,-16.761914010433337,-1292.2186928408262,1811.3610202492948,-5.640679611650486,0.9051329402021956,12.0,225.83466904026665,53.0,-599.3487743904866,38.0,-918.704587490606,38.0,-330.98064851832,-8.710017066271579,65.0,-961.2380443225061,-14.788277604961632,10.0,-2.4142641672669236,6.0,-14.756924056517093,-13.635226356646847,80.2,-1797.1160755486287,False
day_mom,0.1,15:25,ATM,expiring next day,09:45,87,36.7816091954023,-14.257432247594913,-16.94538038955384,-1240.3966055407575,1577.8725574600069,-7.363333333333336,0.8940989142615795,9.0,123.4052566902,44.0,-607.7777459466666,34.0,-756.0241162842908,30.0,-408.8597234739001,-13.628657449130003,57.0,-831.5368820668575,-14.588366352050132,9.0,-15.61237787532992,6.0,-14.756924056517093,-14.101092367471646,69.3,-1510.7921567876233,False
day_mom,0.3,15:25,ATM,expiring next day,09:45,64,37.5,-13.640124379385242,-16.157951933703842,-872.9679602806555,1256.1663677339925,-6.738437500000002,0.9016868793852404,6.0,216.05491971793333,28.0,-353.08946346501335,30.0,-735.9334165335754,18.0,-211.3530643898467,-11.74183691054704,46.0,-661.6148958908086,-14.382932519365404,6.0,6.129505072419657,5.0,-6.097530741829743,-15.685258460606438,70.05,-1114.2660879003872,False
day_mom,0.5,15:25,ATM,expiring next day,09:45,45,40.0,-13.160584143862348,-20.41595334793333,-592.2262864738057,914.7576762520237,-6.268222222222221,0.8923619216401253,3.0,143.4579560714667,18.0,-148.53447170022005,24.0,-587.1497708450522,12.0,-148.6014882235534,-12.383457351962782,33.0,-443.62479825025235,-13.443175704553102,5.0,-4.463852892789745,4.0,-22.39598715190385,-14.247675550246422,68.55,-789.0430448178382,False
day_fade,0.0,15:25,ATM,expiring next day,09:45,103,26.21359223300971,-22.277264540704135,-31.879980086133337,-2294.558247692526,2294.558247692527,-15.379223300970873,0.8980412397332636,12.0,-300.5144794347933,53.0,-946.2213577912269,38.0,-1047.8224104665057,38.0,-720.27021559292,-18.95447935770842,65.0,-1574.288032099606,-24.219815878455478,10.0,-17.757168650936915,6.0,-10.630625933183744,-22.76329635680814,20.75,-1804.855190289154,False
day_fade,0.3,15:25,ATM,expiring next day,09:45,64,26.5625,-22.22259455891149,-31.088129695033334,-1422.2460517703353,1422.2460517703355,-15.322187500000002,0.9004070589114903,6.0,-193.73204830436669,28.0,-419.6326254010934,30.0,-808.8813780648753,18.0,-152.38966258932675,-8.466092366073708,46.0,-1269.8563891810086,-27.605573677848014,6.0,-16.179666624830332,5.0,-4.077777426809723,-22.84772503485092,28.15,-1130.7033414968307,False
combo_up_CE,0.1,15:25,ATM,expiring next day,09:45,10,20.0,-55.339019235570255,-57.316666203366665,-553.3901923557025,562.0444707719948,-48.41,0.9290192355702563,2.0,-40.132230356733324,3.0,-139.6974778025,5.0,-373.56048419646925,5.0,-179.82970815923332,-35.96594163184666,5.0,-373.56048419646925,-74.71209683929385,1.0,-149.59505685295386,1.0,-149.59505685295386,-44.86612616697207,7.3999999999999995,-342.4056492364374,False
combo_up_CE,0.3,15:25,ATM,expiring next day,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,expiring next day,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,expiring next day,09:45,15,40.0,-11.479764571067419,-13.594289480153847,-172.19646856601128,336.3592847135692,-4.542666666666666,0.9370979044007522,1.0,84.77524133479999,5.0,-27.770029274366696,9.0,-229.20168062644456,4.0,10.15648126469997,2.5391203161749925,11.0,-182.35294983071122,-16.57754089370102,5.0,19.007216503154357,3.0,20.003702748446155,-26.7232551081783,26.35,7.41130761526755,False
combo_down_PE,0.3,15:25,ATM,expiring next day,09:45,5,20.0,-58.621548705129726,-79.99349056095384,-293.10774352564863,402.62754924236145,-51.769999999999996,0.8515487051297436,0.0,0.0,1.0,-20.41595334793333,4.0,-272.69179017771535,0.0,0.0,,5.0,-293.10774352564863,-58.621548705129726,1.0,129.93575906464616,1.0,129.93575906464616,-105.76087564757371,1.25,3.0486897960485235,False
combo_down_PE,0.5,15:25,ATM,expiring next day,09:45,2,50.0,-22.913893803253828,-22.913893803253828,-45.827787606507655,175.76354667115382,-15.949999999999989,0.963893803253846,0.0,0.0,0.0,0.0,2.0,-45.827787606507655,0.0,0.0,,2.0,-45.827787606507655,-22.913893803253828,1.0,129.93575906464616,1.0,129.93575906464616,-175.76354667115382,31.3,1.431398469676296,False
combo_both,0.1,15:25,ATM,expiring next day,09:45,25,32.0,-29.023466436868556,-22.442271755033346,-725.5866609217139,818.8852441207983,-22.0896,0.9338664368685538,3.0,44.64301097806666,8.0,-167.4675070768667,14.0,-602.7621648229139,9.0,-169.67322689453337,-18.852580766059262,16.0,-555.9134340271805,-34.74458962669878,6.0,-9.093162389530347,4.0,-22.39598715190385,-35.31724666234378,16.05,-432.56613176210595,False
combo_both,0.3,15:25,ATM,expiring next day,09:45,5,20.0,-58.621548705129726,-79.99349056095384,-293.10774352564863,402.62754924236145,-51.769999999999996,0.8515487051297436,0.0,0.0,1.0,-20.41595334793333,4.0,-272.69179017771535,0.0,0.0,,5.0,-293.10774352564863,-58.621548705129726,1.0,129.93575906464616,1.0,129.93575906464616,-105.76087564757371,1.5,0.8475412958166719,False
combo_both,0.5,15:25,ATM,expiring next day,09:45,2,50.0,-22.913893803253828,-22.913893803253828,-45.827787606507655,175.76354667115382,-15.949999999999989,0.963893803253846,0.0,0.0,0.0,0.0,2.0,-45.827787606507655,0.0,0.0,,2.0,-45.827787606507655,-22.913893803253828,1.0,129.93575906464616,1.0,129.93575906464616,-175.76354667115382,32.2,-1.8622935613933824,False
downday_last30up_CE,0.1,15:25,ATM,expiring next day,09:45,6,16.666666666666664,-44.166139724125635,-53.465932174876926,-264.9968383447538,264.9968383447538,-37.00000000000001,1.166139724125641,3.0,-191.85465401413333,2.0,-18.27008974456666,1.0,-54.87209458605385,4.0,-163.04841753656666,-40.762104384141665,2.0,-101.94842080818718,-50.97421040409359,1.0,-64.3092795851,0.0,,-40.13751175193077,32.550000000000004,-209.36475336761515,False
downday_last30up_CE,0.3,15:25,ATM,expiring next day,09:45,1,100.0,28.80623647756667,28.80623647756667,28.80623647756667,0.0,35.650000000000006,0.8437635224333333,0.0,0.0,1.0,28.80623647756667,0.0,0.0,1.0,28.80623647756667,28.80623647756667,0.0,0.0,,0.0,,0.0,,28.80623647756667,91.0,-33.74942548466576,False
downday_last30up_CE,0.5,15:25,ATM,expiring next day,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:15o,101,31.683168316831683,-13.858011938159734,-7.784195255053846,-1399.6592057541332,1425.6204456217324,-6.708217821782178,1.1497941163775527,10.0,-75.89350367496002,53.0,-581.7292603336267,38.0,-742.0364417455462,36.0,-354.10188018388664,-9.836163338441295,65.0,-1045.5573255702461,-16.085497316465325,9.0,-40.492655484807685,6.0,-57.08384347266709,-11.252448982509387,,,False
PE_all,0.0,15:25,ATM,following weekly,09:15o,101,40.5940594059406,-1.346174076737951,-4.805366839933333,-135.96358175053305,650.9865414328524,5.74306930693069,1.0892433836686415,10.0,20.911429361539994,53.0,-338.9638583747268,38.0,182.08884726265376,36.0,-161.77781799168676,-4.4938282775468545,65.0,25.81423624115366,0.39714209601774864,9.0,39.0784410771523,6.0,58.81982696318289,-5.300755993966343,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:15o,101,14.85148514851485,-15.204186014897681,-14.11029623720767,-1535.622787504666,1535.6227875046657,-0.9651485148514871,2.2390375000461944,10.0,-54.98207431342002,53.0,-920.6931187083535,38.0,-559.9475944828922,36.0,-515.8796981755734,-14.329991615988149,65.0,-1019.7430893290924,-15.688355220447576,9.0,-1.4142144076553917,6.0,1.7359834905157971,-16.553204976475733,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:15o,42,23.809523809523807,-17.930348042494675,-14.350509329363337,-753.0746177847764,772.4077574982456,-10.764285714285712,1.1660623282089622,5.0,-42.91593897969331,18.0,-326.83924620336,19.0,-383.319432601723,14.0,-189.80503511305332,-13.557502508075236,28.0,-563.2695826717229,-20.116770809704388,7.0,2.2570461112082802,4.0,4.25307871579615,-21.967826873235268,5.55,-319.7503161886276,False
last30_mom,0.3,15:25,ATM,following weekly,09:15o,8,37.5,-21.31773081796699,-17.704642419393604,-170.54184654373591,286.0761812281154,-14.018749999999997,1.2989808179669873,1.0,6.258139407700011,2.0,-11.230048782666678,5.0,-165.56993716876923,2.0,6.803730057766672,3.401865028883336,6.0,-177.34557660150256,-29.557596100250425,2.0,63.382191733523086,1.0,120.50624405934616,-49.55103833513035,16.5,-62.264201760387316,False
last30_mom,0.5,15:25,ATM,following weekly,09:15o,2,50.0,-26.55497930985385,-26.55497930985385,-53.1099586197077,173.61620267905386,-19.30000000000001,1.2549793098538464,0.0,0.0,0.0,0.0,2.0,-53.1099586197077,0.0,0.0,,2.0,-53.1099586197077,-26.55497930985385,1.0,120.50624405934616,1.0,120.50624405934616,-173.61620267905386,11.85,-2.700393143250561,False
last30_fade,0.1,15:25,ATM,following weekly,09:15o,42,40.476190476190474,4.223174926258177,-3.5678432593166756,177.37334690284342,172.533080883636,11.46071428571428,1.237539359456105,5.0,4.166722995266621,18.0,17.438895742899973,19.0,155.7677281646768,14.0,42.86457648366661,3.061755463119044,28.0,134.50877041917678,4.8038846578277425,7.0,9.951268565559698,4.0,22.897429621546138,3.0775561983978736,95.75,-327.3000408178031,True
last30_fade,0.3,15:25,ATM,following weekly,09:15o,8,37.5,3.605704237483007,-2.4698905441666783,28.845633899864055,151.95493476262052,10.98125,1.3755457625169871,1.0,-4.196505972600006,2.0,-5.752873872966667,5.0,38.79501374543075,2.0,-9.206104729833323,-4.603052364916661,6.0,38.0517386296974,6.3419564382828995,2.0,-73.10103044482692,1.0,-142.00555491705384,29.174615798252987,82.6,-62.842464851145756,False
last30_fade,0.5,15:25,ATM,following weekly,09:15o,2,50.0,12.989821842646151,12.989821842646151,25.979643685292302,142.00555491705384,20.400000000000006,1.410178157353846,0.0,0.0,0.0,0.0,2.0,25.979643685292302,0.0,0.0,,2.0,25.979643685292302,12.989821842646151,1.0,-142.00555491705384,1.0,-142.00555491705384,167.98519860234614,89.64999999999999,-26.552111446280268,False
day_mom,0.0,15:25,ATM,following weekly,09:15o,101,40.5940594059406,-7.069741023982505,-3.207882359533345,-714.0438434222331,829.1543353287192,0.0504950495049503,1.1202360734874535,10.0,28.723926633139985,53.0,-206.9029479723267,38.0,-535.8648220830462,36.0,-136.70767871628672,-3.7974355198968532,65.0,-577.3361647059462,-8.882094841629941,9.0,-4.864065945903248,6.0,-5.351492674683757,-7.285513585968517,54.7,-764.1034512634403,False
day_mom,0.1,15:25,ATM,following weekly,09:15o,86,39.53488372093023,-7.980863426633537,-3.9469870095166724,-686.3542546904841,768.0613002488215,-0.8593023255813956,1.1215611010521405,8.0,-4.170146028426678,44.0,-232.32468704922664,34.0,-449.8594216128307,29.0,-185.24280890128676,-6.387683065561612,57.0,-501.1114457891974,-8.791428873494691,9.0,-4.864065945903248,6.0,-5.351492674683757,-8.345164430874739,47.199999999999996,-647.364445020111,False
day_mom,0.3,15:25,ATM,following weekly,09:15o,63,44.44444444444444,-7.201250665907016,-1.3682409746333306,-453.678791952142,578.2720976251308,-0.06333333333333326,1.137917332573683,5.0,10.344307273706656,28.0,-55.139725781433356,30.0,-408.8833734444153,17.0,-132.4035856404934,-7.78844621414667,46.0,-321.2752063116487,-6.984243615470623,6.0,8.419300150019657,5.0,8.99094968677026,-8.845519172846666,53.0,-474.2699509404309,False
day_mom,0.5,15:25,ATM,following weekly,09:15o,44,45.45454545454545,-10.232980805231644,-2.085896022993587,-450.25115543019234,552.5593844460667,-3.0965909090909105,1.1363898961407344,2.0,0.5317393739999972,18.0,-88.41655507939998,24.0,-362.3663397247924,11.0,-102.10975577160004,-9.282705070145457,33.0,-348.1413996585923,-10.549739383593707,5.0,4.514673465890257,4.0,4.25307871579615,-12.123705711785734,34.75,-332.07817597732753,False
day_fade,0.0,15:25,ATM,following weekly,09:15o,101,31.683168316831683,-8.134444990915178,-13.317511184933334,-821.5789440824329,958.6350773151252,-1.0156435643564372,1.1188014265587407,10.0,-83.70600094656,53.0,-713.7901707360268,38.0,-24.082772399846213,36.0,-379.1720194592867,-10.532556096091296,65.0,-442.4069246231463,-6.806260378817636,9.0,3.4498515382478585,6.0,7.087476165199564,-9.267691390507213,46.0,-765.2981177715803,False
day_fade,0.3,15:25,ATM,following weekly,09:15o,63,36.507936507936506,-5.149350817126068,-11.560149689953855,-324.4091014789423,528.9837472153652,1.9922222222222203,1.1415730393482866,5.0,-62.98378871029334,28.0,-304.8610528725334,30.0,43.43574010388449,17.0,-102.5120983594934,-6.030123432911376,46.0,-221.8970031194488,-4.823847893901061,6.0,2.0996042080029818,5.0,6.193192086730244,-5.912398714508072,68.10000000000001,-474.1934086572174,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:15o,10,10.0,-42.02382873811024,-13.168897180116666,-420.2382873811024,420.2382873811024,-34.78999999999999,1.2338287381102564,2.0,-9.331870680033322,3.0,-95.0588879095,5.0,-315.8475287915691,5.0,-104.39075858953332,-20.878151717906665,5.0,-315.8475287915691,-63.169505758313825,1.0,-165.4767618337538,1.0,-165.4767618337538,-28.30683617192763,2.0500000000000003,-140.71769141224001,False
combo_up_CE,0.3,15:25,ATM,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,following weekly,09:15o,15,26.666666666666668,-6.357064427838091,-11.775639432733339,-95.35596641757135,177.59674706965592,0.8066666666666625,1.163731094504752,1.0,-7.339243049459998,5.0,-70.11007931792665,9.0,-17.90664405018469,4.0,-71.23473540091999,-17.808683850229997,11.0,-24.12123101665135,-2.192839183331941,5.0,35.003589040902355,3.0,60.8296922323128,-27.03739116220831,36.199999999999996,-19.92493047568176,False
combo_down_PE,0.3,15:25,ATM,following weekly,09:15o,5,20.0,-23.54195560560975,-23.63364540605387,-117.70977802804876,226.44038265466156,-16.390000000000008,1.1519556056097435,0.0,0.0,1.0,-11.775639432733339,4.0,-105.9341385953154,0.0,0.0,,5.0,-117.70977802804876,-23.54195560560975,1.0,120.50624405934616,1.0,120.50624405934616,-59.55400552184872,8.649999999999999,-2.4649183565028534,False
combo_down_PE,0.5,15:25,ATM,following weekly,09:15o,2,50.0,-26.55497930985385,-26.55497930985385,-53.1099586197077,173.61620267905386,-19.30000000000001,1.2549793098538464,0.0,0.0,0.0,0.0,2.0,-53.1099586197077,0.0,0.0,,2.0,-53.1099586197077,-26.55497930985385,1.0,120.50624405934616,1.0,120.50624405934616,-173.61620267905386,11.3,-0.4214537135671287,False
combo_both,0.1,15:25,ATM,following weekly,09:15o,25,20.0,-20.62377015194695,-11.775639432733339,-515.5942537986738,524.8568546986585,-13.431999999999999,1.191770151946954,3.0,-16.67111372949332,8.0,-165.16896722742666,14.0,-333.75417284175376,9.0,-175.62549399045332,-19.513943776717035,16.0,-339.96875980822045,-21.24804748801378,6.0,1.5901972284596582,4.0,4.25307871579615,-27.638707219443774,5.7,-189.18080698517178,False
combo_both,0.3,15:25,ATM,following weekly,09:15o,5,20.0,-23.54195560560975,-23.63364540605387,-117.70977802804876,226.44038265466156,-16.390000000000008,1.1519556056097435,0.0,0.0,1.0,-11.775639432733339,4.0,-105.9341385953154,0.0,0.0,,5.0,-117.70977802804876,-23.54195560560975,1.0,120.50624405934616,1.0,120.50624405934616,-59.55400552184872,10.4,-7.363829395453142,False
combo_both,0.5,15:25,ATM,following weekly,09:15o,2,50.0,-26.55497930985385,-26.55497930985385,-53.1099586197077,173.61620267905386,-19.30000000000001,1.2549793098538464,0.0,0.0,0.0,0.0,2.0,-53.1099586197077,0.0,0.0,,2.0,-53.1099586197077,-26.55497930985385,1.0,120.50624405934616,1.0,120.50624405934616,-173.61620267905386,11.899999999999999,-1.3681622361972192,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:15o,4,50.0,-20.453387013805127,-15.97868700391667,-81.81354805522051,91.18440045806666,-13.125,1.3283870138051281,1.0,-32.5029646579,2.0,-58.68143580016666,1.0,9.370852402846154,2.0,-31.95737400783334,-15.97868700391667,2.0,-49.85617404738717,-24.928087023693585,0.0,,0.0,,-20.453387013805127,32.550000000000004,-55.38099794634702,False
downday_last30up_CE,0.3,15:25,ATM,following weekly,09:15o,1,100.0,0.545590650066661,0.545590650066661,0.545590650066661,0.0,7.599999999999994,1.0544093499333334,0.0,0.0,1.0,0.545590650066661,0.0,0.0,1.0,0.545590650066661,0.545590650066661,0.0,0.0,,0.0,,0.0,,0.545590650066661,68.7,-14.713533310086234,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:16,101,26.732673267326735,-25.142719792896564,-16.67137726973335,-2539.414699082553,2574.729556824553,-18.00891089108911,1.1338089018074538,10.0,-152.88444310355996,53.0,-841.7309581160467,38.0,-1544.7992978629459,36.0,-562.8661577058468,-15.635171047384635,65.0,-1976.548541376706,-30.40843909810317,9.0,-57.26334361657435,6.0,-60.9450406078671,-22.000484853623735,,,False
PE_all,0.0,15:25,ATM,following weekly,09:16,101,42.57425742574257,0.8315331979270022,-6.317041905533345,83.98485299062722,498.948841226059,7.923861386138613,1.092328188211612,10.0,-34.559993274759954,53.0,-207.04073246146672,38.0,325.5855787268538,36.0,-222.4818284698267,-6.18005079082852,65.0,306.46668146045386,4.714872022468521,9.0,65.12598818805898,6.0,82.8857366937829,-5.4581417467598214,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:16,101,3.9603960396039604,-24.31118659496957,-23.36773566386666,-2455.4298460919267,2455.4298460919276,-10.085049504950499,2.2261370900190665,10.0,-187.44443637831995,53.0,-1048.7716905775135,38.0,-1219.213719136092,36.0,-785.3479861756734,-21.81522183821315,65.0,-1670.0818599162524,-25.69356707563465,9.0,7.862644571484623,6.0,21.940696085915814,-27.458626600383568,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:16,42,28.57142857142857,-15.359941501321817,-16.38524959170385,-645.1175430555163,645.1175430555163,-8.190238095238092,1.169703406083724,5.0,-3.571671619293314,18.0,-196.2142813959,19.0,-445.331590040323,14.0,-130.42914330469333,-9.316367378906666,28.0,-514.688399750823,-18.381728562529393,7.0,37.61553091160257,4.0,43.62231071284615,-25.95503598390669,33.6,-494.6787757770683,False
last30_mom,0.3,15:25,ATM,following weekly,09:16,8,50.0,-16.855302016779483,-29.189948837443584,-134.84241613423586,401.3628732778154,-9.549999999999997,1.3053020167794873,1.0,56.98628108050002,2.0,4.098238120433316,5.0,-195.92693533516922,2.0,61.02692086156668,30.51346043078334,6.0,-195.8693369958026,-32.64488949930043,2.0,131.2111095115731,1.0,205.43593794264618,-66.21077252623034,39.550000000000004,-96.59599642922817,False
last30_mom,0.5,15:25,ATM,following weekly,09:16,2,50.0,12.065313587696153,12.065313587696153,24.130627175392306,181.30531076725387,19.375,1.3096864123038463,0.0,0.0,0.0,0.0,2.0,24.130627175392306,0.0,0.0,,2.0,24.130627175392306,12.065313587696153,1.0,205.43593794264618,1.0,205.43593794264618,-181.30531076725387,67.60000000000001,1.4158900912756431,False
last30_fade,0.1,15:25,ATM,following weekly,09:16,42,38.095238095238095,-5.891069293656109,-2.927823118403866,-247.42491033355657,395.4108768799641,1.3321428571428522,1.2232121507989622,5.0,-82.11106126713335,18.0,-120.76533275150008,19.0,-44.548516314923106,14.0,-103.57798210523342,-7.3984272932309585,28.0,-143.8469282283232,-5.137390293868686,7.0,-24.507062764768857,4.0,-5.462397612853849,-2.167870599433559,77.9,-512.3719029821578,False
last30_fade,0.3,15:25,ATM,following weekly,09:16,8,37.5,-13.226702023779492,-14.635970663293612,-105.81361619023593,265.24117162587436,-5.8750000000000036,1.3517020237794872,1.0,-67.7065416102,2.0,-43.79898012756666,5.0,5.69190554753073,2.0,-79.90595572263334,-39.95297786131667,6.0,-25.90766046760259,-4.317943411267098,2.0,-102.18483214207691,1.0,-136.6631226739538,16.42600801565298,48.699999999999996,-101.30756208947795,False
