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,94,24.46808510638298,-16.37800595565236,-10.814374821383332,-1539.5325598313216,1539.5325598313223,-9.4618085106383,0.9161974450140588,12.0,-250.88603006129335,53.0,-661.7570434736667,29.0,-626.8894862963616,38.0,-609.2783361882601,-16.033640426006844,56.0,-930.2542236430617,-16.61168256505467,9.0,-51.435274920301715,5.0,-70.81668073588975,-12.666059829983608,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:15o,94,29.78723404255319,-6.167448635630229,-8.622147763683333,-579.7401717492415,784.5385144462199,0.7481914893617025,0.9156401249919311,12.0,157.68245927246662,53.0,-457.1574625048867,29.0,-280.2651685168215,38.0,-212.03823852182,-5.579953645311053,56.0,-367.70193322742153,-6.56610595048967,9.0,48.150195132053845,5.0,65.65427160657025,-11.91872856397325,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:15o,94,9.574468085106384,-22.54545459128259,-21.266665674887182,-2119.2727315805632,2176.3251385307635,-8.713617021276598,1.83183757000599,12.0,-93.2035707888267,53.0,-1118.9145059785533,29.0,-907.1546548131831,38.0,-821.3165747100801,-21.6135940713179,56.0,-1297.9561568704833,-23.177788515544343,9.0,-3.2850797882478684,5.0,-5.162409129319494,-24.584788393956853,,,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,-31.384782174704657,1.4000000000000001,-489.59775592893203,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,-75.18688077106366,9.950000000000001,-91.74628786823016,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,-187.44699662335384,85.0,-14.893869327277786,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,-27.58692187805385,0.7097482919064524,95.0,-488.7158183837496,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,-119.82531193095384,37.577001951969656,91.3,-90.05580051089923,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,-119.82531193095384,192.37809179914612,95.35,-32.84590423009255,False
day_mom,0.0,15:25,ATM,expiring next day,09:15o,94,34.04255319148936,-10.40934137154193,-8.169285253983327,-978.4780889249414,1260.657767414128,-3.494042553191491,0.9152988183504418,12.0,223.18841755536664,53.0,-424.04709583418673,29.0,-777.6194106461215,38.0,-132.61164569742004,-3.4897801499321064,56.0,-845.8664432275216,-15.10475791477717,9.0,28.21106967967606,5.0,25.467755838430254,-14.498561365200308,59.0,-1068.9450521961653,False
day_mom,0.1,15:25,ATM,expiring next day,09:15o,79,31.645569620253166,-13.250195011016794,-9.959355946233334,-1046.7654058703267,1179.20394182334,-6.348227848101267,0.9019671629155273,9.0,87.70582628069997,44.0,-459.38794569906673,26.0,-675.08328645196,30.0,-269.5071216936,-8.983570723120001,49.0,-777.2582841767268,-15.862413962790342,8.0,14.083261226048077,5.0,25.467755838430254,-16.330021065897345,36.05,-882.4497405511122,False
day_mom,0.3,15:25,ATM,expiring next day,09:15o,59,33.89830508474576,-14.599082715227903,-9.959355946233334,-861.3458801984463,966.8074595568794,-7.691864406779662,0.9072183084482401,6.0,105.46157935843331,28.0,-328.83382249587333,25.0,-637.9736370610062,18.0,-193.3885118565067,-10.743806214250373,41.0,-667.9573683419395,-16.291643130291206,6.0,21.815618434169654,5.0,25.467755838430254,-18.721501713272907,30.95,-657.9215784466808,False
day_mom,0.5,15:25,ATM,expiring next day,09:15o,41,31.70731707317073,-17.0385216219744,-11.192903974953843,-698.5793865009504,809.932819840517,-10.144634146341465,0.8938874756329331,3.0,111.35343333956665,18.0,-283.80285892458005,20.0,-526.129960915937,12.0,-116.65673916621338,-9.721394930517782,29.0,-581.9226473347371,-20.06629818395645,5.0,19.88166076829026,4.0,23.96334310714616,-22.166324731733383,21.2,-461.8359681206371,False
day_fade,0.0,15:25,ATM,expiring next day,09:15o,94,20.212765957446805,-12.136113219740656,-13.093081784833334,-1140.7946426556216,1194.4314293736986,-5.219574468085107,0.9165387516555482,12.0,-316.3919883441933,53.0,-694.8674101443667,29.0,-129.5352441670616,38.0,-688.70492901266,-18.12381392138579,56.0,-452.08971364296156,-8.07303060076717,9.0,-31.496149467923935,5.0,-30.63016496774975,-10.086227028756543,44.75,-1065.9379533702274,False
day_fade,0.3,15:25,ATM,expiring next day,09:15o,59,25.423728813559322,-11.697386547146547,-9.559828806433334,-690.1458062816463,738.0618597755383,-4.777966101694916,0.9194204454516297,6.0,-146.84846067566667,28.0,-404.14456482343337,25.0,-139.15278078254622,18.0,-279.74925292296666,-15.541625162387037,41.0,-410.3965533586796,-10.009672033138527,6.0,-28.453946311080347,5.0,-30.63016496774975,-9.800417517267247,49.35,-667.3019416029441,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,-31.90670589710542,3.25,-167.9693125737792,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,-40.98804848998831,28.349999999999998,-88.94662479497335,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,-83.1304325243487,16.05,-29.911278602284533,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,-187.44699662335384,84.3,-12.944848808215617,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,-36.68635989335957,7.1,-286.2395626082142,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,-83.1304325243487,16.5,-31.856554752439223,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,-187.44699662335384,82.05,-8.698971551670802,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,,-25.32848929115077,14.249999999999998,-98.23949160161199,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,,-4.296871720333334,62.45,-15.9432946804639,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,09:16,94,24.46808510638298,-28.20115164059598,-26.693324508483336,-2650.908254216022,2650.9082542160218,-21.301702127659574,0.8994495129363993,12.0,-323.3633631835733,53.0,-972.5867414754866,29.0,-1354.9581495569616,38.0,-888.8323373949601,-23.39032466828842,56.0,-1762.0759168210616,-31.465641371804672,9.0,-65.96025529297506,5.0,-74.92086700114976,-24.20312890093231,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:16,94,36.17021276595745,0.367018449383173,-12.386962440243586,34.49973424201826,601.3102409399924,7.291914893617023,0.924896444233846,12.0,322.8385094942066,53.0,-327.8706022218667,29.0,39.53182696967846,38.0,-25.142982705260103,-0.661657439612108,56.0,59.64271694727836,1.065048516915685,9.0,96.20434683478716,5.0,116.70196062849024,-9.7804633796596,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:16,94,13.829787234042554,-27.834133191212796,-31.491981655337188,-2616.408519974003,2713.094784069743,-14.009787234042554,1.8243459571702458,12.0,-0.5248536893666795,53.0,-1300.4573436973535,29.0,-1315.426322587283,38.0,-913.9753201002203,-24.051982107900535,56.0,-1702.4331998737832,-30.400592854888988,9.0,30.244091541812125,5.0,41.781093627340496,-33.98359228059191,,,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,-34.74973781027299,13.4,-600.3777620758324,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,-80.39616828536367,32.25,-112.23619554193422,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,-183.00329129965382,75.14999999999999,0.9841436025109487,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,-3.8676565302968817,87.7,-618.1325674346853,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,-134.05515482145384,8.942563714419665,45.25,-106.0100518859057,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,-134.05515482145384,120.67965534034617,75.7,-55.195025230336306,False
day_mom,0.0,15:25,ATM,expiring next day,09:16,94,34.04255319148936,-13.685976489978525,-15.690811594933333,-1286.4817900579815,1615.2255088267484,-6.7753191489361715,0.9106573410423567,12.0,261.11469355404665,53.0,-515.0382034961067,29.0,-1032.5582801159214,38.0,-340.85665877706015,-8.96991207308053,56.0,-945.6251312809216,-16.886163058587886,9.0,54.2963411304094,5.0,65.54099058901025,-20.8841042380196,52.75,-1309.7638369199854,False
day_mom,0.1,15:25,ATM,expiring next day,09:16,79,29.11392405063291,-17.146447973546408,-16.632947752133333,-1354.5693899101664,1448.79206007936,-10.25,0.8964479735464135,9.0,46.943567558579986,44.0,-548.4318117022867,26.0,-853.0811457664599,30.0,-525.3846615014401,-17.512822050048,49.0,-829.1847284087266,-16.92213731446381,8.0,39.06038019437308,5.0,65.54099058901025,-23.47961171077678,31.45,-1099.4865687505114,False