last30_fade,0.5,15:25,ATM,following weekly,09:16,2,50.0,-13.49765764300382,-13.49765764300382,-26.99531528600764,136.6631226739538,-6.124999999999972,1.3726576430038464,0.0,0.0,0.0,0.0,2.0,-26.99531528600764,0.0,0.0,,2.0,-26.99531528600764,-13.49765764300382,1.0,-136.6631226739538,1.0,-136.6631226739538,109.66780738794617,62.3,-51.372272702147775,False
day_mom,0.0,15:25,ATM,following weekly,09:16,101,38.613861386138616,-12.61544967481478,-8.285769097133345,-1274.1604171562929,1392.6899033320085,-5.503069306930693,1.1123803678840873,10.0,-107.93249438895995,53.0,-379.21885598528695,38.0,-787.0090667820461,36.0,-537.2403091288868,-14.923341920246855,65.0,-736.9201080274062,-11.337232431190865,9.0,22.548214635203422,6.0,39.801213479616244,-16.05537335731656,46.800000000000004,-1201.7316706583758,False
day_mom,0.1,15:25,ATM,following weekly,09:16,86,34.883720930232556,-14.037516507101676,-9.137761819293587,-1207.2264196107442,1271.7515135885135,-6.9245348837209315,1.1129816233807455,8.0,-142.82373798252667,44.0,-406.4380489009868,34.0,-657.9646327272307,29.0,-552.3228262028867,-19.045614696651267,57.0,-654.9035934078574,-11.48953672645364,9.0,22.548214635203422,6.0,39.801213479616244,-18.31377079646201,36.3,-1040.115130109,False
day_mom,0.3,15:25,ATM,following weekly,09:16,63,38.095238095238095,-13.455248784398446,-7.845199280453841,-847.6806734171021,914.3348644583727,-6.326190476190475,1.1290583082079693,5.0,-24.556254762993333,28.0,-192.3553546644934,30.0,-630.7690639896155,17.0,-335.86537433799344,-19.75678672576432,46.0,-511.8152990791086,-11.126419545198013,6.0,58.073962446869665,5.0,58.13134046863026,-20.984639440321406,42.75,-767.2273627621477,False
day_mom,0.5,15:25,ATM,following weekly,09:16,44,40.909090909090914,-15.64826439710119,-4.790852682933341,-688.5236334724524,754.0245624512371,-8.519545454545455,1.1287189425557342,2.0,-28.327380593400008,18.0,-151.38735456536008,24.0,-508.8088983136923,11.0,-256.4411395419001,-23.312830867445463,33.0,-432.0824939305523,-13.093408906986433,5.0,46.45526303789026,4.0,43.62231071284615,-23.61025509389497,32.9,-534.4291973880029,False
day_fade,0.0,15:25,ATM,following weekly,09:16,101,30.693069306930692,-11.69573692015478,-13.632161406453852,-1181.2694289356327,1181.2694289356325,-4.581980198019802,1.1137567221349784,10.0,-79.51194198936,53.0,-669.5528345922266,38.0,-432.2046523540463,36.0,-248.10767704678668,-6.891879917966296,65.0,-933.1617518888462,-14.356334644443788,9.0,-14.685570063718801,6.0,-17.86051739370043,-11.403253243066995,55.85,-1253.8746801635864,False
day_fade,0.3,15:25,ATM,following weekly,09:16,63,30.158730158730158,-11.395265148511779,-8.93559327723335,-717.9017043562421,737.1519716423823,-4.262539682539686,1.132725465972096,5.0,-57.79114428709335,28.0,-366.7234224912334,30.0,-293.3871375779155,17.0,-19.679433954793367,-1.1576137620466687,46.0,-698.2222704014488,-15.178745008727148,6.0,-31.39461663074701,5.0,-21.687314123989744,-9.290070255644915,54.949999999999996,-780.0342023629737,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:16,10,20.0,-52.29428025592025,-29.695805395116672,-522.9428025592025,527.2957672212948,-45.07499999999999,1.2192802559202565,2.0,-29.103862906833307,3.0,-104.09608637680003,5.0,-389.74285327556913,5.0,-133.19994928363334,-26.639989856726668,5.0,-389.74285327556913,-77.94857065511383,1.0,-180.00618036405385,1.0,-180.00618036405385,-38.104069132794294,4.2,-249.712392412587,False
combo_up_CE,0.3,15:25,ATM,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,following weekly,09:16,15,33.33333333333333,1.2095505098659136,-16.02588496945386,18.143257647988705,181.30531076725387,8.383999999999999,1.1744494901340852,1.0,-15.577573143959999,5.0,-2.79543305486665,9.0,36.51626384681536,4.0,-76.21767687625999,-19.054419219064997,11.0,94.36093452424872,8.578266774931702,5.0,77.26572313295438,3.0,118.16514107181281,-36.818535801678316,52.25,14.740167295176416,False
combo_down_PE,0.3,15:25,ATM,following weekly,09:16,5,40.0,-27.48636819630975,-70.13253867555385,-137.43184098154876,342.9253772635616,-20.340000000000003,1.1463681963097438,0.0,0.0,1.0,0.05759833936665526,4.0,-137.48943932091538,0.0,0.0,,5.0,-137.43184098154876,-27.48636819630975,1.0,205.43593794264618,1.0,205.43593794264618,-85.71694473104873,10.299999999999999,4.220316827312043,False
combo_down_PE,0.5,15:25,ATM,following weekly,09:16,2,50.0,12.065313587696153,12.065313587696153,24.130627175392306,181.30531076725387,19.375,1.3096864123038463,0.0,0.0,0.0,0.0,2.0,24.130627175392306,0.0,0.0,,2.0,24.130627175392306,12.065313587696153,1.0,205.43593794264618,1.0,205.43593794264618,-181.30531076725387,69.55,0.5450841412924496,False
combo_both,0.1,15:25,ATM,following weekly,09:16,25,28.000000000000004,-20.191981796448548,-16.74461421395384,-504.79954491121373,504.79954491121384,-12.999600000000001,1.1923817964485537,3.0,-44.68143605079331,8.0,-106.89151943166668,14.0,-353.22658942875387,9.0,-209.41762615989333,-23.268625128877037,16.0,-295.3819187513205,-18.46136992195753,6.0,34.38707255011967,4.0,43.62231071284615,-37.42747264273326,22.400000000000002,-294.97383858418556,False
combo_both,0.3,15:25,ATM,following weekly,09:16,5,40.0,-27.48636819630975,-70.13253867555385,-137.43184098154876,342.9253772635616,-20.340000000000003,1.1463681963097438,0.0,0.0,1.0,0.05759833936665526,4.0,-137.48943932091538,0.0,0.0,,5.0,-137.43184098154876,-27.48636819630975,1.0,205.43593794264618,1.0,205.43593794264618,-85.71694473104873,10.8,4.63583192214064,False
combo_both,0.5,15:25,ATM,following weekly,09:16,2,50.0,12.065313587696153,12.065313587696153,24.130627175392306,181.30531076725387,19.375,1.3096864123038463,0.0,0.0,0.0,0.0,2.0,24.130627175392306,0.0,0.0,,2.0,24.130627175392306,12.065313587696153,1.0,205.43593794264618,1.0,205.43593794264618,-181.30531076725387,67.75,3.5281435001299237,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:16,4,25.0,-16.733656152955135,-17.00834691722694,-66.93462461182054,66.93462461182054,-9.400000000000006,1.333656152955128,1.0,-15.876516649000022,2.0,-32.91793077736666,1.0,-18.140177185453858,2.0,-11.835876867933361,-5.917938433966681,2.0,-55.098747743887174,-27.549373871943587,0.0,,0.0,,-16.733656152955135,61.75000000000001,-99.61455752352532,False
downday_last30up_CE,0.3,15:25,ATM,following weekly,09:16,1,100.0,4.040639781066661,4.040639781066661,4.040639781066661,0.0,11.099999999999994,1.0593602189333333,0.0,0.0,1.0,4.040639781066661,0.0,0.0,1.0,4.040639781066661,4.040639781066661,0.0,0.0,,0.0,,0.0,,4.040639781066661,74.85000000000001,-24.48814020131771,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:20,101,22.772277227722775,-25.53859466476428,-20.819514705700012,-2579.398061141192,2591.7286093978914,-18.405346534653464,1.13324813011082,10.0,-191.97906409745997,53.0,-895.2451532389866,38.0,-1492.1738438047462,36.0,-635.3634625374466,-17.648985070484628,65.0,-1944.0345986037462,-29.90822459390379,9.0,-55.992920995941034,6.0,-58.88129731146711,-22.559367088888294,,,False
PE_all,0.0,15:25,ATM,following weekly,09:20,101,43.56435643564357,0.6707708248858142,-3.481444344833339,67.74785331346723,373.1944479700934,7.762871287128713,1.0921004622428991,10.0,12.713042685680012,53.0,-169.59377748646668,38.0,224.62858811425386,36.0,-174.01048995018667,-4.833624720838518,65.0,241.7583432636539,3.7193591271331368,9.0,63.456131381025635,6.0,81.11324749163289,-5.471275316475692,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:20,101,5.9405940594059405,-24.86782383987847,-23.257192755807722,-2511.6502078277254,2511.650207827727,-10.642475247524748,2.2253485923537197,10.0,-179.26602141177995,53.0,-1064.8389307254533,38.0,-1267.5452556904925,36.0,-809.3739524876332,-22.482609791323146,65.0,-1702.2762553400921,-26.188865466770647,9.0,7.463210385084611,6.0,22.2319501801658,-28.03064240536399,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:20,42,30.952380952380953,-15.617909413371816,-13.245672856393583,-655.9521953616163,669.000668378869,-8.448571428571427,1.1693379848003906,5.0,12.25590801680669,18.0,-156.8700140354999,19.0,-511.33808934292307,14.0,-124.13805486889325,-8.867003919206661,28.0,-531.814140492723,-18.993362160454392,7.0,34.24173858718827,4.0,38.816618157721145,-25.589839013483832,36.199999999999996,-522.0670428539757,False
last30_mom,0.3,15:25,ATM,following weekly,09:20,8,37.5,-21.348936613779493,-30.463145306593574,-170.79149291023595,400.6139341783154,-14.050000000000004,1.298936613779487,1.0,57.43564454020001,2.0,7.193853065033311,5.0,-235.4209905154692,2.0,71.66185607446666,35.83092803723333,6.0,-242.4533489847026,-40.40889149745043,2.0,111.31429410152307,1.0,165.19294366284615,-65.57001351888034,31.0,-99.01860677655036,False
last30_mom,0.5,15:25,ATM,following weekly,09:20,2,50.0,-0.21728764410386248,-0.21728764410386248,-0.43457528820772495,165.62751895105387,7.074999999999989,1.2922876441038462,0.0,0.0,0.0,0.0,2.0,-0.43457528820772495,0.0,0.0,,2.0,-0.43457528820772495,-0.21728764410386248,1.0,165.19294366284615,1.0,165.19294366284615,-165.62751895105387,53.1,-2.190444407245789,False
last30_fade,0.1,15:25,ATM,following weekly,09:20,42,38.095238095238095,-6.79336258972039,-10.077788060003849,-285.3212287682564,447.4363939955641,0.42857142857142927,1.2219340182918195,5.0,-88.50200824953336,18.0,-183.1269951032,19.0,-13.692225415523117,14.0,-128.3429016620334,-9.167350118716671,28.0,-156.978327106223,-5.606368825222249,7.0,-20.876491320526004,4.0,1.1282664627461685,-3.976736843559268,75.6,-514.5710930001359,False
last30_fade,0.3,15:25,ATM,following weekly,09:20,8,37.5,-8.389803672841985,-24.995105008383327,-67.11842938273588,243.77158410687434,-1.031249999999993,1.3585536728419874,1.0,-61.86481663410001,2.0,-49.99021001676665,5.0,44.736597268130794,2.0,-88.24414436373333,-44.12207218186666,6.0,21.12571498099746,3.5209524968329102,2.0,-79.06757860417692,1.0,-96.27034057425382,15.169454637602996,61.35,-102.32455791443421,False
last30_fade,0.5,15:25,ATM,following weekly,09:20,2,50.0,4.8763149313961875,4.8763149313961875,9.752629862792375,96.27034057425382,12.275000000000034,1.3986850686038463,0.0,0.0,0.0,0.0,2.0,9.752629862792375,0.0,0.0,,2.0,9.752629862792375,4.8763149313961875,1.0,-96.27034057425382,1.0,-96.27034057425382,106.0229704370462,86.05000000000001,-51.11422910189327,False
day_mom,0.0,15:25,ATM,following weekly,09:20,101,36.633663366336634,-13.41273613004488,-11.44596018883334,-1354.686349134533,1490.366481779788,-6.301485148514851,1.1112509815300278,10.0,-81.42005026665994,53.0,-484.6594953402269,38.0,-788.6068035276463,36.0,-514.3727019574866,-14.288130609930183,65.0,-840.3136471770463,-12.92790226426225,9.0,21.16683807390341,6.0,37.562717726666214,-16.795520563039823,42.449999999999996,-1251.029408580123,False
day_mom,0.1,15:25,ATM,following weekly,09:20,86,31.3953488372093,-15.170678781833537,-13.003907582643592,-1304.6783752376841,1392.1459113877934,-8.059302325581395,1.1113764562521404,8.0,-107.47381248612663,44.0,-528.2554898983268,34.0,-668.9490728532307,29.0,-545.4825157607866,-18.809741922785744,57.0,-759.1958594768976,-13.319225604857852,9.0,21.16683807390341,6.0,37.562717726666214,-19.41792101172487,32.1,-1062.411721728999,False
day_mom,0.3,15:25,ATM,following weekly,09:20,63,31.746031746031743,-15.317689931303205,-10.491437467853835,-965.0144656721019,1061.0270694137732,-8.19126984126984,1.1264200900333656,5.0,-20.961347085393303,28.0,-312.13568131119337,30.0,-631.9174372755153,17.0,-362.9869555945533,-21.352173858503136,46.0,-602.0275100775489,-13.087554566903236,6.0,54.93673977451965,5.0,54.14698445929023,-22.71289305823193,32.75,-778.4029257531217,False
day_mom,0.5,15:25,ATM,following weekly,09:20,44,36.36363636363637,-16.131443591899828,-6.764626017683334,-709.7835180435925,804.493071902877,-9.00340909090909,1.1280345009907342,2.0,-26.52992675459999,18.0,-179.18797393879998,24.0,-504.0656173501923,11.0,-239.76476225969998,-21.796796569063634,33.0,-470.01875578389223,-14.242992599511886,5.0,42.830397796310244,4.0,38.816618157721145,-23.690654026285735,31.25,-541.1526597962836,False
day_fade,0.0,15:25,ATM,following weekly,09:20,101,29.7029702970297,-11.455087709833592,-14.480959052553846,-1156.9638586931928,1156.9638586931926,-4.3409900990098995,1.114097610823691,10.0,-97.84597114512003,53.0,-580.1794353852266,38.0,-478.9384521628461,36.0,-295.0012505301467,-8.194479181392964,65.0,-861.9626081630462,-13.260963202508403,9.0,-13.703627688818798,6.0,-15.33076754650042,-11.235121842324167,57.75,-1262.0665295070628,False
day_fade,0.3,15:25,ATM,following weekly,09:20,63,33.33333333333333,-9.166675997407017,-11.222449858653846,-577.5005878366421,664.7045960840819,-2.0307936507936493,1.135882346613366,5.0,-81.65733692449335,28.0,-171.00067115523325,30.0,-324.8425797569153,17.0,44.13017732260668,2.595892783682746,46.0,-621.6307651592487,-13.513712286070623,6.0,-27.633278042146998,5.0,-16.704372648649734,-7.222823150592281,70.3,-794.5764814027767,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:20,10,30.0,-52.00968339811025,-36.51115120056667,-520.0968339811025,532.3885530978948,-44.79,1.2196833981102562,2.0,-23.661572117133314,3.0,-102.34856181129999,5.0,-394.0867000526692,5.0,-126.0101339284333,-25.202026785686662,5.0,-394.0867000526692,-78.81734001053384,1.0,-185.49840042705384,1.0,-185.49840042705384,-37.17760372822763,3.65,-256.4117632880053,False
combo_up_CE,0.3,15:25,ATM,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,following weekly,09:20,15,33.33333333333333,0.45395417392591353,-7.032358469233339,6.809312608888703,165.62751895105387,7.627333333333331,1.1733791594074188,1.0,-0.6986497005599919,5.0,-9.03659221736664,9.0,16.544554526815304,4.0,-61.58839979935996,-15.39709994983999,11.0,68.39771240824867,6.217973855295333,5.0,73.55098519943435,3.0,113.5882910193128,-36.09456133882831,50.849999999999994,8.63470606223087,False
combo_down_PE,0.3,15:25,ATM,following weekly,09:20,5,20.0,-37.711883368149756,-76.12405147155384,-188.55941684074878,346.7200020343616,-30.580000000000005,1.1318833681497438,0.0,0.0,1.0,-7.032358469233339,4.0,-181.5270583715154,0.0,0.0,,5.0,-188.55941684074878,-37.711883368149756,1.0,165.19294366284615,1.0,165.19294366284615,-88.43809012589874,4.7,3.6839954582836767,False
combo_down_PE,0.5,15:25,ATM,following weekly,09:20,2,50.0,-0.21728764410386248,-0.21728764410386248,-0.43457528820772495,165.62751895105387,7.074999999999989,1.2922876441038462,0.0,0.0,0.0,0.0,2.0,-0.43457528820772495,0.0,0.0,,2.0,-0.43457528820772495,-0.21728764410386248,1.0,165.19294366284615,1.0,165.19294366284615,-165.62751895105387,51.1,2.4932628751092287,False
combo_both,0.1,15:25,ATM,following weekly,09:20,25,32.0,-20.531500854888556,-12.812136588433328,-513.2875213722139,514.0800863726599,-13.339599999999995,1.1919008548885541,3.0,-24.360221817693304,8.0,-111.38515402866662,14.0,-377.5421455258539,9.0,-187.59853372779327,-20.844281525310365,16.0,-325.6889876444205,-20.35556172777628,6.0,30.376087595019655,4.0,38.816618157721145,-36.60758141801745,20.7,-312.61038220967555,False
combo_both,0.3,15:25,ATM,following weekly,09:20,5,20.0,-37.711883368149756,-76.12405147155384,-188.55941684074878,346.7200020343616,-30.580000000000005,1.1318833681497438,0.0,0.0,1.0,-7.032358469233339,4.0,-181.5270583715154,0.0,0.0,,5.0,-188.55941684074878,-37.711883368149756,1.0,165.19294366284615,1.0,165.19294366284615,-88.43809012589874,3.95,6.067950158905238,False
combo_both,0.5,15:25,ATM,following weekly,09:20,2,50.0,-0.21728764410386248,-0.21728764410386248,-0.43457528820772495,165.62751895105387,7.074999999999989,1.2922876441038462,0.0,0.0,0.0,0.0,2.0,-0.43457528820772495,0.0,0.0,,2.0,-0.43457528820772495,-0.21728764410386248,1.0,165.19294366284615,1.0,165.19294366284615,-165.62751895105387,52.949999999999996,0.9128050102334595,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:20,4,25.0,-12.614491105705135,-21.252335147726924,-50.45796442282054,50.45796442282054,-5.275000000000006,1.3394911057051282,1.0,-20.819514705700012,2.0,-7.953294127366682,1.0,-21.68515558975384,2.0,-6.593303171433362,-3.296651585716681,2.0,-43.864661251387176,-21.932330625693588,0.0,,0.0,,-12.614491105705135,73.8,-104.5849362767259,False
downday_last30up_CE,0.3,15:25,ATM,following weekly,09:20,1,100.0,14.22621153426665,14.22621153426665,14.22621153426665,0.0,21.299999999999983,1.0737884657333332,0.0,0.0,1.0,14.22621153426665,0.0,0.0,1.0,14.22621153426665,14.22621153426665,0.0,0.0,,0.0,,0.0,,14.22621153426665,85.0,-26.468392863022018,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:30,101,22.772277227722775,-29.833105387652992,-32.08921818953332,-3013.143644152952,3034.511390876952,-22.705940594059403,1.1271647935935925,10.0,-294.4439187637199,53.0,-1107.9438574969868,38.0,-1610.7558678922462,36.0,-725.0863666575466,-20.141287962709626,65.0,-2288.057277495406,-35.20088119223702,9.0,-67.31577064097435,6.0,-68.60918405941709,-26.166322917219382,,,False
PE_all,0.0,15:25,ATM,following weekly,09:30,101,51.48514851485149,3.857247159907002,1.1317018586666894,389.5819631506072,396.73768718616157,10.953861386138616,1.0966142262316123,10.0,35.04141370544001,53.0,71.94407502961327,38.0,282.596474415554,36.0,-109.16234978814671,-3.0322874941151863,65.0,498.74431293875375,7.6729894298269805,9.0,64.36040599745898,6.0,79.53215383713291,-2.061540117679606,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:30,101,10.891089108910892,-25.97585822774599,-25.49265937670001,-2623.5616810023453,2623.5616810023453,-11.752079207920795,2.223779019825204,10.0,-259.40250505828,53.0,-1035.9997824673733,38.0,-1328.159393476692,36.0,-834.2487164456933,-23.173575456824814,65.0,-1789.312964556652,-27.527891762410032,9.0,-2.955364643515373,6.0,10.922969777715808,-28.227863034898988,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:30,42,38.095238095238095,-13.91579671073039,-12.971246343333327,-584.4634618506764,638.160854783254,-6.744047619047616,1.1717490916827717,5.0,-39.43087570335331,18.0,-60.107082380099925,19.0,-484.92550376722306,14.0,-117.45751810135327,-8.389822721525233,28.0,-467.005943749323,-16.678783705332965,7.0,32.915046468074,4.0,32.08864858054617,-23.28196534649127,48.75,-562.0133577997211,False
last30_mom,0.3,15:25,ATM,following weekly,09:30,8,25.0,-29.961736258029482,-27.597862302993573,-239.69389006423586,434.6157692956154,-22.674999999999994,1.2867362580294874,1.0,40.259974525000025,2.0,-8.03457529146666,5.0,-271.91928929776924,2.0,33.465961999966694,16.732980999983347,6.0,-273.1598520642026,-45.526642010700435,2.0,101.47822726142309,1.0,162.69647999784615,-73.77505743118034,18.5,-104.06204465686643,False
last30_mom,0.5,15:25,ATM,following weekly,09:30,2,50.0,-21.71183979975386,-21.71183979975386,-43.42367959950772,206.12015959735388,-14.450000000000017,1.2618397997538464,0.0,0.0,0.0,0.0,2.0,-43.42367959950772,0.0,0.0,,2.0,-43.42367959950772,-21.71183979975386,1.0,162.69647999784615,1.0,162.69647999784615,-206.12015959735388,23.3,6.009281833499331,False
last30_fade,0.1,15:25,ATM,following weekly,09:30,42,42.857142857142854,-9.281742467614677,-12.742980675543576,-389.8331836398164,524.438104941824,-2.0633333333333352,1.218409134281343,5.0,-71.47612605423335,18.0,-245.34885548965997,19.0,-73.00820209592305,14.0,-146.32742590469337,-10.451958993192383,28.0,-243.5057577351231,-8.696634204825825,7.0,-28.87944055518313,4.0,-1.9923131185038443,-5.3622028501009815,68.89999999999999,-549.2853440578493,False
last30_fade,0.3,15:25,ATM,following weekly,09:30,8,50.0,-7.977887168116986,-16.33237609083333,-63.82309734493589,258.75036609687436,-0.6187500000000021,1.3591371681169873,1.0,-77.29296208379999,2.0,-32.66475218166666,5.0,46.134616920530725,2.0,-76.1612602251333,-38.08063011256665,6.0,12.338162880197409,2.0563604800329016,2.0,-90.67613464642692,1.0,-104.05930720905384,19.588195324652986,60.95,-100.84622505110853,False
last30_fade,0.5,15:25,ATM,following weekly,09:30,2,50.0,15.411391597696174,15.411391597696174,30.822783195392347,104.05930720905384,22.825000000000017,1.4136084023038462,0.0,0.0,0.0,0.0,2.0,30.822783195392347,0.0,0.0,,2.0,30.822783195392347,15.411391597696174,1.0,-104.05930720905384,1.0,-104.05930720905384,134.8820904044462,93.45,-61.564162246097226,False
day_mom,0.0,15:25,ATM,following weekly,09:30,101,43.56435643564357,-11.427132970274782,-6.876515380833322,-1154.140429997753,1332.6099498611086,-4.313069306930693,1.1140636633440872,10.0,-111.28774155472001,53.0,-357.6993391929866,38.0,-685.1533492500461,36.0,-489.86741462184676,-13.607428183940188,65.0,-664.2730153759062,-10.219584851937018,9.0,17.017160692970087,6.0,28.10944198186623,-14.209726915592215,63.1,-1337.8069174110217,False
day_mom,0.1,15:25,ATM,following weekly,09:30,86,39.53488372093023,-13.90630702145284,-11.401775496793586,-1195.9424038449442,1309.8724548440534,-6.793139534883721,1.1131674865691177,8.0,-157.40308578612667,44.0,-439.49122782558663,34.0,-599.0480902332307,29.0,-583.2290463755867,-20.11134642674437,57.0,-612.7133574693574,-10.749357148585219,9.0,17.017160692970087,6.0,28.10944198186623,-17.520738312749025,44.3,-1114.389118817286,False
day_mom,0.3,15:25,ATM,following weekly,09:30,63,41.269841269841265,-14.247142909499399,-6.876515380833322,-897.5700032984621,1027.185007971033,-7.119206349206348,1.1279365602930485,5.0,-56.86049458809335,28.0,-274.4989950976533,30.0,-566.2105136127153,17.0,-455.1064648330534,-26.770968519591378,46.0,-442.4635384654087,-9.618772575334972,6.0,49.86891853456965,5.0,42.32373254185025,-20.996202008875084,44.1,-830.8817487188333,False
day_mom,0.5,15:25,ATM,following weekly,09:30,44,43.18181818181818,-15.210475450757098,-8.160880972193587,-669.2609198333123,770.5611377681969,-8.081136363636364,1.1293390871207345,2.0,-73.61323147649999,18.0,-143.30879814542004,24.0,-452.3388902113923,11.0,-317.21505100266006,-28.83773190933273,33.0,-352.04586883065235,-10.66805663123189,5.0,43.189888564070266,4.0,32.08864858054617,-22.697701606504197,38.15,-563.4574076119039,False
day_fade,0.0,15:25,ATM,following weekly,09:30,101,30.693069306930692,-14.548725257471217,-19.306902183653854,-1469.421251004593,1469.421251004593,-7.439009900990098,1.1097153564811173,10.0,-148.11476350355997,53.0,-678.3004432743866,38.0,-643.0060442266459,36.0,-344.3813018238466,-9.566147272884628,65.0,-1125.039949180746,-17.308306910473014,9.0,-19.972525336485464,6.0,-17.186472204150423,-14.018136119306778,40.2,-1317.5803712345091,False
day_fade,0.3,15:25,ATM,following weekly,09:30,63,36.507936507936506,-10.945267666293683,-18.946747392953856,-689.551862976502,909.9072572603818,-3.811904761904761,1.1333629043889217,5.0,-76.06525831489333,28.0,-171.21037410309336,30.0,-442.27623055851535,17.0,166.29712323304665,9.782183719590979,46.0,-855.8489862095486,-18.60541274368584,6.0,-29.530590427547008,5.0,-16.464712136809737,-8.988917901951226,64.45,-831.712838796008,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:30,10,30.0,-47.11262027284626,-45.53858418293333,-471.1262027284626,484.7160829510549,-39.886,1.2266202728462565,2.0,-54.02855613819334,3.0,-66.29962648870001,5.0,-350.7980201015692,5.0,-120.32818262689335,-24.06563652537867,5.0,-350.7980201015692,-70.15960402031384,1.0,-185.7979760668538,1.0,-185.7979760668538,-31.7031362957343,10.75,-292.5673056978703,False
combo_up_CE,0.3,15:25,ATM,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,following weekly,09:30,15,60.0,5.733142670845912,3.277024379346154,85.99714006268869,211.72153813446155,12.913999999999996,1.1808573291540856,1.0,4.993287455639996,5.0,47.33355733833338,9.0,33.670295268715336,4.0,-34.027440937759984,-8.506860234439996,11.0,120.0245810004487,10.911325545495338,5.0,75.18866536367436,3.0,104.71752346301282,-28.9946186755683,55.65,57.84449332872575,False
combo_down_PE,0.3,15:25,ATM,following weekly,09:30,5,20.0,-44.95162799664975,-85.11132066555385,-224.75813998324875,386.2140572146616,-37.830000000000005,1.1216279966497438,0.0,0.0,1.0,-1.2405627664333276,4.0,-223.51757721681543,0.0,0.0,,5.0,-224.75813998324875,-44.95162799664975,1.0,162.69647999784615,1.0,162.69647999784615,-96.86365499527372,2.85,18.352327677230132,False
combo_down_PE,0.5,15:25,ATM,following weekly,09:30,2,50.0,-21.71183979975386,-21.71183979975386,-43.42367959950772,206.12015959735388,-14.450000000000017,1.2618397997538464,0.0,0.0,0.0,0.0,2.0,-43.42367959950772,0.0,0.0,,2.0,-43.42367959950772,-21.71183979975386,1.0,162.69647999784615,1.0,162.69647999784615,-206.12015959735388,21.3,10.730563445756554,False
combo_both,0.1,15:25,ATM,following weekly,09:30,25,48.0,-15.405162506630951,-1.2405627664333276,-385.1290626657738,485.9167651846692,-8.206000000000001,1.199162506630954,3.0,-49.03526868255334,8.0,-18.966069150366636,14.0,-317.1277248328538,9.0,-154.35562356465334,-17.15062484051704,16.0,-230.77343910112046,-14.423339943820029,6.0,31.690891791919668,4.0,32.08864858054617,-30.277600706173256,42.0,-322.90189142587354,False
combo_both,0.3,15:25,ATM,following weekly,09:30,5,20.0,-44.95162799664975,-85.11132066555385,-224.75813998324875,386.2140572146616,-37.830000000000005,1.1216279966497438,0.0,0.0,1.0,-1.2405627664333276,4.0,-223.51757721681543,0.0,0.0,,5.0,-224.75813998324875,-44.95162799664975,1.0,162.69647999784615,1.0,162.69647999784615,-96.86365499527372,2.15,18.470995273079865,False
combo_both,0.5,15:25,ATM,following weekly,09:30,2,50.0,-21.71183979975386,-21.71183979975386,-43.42367959950772,206.12015959735388,-14.450000000000017,1.2618397997538464,0.0,0.0,0.0,0.0,2.0,-43.42367959950772,0.0,0.0,,2.0,-43.42367959950772,-21.71183979975386,1.0,162.69647999784615,1.0,162.69647999784615,-206.12015959735388,23.1,7.0875215005908085,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:30,4,0.0,-28.192424375305123,-32.66117409677692,-112.76969750122049,112.76969750122049,-20.875,1.3174243753051282,1.0,-30.655581545800004,2.0,-47.44734930766666,1.0,-34.66676664775384,2.0,-37.449594070833335,-18.724797035416668,2.0,-75.32010343038718,-37.66005171519359,0.0,,0.0,,-28.192424375305123,53.5,-120.79843991495994,False
downday_last30up_CE,0.3,15:25,ATM,following weekly,09:30,1,0.0,-6.794012525033334,-6.794012525033334,-6.794012525033334,6.794012525033334,0.25,1.0440125250333336,0.0,0.0,1.0,-6.794012525033334,0.0,0.0,1.0,-6.794012525033334,-6.794012525033334,0.0,0.0,,0.0,,0.0,,-6.794012525033334,74.95,-31.651426694100113,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:45,101,25.742574257425744,-29.14309271763181,-26.304688982853847,-2943.452364480813,2943.452364480813,-22.014950495049504,1.1281422225823055,10.0,-484.11524217576,53.0,-924.5236791021067,38.0,-1534.813443202946,36.0,-800.1400502821068,-22.2261125078363,65.0,-2143.312314198706,-32.97403560305702,9.0,-55.41041280744102,6.0,-45.89968625346709,-26.573463578411342,,,False
PE_all,0.0,15:25,ATM,following weekly,09:45,101,50.495049504950494,1.3486225035883876,0.7126146123666639,136.21087286242715,385.7532470601615,8.441683168316834,1.0930606647284438,10.0,194.63534288155998,53.0,-150.54076679518667,38.0,92.1162967760539,36.0,-90.06939567822681,-2.5019276577285225,65.0,226.28026854065394,3.481234900625445,9.0,43.26695233731896,6.0,48.01013929373289,-2.752083675798299,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:45,101,11.881188118811881,-27.794470214043418,-26.937267063266653,-2807.241491618385,2807.402787516678,-13.573267326732674,2.2212028873107488,10.0,-289.4798992942,53.0,-1075.0644458972936,38.0,-1442.6971464268922,36.0,-890.2094459603336,-24.72804016556482,65.0,-1917.032045658052,-29.49280070243157,9.0,-12.143460470122058,6.0,2.1104530402658006,-29.325547254209635,,,False
last30_mom,0.1,15:25,ATM,following weekly,09:45,42,35.714285714285715,-21.57161861673039,-20.452643345933332,-906.0079819026764,999.5674386110231,-14.410714285714286,1.1609043310161051,5.0,18.88651551104664,18.0,-160.1653460733,19.0,-764.729151340423,14.0,-105.3746339627534,-7.5267595687681,28.0,-800.633347939923,-28.59404814071154,7.0,6.2799189885225575,4.0,-14.345575588453862,-27.141926137780985,17.849999999999998,-591.7712345385778,False
last30_mom,0.3,15:25,ATM,following weekly,09:45,8,37.5,-27.41035039239949,-44.59892600504358,-219.28280313919592,440.4574942717154,-20.120000000000005,1.2903503923994872,1.0,66.56271569943999,2.0,19.97574702983332,5.0,-305.82126586846925,2.0,97.76488015570663,48.88244007785332,6.0,-317.0476832949026,-52.84128054915043,2.0,100.59947205134306,1.0,134.63622840324612,-70.08029120698033,23.599999999999998,-105.67936369293652,False
last30_mom,0.5,15:25,ATM,following weekly,09:45,2,50.0,-9.029804381553873,-9.029804381553873,-18.059608763107747,152.69583716635387,-1.7500000000000284,1.2798043815538462,0.0,0.0,0.0,0.0,2.0,-18.059608763107747,0.0,0.0,,2.0,-18.059608763107747,-9.029804381553873,1.0,134.63622840324612,1.0,134.63622840324612,-152.69583716635387,37.75,6.801579646092807,False
last30_fade,0.1,15:25,ATM,following weekly,09:45,42,40.476190476190474,-4.761003407966105,-11.474227440053857,-199.9621431345764,385.82137280596106,2.4638095238095237,1.2248129317756289,5.0,-133.03892003313334,18.0,-200.97171738061996,19.0,134.048494279177,14.0,-187.57899150515334,-13.398499393225238,28.0,-12.38315162942304,-0.4422554153365371,7.0,-12.623895719368859,4.0,33.73208192764616,-3.188424945685553,86.55000000000001,-582.906091224118,False
last30_fade,0.3,15:25,ATM,following weekly,09:45,8,37.5,-15.967819127949483,-20.4165986605936,-127.74255302359586,271.9416801027343,-8.620000000000001,1.3478191279494873,1.0,-108.5486871696,2.0,-63.08166547602667,5.0,43.887799622030755,2.0,-143.97519922119332,-71.98759961059666,6.0,16.232646197597422,2.7054410329329035,2.0,-97.84098536497692,1.0,-87.13328356035382,11.323236284392983,46.2,-112.92323774848099,False
last30_fade,0.5,15:25,ATM,following weekly,09:45,2,50.0,-12.499072177003832,-12.499072177003832,-24.998144354007664,87.13328356035382,-5.124999999999986,1.3740721770038462,0.0,0.0,0.0,0.0,2.0,-24.998144354007664,0.0,0.0,,2.0,-24.998144354007664,-12.499072177003832,1.0,-87.13328356035382,1.0,-87.13328356035382,62.13513920634615,69.69999999999999,-58.29866386238421,False
day_mom,0.0,15:25,ATM,following weekly,09:45,101,44.554455445544555,-12.164009948304285,-8.884006973653847,-1228.5650047787328,1528.3626587610875,-5.0509900990098995,1.1130198492943841,10.0,-115.62160247716,53.0,-349.6507403370266,38.0,-763.2926619645463,36.0,-468.7872754345868,-13.021868762071854,65.0,-759.7777293441461,-11.688888143756094,9.0,-11.681076060463255,6.0,-5.226669491433778,-12.211253480810475,62.849999999999994,-1399.1768116425108,False
day_mom,0.1,15:25,ATM,following weekly,09:45,86,43.02325581395349,-12.852915469411908,-10.251702519243583,-1105.3507303694241,1386.5003615068172,-5.738255813953486,1.1146596554584196,8.0,-120.55528209072659,44.0,-374.9626350126666,34.0,-609.8328132660307,29.0,-471.27762978232676,-16.250952751114717,57.0,-634.0731005870973,-11.124089483984163,9.0,-11.681076060463255,6.0,-5.226669491433778,-12.989883712016299,58.650000000000006,-1213.5529665989645,False
day_mom,0.3,15:25,ATM,following weekly,09:45,63,46.03174603174603,-12.66652477188797,-8.884006973653847,-797.991060628942,1044.0975037669973,-5.5363492063492075,1.1301755655387626,5.0,-8.2293823938933,28.0,-184.10703871533332,30.0,-605.6546395197153,17.0,-302.0632563138934,-17.76842684199373,46.0,-495.9278043150486,-10.781039224240187,6.0,10.191789352169645,5.0,1.1320820693502356,-15.072663100736138,57.85,-888.712841982083,False
day_mom,0.5,15:25,ATM,following weekly,09:45,44,45.45454545454545,-12.918948757529371,-10.055212200043588,-568.4337453312924,713.2223603104769,-5.786363636363637,1.1325851211657343,2.0,-77.00842206089997,18.0,0.5574099411999924,24.0,-491.98273321159235,11.0,-212.75302540440003,-19.34118412767273,33.0,-355.68071992689227,-10.77820363414825,5.0,-0.3783953175097565,4.0,-14.345575588453862,-14.526712019070345,55.95,-617.8898388697318,False
day_fade,0.0,15:25,ATM,following weekly,09:45,101,31.683168316831683,-15.630460265739135,-21.869094314893342,-1578.6764868396526,1578.6764868396529,-8.522277227722773,1.1081830380163646,10.0,-173.85829681704,53.0,-725.4137055602669,38.0,-679.4044844623462,36.0,-421.42217052574676,-11.706171403492966,65.0,-1157.2543163139062,-17.80391255867548,9.0,-0.4623844096587987,6.0,7.337122531699578,-17.11429377339917,35.85,-1385.1081728053018,False
day_fade,0.3,15:25,ATM,following weekly,09:45,63,34.92063492063492,-14.535578680637496,-21.33827996685384,-915.7414568801622,972.2289761934422,-7.407301587301588,1.1282770933359056,5.0,-146.11602875479338,28.0,-266.6851305073534,30.0,-502.9402976180154,17.0,-0.017286129253392346,-0.0010168311325524908,46.0,-915.7241707509087,-19.907047190237144,6.0,-1.878094564897007,5.0,14.231805088030262,-15.86794542966281,47.699999999999996,-884.784585766485,False
combo_up_CE,0.1,15:25,ATM,following weekly,09:45,10,30.0,-57.77152153693025,-68.05668644123332,-577.7152153693025,586.0125926220949,-50.56,1.2115215369302565,2.0,-73.74063323703332,3.0,-104.59537910980002,5.0,-399.3792030224692,5.0,-178.33601234683334,-35.66720246936667,5.0,-399.3792030224692,-79.87584060449385,1.0,-183.50122949505385,1.0,-183.50122949505385,-43.80155398602763,2.9000000000000004,-293.4590601283095,False
combo_up_CE,0.3,15:25,ATM,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ATM,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ATM,following weekly,09:45,15,46.666666666666664,-3.4505149981340906,-9.454940312153846,-51.75772497201136,250.9993087670693,3.717333333333327,1.1678483314674188,1.0,69.90134274564,5.0,4.594099393533343,9.0,-126.2531671111847,4.0,30.23153379933999,7.557883449834997,11.0,-81.98925877135134,-7.453568979213759,5.0,32.179589343054346,3.0,42.0396423804128,-21.26556716872831,35.9,23.69538386990205,False
combo_down_PE,0.3,15:25,ATM,following weekly,09:45,5,20.0,-46.09001542788975,-77.97143458365383,-230.45007713944875,353.8598881162616,-38.97000000000001,1.1200154278897436,0.0,0.0,1.0,-11.226417426433327,4.0,-219.22365971301542,0.0,0.0,,5.0,-230.45007713944875,-46.09001542788975,1.0,134.63622840324612,1.0,134.63622840324612,-91.27157638567373,2.6,6.642623943387017,False
combo_down_PE,0.5,15:25,ATM,following weekly,09:45,2,50.0,-9.029804381553873,-9.029804381553873,-18.059608763107747,152.69583716635387,-1.7500000000000284,1.2798043815538462,0.0,0.0,0.0,0.0,2.0,-18.059608763107747,0.0,0.0,,2.0,-18.059608763107747,-9.029804381553873,1.0,134.63622840324612,1.0,134.63622840324612,-152.69583716635387,39.2,3.6111655264440534,False
combo_both,0.1,15:25,ATM,following weekly,09:45,25,40.0,-25.17891761365256,-11.226417426433327,-629.4729403413139,704.7923299428386,-17.9936,1.1853176136525538,3.0,-3.839290491393326,8.0,-100.00127971626668,14.0,-525.6323701336539,9.0,-148.10447854749336,-16.456053171943708,16.0,-481.36846179382053,-30.085528862113783,6.0,-3.767213796630353,4.0,-14.345575588453862,-31.9405082927122,14.899999999999999,-350.21655091896105,False
combo_both,0.3,15:25,ATM,following weekly,09:45,5,20.0,-46.09001542788975,-77.97143458365383,-230.45007713944875,353.8598881162616,-38.97000000000001,1.1200154278897436,0.0,0.0,1.0,-11.226417426433327,4.0,-219.22365971301542,0.0,0.0,,5.0,-230.45007713944875,-46.09001542788975,1.0,134.63622840324612,1.0,134.63622840324612,-91.27157638567373,2.15,10.170976491879474,False
combo_both,0.5,15:25,ATM,following weekly,09:45,2,50.0,-9.029804381553873,-9.029804381553873,-18.059608763107747,152.69583716635387,-1.7500000000000284,1.2798043815538462,0.0,0.0,0.0,0.0,2.0,-18.059608763107747,0.0,0.0,,2.0,-18.059608763107747,-9.029804381553873,1.0,134.63622840324612,1.0,134.63622840324612,-152.69583716635387,39.050000000000004,3.855990348912946,False
downday_last30up_CE,0.1,15:25,ATM,following weekly,09:45,4,25.0,-26.14532417000514,-43.14632148977694,-104.58129668002056,104.58129668002056,-18.82500000000001,1.3203241700051283,1.0,-43.836909697000024,2.0,-18.288653700466675,1.0,-42.45573328255385,2.0,-12.634745240733373,-6.317372620366687,2.0,-91.94655143928718,-45.97327571964359,0.0,,0.0,,-26.14532417000514,54.449999999999996,-116.50153054125596,False
downday_last30up_CE,0.3,15:25,ATM,following weekly,09:45,1,100.0,31.20216445626665,31.20216445626665,31.20216445626665,0.0,38.29999999999998,1.0978355437333334,0.0,0.0,1.0,31.20216445626665,0.0,0.0,1.0,31.20216445626665,31.20216445626665,0.0,0.0,,0.0,,0.0,,31.20216445626665,89.8,-30.047529636855845,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:15o,103,27.184466019417474,-19.220883271415204,-13.765772501333334,-1979.750976955766,1979.7509769557648,-12.257281553398059,0.9636017180171473,12.0,-344.8529009293333,53.0,-654.3418707077868,38.0,-980.5562053186462,38.0,-655.3021250585199,-17.24479276469789,65.0,-1324.4488518972462,-20.376136183034557,10.0,-56.026007247666925,6.0,-70.01399382858376,-15.263343058915021,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:15o,103,33.00970873786408,-5.119140922938505,-9.149027710233328,-527.271515062666,732.2088886559122,1.840291262135923,0.9594321850744288,12.0,136.55575063836662,53.0,-406.5710525873866,38.0,-257.2562131136461,38.0,-108.77947315236001,-2.86261771453579,65.0,-418.4920419103061,-6.438339106312402,10.0,43.402159623503074,6.0,50.493500875766244,-10.336485067717172,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:15o,103,11.650485436893204,-24.340024194353713,-24.74210538926667,-2507.0224920184323,2561.0717328936325,-10.416990291262136,1.9230339030915764,12.0,-208.29715029096673,53.0,-1060.9129232951732,38.0,-1237.8124184322924,38.0,-764.08159821088,-20.107410479233682,65.0,-1742.9408938075524,-26.81447528934696,10.0,-12.623847624163847,6.0,-19.52049295281752,-25.5998281266322,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:15o,44,15.909090909090908,-27.87979181581795,-24.2328152797436,-1226.7108398959897,1227.9438049372357,-20.881818181818183,0.9979736339997668,7.0,-303.5292992275667,18.0,-438.4816200854,19.0,-484.699920583023,16.0,-535.2045431676668,-33.45028394797917,28.0,-691.5062967283232,-24.696653454582968,8.0,2.2232797551772467,4.0,34.60324138609616,-34.569363276039105,1.55,-522.5580408591135,False
last30_mom,0.3,15:25,ITM1,expiring next day,09:15o,8,12.5,-27.261100449929486,-36.932060374443594,-218.0888035994359,430.9428608052154,-20.174999999999997,1.086100449929487,1.0,-2.8269699531000057,2.0,-29.402989747866663,5.0,-185.85884389846922,2.0,-5.778991365833333,-2.8894956829166665,6.0,-212.30981223360257,-35.38496870560043,2.0,121.12852347682306,1.0,245.08401690674614,-76.72430842551368,18.85,-96.9574214724811,False