day_mom,0.3,15:25,ATM,expiring next day,09:16,59,32.20338983050847,-15.131887299459764,-13.385709973000006,-892.7813506681262,1059.6958796041993,-8.22542372881356,0.9064635706462059,6.0,166.9145289360733,28.0,-254.75875262799337,25.0,-804.9371269762061,18.0,-221.77829665488676,-12.321016480827042,41.0,-671.0030540132394,-16.365928146664377,6.0,67.45097423036965,5.0,65.54099058901025,-24.480890491515925,44.2,-810.5086764657328,False
day_mom,0.5,15:25,ATM,expiring next day,09:16,41,34.146341463414636,-17.006372041117814,-11.729361937033335,-697.2612536858304,865.8735776458369,-10.112439024390245,0.8939330167275672,3.0,168.61232396000665,18.0,-206.93174975190004,20.0,-658.941827893937,12.0,-127.5712783095934,-10.630939859132782,29.0,-569.689975376237,-19.644481909525414,5.0,53.93342515889026,4.0,48.166558339321156,-26.859121652230044,39.4,-565.4534156515587,False
day_fade,0.0,15:25,ATM,expiring next day,09:16,94,26.595744680851062,-14.148156701234274,-20.662253392033332,-1329.9267299160217,1383.6982375514062,-7.234468085106383,0.9136886161278885,12.0,-261.6395472434133,53.0,-785.4191402012468,29.0,-282.8680424713616,38.0,-573.1186613231599,-15.082070034819997,56.0,-756.8080685928617,-13.514429796301101,9.0,-24.05224958859728,5.0,-23.759896961669767,-13.099488042572311,50.3,-1307.7335759674304,False
day_fade,0.3,15:25,ATM,expiring next day,09:16,59,27.11864406779661,-14.680956817425871,-16.61575137313333,-866.1764522281264,935.045413531526,-7.76576271186441,0.9151941055614602,6.0,-153.24939351272667,28.0,-445.15646991205347,25.0,-267.77058880334624,18.0,-188.60835744114672,-10.478242080063707,41.0,-677.5680947869796,-16.526051092365357,6.0,-31.782564531080357,5.0,-23.759896961669767,-12.744925755502718,45.65,-811.7900597380609,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,-43.01874305487208,6.45,-286.11569031734706,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,-45.61649212489831,39.550000000000004,5.530503029101182,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,-97.69729800962371,11.899999999999999,-2.416875978838707,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,-183.00329129965382,77.35,-0.9450222550209442,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,-44.38597940751746,20.150000000000002,-347.6878064510104,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,-97.69729800962371,10.4,0.31797022009947196,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,-183.00329129965382,76.85,-1.9923971586867686,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,,-33.52887313794277,24.349999999999998,-170.0533448830258,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,,1.3451361625666722,76.25,-29.23833741942051,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,09:20,94,20.212765957446805,-29.797932293728525,-29.59791350278333,-2801.0056356104815,2801.005635610482,-22.900744680851066,0.8971876128774631,12.0,-392.18587350029327,53.0,-1051.8644416212267,29.0,-1356.9553204889614,38.0,-987.80214293022,-25.99479323500579,56.0,-1813.2034926802617,-32.378633797861816,9.0,-67.34052231486838,5.0,-76.27894323490975,-25.822834526784305,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:20,94,40.42553191489361,0.09697544357764401,-8.818790745933335,9.115691696298537,524.0496834355724,7.021489361702125,0.9245139181244845,12.0,402.13618134926674,53.0,-293.7988661219467,29.0,-99.22162353102141,38.0,55.57268051151992,1.4624389608294717,56.0,-46.45698881522142,-0.8295890859860968,9.0,94.46791766335384,5.0,111.2996132574303,-9.895241967928074,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:20,94,13.829787234042554,-29.700956850150884,-30.570777061416663,-2791.8899439141833,2907.3596006253847,-15.879255319148939,1.8217015310019475,12.0,9.950307848973353,53.0,-1345.6633077431732,29.0,-1456.176944019983,38.0,-932.2294624187001,-24.532354274176317,56.0,-1859.6604814954833,-33.20822288384792,9.0,27.12739534848548,5.0,35.02067002252053,-35.718076494712385,,,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,-36.032365364379665,11.25,-645.8922412327072,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,-81.79418793776367,17.349999999999998,-122.97258616533016,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,-182.75364493315382,42.449999999999996,2.595463319076659,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,-6.039302533995213,85.25,-648.0124708399424,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,-116.08061643345384,5.539051584469654,47.4,-115.72988954419223,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,-116.08061643345384,99.30992636794613,75.35,-56.234029054952494,False
day_mom,0.0,15:25,ATM,expiring next day,09:20,94,32.97872340425532,-15.10917324402129,-18.873636774983332,-1420.2622849380014,1800.7926459735281,-8.200531914893618,0.9086413291276757,12.0,310.3649287371667,53.0,-644.1952476685467,29.0,-1086.4319660066215,38.0,-290.94735718638003,-7.65650939964158,56.0,-1129.3149277516216,-20.16633799556467,9.0,51.14524921547607,5.0,56.813353616170275,-22.1243473867916,49.4,-1388.3634566768733,False
day_mom,0.1,15:25,ATM,expiring next day,09:20,79,27.848101265822784,-18.889801232669452,-23.855605085953847,-1492.2942973808867,1624.42327183944,-11.995822784810127,0.8939784478593247,9.0,100.13821533240001,44.0,-682.2322782916269,26.0,-910.20023442166,30.0,-487.20873913626,-16.240291304542,49.0,-1005.0855582446266,-20.511950168257684,8.0,33.031420443398076,5.0,56.813353616170275,-24.740079731381286,27.35,-1154.1362196111195,False
day_mom,0.3,15:25,ATM,expiring next day,09:20,59,30.508474576271187,-18.146599896136372,-21.076015699533336,-1070.649393872046,1268.1306239223795,-11.244406779661018,0.9021931164753585,6.0,197.48123005033332,28.0,-396.4380585440735,25.0,-871.6925653783062,18.0,-239.47323111240667,-13.304068395133704,41.0,-831.1761627596395,-20.272589335600962,6.0,60.22787269296966,5.0,56.813353616170275,-27.01918169867668,37.2,-886.7348548394085,False
day_mom,0.5,15:25,ATM,expiring next day,09:20,41,31.70731707317073,-19.486273800828055,-23.855605085953847,-798.9372258339503,1001.3117243994169,-12.595853658536587,0.8904201422914697,3.0,202.37449856546667,18.0,-274.46608481748,20.0,-726.8456395819369,12.0,-112.71232657551333,-9.392693881292777,29.0,-686.224899258437,-23.662927560635758,5.0,44.98609938353026,4.0,36.90750721017117,-28.440770076433374,33.2,-611.7301527688601,False
day_fade,0.0,15:25,ATM,expiring next day,09:20,94,27.659574468085108,-14.59178360612959,-24.30711170589359,-1371.6276589761815,1371.6276589761808,-7.67872340425532,0.9130602018742718,12.0,-300.4146208881933,53.0,-701.4680600746267,29.0,-369.7449780133615,38.0,-641.28210523232,-16.875844874534735,56.0,-730.3455537438615,-13.04188488828324,9.0,-24.017853866990592,5.0,-21.792683593649734,-13.593729107920778,55.15,-1418.1316329793121,False
day_fade,0.3,15:25,ATM,expiring next day,09:20,59,32.20338983050847,-12.442263604072986,-18.27898333575385,-734.0935526403061,740.2014174056064,-5.523898305084747,0.9183652989882399,6.0,-171.91295587226665,28.0,-235.5433947439934,25.0,-326.63720202404613,18.0,-120.9841496836267,-6.721341649090372,41.0,-613.1094029566794,-14.953887876992182,6.0,-30.484403425280334,5.0,-21.792683593649734,-10.399757209219324,64.25,-889.0050455157793,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,-44.12828246153875,5.949999999999999,-297.61045981941584,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,-45.726336526158306,34.050000000000004,1.8253663137726635,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,-103.7262577605987,2.9000000000000004,-1.8228530787207586,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,-182.75364493315382,43.1,-1.8187366859004843,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,-44.969363548180624,17.2,-379.1821233120967,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,-103.7262577605987,3.25,-2.5612462490142462,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,-182.75364493315382,44.05,-1.1400263038112608,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,,-31.040398156670772,29.75,-180.2464804768857,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,,9.733254076966663,82.39999999999999,-27.708517041704393,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,09:30,94,17.02127659574468,-34.50116360609214,-38.02915660147359,-3243.1093789726615,3243.1093789726615,-27.61063829787234,0.8905253082198036,12.0,-482.9872499236734,53.0,-1332.0175941075267,29.0,-1428.1045349414617,38.0,-1066.1212010285997,-28.055821079699992,56.0,-2176.9881779440616,-38.874788891858245,9.0,-80.84472643340837,5.0,-92.20638141760973,-29.59419813025867,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:30,94,42.5531914893617,3.343334300545091,-5.911028038533338,314.27342425123857,413.7581121131615,10.27244680851064,0.9291125079655482,12.0,441.8199677681067,53.0,-102.2701737431468,29.0,-25.276369773721402,38.0,124.11558689775997,3.26619965520421,56.0,190.15783735347844,3.3956756670264006,9.0,89.43060875708719,5.0,103.84017982641026,-5.771788877206425,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:30,94,15.957446808510639,-31.157829305547054,-36.27922009486666,-2928.835954721423,3018.2824741886625,-17.338191489361705,1.819637816185352,12.0,-41.16728215556668,53.0,-1434.2877678506734,29.0,-1453.380904715183,38.0,-942.0056141308401,-24.78962142449579,56.0,-1986.830340590583,-35.47911322483184,9.0,8.585882323678803,5.0,11.63379840880052,-35.36598700746508,,,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,-31.702942599566327,22.75,-691.2476723403095,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,-84.86483824571367,15.049999999999999,-124.51811746316716,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,-193.98773142565383,30.9,9.8378750172632,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,-5.4523561878685465,82.89999999999999,-699.4606886252484,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,-127.71413711235384,15.633086336619655,56.25,-124.63444170531805,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,-127.71413711235384,155.03099537074615,90.9,-69.60545566150512,False
day_mom,0.0,15:25,ATM,expiring next day,09:30,94,35.1063829787234,-12.99535903099278,-18.83718305936334,-1221.5637489133214,1584.998326770928,-6.083723404255319,0.911635626737463,12.0,297.2634874232466,53.0,-555.7705046542467,29.0,-963.0567316823212,38.0,-245.3319730995001,-6.456104555250002,56.0,-976.2317758138214,-17.432710282389667,9.0,40.6656495195094,5.0,38.888744501470256,-18.677112877516542,67.10000000000001,-1475.1371392271583,False
day_mom,0.1,15:25,ATM,expiring next day,09:30,79,31.645569620253166,-16.660174772571477,-23.036751732153842,-1316.1538070331467,1450.41975438894,-9.763037974683543,0.8971367978879324,9.0,99.97844165783997,44.0,-618.9718890205266,26.0,-797.1603596704599,30.0,-464.85041055252003,-15.495013685084,49.0,-851.3033964806266,-17.373538703686258,8.0,24.75564339392308,5.0,38.888744501470256,-21.32674583358495,46.35,-1243.1257806064953,False
day_mom,0.3,15:25,ATM,expiring next day,09:30,59,33.89830508474576,-16.272305751986543,-23.036751732153842,-960.066039367206,1165.3761794709794,-9.367457627118643,0.9048481248679008,6.0,205.31014010377334,28.0,-404.5765300919734,25.0,-760.7996493790062,18.0,-295.2542152431667,-16.403011957953705,41.0,-664.8118241240395,-16.21492253961072,6.0,50.92438476806965,5.0,38.888744501470256,-23.87947826369102,48.1,-902.4377191014131,False
day_mom,0.5,15:25,ATM,expiring next day,09:30,41,31.70731707317073,-16.702655924995373,-26.206075889533334,-684.8088929248103,885.9251738031171,-9.808292682926833,0.8943632420685429,3.0,201.11628087830667,18.0,-249.05208470778004,20.0,-636.8730890953369,12.0,-149.7199039454734,-12.476658662122782,29.0,-535.0889889793369,-18.451344447563343,5.0,43.647994859090254,4.0,26.784347048596167,-25.084690756118377,47.75,-640.9931268935856,False
day_fade,0.0,15:25,ATM,expiring next day,09:30,94,24.46808510638298,-18.16247027455427,-31.392088858843593,-1707.2722058081015,1707.2722058081024,-11.254468085106382,0.9080021894478888,12.0,-338.4307695788133,53.0,-878.5172631964267,29.0,-490.32417303286155,38.0,-696.6736410313401,-18.333516869245795,56.0,-1010.5985647767616,-18.04640294244217,9.0,-32.079767195830605,5.0,-27.25494609266974,-16.688874129948545,33.550000000000004,-1445.603962346489,False
day_fade,0.3,15:25,ATM,expiring next day,09:30,59,28.8135593220339,-14.464145295062139,-28.484526772453844,-853.3845724086661,912.2047055225128,-7.548644067796611,0.9155012272655281,6.0,-151.70158604042666,28.0,-296.8565423563934,25.0,-404.82644401184615,18.0,9.620843414513288,0.5344913008062938,41.0,-863.0054158231798,-21.048912581053166,6.0,-36.25123449143035,5.0,-27.25494609266974,-11.997682367171398,56.95,-921.5170115996407,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,-37.37229701434541,17.849999999999998,-346.3167458342881,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,-32.4301710463683,46.949999999999996,49.939351637092784,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,-105.3988884161487,2.45,14.675159717281826,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,-193.98773142565383,33.050000000000004,7.063802157729009,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,-34.771178083831145,41.9,-402.1725090530553,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,-105.3988884161487,2.1999999999999997,20.733444418553617,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,-193.98773142565383,31.6,10.052235907957764,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,,-42.48618476796277,24.15,-210.95480658271882,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,,-12.385413994933328,75.85,-33.02614823686949,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,09:45,94,24.46808510638298,-33.279064967702354,-33.52454023159359,-3128.232106964021,3128.23210696402,-26.386808510638293,0.892256457064059,12.0,-606.8817486902932,53.0,-1198.247085082167,29.0,-1323.1032731915618,38.0,-1115.41137963036,-29.35293104290421,56.0,-2012.8207273336616,-35.94322727381539,9.0,-68.87723439310172,5.0,-68.50994830942975,-29.509847028542417,,,False
PE_all,0.0,15:25,ATM,expiring next day,09:45,94,41.48936170212766,-1.414712979952143,-10.748138875133332,-132.98302011550143,685.98811480668,5.507659574468084,0.922372554420229,12.0,532.2019382957667,53.0,-347.32304709954667,29.0,-317.8619113117214,38.0,64.16051551911994,1.688434618924209,56.0,-197.1435356346214,-3.520420279189668,9.0,57.736615605653846,5.0,58.33464014079027,-7.677794830192781,,,False
STRADDLE_all,0.0,15:25,ATM,expiring next day,09:45,94,17.02127659574468,-34.693777947654496,-31.866152398637183,-3261.2151270795225,3313.2746066997233,-20.879148936170218,1.8146290114842882,12.0,-74.67981039452664,53.0,-1545.5701321817132,29.0,-1640.9651845032834,38.0,-1051.2508641112402,-27.664496423980005,56.0,-2209.964262968283,-39.46364755300505,9.0,-11.140618787447856,5.0,-10.17530816863947,-37.18764185873519,,,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,-35.26151286159799,8.1,-754.7109108375917,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,-83.88289587081367,17.0,-140.73658281334036,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,-175.76354667115382,33.300000000000004,-2.099139780753497,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,-3.5883299846685484,92.65,-762.7024825017238,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,-123.66986597505384,3.9080286566696505,38.45,-132.8911979708785,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,-123.66986597505384,46.135250303446135,43.35,-67.14337074877722,False
day_mom,0.0,15:25,ATM,expiring next day,09:45,94,37.234042553191486,-15.882439585192994,-22.350951688283338,-1492.9493210081414,1811.3610202492948,-8.974893617021278,0.9075459681717186,12.0,225.83466904026665,53.0,-599.3487743904866,29.0,-1119.4352156579214,38.0,-330.98064851832,-8.710017066271579,56.0,-1161.9686724898215,-20.749440580175385,9.0,3.7679165508094012,5.0,-6.097530741829743,-17.963065529005014,58.25,-1600.9449457718533,False
day_mom,0.1,15:25,ATM,expiring next day,09:45,79,35.44303797468354,-17.712860818248437,-22.442271755033346,-1399.3160046416265,1577.8725574600069,-10.81721518987342,0.8956456283750212,9.0,123.4052566902,44.0,-607.7777459466666,26.0,-914.94351538516,30.0,-408.8597234739001,-13.628657449130003,49.0,-990.4562811677267,-20.213393493218913,8.0,-10.307188781001928,5.0,-6.097530741829743,-18.547302737938185,49.0,-1383.1416001612472,False