last30_mom,0.5,15:25,ITM1,expiring next day,09:15o,2,50.0,28.72070321864615,28.72070321864615,57.4414064372923,187.64261046945384,35.8,1.079296781353846,0.0,0.0,0.0,0.0,2.0,57.4414064372923,0.0,0.0,,2.0,57.4414064372923,28.72070321864615,1.0,245.08401690674614,1.0,245.08401690674614,-187.64261046945384,85.75,-11.480477517998242,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:15o,44,47.72727272727273,3.4035903675875034,-0.6967626157633251,149.75797617385015,275.97398168188465,10.474090909090906,1.0705005415034032,7.0,218.3296858919333,18.0,30.53002354144004,19.0,-99.10173325952306,16.0,228.66326840537334,14.291454275335834,28.0,-78.90529223152305,-2.8180461511258232,8.0,-2.1154910884977554,4.0,-32.10878442155384,4.63005291338423,97.39999999999999,-526.0175188655593,False
last30_fade,0.3,15:25,ITM1,expiring next day,09:15o,8,50.0,10.433597009058019,0.9430196250666638,83.46877607246415,185.4736512967205,17.581249999999997,1.1476529909419872,1.0,-24.682619666399994,2.0,1.8860392501333276,5.0,106.26535648873079,2.0,-27.47379180463333,-13.736895902316665,6.0,110.94256787709745,18.49042797951624,2.0,-93.67984527342692,1.0,-162.67707088045384,45.13807776988633,89.35,-100.94574692938967,False
last30_fade,0.5,15:25,ITM1,expiring next day,09:15o,2,50.0,2.815889081596154,2.815889081596154,5.631778163192308,162.67707088045384,9.924999999999997,1.1091109184038461,0.0,0.0,0.0,0.0,2.0,5.631778163192308,0.0,0.0,,2.0,5.631778163192308,2.815889081596154,1.0,-162.67707088045384,1.0,-162.67707088045384,168.30884904364615,81.35,-40.025988438755476,False
day_mom,0.0,15:25,ITM1,expiring next day,09:15o,103,32.038834951456316,-9.344888231412876,-8.260706278453334,-962.5234878355262,1163.9184761712932,-2.3831067961165044,0.9617814352963706,12.0,186.20567224726665,53.0,-446.1016249756466,38.0,-702.6275351071462,38.0,-115.17130998282008,-3.0308239469163176,65.0,-847.3521778527062,-13.036187351580095,10.0,16.022378957893075,6.0,8.503141385299573,-12.072551370047925,70.7,-1250.9814732252037,False
day_mom,0.1,15:25,ITM1,expiring next day,09:15o,87,29.88505747126437,-12.9989844624848,-8.747535251533325,-1130.9116482361776,1171.354279321211,-6.051264367816092,0.9477200946687064,9.0,21.966010540899973,44.0,-566.0946524492467,34.0,-586.7830063278309,30.0,-352.5414971452201,-11.751383238174004,57.0,-778.3701510909575,-13.655616685806272,9.0,0.8172788777367528,6.0,8.503141385299573,-14.593168694048828,45.2,-1058.827142115665,False
day_mom,0.3,15:25,ITM1,expiring next day,09:15o,64,31.25,-11.771413539323053,-8.644505889803849,-753.3704665166754,854.5166636451395,-4.8157812500000015,0.955632289323053,6.0,72.17565841773332,28.0,-350.3773764951933,30.0,-475.16874843921534,18.0,-217.6557079402667,-12.09198377445926,46.0,-535.7147585764087,-11.645973012530623,6.0,28.441146705036328,5.0,34.22640475083026,-15.93133356460161,51.15,-772.5885386361715,False
day_mom,0.5,15:25,ITM1,expiring next day,09:15o,45,33.33333333333333,-12.704807822785016,-8.747535251533325,-571.7163520253257,734.217150348677,-5.761111111111111,0.9436967116739031,3.0,124.94446044366666,18.0,-315.28089905630003,24.0,-381.3799134126923,12.0,-127.69195555173337,-10.64099629597778,33.0,-444.0243964735923,-13.45528474162401,5.0,27.585564404090256,4.0,34.60324138609616,-17.741104351144426,47.25,-540.0168316594809,False
day_fade,0.0,15:25,ITM1,expiring next day,09:15o,103,28.155339805825243,-14.995135962940832,-15.44996920643334,-1544.4990041829058,1544.499004182905,-8.03388349514563,0.9612524677952055,12.0,-394.5028225382334,53.0,-614.8112983195266,38.0,-535.1848833251461,38.0,-648.9102882280598,-17.076586532317364,65.0,-895.5887159548462,-13.778287937766864,10.0,-28.64622658205692,6.0,-28.02363433811709,-13.527276756584266,31.55,-1277.249008387103,False
day_fade,0.3,15:25,ITM1,expiring next day,09:15o,64,32.8125,-14.308172637973055,-15.098759369643597,-915.7230488302755,918.2610854989756,-7.343593750000001,0.9645788879730529,6.0,-212.39509265526667,28.0,-269.15209737319327,30.0,-434.1758588018154,18.0,-240.32758951492664,-13.351532750829257,46.0,-675.3954593153487,-14.682509985116276,6.0,-33.39928588974701,5.0,-36.432583901509744,-12.33322988778954,37.8,-774.7717593972704,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:15o,10,20.0,-40.42894442251027,-21.217582456916674,-404.28944422510267,413.3963660650949,-33.43000000000001,0.9989444225102563,2.0,-31.986853662233344,3.0,-104.88446457110001,5.0,-267.4181259917693,5.0,-136.87131823333337,-27.374263646666673,5.0,-267.4181259917693,-53.483625198353856,1.0,-149.09835351765383,1.0,-149.09835351765383,-28.354565634160974,7.8,-191.94606366822427,False
combo_up_CE,0.3,15:25,ITM1,expiring next day,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,expiring next day,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,expiring next day,09:15o,15,20.0,-14.170853588170086,-26.450968335133336,-212.5628038225513,240.9874978639282,-7.190000000000002,0.9808535881700855,1.0,-36.1466597021,5.0,-130.36578884536667,9.0,-46.05035527508463,4.0,-139.5763366884,-34.8940841721,11.0,-72.9864671341513,-6.635133375831936,5.0,53.70612006325435,3.0,95.83710635401282,-48.10934041388231,27.1,-81.80642645253114,False
combo_down_PE,0.3,15:25,ITM1,expiring next day,09:15o,5,20.0,-18.403999747249745,-47.41315241375385,-92.01999873624872,310.6530473078615,-11.450000000000006,0.9539997472497437,0.0,0.0,1.0,-26.450968335133336,4.0,-65.5690304011154,0.0,0.0,,5.0,-92.01999873624872,-18.403999747249745,1.0,245.08401690674614,1.0,245.08401690674614,-84.27600391074873,28.599999999999998,-27.508422950874298,False
combo_down_PE,0.5,15:25,ITM1,expiring next day,09:15o,2,50.0,28.72070321864615,28.72070321864615,57.4414064372923,187.64261046945384,35.8,1.079296781353846,0.0,0.0,0.0,0.0,2.0,57.4414064372923,0.0,0.0,,2.0,57.4414064372923,28.72070321864615,1.0,245.08401690674614,1.0,245.08401690674614,-187.64261046945384,85.65,-11.270000017103063,False
combo_both,0.1,15:25,ITM1,expiring next day,09:15o,25,20.0,-24.674089921906152,-24.39535618043335,-616.8522480476538,618.0852130889003,-17.686000000000003,0.9880899219061539,3.0,-68.13351336433335,8.0,-235.25025341646668,14.0,-313.46848126685387,9.0,-276.44765492173343,-30.716406102414826,16.0,-340.4045931259205,-21.27528707037003,6.0,19.905374466436324,4.0,34.60324138609616,-38.75181551822483,10.8,-305.77497462100337,False
combo_both,0.3,15:25,ITM1,expiring next day,09:15o,5,20.0,-18.403999747249745,-47.41315241375385,-92.01999873624872,310.6530473078615,-11.450000000000006,0.9539997472497437,0.0,0.0,1.0,-26.450968335133336,4.0,-65.5690304011154,0.0,0.0,,5.0,-92.01999873624872,-18.403999747249745,1.0,245.08401690674614,1.0,245.08401690674614,-84.27600391074873,28.499999999999996,-23.76997574080334,False
combo_both,0.5,15:25,ITM1,expiring next day,09:15o,2,50.0,28.72070321864615,28.72070321864615,57.4414064372923,187.64261046945384,35.8,1.079296781353846,0.0,0.0,0.0,0.0,2.0,57.4414064372923,0.0,0.0,,2.0,57.4414064372923,28.72070321864615,1.0,245.08401690674614,1.0,245.08401690674614,-187.64261046945384,86.05000000000001,-11.042148372526496,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:15o,6,0.0,-47.39220372740897,-32.521742580066665,-284.3532223644538,284.3532223644538,-40.175000000000004,1.2172037274089742,3.0,-232.5688159101333,2.0,-42.890400276866664,1.0,-8.89400617745385,4.0,-235.52083732286664,-58.88020933071666,2.0,-48.83238504158719,-24.416192520793594,1.0,-98.81903880409999,0.0,,-37.10683671207077,6.8500000000000005,-114.88058537398668,False
downday_last30up_CE,0.3,15:25,ITM1,expiring next day,09:15o,1,0.0,-2.9520214127333277,-2.9520214127333277,-2.9520214127333277,2.9520214127333277,3.9000000000000057,0.8520214127333332,0.0,0.0,1.0,-2.9520214127333277,0.0,0.0,1.0,-2.9520214127333277,-2.9520214127333277,0.0,0.0,,0.0,,0.0,,-2.9520214127333277,69.5,-18.503719484881003,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:16,103,26.21359223300971,-32.924287416247246,-28.16957109573334,-3391.2016038734664,3391.2016038734664,-25.98009708737865,0.9441903288686033,12.0,-390.89767676659324,53.0,-1066.797611584427,38.0,-1933.5063155224464,38.0,-977.3459378435198,-25.71962994325052,65.0,-2413.8556660299464,-37.13624101584533,10.0,-71.08467607494693,6.0,-72.90989167998376,-28.8210198185376,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:16,103,42.71844660194174,4.475229454371397,-9.34124500645385,460.9486338002539,503.5031940813722,11.448252427184467,0.9730229728130695,12.0,384.1949603517067,53.0,-231.1395579205067,38.0,307.893231369054,38.0,74.62073353320011,1.9637035140315817,65.0,386.3279002670539,5.943506157954675,10.0,88.18672060267109,6.0,91.95976235141624,-4.526006152972654,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:16,103,12.62135922330097,-28.449057961875848,-31.98185001776667,-2930.2529700732125,3020.041584776552,-14.531844660194174,1.9172133016816735,12.0,-6.702716414886609,53.0,-1297.9371695049333,38.0,-1625.6130841533927,38.0,-902.72520431032,-23.75592642921895,65.0,-2027.5277657628924,-31.192734857890652,10.0,17.10204452772416,6.0,19.049870671432483,-33.34702597151025,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:16,44,27.27272727272727,-25.042220433682044,-26.381471100316666,-1101.85769908201,1101.8576990820095,-18.04022727272727,1.0019931609547668,7.0,-198.73774042552668,18.0,-300.88652872526006,19.0,-602.2334299312231,16.0,-429.9236774872867,-26.870229842955418,28.0,-671.934021594723,-23.997643628382967,8.0,30.531929484444735,4.0,53.76360001497113,-37.3920315265991,13.65,-621.0016390859549,False
last30_mom,0.3,15:25,ITM1,expiring next day,09:16,8,50.0,-23.354134814204492,-44.90779040064359,-186.83307851363594,520.1664721923154,-16.262499999999996,1.0916348142044874,1.0,78.7075333458,2.0,5.64736010873333,5.0,-271.1879719681692,2.0,82.84546874166666,41.42273437083333,6.0,-269.6785472553026,-44.94642454255043,2.0,163.84301678497306,1.0,248.97850022414613,-85.75318534726368,35.15,-113.93536507773905,False
last30_mom,0.5,15:25,ITM1,expiring next day,09:16,2,50.0,24.476714988146156,24.476714988146156,48.95342997629231,200.02507024785382,31.55000000000001,1.0732850118538464,0.0,0.0,0.0,0.0,2.0,48.95342997629231,0.0,0.0,,2.0,48.95342997629231,24.476714988146156,1.0,248.97850022414613,1.0,248.97850022414613,-200.02507024785382,71.75,10.003664146191113,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:16,44,43.18181818181818,-1.4987834167456733,-6.690210172233328,-65.94647033680963,523.0183302056574,5.5647727272727305,1.0635561440184031,7.0,312.3365216611734,18.0,-203.33869259576002,19.0,-174.94429940222307,16.0,225.70745542601338,14.106715964125836,28.0,-291.65392576282306,-10.416211634386539,8.0,-6.2359043675802415,4.0,-19.351855093403827,-0.44608987211576895,89.14999999999999,-637.6364540543693,False
last30_fade,0.3,15:25,ITM1,expiring next day,09:16,8,37.5,-16.69048071116699,-32.0563738768436,-133.52384568933593,339.2642410637744,-9.581250000000004,1.1092307111669872,1.0,-67.1225019714,2.0,-70.11197284846668,5.0,3.710629130530755,2.0,-91.78269581503334,-45.89134790751667,6.0,-41.74114987430261,-6.956858312383768,2.0,-114.84985715262692,1.0,-162.57721233385385,16.02931143598632,47.3,-111.68179403036815,False
last30_fade,0.5,15:25,ITM1,expiring next day,09:16,2,50.0,-11.388989172253858,-11.388989172253858,-22.777978344507716,162.57721233385385,-4.300000000000011,1.0889891722538463,0.0,0.0,0.0,0.0,2.0,-22.777978344507716,0.0,0.0,,2.0,-22.777978344507716,-11.388989172253858,1.0,-162.57721233385385,1.0,-162.57721233385385,139.79923398934613,70.15,-63.75370619389768,False
day_mom,0.0,15:25,ITM1,expiring next day,09:16,103,39.80582524271845,-10.749791337025108,-10.04817426259334,-1107.2285077135862,1647.9133818705482,-3.7900000000000014,0.9597913370251082,12.0,301.18280280250667,53.0,-470.16753470624667,38.0,-938.2437758098464,38.0,-324.3450075458401,-8.535394935416845,65.0,-782.8835001677462,-12.04436154104225,10.0,46.002910403611075,6.0,45.95841790584956,-16.85223238440534,68.8,-1440.0241714434474,False
day_mom,0.1,15:25,ITM1,expiring next day,09:16,87,35.63218390804598,-14.337777666556521,-12.63922996693333,-1247.3866569904174,1477.9175806181202,-7.391954022988509,0.9458236435680165,9.0,55.66827001840002,44.0,-528.2882067064867,34.0,-774.7667203023308,30.0,-541.82337222552,-18.060779074183998,57.0,-705.5632847648975,-12.37830324148943,9.0,29.40899984813008,6.0,45.95841790584956,-19.385482764404976,49.1,-1221.2423006736083,False
day_mom,0.3,15:25,ITM1,expiring next day,09:16,64,39.0625,-12.035726629854928,-9.61580288415385,-770.2865043107154,1056.9199517486795,-5.080468750000001,0.9552578798549279,6.0,191.65640942463335,28.0,-225.04491465753335,30.0,-736.8979990778156,18.0,-232.0353386506666,-12.890852147259256,46.0,-538.2511656600487,-11.70111229695758,6.0,76.6478600761863,5.0,72.73186031979023,-21.20989077185919,59.8,-903.6606768421436,False
day_mom,0.5,15:25,ITM1,expiring next day,09:16,45,44.44444444444444,-12.700369665158352,-7.099869232633333,-571.5166349321258,869.0761175319769,-5.756666666666669,0.9437029984916808,3.0,185.0593054968667,18.0,-179.77285132010005,24.0,-576.8030891088923,12.0,-132.98445852153333,-11.082038210127777,33.0,-438.5321764105924,-13.288853830624012,5.0,62.25645178361024,4.0,53.76360001497113,-22.069972346254424,56.35,-631.4166598137093,False
day_fade,0.0,15:25,ITM1,expiring next day,09:16,103,29.126213592233007,-17.69926662485074,-20.73269877173334,-1823.024462359626,1823.0244623596257,-10.741844660194177,0.9574219646565645,12.0,-307.8855192173933,53.0,-827.7696347986866,38.0,-687.3693083435462,38.0,-578.38019676448,-15.220531493802106,65.0,-1244.644265595146,-19.1483733168484,10.0,-28.900865875886915,6.0,-26.90854723441708,-16.494793587104915,30.55,-1457.541626115877,False
day_fade,0.3,15:25,ITM1,expiring next day,09:16,64,29.6875,-17.83864034722024,-19.930590327433336,-1141.6729822220955,1141.6729822220952,-10.8790625,0.9595778472202403,6.0,-184.59447328182665,28.0,-470.32712535355336,30.0,-486.7513835867153,18.0,-175.04007174784667,-9.724448430435926,46.0,-966.6329104742487,-21.013758923353233,6.0,-42.46144899369699,5.0,-32.06876541508973,-15.291453245860577,34.050000000000004,-898.6930246814018,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:16,10,20.0,-60.525476925760266,-40.58044681326667,-605.2547692576027,623.6984652046949,-53.55499999999999,0.9704769257602563,2.0,-29.690107090433337,3.0,-149.82081054110003,5.0,-425.7438516260692,5.0,-179.51091763153335,-35.90218352630667,5.0,-425.7438516260692,-85.14877032521385,1.0,-175.36115127345386,1.0,-175.36115127345386,-47.7659575537943,6.3,-328.48757478990615,False
combo_up_CE,0.3,15:25,ITM1,expiring next day,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,expiring next day,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,expiring next day,09:16,15,33.33333333333333,-1.8256743338340897,-15.941483282253843,-27.385115007511345,208.67063913736922,5.172666666666665,0.998341000500752,1.0,-12.5301134312,5.0,-5.153157263626693,9.0,-9.701844312684656,4.0,-115.42055426586,-28.855138566465,11.0,88.03543925834865,8.003221750758968,5.0,89.29370890056234,3.0,130.1385171111128,-47.385365951032306,38.6,60.37423960650836,False
combo_down_PE,0.3,15:25,ITM1,expiring next day,09:16,5,40.0,-34.97053262818975,-91.32500551415384,-174.85266314094875,425.34058807796157,-28.04,0.9305326281897436,0.0,0.0,1.0,1.5094247128666638,4.0,-176.3620878538154,0.0,0.0,,5.0,-174.85266314094875,-34.97053262818975,1.0,248.97850022414613,1.0,248.97850022414613,-105.95779084127372,9.5,29.8719969013996,False
combo_down_PE,0.5,15:25,ITM1,expiring next day,09:16,2,50.0,24.476714988146156,24.476714988146156,48.95342997629231,200.02507024785382,31.55000000000001,1.0732850118538464,0.0,0.0,0.0,0.0,2.0,48.95342997629231,0.0,0.0,,2.0,48.95342997629231,24.476714988146156,1.0,248.97850022414613,1.0,248.97850022414613,-200.02507024785382,72.0,12.384342530550672,False
combo_both,0.1,15:25,ITM1,expiring next day,09:16,25,28.000000000000004,-25.305595370604557,-24.177861355353844,-632.6398842651139,632.6398842651139,-18.3184,0.987195370604554,3.0,-42.22022052163334,8.0,-154.9739678047267,14.0,-435.44569593875394,9.0,-294.93147189739335,-32.77016354415482,16.0,-337.7084123677206,-21.106775772982537,6.0,45.18456553822631,4.0,53.76360001497113,-47.56564618391957,21.6,-361.8927081941268,False
combo_both,0.3,15:25,ITM1,expiring next day,09:16,5,40.0,-34.97053262818975,-91.32500551415384,-174.85266314094875,425.34058807796157,-28.04,0.9305326281897436,0.0,0.0,1.0,1.5094247128666638,4.0,-176.3620878538154,0.0,0.0,,5.0,-174.85266314094875,-34.97053262818975,1.0,248.97850022414613,1.0,248.97850022414613,-105.95779084127372,8.4,29.318776052662585,False
combo_both,0.5,15:25,ITM1,expiring next day,09:16,2,50.0,24.476714988146156,24.476714988146156,48.95342997629231,200.02507024785382,31.55000000000001,1.0732850118538464,0.0,0.0,0.0,0.0,2.0,48.95342997629231,0.0,0.0,,2.0,48.95342997629231,24.476714988146156,1.0,248.97850022414613,1.0,248.97850022414613,-200.02507024785382,70.45,14.717594123765263,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:16,6,16.666666666666664,-51.85421645131898,-40.019090427043594,-311.1252987079139,311.1252987079139,-44.64333333333334,1.210883117985641,3.0,-235.22505324969333,2.0,-43.63933937636668,1.0,-32.260906081853854,4.0,-231.08711785382667,-57.77177946345667,2.0,-80.03818085408719,-40.019090427043594,1.0,-105.55949069959999,0.0,,-41.113161601662775,19.55,-194.81829948223967,False
downday_last30up_CE,0.3,15:25,ITM1,expiring next day,09:16,1,100.0,4.137935395866666,4.137935395866666,4.137935395866666,0.0,11.0,0.8620646041333333,0.0,0.0,1.0,4.137935395866666,0.0,0.0,1.0,4.137935395866666,4.137935395866666,0.0,0.0,,0.0,,0.0,,4.137935395866666,73.3,-33.854422506473334,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:20,103,22.330097087378643,-34.38008929561192,-31.713444815100004,-3541.1491974480273,3541.1491974480277,-27.437961165048545,0.9421281305633609,12.0,-475.2182335156333,53.0,-1156.3906995939467,38.0,-1909.540264338446,38.0,-1081.8578927150802,-28.46994454513369,65.0,-2459.2913047329466,-37.83525084204533,10.0,-73.22164897218693,6.0,-75.17335206958374,-30.203577502431806,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:20,103,46.601941747572816,4.338142090398195,-4.29892999263333,446.82863531101407,499.2275583121068,11.31097087378641,0.972828783388215,12.0,488.50719813006674,53.0,-188.4999585223066,38.0,146.82139570325396,38.0,167.29945063266013,4.402617121912108,65.0,279.5291846783539,4.300448995051598,10.0,86.98042935974308,6.0,87.51605702771623,-4.548125357918461,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:20,103,11.650485436893204,-30.04194720521371,-30.72393773416666,-3094.320562137012,3206.4874771334125,-16.12699029126214,1.9149569139515759,12.0,13.288964614433382,53.0,-1344.8906581162532,38.0,-1762.7188686351924,38.0,-914.5584420824199,-24.067327423221577,65.0,-2179.762120054592,-33.53480184699372,10.0,13.758780387556158,6.0,12.342704958132485,-34.75170286035026,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:20,44,34.090909090909086,-27.066398563512486,-30.201060507766666,-1190.9215367945494,1200.6424782967954,-20.067272727272726,0.9991258362397669,7.0,-191.18843430256666,18.0,-289.95201787256,19.0,-709.7810846194232,16.0,-462.16800218442677,-28.885500136526673,28.0,-728.7535346101231,-26.02691195036154,8.0,22.750452240639746,4.0,41.16894082504616,-38.136809853324095,13.05,-674.3689669153428,False
last30_mom,0.3,15:25,ITM1,expiring next day,09:20,8,37.5,-33.95786423129199,-48.68036526939359,-271.66291385033594,527.5560046407153,-26.881249999999994,1.076614231291987,1.0,73.914323109,2.0,4.548916096133336,5.0,-350.1261530554692,2.0,90.78422319636667,45.392111598183334,6.0,-362.4471370467025,-60.407856174450416,2.0,125.67208734712307,1.0,177.42985158524615,-87.16784809076368,21.099999999999998,-118.67789114726521,False