day_mom,0.3,15:25,ATM,expiring next day,09:45,59,35.59322033898305,-17.379720108603156,-22.442271755033346,-1025.4034864075861,1256.1663677339925,-10.476440677966107,0.9032794306370534,6.0,216.05491971793333,28.0,-353.08946346501335,25.0,-888.3689426605063,18.0,-211.3530643898467,-11.74183691054704,41.0,-814.0504220177395,-19.854888341896086,6.0,6.129505072419657,5.0,-6.097530741829743,-20.041141827209508,51.449999999999996,-1030.4150996996227,False
day_mom,0.5,15:25,ATM,expiring next day,09:45,41,36.58536585365854,-18.537374050697323,-22.472710242753845,-760.0323360785902,914.7576762520237,-11.64560975609756,0.8917642945997624,3.0,143.4579560714667,18.0,-148.53447170022005,20.0,-754.955820449837,12.0,-148.6014882235534,-12.383457351962782,29.0,-611.4308478550369,-21.083822339828856,5.0,-4.463852892789745,4.0,-22.39598715190385,-20.492029767073376,47.75,-726.4067238308066,False
day_fade,0.0,15:25,ATM,expiring next day,09:45,94,28.723404255319153,-18.811338362461505,-30.676061911693587,-1768.2658060713816,1768.265806071382,-11.90425531914894,0.9070830433125695,12.0,-300.5144794347933,53.0,-946.2213577912269,29.0,-521.5299688453615,38.0,-720.27021559292,-18.95447935770842,56.0,-1047.9955904784615,-18.71420697282967,9.0,-14.90853533825726,5.0,-4.077777426809723,-19.22457632973019,39.900000000000006,-1621.4379530648112,False
day_fade,0.3,15:25,ATM,expiring next day,09:45,59,28.8135593220339,-19.110783495666208,-28.481645217053845,-1127.5362262443064,1127.5362262443064,-12.201864406779665,0.908919088886545,6.0,-193.73204830436669,28.0,-419.6326254010934,25.0,-514.1715525388461,18.0,-152.38966258932675,-8.466092366073708,41.0,-975.1465636549794,-23.78406252817023,6.0,-16.179666624830332,5.0,-4.077777426809723,-19.44260804708159,41.699999999999996,-1015.1564694025757,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,-44.86612616697207,7.9,-337.67093444681814,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,-26.7232551081783,28.95,-21.08646146323971,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,-105.76087564757371,2.0500000000000003,-8.403285930305628,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,-175.76354667115382,33.550000000000004,-3.7832610208158792,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,-35.31724666234378,15.049999999999999,-421.5315762853306,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,-105.76087564757371,1.9,-7.735011858739857,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,-175.76354667115382,33.7,-3.6597404230031305,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,,-40.13751175193077,28.849999999999998,-198.2561073172653,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,,28.80623647756667,90.2,-33.260435886853095,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,92,32.608695652173914,-13.071184669965737,-7.538735542333345,-1202.5489896368479,1228.5102295044476,-5.910652173913041,1.160532496052698,10.0,-75.89350367496002,53.0,-581.7292603336267,29.0,-544.9262256282615,36.0,-354.10188018388664,-9.836163338441295,56.0,-848.4471094529615,-15.150841240231456,8.0,-46.99909949010192,5.0,-70.81239147870974,-9.839954687095627,,,False
PE_all,0.0,15:25,ATM,following weekly,09:15o,92,39.130434782608695,-1.247758334395091,-5.3748592716333246,-114.79376676434838,650.9865414328524,5.852717391304347,1.1004757256994369,10.0,20.911429361539994,53.0,-338.9638583747268,29.0,203.2586622488384,36.0,-161.77781799168676,-4.4938282775468545,56.0,46.98405122733832,0.8390009147738986,8.0,53.59620927204057,5.0,85.99653325221024,-6.470993344531822,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:15o,92,16.304347826086957,-14.318943004360833,-13.237962545666651,-1317.3427564011965,1317.3427564011965,-0.05793478260869702,2.2610082217521352,10.0,-54.98207431342002,53.0,-920.6931187083535,29.0,-341.667563379423,36.0,-515.8796981755734,-14.329991615988149,56.0,-801.4630582256232,-14.311840325457556,8.0,6.597109781938645,5.0,15.184141773500494,-16.310948031627454,,,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,-21.967826873235268,5.75,-306.66370932994766,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,-49.55103833513035,16.25,-56.3053909177762,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,-173.61620267905386,11.899999999999999,0.2916391059493866,False
last30_fade,0.1,15:25,ATM,following weekly,09:15o,42,40.476190476190474,4.223174926258177,-3.5678432593166756,177.37334690284342,172.533080883636,11.46071428571428,1.237539359456105,5.0,4.166722995266621,18.0,17.438895742899973,19.0,155.7677281646768,14.0,42.86457648366661,3.061755463119044,28.0,134.50877041917678,4.8038846578277425,7.0,9.951268565559698,4.0,22.897429621546138,3.0775561983978736,93.10000000000001,-285.0711571001338,False
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,-142.00555491705384,29.174615798252987,80.7,-61.44526738200446,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,-142.00555491705384,167.98519860234614,87.7,-23.41107987761591,False
day_mom,0.0,15:25,ATM,following weekly,09:15o,92,38.04347826086957,-7.851971800796178,-4.37370966756667,-722.3814056732483,823.5879934925806,-0.7184782608695651,1.133493539926611,10.0,28.723926633139985,53.0,-206.9029479723267,29.0,-544.2023843340614,36.0,-136.70767871628672,-3.7974355198968532,56.0,-585.6737269569614,-10.45845940994574,8.0,4.160888871103077,5.0,8.99094968677026,-8.996053769548485,45.550000000000004,-667.6583905422152,False
day_mom,0.1,15:25,ATM,following weekly,09:15o,78,37.17948717948718,-8.875798860094275,-5.353911577433336,-692.3123110873534,768.0613002488215,-1.7403846153846154,1.1354142447096582,8.0,-4.170146028426678,44.0,-232.32468704922664,26.0,-455.8174780096999,29.0,-185.24280890128676,-6.387683065561612,49.0,-507.06950218606664,-10.348357187470748,8.0,4.160888871103077,5.0,8.99094968677026,-10.36570602937397,36.75,-538.9887187437711,False
day_mom,0.3,15:25,ATM,following weekly,09:15o,58,43.103448275862064,-8.497046573489186,-2.2436764185833304,-492.82870126237276,578.2720976251308,-1.3463793103448274,1.1506672631443589,5.0,10.344307273706656,28.0,-55.139725781433356,25.0,-448.0332827546461,17.0,-132.4035856404934,-7.78844621414667,41.0,-360.42511562187946,-8.790856478582425,6.0,8.419300150019657,5.0,8.99094968677026,-10.448932733894054,41.0,-405.2319152179022,False
day_mom,0.5,15:25,ATM,following weekly,09:15o,40,42.5,-12.270934425806924,-5.165011674543598,-490.83737703227695,552.5593844460667,-5.120000000000001,1.150934425806923,2.0,0.5317393739999972,18.0,-88.41655507939998,20.0,-402.9525613268769,11.0,-102.10975577160004,-9.282705070145457,29.0,-388.7276212606769,-13.40440073312679,5.0,4.514673465890257,4.0,4.25307871579615,-14.668878410335092,22.85,-274.2288973995716,False
day_fade,0.0,15:25,ATM,following weekly,09:15o,92,33.69565217391305,-6.466971203564657,-10.83708998234359,-594.9613507279485,958.6350773151252,0.6605434782608688,1.127514681825524,10.0,-83.70600094656,53.0,-713.7901707360268,29.0,202.53482095463838,36.0,-379.1720194592867,-10.532556096091296,56.0,-215.78933126866167,-3.8533809155118157,8.0,2.436220910835571,5.0,6.193192086730244,-7.314894262078964,57.599999999999994,-661.0073065997353,False
day_fade,0.3,15:25,ATM,following weekly,09:15o,58,39.6551724137931,-3.384302497865052,-7.379008357383331,-196.28954487617304,528.9837472153652,3.767413793103447,1.1517162909684968,5.0,-62.98378871029334,28.0,-304.8610528725334,25.0,171.55529670665376,17.0,-102.5120983594934,-6.030123432911376,41.0,-93.77744651667955,-2.287254793089745,6.0,2.0996042080029818,5.0,6.193192086730244,-4.017060963926746,74.35000000000001,-420.5409001539962,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,-28.30683617192763,1.4500000000000002,-130.97456425400134,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,-27.03739116220831,35.699999999999996,-19.883680207396857,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,-59.55400552184872,10.5,-6.9300304234761585,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,-173.61620267905386,13.5,-5.153723525285066,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,-27.638707219443774,5.1,-169.63181905092347,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,-59.55400552184872,11.35,-9.98907933644799,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,-173.61620267905386,10.45,0.14627174962385311,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,,-20.453387013805127,30.4,-50.239026549973204,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,,0.545590650066661,68.45,-13.718710664474903,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:16,92,27.173913043478258,-23.811622608186614,-16.559580859983335,-2190.6692799531684,2225.9841376951686,-16.666304347826088,1.1453182603605243,10.0,-152.88444310355996,53.0,-841.7309581160467,29.0,-1196.0538787335618,36.0,-562.8661577058468,-15.635171047384635,56.0,-1627.8031222473217,-29.0679128972736,8.0,-64.58044485086441,5.0,-73.38874198098975,-19.928877632693492,,,False