last30_mom,0.5,15:25,ITM1,expiring next day,09:20,2,50.0,-10.573634868453837,-10.573634868453837,-21.147269736907674,198.57712132215383,-3.549999999999997,1.023634868453846,0.0,0.0,0.0,0.0,2.0,-21.147269736907674,0.0,0.0,,2.0,-21.147269736907674,-10.573634868453837,1.0,177.42985158524615,1.0,177.42985158524615,-198.57712132215383,40.9,9.130246651276249,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:20,44,40.909090909090914,-2.9898530784774917,-15.427835897703845,-131.55353545300963,635.0169975604507,4.0715909090909115,1.0614439875684032,7.0,343.8019496948334,18.0,-318.5355119535199,19.0,-156.81997319432304,16.0,213.5247127408134,13.345294546300838,28.0,-345.0782481938231,-12.324223149779396,8.0,-1.9781855869227503,4.0,-15.507301049303834,-3.214668076600767,87.35000000000001,-660.7906645766676,False
last30_fade,0.3,15:25,ITM1,expiring next day,09:20,8,37.5,-17.340809495899496,-41.95121906696333,-138.72647596719597,349.80930358473444,-10.232500000000005,1.1083094958994872,1.0,-70.3179754626,2.0,-83.90243813392667,5.0,15.493937629330745,2.0,-118.90427707159334,-59.45213853579667,6.0,-19.822198895602597,-3.3036998159337663,2.0,-103.14144256377693,1.0,-135.96490966495386,11.259401526726323,47.099999999999994,-112.79008306917495,False
last30_fade,0.5,15:25,ITM1,expiring next day,09:20,2,50.0,-11.713529448703873,-11.713529448703873,-23.427058897407747,135.96490966495386,-4.625000000000028,1.0885294487038462,0.0,0.0,0.0,0.0,2.0,-23.427058897407747,0.0,0.0,,2.0,-23.427058897407747,-11.713529448703873,1.0,-135.96490966495386,1.0,-135.96490966495386,112.53785076754612,73.4,-67.31240722276662,False
day_mom,0.0,15:25,ITM1,expiring next day,09:20,103,39.80582524271845,-11.897776822744133,-16.246141930633335,-1225.4710127426456,1854.9900499549674,-4.939611650485435,0.9581651722587005,12.0,362.2063606297667,53.0,-636.5019157778667,38.0,-951.1754575945463,38.0,-255.45259624649995,-6.722436743328946,65.0,-970.0184164961461,-14.923360253786862,10.0,43.34867023498308,6.0,38.83517491504957,-17.838255000994373,66.7,-1541.3680705580032,False
day_mom,0.1,15:25,ITM1,expiring next day,09:20,87,35.63218390804598,-16.08381009285445,-19.919744208053842,-1399.2914780783371,1686.2324946803797,-9.140459770114942,0.9433503227395106,9.0,121.22540586130003,44.0,-710.1505917744066,34.0,-810.3662921652309,30.0,-499.05395671673995,-16.635131890557997,57.0,-900.2375213615974,-15.793640725642058,9.0,23.745910716503417,6.0,38.83517491504957,-20.679547109318822,43.65,-1290.5581480099288,False
day_mom,0.3,15:25,ITM1,expiring next day,09:20,64,39.0625,-14.704914374677113,-15.992978049143588,-941.1145199793352,1304.6889775725992,-7.7534374999999995,0.9514768746771154,6.0,229.75244495253335,28.0,-413.1983881612534,30.0,-757.6685767706155,18.0,-251.27808058048666,-13.959893365582593,46.0,-689.8364393988486,-14.996444334757578,6.0,68.62589016598633,5.0,63.04558129959025,-23.325342430607815,52.449999999999996,-965.3090882083145,False
day_mom,0.5,15:25,ITM1,expiring next day,09:20,45,40.0,-14.268370754659676,-15.73981416765384,-642.0766839596854,1017.3261158143368,-7.326888888888887,0.941481865770792,3.0,221.5076750058667,18.0,-268.6070143754599,24.0,-594.9773445900923,12.0,-115.71891581439328,-9.643242984532774,33.0,-526.3577681452923,-15.95023539834219,5.0,52.24063955963027,4.0,41.16894082504616,-22.581997043945922,54.7,-681.4398880238023,False
day_fade,0.0,15:25,ITM1,expiring next day,09:20,103,29.126213592233007,-18.14417038246957,-25.854621788453848,-1868.849549394366,1868.849549394366,-11.1873786407767,0.9567917416928754,12.0,-348.91739601533334,53.0,-708.3887423383866,38.0,-811.5434110406462,38.0,-659.1058458359199,-17.34489067989263,65.0,-1209.7437035584462,-18.611441593206866,10.0,-29.589889847426928,6.0,-26.49246995691708,-16.913447859355877,33.050000000000004,-1543.724065378503,False
day_fade,0.3,15:25,ITM1,expiring next day,09:20,64,35.9375,-15.796064982313052,-22.87316549984358,-1010.9481588680353,1010.9481588680353,-8.83359375,0.9624712323130529,6.0,-203.7073991010667,28.0,-220.6308295802533,30.0,-586.6099301867154,18.0,-104.87945690668664,-5.826636494815925,46.0,-906.0687019613487,-19.697145694811926,6.0,-40.747210610397,5.0,-29.46245734882973,-13.214911986304369,47.599999999999994,-956.4873776017093,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:20,10,30.0,-60.94088847961625,-45.58563193956334,-609.4088847961625,646.2265533176549,-53.971000000000004,0.9698884796162563,2.0,-31.78713656903334,3.0,-159.46714614266,5.0,-418.1546020844692,5.0,-191.25428271169335,-38.25085654233867,5.0,-418.1546020844692,-83.63092041689384,1.0,-177.00881729235383,1.0,-177.00881729235383,-48.04445194486764,6.65,-343.7733370131445,False
combo_up_CE,0.3,15:25,ITM1,expiring next day,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,expiring next day,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,expiring next day,09:20,15,46.666666666666664,-5.409930433130082,-12.32098399123333,-81.14895649695123,262.8938299411692,1.5833333333333353,0.9932637664634186,1.0,5.294637136899995,5.0,-18.374428833466663,9.0,-68.06916480038456,4.0,-97.2862422033,-24.321560550825,11.0,16.137285706348763,1.467025973304433,5.0,78.54094060267435,3.0,113.89486019751281,-47.3853659510323,32.1,69.65217497537152,False
combo_down_PE,0.3,15:25,ITM1,expiring next day,09:20,5,20.0,-55.48147809982974,-98.61467941595384,-277.4073904991487,442.51625809316147,-48.58,0.9014780998297438,0.0,0.0,1.0,-12.32098399123333,4.0,-265.08640650791534,0.0,0.0,,5.0,-277.4073904991487,-55.48147809982974,1.0,177.42985158524615,1.0,177.42985158524615,-113.70931052109871,2.75,18.564575226202102,False
combo_down_PE,0.5,15:25,ITM1,expiring next day,09:20,2,50.0,-10.573634868453837,-10.573634868453837,-21.147269736907674,198.57712132215383,-3.549999999999997,1.023634868453846,0.0,0.0,0.0,0.0,2.0,-21.147269736907674,0.0,0.0,,2.0,-21.147269736907674,-10.573634868453837,1.0,177.42985158524615,1.0,177.42985158524615,-198.57712132215383,40.9,8.919376496347011,False
combo_both,0.1,15:25,ITM1,expiring next day,09:20,25,40.0,-27.622313651724554,-23.509324113433333,-690.5578412931138,705.5734199322598,-20.638399999999997,0.9839136517245539,3.0,-26.492499432133346,8.0,-177.84157497612665,14.0,-486.22376688485383,9.0,-288.54052491499334,-32.06005832388815,16.0,-402.0173163781204,-25.126082273632527,6.0,35.94931428683633,4.0,41.16894082504616,-47.69756457969115,15.9,-359.2647559537707,False
combo_both,0.3,15:25,ITM1,expiring next day,09:20,5,20.0,-55.48147809982974,-98.61467941595384,-277.4073904991487,442.51625809316147,-48.58,0.9014780998297438,0.0,0.0,1.0,-12.32098399123333,4.0,-265.08640650791534,0.0,0.0,,5.0,-277.4073904991487,-55.48147809982974,1.0,177.42985158524615,1.0,177.42985158524615,-113.70931052109871,2.6,19.989373808428525,False
combo_both,0.5,15:25,ITM1,expiring next day,09:20,2,50.0,-10.573634868453837,-10.573634868453837,-21.147269736907674,198.57712132215383,-3.549999999999997,1.023634868453846,0.0,0.0,0.0,0.0,2.0,-21.147269736907674,0.0,0.0,,2.0,-21.147269736907674,-10.573634868453837,1.0,177.42985158524615,1.0,177.42985158524615,-198.57712132215383,42.85,6.1096508793823885,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:20,6,16.666666666666664,-49.31448074945897,-37.07326330234359,-295.88688449675385,295.88688449675385,-42.1,1.2144807494589742,3.0,-238.61025797943336,2.0,-18.12548072006667,1.0,-39.15114579725385,4.0,-221.7403578920667,-55.435089473016674,2.0,-74.14652660468718,-37.07326330234359,1.0,-107.6065909049,0.0,,-37.656058718370765,24.0,-206.65162594122947,False
downday_last30up_CE,0.3,15:25,ITM1,expiring next day,09:20,1,100.0,16.869900087366666,16.869900087366666,16.869900087366666,0.0,23.75,0.8800999126333333,0.0,0.0,1.0,16.869900087366666,0.0,0.0,1.0,16.869900087366666,16.869900087366666,0.0,0.0,,0.0,,0.0,,16.869900087366666,84.6,-34.650106181775556,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:30,103,18.446601941747574,-40.23276962682434,-40.04073385503333,-4143.975271562907,4143.975271562908,-33.29893203883495,0.9338375879893802,12.0,-584.5333844786534,53.0,-1511.986984036547,38.0,-2047.4549030477062,38.0,-1199.7109494124004,-31.571340774010537,65.0,-2944.2643221505064,-45.29637418693087,10.0,-88.74066569929292,6.0,-92.70684854343375,-35.01686682333309,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:30,103,47.57281553398058,9.296264354156055,-2.940959958133342,957.5152284780736,438.60593280526143,16.27611650485437,0.9798521506983126,12.0,549.8203457424667,53.0,98.05412680105333,38.0,309.6407559345539,38.0,282.09683580402,7.423600942211052,65.0,675.418392674054,10.391052194985445,10.0,85.99682267573307,6.0,86.04314346536621,1.0488924916208924,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:30,103,15.53398058252427,-30.936505272668285,-34.58069018540001,-3186.460043084833,3288.5762036757237,-17.022815533980584,1.9136897386876919,12.0,-34.71303873618672,53.0,-1413.9328572354932,38.0,-1737.814147113152,38.0,-917.6141136083801,-24.147739831799477,65.0,-2268.8459294764525,-34.90532199194542,10.0,-2.743843023559853,6.0,-6.663705078067527,-33.9679743317122,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:30,44,31.818181818181817,-23.33622794551795,-22.286768782293585,-1026.7940296027898,1026.7940296027898,-16.331818181818186,1.0044097636997666,7.0,-218.69946389086675,18.0,-196.02506894060002,19.0,-612.0694967713231,16.0,-430.70257415076674,-26.91891088442292,28.0,-596.0914554520231,-21.288980551857968,8.0,22.675558330689736,4.0,32.45628263419614,-33.561069340230766,22.35,-659.5608998435699,False
last30_mom,0.3,15:25,ITM1,expiring next day,09:30,8,25.0,-39.312778792716976,-43.346803427243586,-314.5022303417358,530.8014074052154,-32.24375,1.0690287927169873,1.0,55.290704168099985,2.0,-17.569751975766657,5.0,-352.2231825340692,2.0,41.80360608906666,20.90180304453333,6.0,-356.3058364308026,-59.38430607180043,2.0,116.93446451962305,1.0,178.57822487114612,-91.39519323016367,17.2,-123.88785123931477,False
last30_mom,0.5,15:25,ITM1,expiring next day,09:30,2,50.0,-17.264157490653858,-17.264157490653858,-34.528314981307716,213.10653985245384,-10.250000000000014,1.014157490653846,0.0,0.0,0.0,0.0,2.0,-34.528314981307716,0.0,0.0,,2.0,-34.528314981307716,-17.264157490653858,1.0,178.57822487114612,1.0,178.57822487114612,-213.10653985245384,31.45,22.198506331831982,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:30,44,36.36363636363637,-5.36285526768113,-28.13070611045385,-235.96563177796975,732.5350521393045,1.695227272727272,1.0580825404084033,7.0,375.6967694788733,18.0,-396.07567338842,19.0,-215.586727868423,16.0,211.76720232065333,13.235450145040833,28.0,-447.7328340986231,-15.99045836066511,8.0,-17.26403260771776,4.0,-24.76918124645384,-2.7181491921174383,82.65,-679.9530749977492,False
last30_fade,0.3,15:25,ITM1,expiring next day,09:30,8,37.5,-12.822210262249492,-24.795520761083342,-102.57768209799593,354.3528674550344,-5.707500000000003,1.1147102622494873,1.0,-89.30108517126,2.0,-49.591041522166684,5.0,36.31444459543077,2.0,-92.24204512939335,-46.12102256469667,6.0,-10.335636968602579,-1.722606161433763,2.0,-120.77146896600692,1.0,-152.24185276075386,23.160875972336324,56.599999999999994,-120.77423835288458,False
last30_fade,0.5,15:25,ITM1,expiring next day,09:30,2,50.0,10.205421529996158,10.205421529996158,20.410843059992317,152.24185276075386,17.325000000000003,1.119578470003846,0.0,0.0,0.0,0.0,2.0,20.410843059992317,0.0,0.0,,2.0,20.410843059992317,10.205421529996158,1.0,-152.24185276075386,1.0,-152.24185276075386,172.65269582074617,89.2,-78.93545150875484,False
day_mom,0.0,15:25,ITM1,expiring next day,09:30,103,39.80582524271845,-8.842008346738895,-15.288270053833322,-910.7268597141061,1582.0766420971681,-1.8795145631067989,0.9624937836320988,12.0,360.7883692680466,53.0,-520.3963836460465,38.0,-751.1188453361061,38.0,-213.81158231430015,-5.626620587218425,65.0,-696.9152773998061,-10.721773498458555,10.0,36.36755924217706,6.0,27.426335965999566,-13.703252173504051,81.65,-1585.866201719578,False
day_mom,0.1,15:25,ITM1,expiring next day,09:30,87,36.7816091954023,-13.075083561790317,-17.40525791843335,-1137.5322698757575,1479.0359963400394,-6.127471264367816,0.9476122974224994,9.0,132.98874265077998,44.0,-638.3922401876466,34.0,-632.1287723388908,30.0,-499.71302312430004,-16.65710077081,57.0,-637.8192467514573,-11.189811346516795,9.0,19.528551431763407,6.0,27.426335965999566,-16.8370414456619,64.9,-1375.9973400700978,False
day_mom,0.3,15:25,ITM1,expiring next day,09:30,64,40.625,-12.163202305748989,-16.33413187045385,-778.4449475679353,1176.9199671978997,-5.208124999999999,0.9550773057489903,6.0,241.68554127123332,28.0,-418.48090527639334,30.0,-601.6495835627753,18.0,-348.3805312943268,-19.354473960795932,46.0,-430.0644162736087,-9.349226440730623,6.0,60.312666161536306,5.0,45.78003859245025,-19.660705940295742,65.60000000000001,-1009.3897658365457,False
day_mom,0.5,15:25,ITM1,expiring next day,09:30,45,40.0,-11.32587224817968,-17.40525791843335,-509.66425116808557,897.8453648074369,-4.380222222222222,0.9456500259574587,3.0,214.46764747056665,18.0,-261.66684538676,24.0,-462.46505325189236,12.0,-194.75695544829335,-16.22974628735778,33.0,-314.9072957197923,-9.54264532484219,5.0,52.56018690875025,4.0,32.45628263419614,-19.311629642795918,65.7,-679.5242412356414,False
day_fade,0.0,15:25,ITM1,expiring next day,09:30,103,26.21359223300971,-22.09449692592938,-32.631495285833324,-2275.7331833707262,2275.733183370726,-15.143300970873787,0.951195955055594,12.0,-395.5014080042334,53.0,-893.5364735894466,38.0,-986.6953017770461,38.0,-703.8025312940799,-18.52111924458105,65.0,-1571.9306520766463,-24.183548493486867,10.0,-39.11140226573693,6.0,-34.0900410440671,-20.26472215820814,18.5,-1609.798324677627,False
day_fade,0.3,15:25,ITM1,expiring next day,09:30,64,31.25,-17.98218700795774,-30.385597121803848,-1150.8599685092954,1278.3132581695818,-11.0228125,0.9593745079577404,6.0,-186.9810925455667,28.0,-273.56584513291335,30.0,-690.3130308308153,18.0,62.57333988685332,3.47629666038074,46.0,-1213.4333083961485,-26.378984965133665,6.0,-47.287945412697006,5.0,-35.02457839444975,-14.950556828157126,39.2,-989.4044719687078,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:30,10,20.0,-55.46264861314027,-61.43953071118334,-554.6264861314027,581.7578756326948,-48.48499999999999,0.9776486131402564,2.0,-37.42914445193334,3.0,-140.28431934080004,5.0,-376.91302233866924,5.0,-177.71346379273336,-35.54269275854667,5.0,-376.91302233866924,-75.38260446773384,1.0,-177.25846365885383,1.0,-177.25846365885383,-41.929780274727634,21.05,-401.1820659086821,False
combo_up_CE,0.3,15:25,ITM1,expiring next day,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,expiring next day,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,expiring next day,09:30,15,53.333333333333336,6.356734974569915,13.033674498399995,95.35102461854872,284.9932516844615,13.366666666666665,1.009931692096752,1.0,13.033674498399995,5.0,63.45965010523332,9.0,18.857700014915352,4.0,-52.39982550660001,-13.099956376650002,11.0,147.7508501251487,13.43189546592261,5.0,81.51672529135433,3.0,102.3611980652128,-31.223260183822298,46.75,136.70407215465886,False
combo_down_PE,0.3,15:25,ITM1,expiring next day,09:30,5,20.0,-56.61986553106974,-100.66177962125384,-283.0993276553487,457.5948986297615,-49.72,0.8998655310697437,0.0,0.0,1.0,-4.082653896733331,4.0,-279.0166737586154,0.0,0.0,,5.0,-283.0993276553487,-56.61986553106974,1.0,178.57822487114612,1.0,178.57822487114612,-115.4193881316237,2.0500000000000003,50.670231924957264,False
combo_down_PE,0.5,15:25,ITM1,expiring next day,09:30,2,50.0,-17.264157490653858,-17.264157490653858,-34.528314981307716,213.10653985245384,-10.250000000000014,1.014157490653846,0.0,0.0,0.0,0.0,2.0,-34.528314981307716,0.0,0.0,,2.0,-34.528314981307716,-17.264157490653858,1.0,178.57822487114612,1.0,178.57822487114612,-213.10653985245384,31.900000000000002,14.309897916098802,False
combo_both,0.1,15:25,ITM1,expiring next day,09:30,25,40.0,-18.371018460514154,-9.851333631353846,-459.27546151285384,588.8761061701692,-11.374,0.9970184605141538,3.0,-24.395469953533347,8.0,-76.82466923556669,14.0,-358.0553223237538,9.0,-230.1132892993334,-25.568143255481488,16.0,-229.16217221352048,-14.32263576334503,6.0,38.387527132986314,4.0,32.45628263419614,-36.29476970056694,44.6,-392.352668650041,False
combo_both,0.3,15:25,ITM1,expiring next day,09:30,5,20.0,-56.61986553106974,-100.66177962125384,-283.0993276553487,457.5948986297615,-49.72,0.8998655310697437,0.0,0.0,1.0,-4.082653896733331,4.0,-279.0166737586154,0.0,0.0,,5.0,-283.0993276553487,-56.61986553106974,1.0,178.57822487114612,1.0,178.57822487114612,-115.4193881316237,2.4,50.458556341518246,False
combo_both,0.5,15:25,ITM1,expiring next day,09:30,2,50.0,-17.264157490653858,-17.264157490653858,-34.528314981307716,213.10653985245384,-10.250000000000014,1.014157490653846,0.0,0.0,0.0,0.0,2.0,-34.528314981307716,0.0,0.0,,2.0,-34.528314981307716,-17.264157490653858,1.0,178.57822487114612,1.0,178.57822487114612,-213.10653985245384,30.45,20.824460952043797,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:30,6,0.0,-61.66365434565898,-53.450064944743595,-369.9819260739539,369.9819260739539,-54.46666666666666,1.1969876789923077,3.0,-249.59469810543334,2.0,-64.85928052886666,1.0,-55.52794743965385,4.0,-263.08179618446667,-65.77044904611667,2.0,-106.90012988948719,-53.450064944743595,1.0,-104.2114003205,0.0,,-53.15410515069077,17.25,-236.83453986158554,False
downday_last30up_CE,0.3,15:25,ITM1,expiring next day,09:30,1,0.0,-13.487098079033325,-13.487098079033325,-13.487098079033325,13.487098079033325,-6.6499999999999915,0.8370980790333333,0.0,0.0,1.0,-13.487098079033325,0.0,0.0,1.0,-13.487098079033325,-13.487098079033325,0.0,0.0,,0.0,,0.0,,-13.487098079033325,73.6,-41.48899087908992,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,expiring next day,09:45,103,26.21359223300971,-39.12152820825229,-40.56467253653333,-4029.517405449986,4029.5174054499876,-32.186116504854375,0.9354117033979238,12.0,-751.3371007192934,53.0,-1325.9405258660865,38.0,-1952.2397788646063,38.0,-1260.05546912278,-33.15935445059947,65.0,-2769.4619363272063,-42.60710671272625,10.0,-76.37717904474691,6.0,-70.43007110608376,-35.11554424733889,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:45,103,48.54368932038835,4.751246233177416,-2.143621565653846,489.37836201727384,563.0964535922601,11.72466019417476,0.9734139609973412,12.0,680.6250559338067,53.0,-219.22643331112667,38.0,27.979739394593892,38.0,212.60527322508,5.594875611186316,65.0,276.77308879219385,4.258047519879906,10.0,56.86309170518308,6.0,45.816792276666256,-0.852178011124269,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:45,103,17.475728155339805,-34.37028197507487,-32.43343106156665,-3540.1390434327113,3625.778543834603,-20.461456310679612,1.9088256643952648,12.0,-70.7120447854867,53.0,-1545.1669591772134,38.0,-1924.260039470012,38.0,-1047.4501958977,-27.56447883941316,65.0,-2492.688847535012,-38.34905919284634,10.0,-19.514087339563833,6.0,-24.6132788294175,-35.967722258463155,,,False
last30_mom,0.1,15:25,ITM1,expiring next day,09:45,44,29.545454545454547,-31.33081240581703,-30.306822866083337,-1378.5557458559495,1401.650859826296,-24.337727272727275,0.9930851330897671,7.0,-95.93336670082667,18.0,-318.0022836125,19.0,-964.6200955426231,16.0,-367.4521707343267,-22.96576067089542,28.0,-1011.1035751216233,-36.1108419686294,8.0,-2.026949634485252,4.0,-23.62677360002884,-37.842781910557434,9.049999999999999,-760.5454781355623,False
last30_mom,0.3,15:25,ITM1,expiring next day,09:45,8,37.5,-36.68525078530449,-54.818751150693586,-293.4820062824359,562.0072032177154,-29.612499999999997,1.0727507853044873,1.0,95.3339813547,2.0,21.175364105033342,5.0,-409.99135174216923,2.0,132.97445913486666,66.48722956743333,6.0,-426.4564654173026,-71.07607756955043,2.0,123.67491641512308,1.0,152.01585147554616,-90.13863985211367,21.9,-139.2045261002167,False
last30_mom,0.5,15:25,ITM1,expiring next day,09:45,2,50.0,-18.312672229953847,-18.312672229953847,-36.625344459907694,188.64119593545385,-11.299999999999997,1.0126722299538462,0.0,0.0,0.0,0.0,2.0,-36.625344459907694,0.0,0.0,,2.0,-36.625344459907694,-18.312672229953847,1.0,152.01585147554616,1.0,152.01585147554616,-188.64119593545385,33.800000000000004,12.934721052720171,False
last30_fade,0.1,15:25,ITM1,expiring next day,09:45,44,45.45454545454545,-2.535950593932038,-16.5295317980436,-111.58182613300967,511.3821310149907,4.526136363636366,1.0620869575684033,7.0,241.2871657552733,18.0,-341.99228454985996,19.0,-10.876707338423095,16.0,99.03688906391336,6.189805566494585,28.0,-210.61871519692306,-7.522096971318681,8.0,-10.747014210235248,4.0,9.944146015371174,-0.7112697903090996,91.10000000000001,-755.949965361476,False
last30_fade,0.3,15:25,ITM1,expiring next day,09:45,8,37.5,-23.855331429716983,-24.677345162643597,-190.84265143773587,360.38432366967436,-16.756249999999998,1.099081429716987,1.0,-109.7121720963,2.0,-89.08509670246667,5.0,7.954617361030785,2.0,-164.92908119953333,-82.46454059976666,6.0,-25.91357023820254,-4.318928373033756,2.0,-127.90636212057692,1.0,-146.10055214485385,10.828345467236327,40.8,-134.43166089209927,False
last30_fade,0.5,15:25,ITM1,expiring next day,09:45,2,50.0,-43.268830174303844,-43.268830174303844,-86.53766034860769,146.10055214485385,-36.224999999999994,1.043830174303846,0.0,0.0,0.0,0.0,2.0,-86.53766034860769,0.0,0.0,,2.0,-86.53766034860769,-43.268830174303844,1.0,-146.10055214485385,1.0,-146.10055214485385,59.56289179624616,44.9,-74.89150682637838,False
day_mom,0.0,15:25,ITM1,expiring next day,09:45,103,43.689320388349515,-10.628022080200257,-12.580141032953849,-1094.6862742606265,1827.3369945404145,-3.668058252427186,0.9599638277730694,12.0,287.25253555180666,53.0,-566.6109190125266,38.0,-815.3278907999061,38.0,-304.95247779612015,-8.025065205161056,65.0,-789.7337964645062,-12.149750714838557,10.0,0.7889576740630779,6.0,-13.465738866700425,-11.855654311841475,83.3,-1777.5622168337825,False
day_mom,0.1,15:25,ITM1,expiring next day,09:45,87,42.5287356321839,-12.470996744829629,-15.486502726053864,-1084.9767168001777,1596.1390353830714,-5.522528735632184,0.9484680091974416,9.0,167.99914908873996,44.0,-611.3106023497269,34.0,-641.6652635391908,30.0,-418.94743063422015,-13.964914354474006,57.0,-666.0292861659575,-11.684724318701008,9.0,-13.750973531796578,6.0,-13.465738866700425,-12.323307115564209,72.89999999999999,-1483.639225339945,False
day_mom,0.3,15:25,ITM1,expiring next day,09:45,64,45.3125,-11.682633050236486,-9.81836170480385,-747.6885152151351,1264.7742267755882,-4.726875000000001,0.9557580502364904,6.0,263.2450014821733,28.0,-352.7639957589333,30.0,-658.1695209383752,18.0,-237.43768602172668,-13.190982556762593,46.0,-510.2508291934087,-11.092409330291494,6.0,10.12542494948633,5.0,-5.217721156169739,-13.938639050207813,72.85000000000001,-1085.240432111191,False
day_mom,0.5,15:25,ITM1,expiring next day,09:45,45,46.666666666666664,-10.82990813339968,-15.486502726053864,-487.3458660029856,894.5677806179435,-3.883555555555556,0.9463525778441255,3.0,157.83786569370665,18.0,-130.39280002639998,24.0,-514.7909316702923,12.0,-176.03347796079333,-14.669456496732778,33.0,-311.31238804219237,-9.433708728551284,5.0,-1.5331877844697375,4.0,-23.62677360002884,-11.991998177015926,72.7,-762.3082890015204,False
day_fade,0.0,15:25,ITM1,expiring next day,09:45,103,31.06796116504854,-23.742259894874625,-31.10498743963334,-2445.4527691720864,2445.452769172086,-16.793398058252425,0.9488618366221958,12.0,-357.96458033729334,53.0,-978.5560401646867,38.0,-1108.932148670106,38.0,-742.4977181015798,-19.5394136342521,65.0,-1702.955051070506,-26.199308478007783,10.0,-20.303045013626914,6.0,-11.14753996271707,-24.112067946621693,18.35,-1778.3100562848986,False
day_fade,0.3,15:25,ITM1,expiring next day,09:45,64,32.8125,-23.898025749112428,-32.195550294933334,-1529.4736479431954,1529.4736479431954,-16.94703125,0.950994499112428,6.0,-246.20719653402665,28.0,-427.57768155409326,30.0,-855.6887698550753,18.0,-142.77577534138663,-7.931987518965924,46.0,-1386.6978726018085,-30.145605926126272,6.0,-20.966896838047006,5.0,-5.0470427051297175,-24.201245981291603,22.95,-1110.4394100028474,False
combo_up_CE,0.1,15:25,ITM1,expiring next day,09:45,10,30.0,-63.70097870764026,-71.36184380271666,-637.0097870764026,664.7403278572949,-56.735,0.9659787076402564,2.0,-52.45785571523334,3.0,-168.1448538422,5.0,-416.40707751896923,5.0,-220.6027095574334,-44.12054191148668,5.0,-416.40707751896923,-83.28141550379385,1.0,-176.90895874575384,1.0,-176.90895874575384,-51.122314258960984,8.1,-386.48444223532243,False
combo_up_CE,0.3,15:25,ITM1,expiring next day,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,expiring next day,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,expiring next day,09:45,15,40.0,-6.931108959670085,-4.352062278353834,-103.96663439505127,357.98984924906154,0.06000000000000132,0.9911089596700854,1.0,106.25162774949999,5.0,3.5445221452333335,9.0,-213.76278428978458,4.0,39.42010809209998,9.855027023024995,11.0,-143.38674248715125,-13.035158407922841,5.0,29.82994157119436,3.0,27.467288115212824,-25.311634225102306,28.549999999999997,73.55683193316149,False
combo_down_PE,0.3,15:25,ITM1,expiring next day,09:45,5,20.0,-62.251887559309736,-93.17238862625383,-311.2594377965487,446.8101755969615,-55.36,0.8918875593097436,0.0,0.0,1.0,-16.465113675133335,4.0,-294.7943241214154,0.0,0.0,,5.0,-311.2594377965487,-62.251887559309736,1.0,152.01585147554616,1.0,152.01585147554616,-115.81882231802372,1.95,26.86043040053147,False
combo_down_PE,0.5,15:25,ITM1,expiring next day,09:45,2,50.0,-18.312672229953847,-18.312672229953847,-36.625344459907694,188.64119593545385,-11.299999999999997,1.0126722299538462,0.0,0.0,0.0,0.0,2.0,-36.625344459907694,0.0,0.0,,2.0,-36.625344459907694,-18.312672229953847,1.0,152.01585147554616,1.0,152.01585147554616,-188.64119593545385,35.449999999999996,8.127761301937907,False
combo_both,0.1,15:25,ITM1,expiring next day,09:45,25,36.0,-29.639056858858158,-19.552216670333355,-740.9764214714539,882.5785224881384,-22.658,0.9810568588581541,3.0,53.793772034266645,8.0,-164.6003316969667,14.0,-630.1698618087538,9.0,-181.1826014653334,-20.13140016281482,16.0,-559.7938200061204,-34.98711375038253,6.0,-4.626541814963673,4.0,-23.62677360002884,-37.53774582008799,18.5,-424.0361643182799,False
combo_both,0.3,15:25,ITM1,expiring next day,09:45,5,20.0,-62.251887559309736,-93.17238862625383,-311.2594377965487,446.8101755969615,-55.36,0.8918875593097436,0.0,0.0,1.0,-16.465113675133335,4.0,-294.7943241214154,0.0,0.0,,5.0,-311.2594377965487,-62.251887559309736,1.0,152.01585147554616,1.0,152.01585147554616,-115.81882231802372,1.35,18.001725182367384,False
combo_both,0.5,15:25,ITM1,expiring next day,09:45,2,50.0,-18.312672229953847,-18.312672229953847,-36.625344459907694,188.64119593545385,-11.299999999999997,1.0126722299538462,0.0,0.0,0.0,0.0,2.0,-36.625344459907694,0.0,0.0,,2.0,-36.625344459907694,-18.312672229953847,1.0,152.01585147554616,1.0,152.01585147554616,-188.64119593545385,34.150000000000006,13.81836693485675,False
downday_last30up_CE,0.1,15:25,ITM1,expiring next day,09:45,6,16.666666666666664,-56.36449413941896,-65.3831612634436,-338.18696483651377,338.18696483651377,-49.16,1.2044941394189743,3.0,-245.0611200897933,2.0,-25.76465953496666,1.0,-67.36118521175385,4.0,-207.4206423096266,-51.85516057740665,2.0,-130.7663225268872,-65.3831612634436,1.0,-83.79032754079999,0.0,,-50.879327459142765,25.7,-241.0919846249214,False
downday_last30up_CE,0.3,15:25,ITM1,expiring next day,09:45,1,100.0,37.64047778016668,37.64047778016668,37.64047778016668,0.0,44.55000000000001,0.9095222198333333,0.0,0.0,1.0,37.64047778016668,0.0,0.0,1.0,37.64047778016668,37.64047778016668,0.0,0.0,,0.0,,0.0,,37.64047778016668,91.3,-38.392605180747836,False
downday_last30up_CE,0.5,15:25,ITM1,expiring next day,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:15o,101,31.683168316831683,-16.064604571818997,-8.491650543153824,-1622.5250617537188,1653.9387141108575,-8.855841584158414,1.2087629876605839,11.0,-195.57074044799998,53.0,-382.69083767146674,37.0,-1044.2634836342522,37.0,-348.8465588752666,-9.428285375007206,64.0,-1273.6785028784523,-19.901226607475817,10.0,-38.78944997977693,6.0,-34.11315534861709,-13.567368812702746,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:15o,101,42.57425742574257,-3.153780676515374,-5.120173539833333,-318.5318483280528,543.3625108642991,3.9747524752475254,1.1285331517628994,10.0,-128.98320716346,53.0,-166.6658045668267,38.0,-22.882836597766065,36.0,-205.06906820758672,-5.6963630057662975,65.0,-113.46278012046608,-1.745581232622555,9.0,30.51870015311453,6.0,53.287853829449574,-6.44782771419656,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:15o,100,19.0,-16.00350199618618,-11.884775795937184,-1600.350199618618,1602.0623040930104,-1.676899999999998,2.326601996186179,10.0,-196.19590094826,53.0,-549.3566422382934,37.0,-854.7976564320645,36.0,-425.55758041965333,-11.821043900545925,64.0,-1174.7926191989645,-18.35613467498382,9.0,1.6813164714957212,6.0,19.174698480832475,-17.752549976506366,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:15o,43,20.930232558139537,-19.981392451657594,-10.911467416553835,-859.1998754212765,901.6150272761688,-12.747674418604653,1.2337180330529398,6.0,-211.55568830049333,18.0,-289.46298866669997,19.0,-358.18119845408313,15.0,-383.3051404599934,-25.553676030666228,28.0,-475.894734961283,-16.996240534331537,8.0,-12.23236852008527,4.0,18.889480025296137,-21.752597921731265,6.65,-423.6489774592733,False
last30_mom,0.3,15:25,ITM1,following weekly,09:15o,8,25.0,-19.581305872829493,-19.362152162416677,-156.65044698263594,293.0222902273615,-12.2375,1.343805872829487,1.0,-35.57328298020001,2.0,-3.6318491196666893,5.0,-117.44531488276922,2.0,-38.724304324833355,-19.362152162416677,6.0,-117.92614265780256,-19.65435710963376,2.0,67.93617968212305,1.0,171.44564234444613,-48.75380105781367,26.25,-78.47629751315739,False
last30_mom,0.5,15:25,ITM1,following weekly,09:15o,2,50.0,-20.451510727753842,-20.451510727753842,-40.903021455507684,212.3486637999538,-13.149999999999991,1.3015107277538465,0.0,0.0,0.0,0.0,2.0,-40.903021455507684,0.0,0.0,,2.0,-40.903021455507684,-20.451510727753842,1.0,171.44564234444613,1.0,171.44564234444613,-212.3486637999538,21.349999999999998,-4.645557255980168,False
last30_fade,0.1,15:25,ITM1,following weekly,09:15o,41,53.65853658536586,4.311422633835063,0.5182357554666667,176.7683279872376,163.2059993547036,11.592926829268297,1.2815041954332336,5.0,-24.33222888393333,18.0,185.53204910289995,18.0,15.568507768270944,14.0,122.80664163896667,8.771902974211905,27.0,53.961686348270874,1.9985809758618842,7.0,7.2728476241311375,4.0,26.441863602946164,3.7017174887741073,97.39999999999999,-394.8971628713052,True
last30_fade,0.3,15:25,ITM1,following weekly,09:15o,7,42.857142857142854,-19.923077426083154,-0.0517840508538463,-139.46154198258208,179.13118583842052,-12.549999999999999,1.3730774260831502,1.0,-34.70932063240001,2.0,-7.452208684766662,4.0,-97.30001266541538,2.0,-42.30834975213334,-21.15417487606667,5.0,-97.15319223044872,-19.430638446089745,2.0,-85.83948857682694,1.0,-136.96965652125385,6.4434870342143595,24.65,-68.69692280978657,False
last30_fade,0.5,15:25,ITM1,following weekly,09:15o,1,0.0,-136.96965652125385,-136.96965652125385,-136.96965652125385,136.96965652125385,-129.85,1.119656521253846,0.0,0.0,0.0,0.0,1.0,-136.96965652125385,0.0,0.0,,1.0,-136.96965652125385,-136.96965652125385,1.0,-136.96965652125385,1.0,-136.96965652125385,,0.8999999999999999,-15.709310602215897,False
day_mom,0.0,15:25,ITM1,following weekly,09:15o,101,38.613861386138616,-10.59549167032369,-5.378291834133322,-1070.1446587026928,1138.7019031490859,-3.4315841584158395,1.16390751190785,10.0,-58.78364466695996,53.0,-195.04687720452668,38.0,-816.3141368312062,36.0,-254.43411359498663,-7.067614266527406,65.0,-815.710545107706,-12.549393001657016,9.0,-1.157981517763258,6.0,5.628837598499568,-11.518726359161123,40.5,-967.0970362852348,False
day_mom,0.1,15:25,ITM1,following weekly,09:15o,86,36.04651162790697,-12.617589719586562,-5.784126572183327,-1085.1127158844442,1092.1386452592906,-5.4539534883720915,1.1636362312144664,8.0,-78.69018384792665,44.0,-270.16016797422674,34.0,-736.2623640622907,29.0,-290.49817294548666,-10.017178377430575,57.0,-794.6145429389575,-13.940606016472938,9.0,-1.157981517763258,6.0,5.628837598499568,-13.957024444474998,26.05,-814.6477288558427,False
day_mom,0.3,15:25,ITM1,following weekly,09:15o,63,36.507936507936506,-13.916518823388285,-5.551357896533333,-876.740685873462,902.3912468560928,-6.739523809523806,1.1769950138644767,5.0,-30.575042668593316,28.0,-198.1945640633933,30.0,-647.9710791414753,17.0,-255.55251257035331,-15.032500739432548,46.0,-621.1881733031086,-13.504090723980621,6.0,22.795533650336314,5.0,26.519986183330253,-17.780945399569823,21.45,-589.2749478989712,False
day_mom,0.5,15:25,ITM1,following weekly,09:15o,44,38.63636363636363,-15.944853920076186,-5.335241176983336,-701.5735724833522,775.5982462907743,-8.767954545454542,1.1768993746216432,2.0,10.326641155400006,18.0,-200.87296874926,24.0,-511.02724488949224,11.0,-176.69217324935997,-16.062924840850908,33.0,-524.8813992339923,-15.905496946484615,5.0,15.946238217310247,4.0,18.889480025296137,-20.033455476151374,17.75,-431.0462648584273,False
day_fade,0.0,15:25,ITM1,following weekly,09:15o,101,35.64356435643564,-8.622893578010682,-9.763317096533324,-870.9122513790788,891.0365896266172,-1.4495049504950488,1.1733886275156336,11.0,-265.77030294450003,53.0,-354.30976503376667,37.0,-250.8321834008121,37.0,-299.4815134878668,-8.094094959131535,64.0,-571.4307378912121,-8.928605279550188,10.0,-10.280436475986923,6.0,13.545860882332917,-8.4407460068045,59.3,-964.3804574826104,False
day_fade,0.3,15:25,ITM1,following weekly,09:15o,62,40.32258064516129,-6.057368144613681,-8.356674076343573,-375.5568249660482,539.0132502562122,1.1241935483870975,1.1815616930007777,5.0,-54.057130374633324,28.0,-154.71548128543338,29.0,-166.7842133059815,17.0,67.45473855416667,3.9679257973039217,45.0,-443.01156352021474,-9.844701411560328,6.0,3.7642209679363248,5.0,8.881426671890267,-7.1096812638154665,73.85000000000001,-601.5507003526027,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:15o,10,20.0,-43.17400131781026,-15.440653791083342,-431.7400131781026,461.8567883181949,-35.89,1.2840013178102565,2.0,-9.934248733633321,3.0,-115.88093519090002,5.0,-305.92482925356927,5.0,-125.81518392453334,-25.16303678490667,5.0,-305.92482925356927,-61.18496585071385,1.0,-157.39322574525386,1.0,-157.39322574525386,-30.482976381427633,2.85,-159.6043052361181,False
combo_up_CE,0.3,15:25,ITM1,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,following weekly,09:15o,15,20.0,-10.538944699424754,-10.911467416553835,-158.0841704913713,222.34524400006921,-3.3399999999999994,1.1989446994247523,1.0,-24.602488464959997,5.0,-45.88945515976671,9.0,-87.59222686664461,4.0,-74.18438683506002,-18.546096708765006,11.0,-83.89978365631129,-7.627253059664662,5.0,44.69312144559435,3.0,77.65038194881281,-38.1549777719343,27.1,-45.36603926909152,False
combo_down_PE,0.3,15:25,ITM1,following weekly,09:15o,5,20.0,-24.411495131589742,-37.17241940185386,-122.05747565794871,293.0222902273615,-17.22,1.1914951315897437,0.0,0.0,1.0,-0.48082777503334473,4.0,-121.57664788291538,0.0,0.0,,5.0,-122.05747565794871,-24.411495131589742,1.0,171.44564234444613,1.0,171.44564234444613,-73.37577950059871,12.0,-18.475012210911313,False
combo_down_PE,0.5,15:25,ITM1,following weekly,09:15o,2,50.0,-20.451510727753842,-20.451510727753842,-40.903021455507684,212.3486637999538,-13.149999999999991,1.3015107277538465,0.0,0.0,0.0,0.0,2.0,-40.903021455507684,0.0,0.0,,2.0,-40.903021455507684,-20.451510727753842,1.0,171.44564234444613,1.0,171.44564234444613,-212.3486637999538,21.7,-7.340363486858987,False
combo_both,0.1,15:25,ITM1,following weekly,09:15o,25,20.0,-23.592967346778956,-10.911467416553835,-589.8241836694739,591.26593547372,-16.36,1.232967346778954,3.0,-34.53673719859332,8.0,-161.77039035066673,14.0,-393.5170561202138,9.0,-199.99957075959338,-22.22217452884371,16.0,-389.8246129098805,-24.36403830686753,6.0,11.012063580452983,4.0,18.889480025296137,-34.520871850115356,5.800000000000001,-239.5973732918095,False
combo_both,0.3,15:25,ITM1,following weekly,09:15o,5,20.0,-24.411495131589742,-37.17241940185386,-122.05747565794871,293.0222902273615,-17.22,1.1914951315897437,0.0,0.0,1.0,-0.48082777503334473,4.0,-121.57664788291538,0.0,0.0,,5.0,-122.05747565794871,-24.411495131589742,1.0,171.44564234444613,1.0,171.44564234444613,-73.37577950059871,12.950000000000001,-18.79685241532447,False
combo_both,0.5,15:25,ITM1,following weekly,09:15o,2,50.0,-20.451510727753842,-20.451510727753842,-40.903021455507684,212.3486637999538,-13.149999999999991,1.3015107277538465,0.0,0.0,0.0,0.0,2.0,-40.903021455507684,0.0,0.0,,2.0,-40.903021455507684,-20.451510727753842,1.0,171.44564234444613,1.0,171.44564234444613,-212.3486637999538,22.650000000000002,-6.838152403250295,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:15o,5,20.0,-22.665133769044104,-9.702379429533321,-113.32566884522052,154.29906889586667,-15.100000000000003,1.565133769044103,2.0,-141.4456681217,2.0,-12.853400774166666,1.0,40.97340005064614,3.0,-144.59668946633334,-48.198896488777784,2.0,31.271020621112818,15.635510310556409,1.0,-128.3580466632,0.0,,3.7580944544948682,31.85,-81.51341465696908,False
downday_last30up_CE,0.3,15:25,ITM1,following weekly,09:15o,1,0.0,-3.1510213446333446,-3.1510213446333446,-3.1510213446333446,3.1510213446333446,3.9499999999999886,1.1010213446333332,0.0,0.0,1.0,-3.1510213446333446,0.0,0.0,1.0,-3.1510213446333446,-3.1510213446333446,0.0,0.0,,0.0,,0.0,,-3.1510213446333446,63.7,-15.902617668972288,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:16,101,28.71287128712871,-28.542177144109292,-17.41890877073334,-2882.7598915550384,2882.759891555038,-21.351089108910887,1.1910880351984057,11.0,-286.2522866154599,53.0,-877.9992146621267,37.0,-1718.5083902774522,37.0,-697.7722924049867,-18.858710605540182,64.0,-2184.987599150052,-34.140431236719564,10.0,-67.75342142110692,6.0,-64.10400551081709,-24.233249201582083,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:16,101,42.57425742574257,2.021264913719476,-5.169823952933316,204.1477562856671,455.95456501341886,9.157128712871287,1.1358637991518101,10.0,-28.625367830460018,53.0,-171.45901480362667,38.0,404.2321389197538,36.0,-206.31730004008665,-5.731036112224629,65.0,410.4650563257539,6.314847020396214,9.0,67.80477191414786,6.0,84.60182973409958,-4.414078162409387,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:16,100,4.0,-23.65116878754717,-23.36033250651667,-2365.116878754717,2365.1168787547167,-9.335399999999998,2.3157687875471797,10.0,-186.51960778272,53.0,-1049.4582294657532,37.0,-1129.1390415062442,36.0,-775.7315457818733,-21.548098493940923,64.0,-1589.3853329728445,-24.834145827700695,9.0,6.785197742162401,6.0,20.497824223282493,-26.661358883892078,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:16,43,27.906976744186046,-18.13958283983294,-17.91788571355385,-780.0020621128164,780.0020621128164,-10.903255813953484,1.2363270258794514,6.0,-127.87422624969332,18.0,-201.18803347230002,19.0,-450.9398023908228,15.0,-261.82721852109336,-17.455147901406225,28.0,-518.174843591723,-18.506244413990107,8.0,19.41654959295225,4.0,45.26461864602117,-26.72384168161241,28.449999999999996,-559.5608876882955,False