PE_all,0.0,15:25,ATM,following weekly,09:16,92,40.21739130434783,0.24914298751860692,-6.99504432788333,22.921154851711837,498.948841226059,7.351739130434781,1.1025961429161761,10.0,-34.559993274759954,53.0,-207.04073246146672,29.0,264.52188058793854,36.0,-222.4818284698267,-6.18005079082852,56.0,245.4029833215385,4.382196130741759,8.0,79.74791439474808,5.0,109.83276832563024,-7.3221685750746754,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:16,92,4.3478260869565215,-23.56247962066801,-22.75577294598716,-2167.748125101457,2167.7481251014574,-9.314565217391307,2.2479144032767,10.0,-187.44443637831995,53.0,-1048.7716905775135,29.0,-931.5319981456232,36.0,-785.3479861756734,-21.81522183821315,56.0,-1382.400138925783,-24.68571676653184,8.0,15.167469543883662,5.0,36.44402634464051,-27.25104620776817,,,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,-25.95503598390669,33.75,-497.21989532415313,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,-66.21077252623034,41.75,-92.84729370433239,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,-181.30531076725387,70.19999999999999,-1.0642201992469067,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,-2.167870599433559,75.75,-495.01432536242913,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,-136.6631226739538,16.42600801565298,46.0,-88.49870026525826,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,-136.6631226739538,109.66780738794617,61.0,-48.631213280083976,False
day_mom,0.0,15:25,ATM,following weekly,09:16,92,34.78260869565217,-14.834580671801179,-9.251495536233332,-1364.7814218057085,1392.6899033320085,-7.710978260869568,1.123602410931611,10.0,-107.93249438895995,53.0,-379.21885598528695,29.0,-877.6300714314615,36.0,-537.2403091288868,-14.923341920246855,56.0,-827.5411126768217,-14.777519869228959,8.0,31.847919147785582,5.0,58.13134046863026,-19.28053303557135,31.5,-1100.0699444661911,False
day_mom,0.1,15:25,ATM,following weekly,09:16,78,30.76923076923077,-16.304506584468125,-11.169244372133324,-1271.7515135885137,1271.7515135885135,-9.179615384615383,1.1248911998527351,8.0,-142.82373798252667,44.0,-406.4380489009868,26.0,-722.489726705,29.0,-552.3228262028867,-19.045614696651267,49.0,-719.4286873856266,-14.682218109910748,8.0,31.847919147785582,5.0,58.13134046863026,-21.807640953868546,23.35,-921.0807128342374,False
day_mom,0.3,15:25,ATM,following weekly,09:16,58,34.48275862068966,-15.538967977776428,-8.680948790093588,-901.2601427110328,914.3348644583727,-8.398275862068965,1.1406921157074625,5.0,-24.556254762993333,28.0,-192.3553546644934,25.0,-684.3485332835462,17.0,-335.86537433799344,-19.75678672576432,41.0,-565.3947683730394,-13.790116301781447,6.0,58.073962446869665,5.0,58.13134046863026,-24.032767642158678,30.25,-676.4510638155103,False
day_mom,0.5,15:25,ATM,following weekly,09:16,40,35.0,-18.850614061280925,-8.065484188793594,-754.024562451237,754.0245624512371,-11.709,1.141614061280923,2.0,-28.327380593400008,18.0,-151.38735456536008,20.0,-574.3098272924768,11.0,-256.4411395419001,-23.312830867445463,29.0,-497.58342290933706,-17.158049065839208,5.0,46.45526303789026,4.0,43.62231071284615,-28.180025075448242,21.2,-473.7845750337864,False
day_fade,0.0,15:25,ATM,following weekly,09:16,92,32.608695652173914,-8.727898948866828,-10.95714459503333,-802.9667032957483,1014.5306907956325,-1.60358695652174,1.1243119923450895,10.0,-79.51194198936,53.0,-669.5528345922266,29.0,-53.901926714161554,36.0,-248.10767704678668,-6.891879917966296,56.0,-554.8590262489615,-9.908196897302885,8.0,-16.68044960390192,5.0,-21.687314123989744,-7.970513172196818,72.55,-1105.0938721587531,False
day_fade,0.3,15:25,ATM,following weekly,09:16,58,32.758620689655174,-8.898904648896083,-6.347192050883338,-516.1364696359728,709.230748278513,-1.7550000000000032,1.1439046488960831,5.0,-57.79114428709335,28.0,-366.7234224912334,25.0,-91.62190285764628,17.0,-19.679433954793367,-1.1576137620466687,41.0,-496.4570356811795,-12.108708187345842,6.0,-31.39461663074701,5.0,-21.687314123989744,-6.303245574067133,64.95,-683.417704389706,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,-38.104069132794294,3.3000000000000003,-232.578787391633,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,-36.818535801678316,55.05,7.769448322156262,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,-85.71694473104873,13.15,-2.974738108549737,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,-181.30531076725387,68.89999999999999,1.957616854370145,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,-37.42747264273326,21.85,-288.3736758407687,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,-85.71694473104873,12.5,-0.36060875771019846,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,-181.30531076725387,69.8,-1.2818509423106141,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,,-16.733656152955135,58.699999999999996,-93.74454489422038,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,,4.040639781066661,75.35,-24.373247547598673,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:20,92,23.91304347826087,-24.24133998426204,-19.959563922416667,-2230.203278552108,2242.533826808807,-17.096630434782604,1.144709549479437,10.0,-191.97906409745997,53.0,-895.2451532389866,29.0,-1142.9790612156617,36.0,-635.3634625374466,-17.648985070484628,56.0,-1594.8398160146617,-28.479282428833244,8.0,-61.934193365964425,5.0,-68.96500836660975,-20.651544424099914,,,False
PE_all,0.0,15:25,ATM,following weekly,09:20,92,42.391304347826086,0.02598084424730196,-3.9956494497833335,2.3902376707517803,373.1944479700934,7.128260869565217,1.1022800253179152,10.0,12.713042685680012,53.0,-169.59377748646668,29.0,159.2709724715385,36.0,-174.01048995018667,-4.833624720838518,56.0,176.4007276209385,3.1500129932310448,8.0,77.05797479571056,5.0,106.40762017725024,-7.310399532082532,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:20,92,6.521739130434782,-24.215359140014744,-22.843152957316676,-2227.8130408813563,2227.813040881357,-9.968369565217388,2.2469895747973525,10.0,-179.26602141177995,53.0,-1064.8389307254533,29.0,-983.7080887441231,36.0,-809.3739524876332,-22.482609791323146,56.0,-1418.439088393723,-25.329269435602196,8.0,15.123781429746149,5.0,37.4426118106405,-27.961943956182445,,,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,-25.589839013483832,32.45,-500.43030882138737,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,-65.57001351888034,28.999999999999996,-96.01747531199095,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,-165.62751895105387,52.900000000000006,-0.3970816830875751,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,-3.976736843559268,76.9,-514.2009559220194,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,-96.27034057425382,15.169454637602996,58.95,-93.64395127538897,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,-96.27034057425382,106.0229704370462,84.1,-47.50839609096354,False
day_mom,0.0,15:25,ATM,following weekly,09:20,92,33.69565217391305,-15.877017064786394,-12.842925526793593,-1460.6855699603482,1490.366481779788,-8.754891304347826,1.1221257604385673,10.0,-81.42005026665994,53.0,-484.6594953402269,29.0,-894.6060243534616,36.0,-514.3727019574866,-14.288130609930183,56.0,-946.3128680028615,-16.89844407147967,8.0,29.482519825198068,5.0,54.14698445929023,-20.196972959070628,25.35,-1110.2705394438954,False
day_mom,0.1,15:25,ATM,following weekly,09:20,78,28.205128205128204,-17.625583946475043,-13.406654912243582,-1374.7955478250533,1392.1459113877934,-10.5025641025641,1.1230198439109402,8.0,-107.47381248612663,44.0,-528.2554898983268,26.0,-739.0662454406,29.0,-545.4825157607866,-18.809741922785744,49.0,-829.3130320642668,-16.92475575641361,8.0,29.482519825198068,5.0,54.14698445929023,-23.009367234666257,17.5,-953.91414300799,False