last30_mom,0.3,15:25,ITM1,following weekly,09:16,8,50.0,-16.591790633991977,-29.70508347639358,-132.7343250719358,415.1121601296153,-9.243749999999991,1.3480406339919873,1.0,62.038446321299986,2.0,6.154288447133322,5.0,-200.92705984036917,2.0,66.62646233816665,33.31323116908332,6.0,-199.3607874101025,-33.226797901683746,2.0,138.11177330527306,1.0,214.18510028924615,-68.15964528041367,42.699999999999996,-102.84885624589073,False
last30_mom,0.5,15:25,ITM1,following weekly,09:16,2,50.0,14.523945218896174,14.523945218896174,29.047890437792347,185.1372098514538,21.875000000000014,1.3510547811038465,0.0,0.0,0.0,0.0,2.0,29.047890437792347,0.0,0.0,,2.0,29.047890437792347,14.523945218896174,1.0,214.18510028924615,1.0,214.18510028924615,-185.1372098514538,67.85,5.174950202464513,False
last30_fade,0.1,15:25,ITM1,following weekly,09:16,41,41.46341463414634,-8.569112090411279,-2.2811924685538236,-351.33359570686247,504.29946306797024,-1.3058536585365816,1.2632584318746967,5.0,-85.14608376333334,18.0,-110.64840011270002,18.0,-155.53911183082909,14.0,-89.39276988603329,-6.385197849002378,27.0,-261.9408258208291,-9.701512067438115,7.0,-28.21260018551172,4.0,-8.234016703903833,-4.52486454142001,70.8,-550.6621028217198,False
last30_fade,0.3,15:25,ITM1,following weekly,09:16,7,28.57142857142857,-32.53378531099743,-15.431075775553847,-227.73649717698203,282.93707535497435,-25.178571428571423,1.3552138824260074,1.0,-73.75401235300001,2.0,-46.84640531846665,4.0,-107.13607950551537,2.0,-86.54568589593332,-43.27284294796666,5.0,-141.1908112810487,-28.23816225620974,2.0,-110.32979713047693,1.0,-146.90558190795386,-1.4153805832056343,16.45,-91.39941148876449,False
last30_fade,0.5,15:25,ITM1,following weekly,09:16,1,0.0,-146.90558190795386,-146.90558190795386,-146.90558190795386,146.90558190795386,-139.8,1.1055819079538463,0.0,0.0,0.0,0.0,1.0,-146.90558190795386,0.0,0.0,,1.0,-146.90558190795386,-146.90558190795386,1.0,-146.90558190795386,1.0,-146.90558190795386,,2.5,-28.427619439777764,False
day_mom,0.0,15:25,ITM1,following weekly,09:16,101,39.603960396039604,-12.310982405033196,-9.145455588533322,-1243.4092229083528,1397.6357095884075,-5.1495049504950465,1.1614774545381468,10.0,-113.01682132541998,53.0,-352.2841446808866,38.0,-778.1082569020459,36.0,-539.8997407604065,-14.997215021122404,65.0,-703.509482147946,-10.823222802276092,9.0,23.80665513223676,6.0,41.236731006949576,-15.844229555418298,57.4,-1344.5562906540833,False
day_mom,0.1,15:25,ITM1,following weekly,09:16,86,36.04651162790697,-13.862918687359812,-9.356979180243602,-1192.211007112944,1284.0981795688126,-6.701046511627904,1.1618721757319082,8.0,-153.33444743142667,44.0,-393.8449637929866,34.0,-645.0315958885308,29.0,-567.0164743355465,-19.55229221846712,57.0,-625.1945327773974,-10.968325136445568,9.0,23.80665513223676,6.0,41.236731006949576,-18.26585588705292,44.800000000000004,-1120.2829391668456,False
day_mom,0.3,15:25,ITM1,following weekly,09:16,63,39.682539682539684,-12.997820194668286,-7.345800296553829,-818.862672264102,904.4441346672727,-5.819523809523806,1.178296385144477,5.0,-27.479427723993318,28.0,-166.53940479119345,30.0,-624.8438397489152,17.0,-339.4336917143533,-19.966687747903137,46.0,-479.42898054974864,-10.42236914238584,6.0,61.52400664003634,5.0,60.31211835277027,-20.842223019374032,54.400000000000006,-861.085048675863,False
day_mom,0.5,15:25,ITM1,following weekly,09:16,44,40.909090909090914,-15.051800781733,-3.7714257090833674,-662.279234396252,745.139509437737,-7.873636363636361,1.1781644180966435,2.0,-30.665292223899975,18.0,-129.52403720356014,24.0,-502.0899049687921,11.0,-257.82724236186004,-23.43884021471455,33.0,-404.45199203439216,-12.256120970739156,5.0,49.72838453209027,4.0,45.26461864602117,-23.35695274504368,42.25,-583.7479601129098,False
day_fade,0.0,15:25,ITM1,following weekly,09:16,101,31.683168316831683,-14.209929825356625,-16.368070196433326,-1435.2029123610191,1435.2029123610191,-7.044455445544553,1.165474379812069,11.0,-201.86083312050002,53.0,-697.1740847848669,37.0,-536.1679944556522,37.0,-364.1898516846668,-9.842968964450455,64.0,-1071.0130606763523,-16.734579073068005,10.0,-28.15511631738692,6.0,-20.73890678366709,-12.677491749309338,42.699999999999996,-1331.6249255982116,False
day_fade,0.3,15:25,ITM1,following weekly,09:16,62,32.25806451612903,-13.409695231296586,-10.596732371643597,-831.4011043403883,874.9230884988881,-6.238548387096774,1.1711468441998096,5.0,-54.05713037463337,28.0,-380.0962209616334,29.0,-397.2477530041215,17.0,0.4995830588666479,0.02938723875686164,45.0,-831.9006873992548,-18.486681942205664,6.0,-36.31234240086366,5.0,-25.639672887729738,-10.955840177414396,49.95,-817.6733670534809,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:16,10,20.0,-54.72763515943026,-31.51900067696666,-547.2763515943026,553.6767219168948,-47.459999999999994,1.2676351594302564,2.0,-29.057160407533296,3.0,-110.98786640750004,5.0,-407.2313247792692,5.0,-140.04502681503334,-28.00900536300667,5.0,-407.2313247792692,-81.44626495585383,1.0,-192.04414141545382,1.0,-192.04414141545382,-39.47024557542763,4.95,-284.41053696938246,False
combo_up_CE,0.3,15:25,ITM1,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,following weekly,09:16,15,33.33333333333333,2.479946882639255,-16.940413966853836,37.199203239588826,185.1372098514538,9.697333333333342,1.2173864506940857,1.0,-15.615219270959997,5.0,4.589040146533323,9.0,48.2253823640155,4.0,-80.17589963106,-20.043974907765,11.0,117.37510287064882,10.670463897331711,5.0,82.73922770019438,3.0,124.36753866651283,-37.64969352613831,52.7,38.776654497511494,False
combo_down_PE,0.3,15:25,ITM1,following weekly,09:16,5,40.0,-27.676869605409728,-73.37114254435386,-138.38434802704865,354.13572074656145,-20.48999999999999,1.1868696054097438,0.0,0.0,1.0,1.5662724302666668,4.0,-139.95062045731532,0.0,0.0,,5.0,-138.38434802704865,-27.676869605409728,1.0,214.18510028924615,1.0,214.18510028924615,-88.1423620790737,11.0,12.25980513913791,False
combo_down_PE,0.5,15:25,ITM1,following weekly,09:16,2,50.0,14.523945218896174,14.523945218896174,29.047890437792347,185.1372098514538,21.875000000000014,1.3510547811038465,0.0,0.0,0.0,0.0,2.0,29.047890437792347,0.0,0.0,,2.0,29.047890437792347,14.523945218896174,1.0,214.18510028924615,1.0,214.18510028924615,-185.1372098514538,68.60000000000001,2.396797125210543,False
combo_both,0.1,15:25,ITM1,following weekly,09:16,25,28.000000000000004,-20.403085934188546,-17.91788571355385,-510.07714835471364,510.0771483547137,-13.16559999999999,1.237485934188554,3.0,-44.67237967849329,8.0,-106.3988262609667,14.0,-359.0059424152537,9.0,-220.22092644609333,-24.468991827343704,16.0,-289.8562219086203,-18.116013869288768,6.0,36.941999514253006,4.0,45.26461864602117,-38.51206028632799,25.5,-321.5290053800038,False
combo_both,0.3,15:25,ITM1,following weekly,09:16,5,40.0,-27.676869605409728,-73.37114254435386,-138.38434802704865,354.13572074656145,-20.48999999999999,1.1868696054097438,0.0,0.0,1.0,1.5662724302666668,4.0,-139.95062045731532,0.0,0.0,,5.0,-138.38434802704865,-27.676869605409728,1.0,214.18510028924615,1.0,214.18510028924615,-88.1423620790737,10.100000000000001,16.582756434233836,False
combo_both,0.5,15:25,ITM1,following weekly,09:16,2,50.0,14.523945218896174,14.523945218896174,29.047890437792347,185.1372098514538,21.875000000000014,1.3510547811038465,0.0,0.0,0.0,0.0,2.0,29.047890437792347,0.0,0.0,,2.0,29.047890437792347,14.523945218896174,1.0,214.18510028924615,1.0,214.18510028924615,-185.1372098514538,69.89999999999999,2.9245030404200554,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:16,5,20.0,-39.78088865628412,-19.091515729253864,-198.90444328142058,198.90444328142058,-32.24,1.5408886562841027,2.0,-145.24029289250004,2.0,-34.57263465966667,1.0,-19.091515729253864,3.0,-140.6522768756334,-46.8840922918778,2.0,-58.252166405787186,-29.126083202893593,1.0,-128.3580466632,0.0,,-17.636599154555135,27.85,-145.0320918888873,False
downday_last30up_CE,0.3,15:25,ITM1,following weekly,09:16,1,100.0,4.588016016866655,4.588016016866655,4.588016016866655,0.0,11.699999999999989,1.1119839831333334,0.0,0.0,1.0,4.588016016866655,0.0,0.0,1.0,4.588016016866655,4.588016016866655,0.0,0.0,,0.0,,0.0,,4.588016016866655,74.35000000000001,-28.822528571659724,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:20,101,21.782178217821784,-29.14024085537999,-22.474324838900007,-2943.164326393379,2943.1643263933793,-21.95,1.19024085537999,11.0,-337.8691693529999,53.0,-937.4050640344668,37.0,-1667.8900930059121,37.0,-790.1214763006665,-21.354634494612608,64.0,-2153.0428500927123,-33.64129453269863,10.0,-67.37395894402694,6.0,-61.70740039241709,-24.9387333731111,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:20,101,47.524752475247524,2.0255163171885857,-1.9743504617333278,204.57714803604716,375.1864333919615,9.161386138613864,1.1358698214252754,10.0,28.29400373153995,53.0,-120.59107116558674,38.0,296.87421547009404,36.0,-139.72163531254688,-3.8811565364596357,65.0,344.298783348594,5.2969043592091385,9.0,67.0114512383812,6.0,83.31199017384958,-4.331803403362866,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:20,100,6.0,-24.323316664711783,-23.748831306366682,-2432.3316664711783,2432.3316664711783,-10.0085,2.3148166647117794,10.0,-172.27977903756,53.0,-1057.9961352000535,37.0,-1202.0557522335644,36.0,-792.5477250293135,-22.015214584147596,64.0,-1639.7839414418645,-25.621624085029133,9.0,7.40653980989573,6.0,21.60458978143249,-27.46143433802461,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:20,43,32.55813953488372,-18.378778893316657,-14.472765855853835,-790.2874924126162,792.8276882294624,-11.142790697674416,1.2359881956422418,6.0,-112.64579789319336,18.0,-151.30868944560004,19.0,-526.333005073823,15.0,-253.78860551979335,-16.919240367986223,28.0,-536.498886892823,-19.160674531886535,8.0,15.066461656689746,4.0,38.648989933771176,-26.023405304746692,28.1,-579.8578792186502,False
last30_mom,0.3,15:25,ITM1,following weekly,09:20,8,37.5,-20.960602047741993,-29.6801188397436,-167.68481638193595,412.1164037316154,-13.618749999999991,1.3418520477419873,1.0,66.23250527849997,2.0,10.198559584433333,5.0,-244.1158812448692,2.0,81.70510287476667,40.85255143738333,6.0,-249.38991925670257,-41.564986542783764,2.0,117.11651388262305,1.0,168.00052248674615,-66.98630735786367,36.1,-114.23652005656244,False
last30_mom,0.5,15:25,ITM1,following weekly,09:20,2,50.0,-0.4798014077538397,-0.4798014077538397,-0.9596028155076795,168.96012530225383,6.8500000000000085,1.329801407753846,0.0,0.0,0.0,0.0,2.0,-0.9596028155076795,0.0,0.0,,2.0,-0.9596028155076795,-0.4798014077538397,1.0,168.00052248674615,1.0,168.00052248674615,-168.96012530225383,50.449999999999996,2.9767451422161306,False
last30_fade,0.1,15:25,ITM1,following weekly,09:20,41,41.46341463414634,-9.369685365226402,-9.88967019555383,-384.1570999742825,565.0731465344902,-2.1075609756097546,1.2621243896166479,5.0,-95.88087752283332,18.0,-181.85752969316007,18.0,-106.41869275828914,14.0,-124.65282269049334,-8.903773049320952,27.0,-259.5042772837891,-9.611269529029228,7.0,-23.619107041911718,4.0,0.21651280212115864,-6.435980902379423,69.3,-555.9213881910961,False
last30_fade,0.3,15:25,ITM1,following weekly,09:20,7,28.57142857142857,-25.686342115568866,-28.11996044603334,-179.80439480898207,259.2206705374744,-18.321428571428577,1.364913544140293,1.0,-69.0107313895,2.0,-52.88784738776669,4.0,-57.90581603171538,2.0,-97.13069183553333,-48.56534591776666,5.0,-82.67370297344874,-16.534740594689747,2.0,-86.03920567002692,1.0,-103.06767995055385,-1.5451966937856454,27.85,-96.5893054107407,False
last30_fade,0.5,15:25,ITM1,following weekly,09:20,1,0.0,-103.06767995055385,-103.06767995055385,-103.06767995055385,103.06767995055385,-95.9,1.1676799505538462,0.0,0.0,0.0,0.0,1.0,-103.06767995055385,0.0,0.0,,1.0,-103.06767995055385,-103.06767995055385,1.0,-103.06767995055385,1.0,-103.06767995055385,,3.6999999999999997,-29.551438602968474,False
day_mom,0.0,15:25,ITM1,following weekly,09:20,101,38.613861386138616,-13.217421172586464,-12.180850027433328,-1334.9595384312329,1503.5819833189878,-6.057227722772277,1.1601934498141864,10.0,-81.85096893156,53.0,-465.9131848570267,38.0,-787.1953846426461,36.0,-515.4643544073867,-14.318454289094076,65.0,-819.4951840238462,-12.60761821575148,9.0,22.275490751036756,6.0,38.74858888749957,-16.689553860766992,50.74999999999999,-1352.001506705721,False
day_mom,0.1,15:25,ITM1,following weekly,09:20,86,33.72093023255814,-15.152255084390509,-14.289851965093597,-1303.0939372575838,1417.555482887693,-7.9922093023255805,1.1600457820649313,8.0,-110.29541384682668,44.0,-525.9478350901267,34.0,-666.8506883206308,29.0,-556.8209167276867,-19.200721266471955,57.0,-746.2730205298974,-13.092509132103464,9.0,22.275490751036756,6.0,38.74858888749957,-19.52692667554435,38.7,-1160.791463130691,False
day_mom,0.3,15:25,ITM1,following weekly,09:20,63,34.92063492063492,-15.201048445049233,-10.310812751633334,-957.6660520381017,1075.4019664464727,-8.025873015873014,1.1751754291762226,5.0,-16.24534123149335,28.0,-307.38988477049344,30.0,-634.0308260361154,17.0,-373.08602191855334,-21.946236583444314,46.0,-584.5800301195487,-12.708261524338015,6.0,58.278603875536334,5.0,55.91834230237026,-22.935748689321407,43.7,-868.0718413617892,False
day_mom,0.5,15:25,ITM1,following weekly,09:20,44,36.36363636363637,-15.949392944921641,-5.6744189931633375,-701.7732895765522,814.7908456912365,-8.772499999999996,1.1768929449216434,2.0,-26.171657626900007,18.0,-171.36476822896,24.0,-504.2368637206922,11.0,-248.09103406835993,-22.553730369850904,33.0,-453.6822555081922,-13.747947136611884,5.0,44.93517429529025,4.0,38.648989933771176,-23.755106693666757,38.05,-584.2947829416864,False
day_fade,0.0,15:25,ITM1,following weekly,09:20,101,30.693069306930692,-13.89730336560494,-15.509924149433338,-1403.627639926099,1403.6276399260987,-6.731386138613862,1.165917226991079,11.0,-227.72419668990005,53.0,-592.0829503430268,37.0,-583.8204928931722,37.0,-414.3787572058267,-11.199425870427747,64.0,-989.2488827202721,-15.457013792504252,10.0,-27.111594505416925,6.0,-17.143999106067092,-12.445183460131094,46.550000000000004,-1357.4506813444575,False
day_fade,0.3,15:25,ITM1,following weekly,09:20,62,33.87096774193548,-10.949148430638198,-11.959774950643606,-678.8472026995682,794.4570716486083,-3.7745161290322597,1.1746323016059388,5.0,-80.46971595033332,28.0,-168.2063709310934,29.0,-430.1711158181415,17.0,68.24362107230664,4.0143306513121555,45.0,-747.0908237718749,-16.602018306041664,6.0,-31.32773661641367,5.0,-19.14886735872974,-8.765728267876538,64.95,-832.4252893237581,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:20,10,30.0,-54.223349499100244,-37.63533665621668,-542.2334949910024,558.4699321536948,-46.955,1.2683494991002564,2.0,-21.417981592633293,3.0,-108.14189782940002,5.0,-412.6736155689692,5.0,-129.5598794220333,-25.91197588440666,5.0,-412.6736155689692,-82.53472311379383,1.0,-198.03565421145385,1.0,-198.03565421145385,-38.244204531060966,4.95,-292.6092100849538,False
combo_up_CE,0.3,15:25,ITM1,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,following weekly,09:20,15,40.0,1.581219963239253,-6.005903114153846,23.718299448588795,168.96012530225383,8.79733333333334,1.2161133700940854,1.0,2.3093898437399907,5.0,1.0440617422332803,9.0,20.364847862615534,4.0,-61.45242214356003,-15.363105535890007,11.0,85.17072159214882,7.7427928720135295,5.0,77.92604575407438,3.0,117.54387131551285,-36.5911929321783,50.24999999999999,28.655215913405986,False
combo_down_PE,0.3,15:25,ITM1,following weekly,09:20,5,20.0,-39.060743917809745,-79.96180661995385,-195.30371958904874,358.0302040639615,-31.889999999999997,1.1707439178097436,0.0,0.0,1.0,-5.2740380118333565,4.0,-190.02968157721534,0.0,0.0,,5.0,-195.30371958904874,-39.060743917809745,1.0,168.00052248674615,1.0,168.00052248674615,-90.82606051894872,3.65,12.790579296795327,False
combo_down_PE,0.5,15:25,ITM1,following weekly,09:20,2,50.0,-0.4798014077538397,-0.4798014077538397,-0.9596028155076795,168.96012530225383,6.8500000000000085,1.329801407753846,0.0,0.0,0.0,0.0,2.0,-0.9596028155076795,0.0,0.0,,2.0,-0.9596028155076795,-0.4798014077538397,1.0,168.00052248674615,1.0,168.00052248674615,-168.96012530225383,48.699999999999996,5.4187287949781675,False
combo_both,0.1,15:25,ITM1,following weekly,09:20,25,36.0,-20.74060782169655,-14.106938074333357,-518.5151955424137,523.3647812029998,-13.503599999999995,1.2370078216965539,3.0,-19.1085917488933,8.0,-107.09783608716674,14.0,-392.3087677063537,9.0,-191.01230156559333,-21.223589062843704,16.0,-327.5028939768204,-20.468930873551276,6.0,31.932429093153008,4.0,38.648989933771176,-37.37419842638588,24.95,-338.8875262873054,False
combo_both,0.3,15:25,ITM1,following weekly,09:20,5,20.0,-39.060743917809745,-79.96180661995385,-195.30371958904874,358.0302040639615,-31.889999999999997,1.1707439178097436,0.0,0.0,1.0,-5.2740380118333565,4.0,-190.02968157721534,0.0,0.0,,5.0,-195.30371958904874,-39.060743917809745,1.0,168.00052248674615,1.0,168.00052248674615,-90.82606051894872,4.8,7.9719484029699235,False
combo_both,0.5,15:25,ITM1,following weekly,09:20,2,50.0,-0.4798014077538397,-0.4798014077538397,-0.9596028155076795,168.96012530225383,6.8500000000000085,1.329801407753846,0.0,0.0,0.0,0.0,2.0,-0.9596028155076795,0.0,0.0,,2.0,-0.9596028155076795,-0.4798014077538397,1.0,168.00052248674615,1.0,168.00052248674615,-168.96012530225383,51.4,1.8799549645568037,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:20,5,20.0,-38.2730246026241,-23.183283220533323,-191.3651230131205,191.3651230131205,-30.729999999999997,1.5430246026241023,2.0,-159.76971142280001,2.0,-7.710685624266633,1.0,-23.884725966053846,3.0,-144.29711382653332,-48.09903794217777,2.0,-47.06800918658717,-23.534004593293584,1.0,-137.2953865839,0.0,,-13.517434107305121,32.75,-149.30011953150844,False