day_mom,0.3,15:25,ATM,following weekly,09:20,58,27.586206896551722,-18.01735380244367,-13.003907582643592,-1045.0065205417327,1061.0270694137732,-10.880172413793103,1.1371813886505657,5.0,-20.961347085393303,28.0,-312.13568131119337,25.0,-711.909492145146,17.0,-362.9869555945533,-21.352173858503136,41.0,-682.0195649471796,-16.634623535297063,6.0,54.93673977451965,5.0,54.14698445929023,-26.435133830554825,19.85,-702.8825160776463,False
day_mom,0.5,15:25,ATM,following weekly,09:20,40,30.0,-20.112326797571924,-13.003907582643592,-804.493071902877,804.493071902877,-12.9725,1.139826797571923,2.0,-26.52992675459999,18.0,-179.18797393879998,20.0,-598.7751712094769,11.0,-239.76476225969998,-21.796796569063634,29.0,-564.7283096431769,-19.473389987695754,5.0,42.830397796310244,4.0,38.816618157721145,-29.10414459669795,16.45,-487.01918006506764,False
day_fade,0.0,15:25,ATM,following weekly,09:20,92,32.608695652173914,-8.338342075228347,-10.878701407603845,-767.1274709210079,899.2539846005928,-1.2134782608695638,1.1248638143587848,10.0,-97.84597114512003,53.0,-580.1794353852266,29.0,-89.10206439066145,36.0,-295.0012505301467,-8.194479181392964,56.0,-472.12622039086136,-8.430825364122525,8.0,-14.358738395451917,5.0,-16.704372648649734,-7.764970997111815,74.35000000000001,-1095.6048978610277,False
day_fade,0.3,15:25,ATM,following weekly,09:20,58,36.206896551724135,-6.058962017573669,-9.485454141093594,-351.4197970192728,561.0905943974126,1.0889655172413815,1.1479275348150488,5.0,-81.65733692449335,28.0,-171.00067115523325,25.0,-98.76178893954602,17.0,44.13017732260668,2.595892783682746,41.0,-395.54997434187936,-9.647560349801935,6.0,-27.633278042146998,5.0,-16.704372648649734,-3.569617860892129,82.5,-714.0527265273951,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,-37.17760372822763,2.35,-240.12491864982505,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,-36.09456133882831,54.25,-0.09855869118461441,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,-88.43809012589874,5.2,-3.149250767828617,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,-165.62751895105387,56.55,-2.5642294367191654,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,-36.60758141801745,21.75,-307.8183056740888,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,-88.43809012589874,5.75,0.4284111051206594,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,-165.62751895105387,54.900000000000006,-1.9380159523172422,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,,-12.614491105705135,70.8,-99.90840739112356,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,,14.22621153426665,82.3,-23.938720467617976,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:30,92,23.91304347826087,-28.658561084733343,-31.372399867666662,-2636.5876197954676,2657.9553665194676,-21.52010869565217,1.1384523890811764,10.0,-294.4439187637199,53.0,-1107.9438574969868,29.0,-1234.1998435347616,36.0,-725.0863666575466,-20.141287962709626,56.0,-1911.5012531379211,-34.133950948891446,8.0,-73.13083290348942,5.0,-78.17196636312974,-24.4231066258042,,,False
PE_all,0.0,15:25,ATM,following weekly,09:30,92,51.08695652173913,3.26910422887926,1.1069629567666779,300.7575890568919,396.73768718616157,10.375978260869564,1.1068740319903065,10.0,35.04141370544001,53.0,71.94407502961327,29.0,193.77210032183865,36.0,-109.16234978814671,-3.0322874941151863,56.0,409.91993884503853,7.319998907947117,8.0,77.77570809939809,5.0,104.03098676817027,-3.826762806408248,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:30,92,11.956521739130435,-25.38945685585409,-25.11145578871667,-2335.830030738576,2335.830030738576,-11.144130434782609,2.2453264210714825,10.0,-259.40250505828,53.0,-1035.9997824673733,29.0,-1040.427743212923,36.0,-834.2487164456933,-23.173575456824814,56.0,-1501.5813142928828,-26.813952040944336,8.0,4.64487519590867,5.0,25.859020405040514,-28.249869432212442,,,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,-23.28196534649127,46.050000000000004,-538.951871360111,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,-73.77505743118034,17.65,-96.40729572395192,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,-206.12015959735388,21.8,8.291015897203826,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,-5.3622028501009815,66.5,-548.6928161330551,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,-104.05930720905384,19.588195324652986,61.650000000000006,-107.11445388447426,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,-104.05930720905384,134.8820904044462,92.55,-58.55698783470121,False
day_mom,0.0,15:25,ATM,following weekly,09:30,92,41.30434782608695,-13.920223719020308,-8.899700177776921,-1280.6605821498683,1332.6099498611086,-6.795326086956524,1.124897632063785,10.0,-111.28774155472001,53.0,-357.6993391929866,29.0,-811.6735014021615,36.0,-489.86741462184676,-13.607428183940188,56.0,-790.7931675280215,-14.121306563000385,8.0,24.514557131848083,5.0,42.32373254185025,-17.580679038150635,41.449999999999996,-1157.6520023334008,False
day_mom,0.1,15:25,ATM,following weekly,09:30,78,37.17948717948718,-16.401164536625814,-15.163187892083329,-1279.2908338568134,1309.8724548440534,-9.276410256410255,1.1247542802155555,8.0,-157.40308578612667,44.0,-439.49122782558663,26.0,-682.3965202451,29.0,-583.2290463755867,-20.11134642674437,49.0,-696.0617874812266,-14.205342601657685,8.0,24.514557131848083,5.0,42.32373254185025,-21.077247013022827,27.05,-983.154770914756,False
day_mom,0.3,15:25,ATM,following weekly,09:30,58,37.93103448275862,-17.04218344392229,-11.011311313493596,-988.4466397474929,1027.185007971033,-9.903620689655172,1.1385627542671175,5.0,-56.86049458809335,28.0,-274.4989950976533,25.0,-657.0871500617461,17.0,-455.1064648330534,-26.770968519591378,41.0,-533.3401749144394,-13.008296949132669,6.0,49.86891853456965,5.0,42.32373254185025,-24.76269521067136,27.250000000000004,-729.6847301264496,False
day_mom,0.5,15:25,ATM,following weekly,09:30,40,37.5,-19.26402844420492,-14.323751983113343,-770.5611377681969,770.5611377681969,-12.123000000000001,1.1410284442049232,2.0,-73.61323147649999,18.0,-143.30879814542004,20.0,-553.639108146277,11.0,-317.21505100266006,-28.83773190933273,29.0,-453.34608676553677,-15.632623681570234,5.0,43.189888564070266,4.0,32.08864858054617,-28.186016588244236,22.35,-501.50092458939054,False
day_fade,0.0,15:25,ATM,following weekly,09:30,92,33.69565217391305,-11.46923313683378,-17.733084743083324,-1055.1694485887078,1058.7760677103468,-4.348804347826084,1.120428789007698,10.0,-148.11476350355997,53.0,-678.3004432743866,29.0,-228.7542418107614,36.0,-344.3813018238466,-9.566147272884628,56.0,-710.7881467648614,-12.692645477943953,8.0,-19.869681935939415,5.0,-16.464712136809737,-10.669190394061818,59.35,-1188.0500270837301,False
day_fade,0.3,15:25,ATM,following weekly,09:30,58,39.6551724137931,-7.875526716154012,-10.894188522413343,-456.7805495369327,678.0249524660127,-0.7301724137931014,1.145354302360911,5.0,-76.06525831489333,28.0,-171.21037410309336,25.0,-209.50491711894608,17.0,166.29712323304665,9.782183719590979,41.0,-623.0776727699794,-15.197016409023886,6.0,-29.530590427547008,5.0,-16.464712136809737,-5.37686551868559,73.3,-711.3971519887258,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,-31.7031362957343,11.85,-287.3516300178743,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,-28.9946186755683,58.45,45.494535660080416,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,-96.86365499527372,2.75,18.97544745257184,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,-206.12015959735388,23.400000000000002,5.666506611297158,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,-30.277600706173256,40.45,-313.269078743091,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,-96.86365499527372,3.5999999999999996,13.264494908035118,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,-206.12015959735388,21.4,8.127106117939464,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,,-28.192424375305123,51.2,-115.08073806311104,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,,-6.794012525033334,69.0,-27.029719340104,False
downday_last30up_CE,0.5,15:25,ATM,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ATM,following weekly,09:45,92,27.173913043478258,-27.3561668448927,-24.85220380554359,-2516.7673497301284,2516.7673497301284,-20.21586956521739,1.1402972796753066,10.0,-484.11524217576,53.0,-924.5236791021067,29.0,-1108.1284284522615,36.0,-800.1400502821068,-22.2261125078363,56.0,-1716.6272994480214,-30.654058918714668,8.0,-58.94467812712692,5.0,-49.65236545416974,-24.34773719896563,,,False
PE_all,0.0,15:25,ATM,following weekly,09:45,92,50.0,0.08198846386208376,-0.21335430198334038,7.5429386753117065,385.7532470601615,7.184347826086956,1.102359362224872,10.0,194.63534288155998,53.0,-150.54076679518667,29.0,-36.55163741106152,36.0,-90.06939567822681,-2.5019276577285225,56.0,97.61233435353856,1.7430773991703314,8.0,53.30287479140306,5.0,65.01625261155024,-4.986667376856104,,,False
STRADDLE_all,0.0,15:25,ATM,following weekly,09:45,92,11.956521739130435,-27.274178381030612,-24.665279210516694,-2509.2244110548163,2509.2244110548168,-13.031521739130433,2.2426566419001785,10.0,-289.4798992942,53.0,-1075.0644458972936,29.0,-1144.6800658633233,36.0,-890.2094459603336,-24.72804016556482,56.0,-1619.0149650944827,-28.910981519544332,8.0,-5.6418033357238535,5.0,15.363887157380498,-29.334404575821736,,,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,-27.141926137780985,16.6,-572.5845031912343,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,-70.08029120698033,25.0,-113.25904192038877,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,-152.69583716635387,41.199999999999996,-0.8321791564811278,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,-3.188424945685553,84.7,-571.473402963436,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,-87.13328356035382,11.323236284392983,47.4,-113.41571019868861,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,-87.13328356035382,62.13513920634615,64.55,-52.370000372149754,False
day_mom,0.0,15:25,ATM,following weekly,09:45,92,42.391304347826086,-15.446648437320087,-12.202230661593592,-1421.091656233448,1528.3626587610875,-8.32391304347826,1.1227353938418283,10.0,-115.62160247716,53.0,-349.6507403370266,29.0,-955.8193134192614,36.0,-468.7872754345868,-13.021868762071854,56.0,-952.3043807988615,-17.005435371408243,8.0,-8.513657156101932,5.0,1.1320820693502356,-16.106933321245627,37.5,-1248.7989954354396,False
day_mom,0.1,15:25,ATM,following weekly,09:45,78,41.02564102564102,-16.104533443712732,-15.6053554641936,-1256.1536086095932,1386.5003615068172,-8.979358974358975,1.1251744693537604,8.0,-120.55528209072659,44.0,-374.9626350126666,26.0,-760.6356915061999,29.0,-471.27762978232676,-16.250952751114717,49.0,-784.8759788272666,-16.01787711892381,8.0,-8.513657156101932,5.0,1.1320820693502356,-16.972062162296826,34.599999999999994,-1070.7742566617605,False
day_mom,0.3,15:25,ATM,following weekly,09:45,58,43.103448275862064,-16.101791406802977,-12.202230661593592,-933.9039015945727,1044.0975037669973,-8.96189655172414,1.1398948550788417,5.0,-8.2293823938933,28.0,-184.10703871533332,25.0,-741.567480485346,17.0,-302.0632563138934,-17.76842684199373,41.0,-631.8406452806794,-15.410747445870228,6.0,10.191789352169645,5.0,1.1320820693502356,-19.135666109761356,37.15,-789.9948726003136,False
day_mom,0.5,15:25,ATM,following weekly,09:45,40,40.0,-17.830559007761924,-15.6053554641936,-713.2223603104769,713.2223603104769,-10.6875,1.1430590077619232,2.0,-77.00842206089997,18.0,0.5574099411999924,20.0,-636.7713481907768,11.0,-212.75302540440003,-19.34118412767273,29.0,-500.4693349060769,-17.25756327262334,5.0,-0.3783953175097565,4.0,-14.345575588453862,-20.323725249226513,30.2,-532.329659165687,False
day_fade,0.0,15:25,ATM,following weekly,09:45,92,34.78260869565217,-11.827529943710525,-17.27321754918334,-1088.1327548213683,1104.7709142743063,-4.7076086956521745,1.1199212480583502,10.0,-173.85829681704,53.0,-725.4137055602669,29.0,-188.86075244406152,36.0,-421.42217052574676,-11.706171403492966,56.0,-666.7105842956214,-11.905546148136096,8.0,2.8718538203780817,5.0,14.231805088030262,-13.227471254576109,61.95,-1251.9586942072233,False
day_fade,0.3,15:25,ATM,following weekly,09:45,58,37.93103448275862,-11.006608661787809,-15.717364440293588,-638.3833023836929,694.8708216969729,-3.8656896551724143,1.1409190066153934,5.0,-146.11602875479338,28.0,-266.6851305073534,25.0,-225.5821431215461,17.0,-0.017286129253392346,-0.0010168311325524908,41.0,-638.3660162544394,-15.569902835474132,6.0,-1.878094564897007,5.0,14.231805088030262,-12.059898749890595,65.95,-793.1532906813233,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,-43.80155398602763,2.7,-274.4564983680582,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,-21.26556716872831,41.949999999999996,-2.3552877968721413,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,-91.27157638567373,3.5000000000000004,-2.5333448680338555,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,-152.69583716635387,42.9,-3.0573870076097847,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,-31.9405082927122,14.95,-340.98179353385257,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,-91.27157638567373,3.2,0.45768643162877126,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,-152.69583716635387,38.3,1.9123685884869375,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,,-26.14532417000514,50.4,-108.7879414521352,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,,31.20216445626665,89.1,-28.759945900490244,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,94,27.659574468085108,-18.441706182911503,-11.51392242173333,-1733.5203811936813,1733.5203811936806,-11.472872340425532,0.9688338424859738,12.0,-344.8529009293333,53.0,-654.3418707077868,29.0,-734.3256095565616,38.0,-655.3021250585199,-17.24479276469789,56.0,-1078.2182561351615,-19.253897430985027,9.0,-63.809020661723935,5.0,-86.82101529006974,-13.638108179272542,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:15o,94,32.97872340425532,-4.14299087981576,-9.337751188493588,-389.4411427026814,732.2088886559122,2.8249999999999997,0.9679908798157613,12.0,136.55575063836662,53.0,-406.5710525873866,29.0,-119.42584075366153,38.0,-108.77947315236001,-2.86261771453579,56.0,-280.66166955032156,-5.0118155276843135,9.0,61.57053018637607,5.0,84.61483613939026,-11.100893110353718,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:15o,94,12.76595744680851,-22.58469706272727,-22.433898036907692,-2122.9615238963634,2177.010764771563,-8.64787234042553,1.9368247223017352,12.0,-208.29715029096673,53.0,-1060.9129232951732,29.0,-853.7514503102232,38.0,-764.08159821088,-20.107410479233682,56.0,-1358.8799256854832,-24.265712958669344,9.0,-2.238490475347861,5.0,-2.2061791506794806,-24.739001289626263,,,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,-34.569363276039105,1.8499999999999999,-492.8549720221524,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,-76.72430842551368,18.0,-90.64164281667982,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,-187.64261046945384,84.8,-9.450360372498977,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,-32.10878442155384,4.63005291338423,96.55,-502.1386389671284,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,-162.67707088045384,45.13807776988633,88.3,-86.80351116162872,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,-162.67707088045384,168.30884904364615,79.05,-35.39364011356136,False
day_mom,0.0,15:25,ITM1,expiring next day,09:15o,94,30.851063829787233,-9.735437485718526,-8.725373931093586,-915.1311236575415,1116.5261119933084,-2.766595744680851,0.9688417410376761,12.0,186.20567224726665,53.0,-446.1016249756466,29.0,-655.2351709291615,38.0,-115.17130998282008,-3.0308239469163176,56.0,-799.9598136747215,-14.284996672762885,9.0,31.14855166903162,5.0,34.22640475083026,-14.064330455045015,58.95,-1042.6590005443989,False
day_mom,0.1,15:25,ITM1,expiring next day,09:15o,79,27.848101265822784,-13.74156224264996,-9.400748479953846,-1085.5834171693468,1126.0260482543802,-6.788101265822784,0.9534609768271732,9.0,21.966010540899973,44.0,-566.0946524492467,26.0,-541.454775261,30.0,-352.5414971452201,-11.751383238174004,49.0,-733.0419200241266,-14.960039184165849,8.0,15.93358566774808,5.0,34.22640475083026,-17.085240880441283,35.3,-893.1002013073661,False
day_mom,0.3,15:25,ITM1,expiring next day,09:15o,59,30.508474576271187,-13.260017037752645,-9.400748479953846,-782.3410052274061,854.5166636451395,-6.299322033898306,0.9606950038543417,6.0,72.17565841773332,28.0,-350.3773764951933,25.0,-504.13928714994614,18.0,-217.6557079402667,-12.09198377445926,41.0,-564.6852972871395,-13.772812128954623,6.0,28.441146705036328,5.0,34.22640475083026,-17.980903499200455,41.199999999999996,-675.594755064752,False