downday_last30up_CE,0.3,15:25,ITM1,following weekly,09:20,1,100.0,15.47259759626669,15.47259759626669,15.47259759626669,0.0,22.600000000000023,1.1274024037333334,0.0,0.0,1.0,15.47259759626669,0.0,0.0,1.0,15.47259759626669,15.47259759626669,0.0,0.0,,0.0,,0.0,,15.47259759626669,83.3,-28.78881862074533,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:30,101,22.772277227722775,-34.07888863876276,-34.49315332903335,-3441.9677525150387,3441.967752515039,-26.89564356435643,1.1832450744063263,11.0,-434.68203028169995,53.0,-1176.2267640830269,37.0,-1831.0589581503123,37.0,-874.7515945441667,-23.64193498768018,64.0,-2567.2161579708727,-40.112752468294886,10.0,-77.15011065616692,6.0,-71.64332577911709,-29.345787318168902,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:30,101,54.45544554455446,5.505734970970765,2.557049810666667,556.0792320680472,407.04130975736155,12.646534653465348,1.1407996824945825,10.0,50.45261522207996,53.0,145.23237988361328,38.0,360.39423696235406,36.0,-74.86350929584671,-2.079541924884631,65.0,630.942741363894,9.70681140559837,9.0,67.77703342898121,6.0,81.09845905754956,-0.5860224868780832,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:30,100,11.0,-25.41636831579538,-25.17932536000382,-2541.636831579538,2541.6368315795376,-11.1031,2.3132683157953795,10.0,-252.97547054501996,53.0,-1030.9943841994134,37.0,-1257.6669768351042,36.0,-818.3611593254135,-22.732254425705932,64.0,-1723.2756722541244,-26.926182378970694,9.0,-3.3615401318042664,6.0,9.455133278432486,-27.59761505926703,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:30,43,39.53488372093023,-16.844905171705033,-13.834653804153858,-724.3309223833164,724.3309223833165,-9.60674418604651,1.2381609856585214,6.0,-166.1200495974933,18.0,-51.55000139220009,19.0,-506.660871393623,15.0,-249.24504164949337,-16.616336109966223,28.0,-475.08588073382293,-16.96735288335082,8.0,13.99922343990225,4.0,29.961296379571166,-23.89499171150099,37.5,-604.8104110397676,False
last30_mom,0.3,15:25,ITM1,following weekly,09:30,8,37.5,-30.147588334941993,-27.944565316593586,-241.18070667953594,449.51342943331537,-22.818750000000005,1.3288383349419872,1.0,47.30931069779999,2.0,-6.3779591511666895,5.0,-282.1120582261692,2.0,40.41359385566664,20.20679692783332,6.0,-281.5943005352026,-46.93238342253377,2.0,107.35534095247306,1.0,167.40137120714613,-75.98189809741368,20.75,-108.28069092740411,False
last30_mom,0.5,15:25,ITM1,following weekly,09:30,2,50.0,-22.79818657285385,-22.79818657285385,-45.5963731457077,212.99774435285383,-15.5,1.2981865728538464,0.0,0.0,0.0,0.0,2.0,-45.5963731457077,0.0,0.0,,2.0,-45.5963731457077,-22.79818657285385,1.0,167.40137120714613,1.0,167.40137120714613,-212.99774435285383,19.950000000000003,13.995571804493633,False
last30_fade,0.1,15:25,ITM1,following weekly,09:30,41,41.46341463414634,-12.771939115117622,-13.839617264333345,-523.6495037198225,682.0077325973302,-5.514634146341461,1.2573049687761602,5.0,-73.76220945093333,18.0,-252.29774846480007,18.0,-197.58954580408914,14.0,-140.07098228553332,-10.00507016325238,27.0,-383.57852143428914,-14.206611904973672,7.0,-31.015772243640292,4.0,-1.6807995832788407,-9.01585582395119,59.099999999999994,-592.955768843739,False
last30_fade,0.3,15:25,ITM1,following weekly,09:30,7,42.857142857142854,-29.46670137971172,-36.551195440533334,-206.26690965798204,274.4990281672744,-22.107142857142858,1.3595585225688644,1.0,-82.19205954069999,2.0,-36.211470105566676,4.0,-87.86338001171538,2.0,-81.85233420573333,-40.926167102866664,5.0,-124.41457545224873,-24.882915090449746,2.0,-96.49938842637692,1.0,-110.80671731205385,-2.6536265610456424,24.25,-102.1194768671355,False
last30_fade,0.5,15:25,ITM1,following weekly,09:30,1,0.0,-110.80671731205385,-110.80671731205385,-110.80671731205385,110.80671731205385,-103.65,1.1567173120538463,0.0,0.0,0.0,0.0,1.0,-110.80671731205385,0.0,0.0,,1.0,-110.80671731205385,-110.80671731205385,1.0,-110.80671731205385,1.0,-110.80671731205385,,5.1499999999999995,-33.06561861170434,False
day_mom,0.0,15:25,ITM1,following weekly,09:30,101,45.54455445544555,-11.10704426449042,-6.7823003966333335,-1121.8114707135326,1337.9166545095877,-3.943861386138612,1.1631828783518101,10.0,-106.91546412815991,53.0,-327.15973435632674,38.0,-687.736272229046,36.0,-483.60947804198656,-13.433596612277405,65.0,-638.201992671546,-9.818492194946861,9.0,17.62097294007009,6.0,27.447930030599576,-13.91739377363221,71.25,-1443.3327864926848,False
day_mom,0.1,15:25,ITM1,following weekly,09:30,86,41.86046511627907,-13.86802772927888,-12.210762492693586,-1192.6503847179838,1332.675718277693,-6.706162790697672,1.1618649385812105,8.0,-160.2746164201266,44.0,-430.08363035412674,34.0,-602.2921379437307,29.0,-597.0639110074866,-20.588410724396088,57.0,-595.5864737104973,-10.448885503692935,9.0,17.62097294007009,6.0,27.447930030599576,-17.548560275046945,54.2,-1247.5806306903041,False
day_mom,0.3,15:25,ITM1,following weekly,09:30,63,44.44444444444444,-14.241296858282572,-6.822668767233328,-897.2017020718021,1056.7751189366884,-7.0647619047619,1.1765349535206677,5.0,-58.38564789669331,28.0,-265.2995073785934,30.0,-573.5165467965153,17.0,-478.2870007616533,-28.13452945656784,46.0,-418.9147013101486,-9.106841332829317,6.0,51.804441437636335,5.0,41.89820235973026,-21.19347983680035,50.7,-895.7027434470318,False
day_mom,0.5,15:25,ITM1,following weekly,09:30,44,45.45454545454545,-15.28102153642846,-8.262352905793584,-672.3649476028522,789.276987034937,-8.103181818181815,1.1778397182466434,2.0,-77.64873839919998,18.0,-134.66675235346,24.0,-460.0494568501922,11.0,-334.71832324385997,-30.428938476714542,33.0,-337.6466243589922,-10.23171588966643,5.0,44.23616446909026,4.0,29.961296379571166,-22.911429998674453,45.800000000000004,-628.1617245662834,False
day_fade,0.0,15:25,ITM1,following weekly,09:30,101,31.683168316831683,-17.466109403301573,-20.195717477600006,-1764.0770497334588,1764.0770497334593,-10.305247524752478,1.1608618785490987,11.0,-277.31395093146,53.0,-703.8346498430868,37.0,-782.9284489589122,37.0,-466.0056257980268,-12.594746643189914,64.0,-1298.0714239354324,-20.282365998991132,10.0,-32.00965621614693,6.0,-17.992796752167084,-15.86791744584604,28.749999999999996,-1424.3470742847915,False
day_fade,0.3,15:25,ITM1,following weekly,09:30,62,37.096774193548384,-13.373134118267226,-18.399109596613858,-829.134315332568,1088.4506186936683,-6.201935483870967,1.1711986343962613,5.0,-73.22997132183332,28.0,-175.05666722785338,29.0,-580.8476767828815,17.0,198.31936387346664,11.665844933733332,45.0,-1027.4536792060348,-22.83230398235633,6.0,-32.60925463111368,5.0,-17.641003305069738,-11.312121206176538,54.1,-869.5922258580308,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:30,10,30.0,-50.15910665248025,-48.559942593883335,-501.5910665248025,517.6777158675948,-42.885,1.2741066524802565,2.0,-57.61670473513332,3.0,-72.14289178010003,5.0,-371.8314700095692,5.0,-129.75959651523334,-25.95191930304667,5.0,-371.8314700095692,-74.36629400191384,1.0,-199.38374459055382,1.0,-199.38374459055382,-33.578591326027635,14.649999999999999,-340.2421789831202,False
combo_up_CE,0.3,15:25,ITM1,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,following weekly,09:30,15,66.66666666666666,7.090083117339248,4.37938573224616,106.35124676008871,226.0225700318615,14.314,1.2239168826607523,1.0,7.102600080540002,5.0,62.706714267733325,9.0,36.541932411815424,4.0,-32.04408016986001,-8.011020042465002,11.0,138.39532692994874,12.581393357268068,5.0,79.06443318531436,3.0,106.40964336961282,-28.89709191664831,55.50000000000001,89.28462212430297,False
combo_down_PE,0.3,15:25,ITM1,following weekly,09:30,5,40.0,-46.52017734882975,-89.49829782025387,-232.60088674414874,400.5200156422615,-39.36,1.1601773488297435,0.0,0.0,1.0,0.5177576909666554,4.0,-233.1186444351154,0.0,0.0,,5.0,-232.60088674414874,-46.52017734882975,1.0,167.40137120714613,1.0,167.40137120714613,-100.00056448782372,3.0,23.064351095528124,False
combo_down_PE,0.5,15:25,ITM1,following weekly,09:30,2,50.0,-22.79818657285385,-22.79818657285385,-45.5963731457077,212.99774435285383,-15.5,1.2981865728538464,0.0,0.0,0.0,0.0,2.0,-45.5963731457077,0.0,0.0,,2.0,-45.5963731457077,-22.79818657285385,1.0,167.40137120714613,1.0,167.40137120714613,-212.99774435285383,22.2,11.844122144798591,False
combo_both,0.1,15:25,ITM1,following weekly,09:30,25,52.0,-15.80959279058855,0.5177576909666554,-395.23981976471373,515.4038917490691,-8.565599999999996,1.243992790588554,3.0,-50.51410465459332,8.0,-9.436177512366694,14.0,-335.28953759775374,9.0,-161.80367668509336,-17.978186298343708,16.0,-233.43614307962042,-14.589758942476276,6.0,32.656403556003,4.0,29.961296379571166,-31.114644268459564,47.05,-362.6042217761719,False
combo_both,0.3,15:25,ITM1,following weekly,09:30,5,40.0,-46.52017734882975,-89.49829782025387,-232.60088674414874,400.5200156422615,-39.36,1.1601773488297435,0.0,0.0,1.0,0.5177576909666554,4.0,-233.1186444351154,0.0,0.0,,5.0,-232.60088674414874,-46.52017734882975,1.0,167.40137120714613,1.0,167.40137120714613,-100.00056448782372,2.3,30.816531303250525,False
combo_both,0.5,15:25,ITM1,following weekly,09:30,2,50.0,-22.79818657285385,-22.79818657285385,-45.5963731457077,212.99774435285383,-15.5,1.2981865728538464,0.0,0.0,0.0,0.0,2.0,-45.5963731457077,0.0,0.0,,2.0,-45.5963731457077,-22.79818657285385,1.0,167.40137120714613,1.0,167.40137120714613,-212.99774435285383,22.35,8.72094426690656,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:30,5,0.0,-50.315965322584105,-38.31428594975387,-251.57982661292053,251.57982661292053,-42.790000000000006,1.5259653225841026,2.0,-162.9152556407,2.0,-50.35028502246668,1.0,-38.31428594975387,3.0,-169.81097248283334,-56.603657494277776,2.0,-81.76885413008719,-40.884427065043596,1.0,-131.2539445146,0.0,,-30.081470524580133,21.85,-172.9986826873446,False
downday_last30up_CE,0.3,15:25,ITM1,following weekly,09:30,1,0.0,-6.895716842133345,-6.895716842133345,-6.895716842133345,6.895716842133345,0.19999999999998863,1.0957168421333332,0.0,0.0,1.0,-6.895716842133345,0.0,0.0,1.0,-6.895716842133345,-6.895716842133345,0.0,0.0,,0.0,,0.0,,-6.895716842133345,71.95,-32.84430909014282,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:45,101,24.752475247524753,-32.13837012973484,-27.740447715653822,-3245.9753831032185,3245.9753831032194,-24.95237623762376,1.1859938921110789,11.0,-603.2232852331799,53.0,-976.3099537898266,37.0,-1666.442144080212,37.0,-921.1758328585064,-24.896644131310985,64.0,-2324.799550244712,-36.324992972573625,10.0,-62.78246297135892,6.0,-47.9685286893671,-28.770887399886035,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:45,101,51.48514851485149,3.0216300369856146,2.2696377687666724,305.1846337355471,392.26224486056157,10.158910891089109,1.1372808541034933,10.0,229.35918731063998,53.0,-99.38111586774677,38.0,175.20656229265393,36.0,-45.86458736320676,-1.2740163156446322,65.0,351.0492210987539,5.400757247673137,9.0,46.983155408641196,6.0,49.55980142304958,-1.2789539667633005,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:45,100,13.0,-26.885487253374578,-25.337806864437177,-2688.5487253374577,2689.0125979793493,-12.574299999999994,2.3111872533745794,10.0,-276.35235630407993,53.0,-1075.6910696575733,37.0,-1336.5052993758047,36.0,-869.5286786032532,-24.153574405645923,64.0,-1819.0200467342047,-28.42218823022195,9.0,-11.940498824150938,6.0,1.5912727336824826,-28.363563032088997,,,False
last30_mom,0.1,15:25,ITM1,following weekly,09:45,43,34.883720930232556,-23.424654475932474,-21.53620151703334,-1007.2601424650964,1022.842672597483,-16.19581395348837,1.2288405224441024,6.0,-60.889113190413305,18.0,-162.90226670586003,19.0,-783.468762568823,15.0,-195.45124259607337,-13.030082839738224,28.0,-811.808899869023,-28.99317499532225,8.0,-4.033981844225252,4.0,-15.062425818703836,-27.856808220322694,17.549999999999997,-642.4993210052054,False
last30_mom,0.3,15:25,ITM1,following weekly,09:45,8,37.5,-26.159487630104493,-45.7135372604936,-209.27590104083595,453.7074883905154,-18.825000000000003,1.3344876301044875,1.0,77.86602595740001,2.0,23.130241369133323,5.0,-310.27216836736926,2.0,111.41302048826667,55.706510244133334,6.0,-320.6889215291026,-53.448153588183764,2.0,110.65067299027307,1.0,143.43532002314612,-71.76287450356367,29.5,-117.53852816795636,False
last30_mom,0.5,15:25,ITM1,following weekly,09:45,2,50.0,-5.64748119430385,-5.64748119430385,-11.2949623886077,154.73028241175382,1.6749999999999972,1.3224811943038461,0.0,0.0,0.0,0.0,2.0,-11.2949623886077,0.0,0.0,,2.0,-11.2949623886077,-5.64748119430385,1.0,143.43532002314612,1.0,143.43532002314612,-154.73028241175382,41.5,6.191336810191533,False
last30_fade,0.1,15:25,ITM1,following weekly,09:45,41,39.02439024390244,-6.120629239265426,-12.58510719745388,-250.9457988098825,443.9447295086902,1.1460975609756148,1.2667268002410383,5.0,-144.1724706585933,18.0,-195.77781108919993,18.0,89.0044829379109,14.0,-183.66922373109324,-13.11923026650666,27.0,-67.27657507878911,-2.4917250029181153,7.0,-15.289477704806002,4.0,33.86884300632116,-4.232925143418835,81.55,-590.6097976528937,False
last30_fade,0.3,15:25,ITM1,following weekly,09:45,7,28.57142857142857,-28.73345433753457,-29.21159226543334,-201.134180362742,291.7845425837344,-21.372857142857136,1.3605971946774358,1.0,-116.50345615246,2.0,-68.21613429086665,4.0,-16.414589919415356,2.0,-155.5079981778933,-77.75399908894666,5.0,-45.62618218484871,-9.125236436969741,2.0,-105.49165054770694,1.0,-94.47984494295386,1.9698241465343713,25.55,-100.60176972832636,False
last30_fade,0.5,15:25,ITM1,following weekly,09:45,1,0.0,-94.47984494295386,-94.47984494295386,-94.47984494295386,94.47984494295386,-87.30000000000001,1.1798449429538462,0.0,0.0,0.0,0.0,1.0,-94.47984494295386,0.0,0.0,,1.0,-94.47984494295386,-94.47984494295386,1.0,-94.47984494295386,1.0,-94.47984494295386,,10.4,-34.237248107839385,False
day_mom,0.0,15:25,ITM1,following weekly,09:45,101,44.554455445544555,-11.567184537635375,-8.029379858353845,-1168.2856383011729,1526.4895339090283,-4.404653465346533,1.1625310722888398,10.0,-110.23076787527997,53.0,-321.8872030958466,38.0,-736.167667330046,36.0,-464.3267926935265,-12.89796646370907,65.0,-703.9588456076461,-10.830136086271478,9.0,-10.929695072276582,6.0,-4.914560613350429,-11.629547637507432,70.85000000000001,-1476.0531050463444,False
day_mom,0.1,15:25,ITM1,following weekly,09:45,86,43.02325581395349,-12.296184537041444,-9.509489243743587,-1057.4718701855643,1396.178785990558,-5.132093023255814,1.1640915137856291,8.0,-118.29408342948665,44.0,-360.5521243565467,34.0,-578.6256623995308,29.0,-477.61311756456655,-16.469417847054018,57.0,-579.8587526209975,-10.172960572298201,9.0,-10.929695072276582,6.0,-4.914560613350429,-12.455904084871102,64.25,-1249.9319796417035,False
day_mom,0.3,15:25,ITM1,following weekly,09:45,63,46.03174603174603,-11.957389242474001,-8.029379858353845,-753.315522275862,1044.1193017266178,-4.777619047619047,1.1797701948549533,5.0,-3.31365944679332,28.0,-166.24981500605335,30.0,-583.7520478230153,17.0,-311.68300161421337,-18.334294212600785,46.0,-441.63252066164887,-9.60070697090541,6.0,12.47681716833633,5.0,1.5553495333302578,-14.529410969927719,64.3,-911.9775345092073,False
day_mom,0.5,15:25,ITM1,following weekly,09:45,44,45.45454545454545,-12.11278219430119,-8.55253360344359,-532.9624165492523,701.9506880332369,-4.930454545454546,1.1823276488466434,2.0,-82.24223154279997,18.0,21.96137798864004,24.0,-472.6815629950923,11.0,-223.12639741835997,-20.284217947123633,33.0,-309.8360191308924,-9.388970276693708,5.0,1.3668904137102629,4.0,-15.062425818703836,-13.840945349174453,61.199999999999996,-638.7499115525975,False
day_fade,0.0,15:25,ITM1,following weekly,09:45,101,31.683168316831683,-17.54955555511385,-22.42248881175385,-1772.505111066499,1772.5051110664992,-10.388811881188118,1.1607436739257324,11.0,-263.6333300472599,53.0,-753.8038665617266,37.0,-755.0679144575121,37.0,-502.7136275281868,-13.586854798059102,64.0,-1269.7914835383121,-19.840491930286127,10.0,-10.660897538532918,6.0,6.505833347032911,-18.30655094155132,31.7,-1483.7242891729284,False
day_fade,0.3,15:25,ITM1,following weekly,09:45,62,35.483870967741936,-16.117311403704004,-22.734493547603844,-999.2733070296483,1088.9798689906481,-8.950000000000001,1.1673114037040035,5.0,-143.8299637680333,28.0,-278.7397961626334,29.0,-576.7035470989815,17.0,26.462805174866688,1.5566355985215699,45.0,-1025.736112204515,-22.794135826766997,6.0,-4.332642852213685,5.0,13.355089559570256,-17.379954462792252,40.050000000000004,-885.5159955907927,False
combo_up_CE,0.1,15:25,ITM1,following weekly,09:45,10,30.0,-61.21943927389625,-73.44968533393333,-612.1943927389625,624.1369123978549,-53.96099999999999,1.2584392738962564,2.0,-77.29882426999332,3.0,-115.13199609140001,5.0,-419.7635723775692,5.0,-192.43082036139333,-38.48616407227867,5.0,-419.7635723775692,-83.95271447551383,1.0,-195.53919054645382,1.0,-195.53919054645382,-46.2950224658343,3.5000000000000004,-320.47407152867095,False
combo_up_CE,0.3,15:25,ITM1,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_up_CE,0.5,15:25,ITM1,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
combo_down_PE,0.1,15:25,ITM1,following weekly,09:45,15,46.666666666666664,-1.3919018308647528,-8.60222532575384,-20.87852746297129,252.63487270076146,5.820000000000001,1.2119018308647518,1.0,78.85096581264,5.0,16.062787150873312,9.0,-115.7922804264846,4.0,38.24635078187998,9.561587695469996,11.0,-59.12487824485126,-5.3749889313501145,5.0,36.58261029074236,3.0,45.09649575721283,-20.379157891668314,41.65,37.15620289858569,False
combo_down_PE,0.3,15:25,ITM1,following weekly,09:45,5,20.0,-46.36040367426974,-81.01032135925387,-231.8020183713487,364.82058523276146,-39.2,1.1604036742697437,0.0,0.0,1.0,-10.416753161733334,4.0,-221.3852652096154,0.0,0.0,,5.0,-231.8020183713487,-46.36040367426974,1.0,143.43532002314612,1.0,143.43532002314612,-93.8093345986237,2.5,15.97920779922998,False
combo_down_PE,0.5,15:25,ITM1,following weekly,09:45,2,50.0,-5.64748119430385,-5.64748119430385,-11.2949623886077,154.73028241175382,1.6749999999999972,1.3224811943038461,0.0,0.0,0.0,0.0,2.0,-11.2949623886077,0.0,0.0,,2.0,-11.2949623886077,-5.64748119430385,1.0,143.43532002314612,1.0,143.43532002314612,-154.73028241175382,43.4,5.276514762730349,False
combo_both,0.1,15:25,ITM1,following weekly,09:45,25,40.0,-25.322916808077352,-10.416753161733334,-633.0729202019338,724.3482582140584,-18.092399999999998,1.2305168080773539,3.0,1.552141542646675,8.0,-99.0692089405267,14.0,-535.5558528040538,9.0,-154.18446957951335,-17.131607731057038,16.0,-478.8884506224204,-29.930528163901275,6.0,-2.104356515457004,4.0,-15.062425818703836,-32.65509374258904,18.099999999999998,-365.87228901600594,False
combo_both,0.3,15:25,ITM1,following weekly,09:45,5,20.0,-46.36040367426974,-81.01032135925387,-231.8020183713487,364.82058523276146,-39.2,1.1604036742697437,0.0,0.0,1.0,-10.416753161733334,4.0,-221.3852652096154,0.0,0.0,,5.0,-231.8020183713487,-46.36040367426974,1.0,143.43532002314612,1.0,143.43532002314612,-93.8093345986237,2.45,15.242201651464425,False
combo_both,0.5,15:25,ITM1,following weekly,09:45,2,50.0,-5.64748119430385,-5.64748119430385,-11.2949623886077,154.73028241175382,1.6749999999999972,1.3224811943038461,0.0,0.0,0.0,0.0,2.0,-11.2949623886077,0.0,0.0,,2.0,-11.2949623886077,-5.64748119430385,1.0,143.43532002314612,1.0,143.43532002314612,-154.73028241175382,41.949999999999996,6.836934172810833,False
downday_last30up_CE,0.1,15:25,ITM1,following weekly,09:45,5,20.0,-41.680198212616105,-47.35148441705385,-208.40099106308054,208.40099106308054,-34.142,1.5381982126161025,2.0,-140.30728069046,2.0,-20.742225955566674,1.0,-47.35148441705385,3.0,-106.76028615959335,-35.58676205319778,2.0,-101.64070490348718,-50.82035245174359,1.0,-97.51174161846001,0.0,,-27.72231236115513,32.95,-160.801996081946,False
downday_last30up_CE,0.3,15:25,ITM1,following weekly,09:45,1,100.0,33.546994530866655,33.546994530866655,33.546994530866655,0.0,40.69999999999999,1.1530054691333333,0.0,0.0,1.0,33.546994530866655,0.0,0.0,1.0,33.546994530866655,33.546994530866655,0.0,0.0,,0.0,,0.0,,33.546994530866655,91.25,-33.167906199319,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False