day_mom,0.5,15:25,ITM1,expiring next day,09:15o,41,31.70731707317073,-14.860309509878299,-18.0398087334,-609.2726899050102,734.217150348677,-7.9121951219512185,0.9481143879270794,3.0,124.94446044366666,18.0,-315.28089905630003,20.0,-418.936251292377,12.0,-127.69195555173337,-10.64099629597778,29.0,-481.5807343532769,-16.606232219078514,5.0,27.585564404090256,4.0,34.60324138609616,-20.75556977570726,32.45,-455.59046590811096,False
day_fade,0.0,15:25,ITM1,expiring next day,09:15o,94,29.78723404255319,-12.849259577008738,-13.463167956466673,-1207.8304002388213,1230.2730765837593,-5.881276595744679,0.9679829812640589,12.0,-394.5028225382334,53.0,-614.8112983195266,29.0,-198.51627938106157,38.0,-648.9102882280598,-17.076586532317364,56.0,-558.9201120107616,-9.980716285906457,9.0,-33.38704214437948,5.0,-36.432583901509744,-10.674670834581248,39.45,-1055.978406491908,False
day_fade,0.3,15:25,ITM1,expiring next day,09:15o,59,35.59322033898305,-11.61095549860519,-12.889261444533341,-685.0463744177061,687.5844110864062,-4.638813559322036,0.9721419392831551,6.0,-212.39509265526667,28.0,-269.15209737319327,25.0,-203.49918438924615,18.0,-240.32758951492664,-13.351532750829257,41.0,-444.7187849027794,-10.846799631775108,6.0,-33.39928588974701,5.0,-36.432583901509744,-9.144352058098567,46.949999999999996,-654.8850348246184,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,-28.354565634160974,7.3999999999999995,-186.9976777571226,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,-48.10934041388231,24.2,-60.0722754321622,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,-84.27600391074873,26.650000000000002,-19.585432249201688,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,-187.64261046945384,84.39999999999999,-7.948836430022301,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,-38.75181551822483,9.65,-280.26466449441773,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,-84.27600391074873,26.3,-18.86146421729019,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,-187.64261046945384,84.5,-11.473127757473518,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,,-37.10683671207077,6.15,-107.0287787896946,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,,-2.9520214127333277,68.8,-17.768891881014227,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,09:16,94,27.659574468085108,-31.251751759252997,-27.58644762888333,-2937.6646653697817,2937.6646653697817,-24.301063829787235,0.950687929465761,12.0,-390.89767676659324,53.0,-1066.797611584427,29.0,-1479.9693770187614,38.0,-977.3459378435198,-25.71962994325052,56.0,-1960.3187275262617,-35.005691562968956,9.0,-78.85992271315726,5.0,-87.27037874976973,-26.210886599427837,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:16,94,40.42553191489361,3.6520310072780684,-9.648985831243586,343.29091468413844,503.5031940813722,10.631063829787234,0.9790328225091651,12.0,384.1949603517067,53.0,-231.1395579205067,29.0,190.23551225293852,38.0,74.62073353320011,1.9637035140315817,56.0,268.67018115093856,4.79768180626676,9.0,107.75288891006274,5.0,127.93347365447025,-7.370412770663835,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:16,94,13.829787234042554,-27.599720751974928,-31.312220114716666,-2594.3737506856432,2684.162365388983,-13.670000000000003,1.9297207519749264,12.0,-6.702716414886609,53.0,-1297.9371695049333,29.0,-1289.733864765823,38.0,-902.72520431032,-23.75592642921895,56.0,-1691.6485463753233,-30.208009756702204,9.0,28.892966196905476,5.0,40.66309490470052,-33.58129937009167,,,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,-37.3920315265991,12.65,-579.7360427455777,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,-85.75318534726368,35.5,-110.48547427123476,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,-200.02507024785382,70.5,10.241655861878403,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,-0.44608987211576895,87.45,-598.6527876023191,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,-162.57721233385385,16.02931143598632,47.099999999999994,-110.43054222054066,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,-162.57721233385385,139.79923398934613,68.8,-62.28352386354271,False
day_mom,0.0,15:25,ITM1,expiring next day,09:16,94,36.17021276595745,-13.376131369259591,-12.966193680533332,-1257.3563487104016,1647.9133818705482,-6.412446808510638,0.9636845607489524,12.0,301.18280280250667,53.0,-470.16753470624667,29.0,-1088.3716168066617,38.0,-324.3450075458401,-8.535394935416845,56.0,-933.0113411645615,-16.660916806510027,9.0,60.88198868888495,5.0,72.73186031979023,-21.238755846004306,52.449999999999996,-1289.0776732999198,False
day_mom,0.1,15:25,ITM1,expiring next day,09:16,79,31.645569620253166,-17.246597228309955,-15.941483282253843,-1362.4811810364865,1477.9175806181202,-10.298101265822787,0.9484959624871727,9.0,55.66827001840002,44.0,-528.2882067064867,26.0,-889.8612443484001,30.0,-541.82337222552,-18.060779074183998,49.0,-820.6578088109668,-16.748118547162587,8.0,44.073724099628066,5.0,72.73186031979023,-24.15592920892269,33.650000000000006,-1087.6871803417712,False
day_mom,0.3,15:25,ITM1,expiring next day,09:16,59,35.59322033898305,-14.66548376820417,-12.5301134312,-865.263542324046,1056.9199517486795,-7.706779661016949,0.958704107187223,6.0,191.65640942463335,28.0,-225.04491465753335,25.0,-831.8750370911463,18.0,-232.0353386506666,-12.890852147259256,41.0,-633.2282036733795,-15.444590333497063,6.0,76.6478600761863,5.0,72.73186031979023,-25.002843448701203,47.4,-808.3555044934907,False
day_mom,0.5,15:25,ITM1,expiring next day,09:16,41,39.02439024390244,-16.683336878905134,-12.63922996693333,-684.0168120351104,869.0761175319769,-9.737804878048783,0.9455320008563477,3.0,185.0593054968667,18.0,-179.77285132010005,20.0,-689.303266211877,12.0,-132.98445852153333,-11.082038210127777,29.0,-551.0323535135768,-19.001115638399202,5.0,62.25645178361024,4.0,53.76360001497113,-27.647196415365602,42.55,-587.0012126748502,False
day_fade,0.0,15:25,ITM1,expiring next day,09:16,94,31.914893617021278,-14.223589382715335,-18.834795486733334,-1337.0174019752415,1471.570145150926,-7.257553191489362,0.9660361912259737,12.0,-307.8855192173933,53.0,-827.7696347986866,29.0,-201.36224795916144,38.0,-578.38019676448,-15.220531493802106,56.0,-758.6372052107615,-13.54709295019217,9.0,-31.989022491979476,5.0,-32.06876541508973,-12.342543524087368,47.949999999999996,-1264.9329889640537,False
day_fade,0.3,15:25,ITM1,expiring next day,09:16,59,32.20338983050847,-14.799151163527563,-17.367186916933328,-873.1499186481262,990.836589770226,-7.831525423728813,0.9676257397987483,6.0,-184.59447328182665,28.0,-470.32712535355336,25.0,-218.22832001274608,18.0,-175.04007174784667,-9.724448430435926,41.0,-698.1098469002794,-17.027069436592182,6.0,-42.46144899369699,5.0,-32.06876541508973,-11.667570277093287,47.349999999999994,-822.4125076490349,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,-47.7659575537943,6.2,-317.05553001435965,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,-47.385365951032306,41.0,60.920672310236654,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,-105.95779084127372,10.05,21.31708697138924,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,-200.02507024785382,72.95,5.326394667600649,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,-47.56564618391957,19.950000000000003,-340.6484039968568,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,-105.95779084127372,10.2,19.898868142241422,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,-200.02507024785382,74.65,4.539069014843338,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,,-41.113161601662775,20.150000000000002,-194.88786188681655,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,,4.137935395866666,72.45,-30.16934562348993,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,09:20,94,23.404255319148938,-32.836315675301506,-30.80588067395,-3086.6136734783413,3086.6136734783418,-25.887872340425538,0.9484433348759739,12.0,-475.2182335156333,53.0,-1156.3906995939467,29.0,-1455.0047403687613,38.0,-1081.8578927150802,-28.46994454513369,56.0,-2004.7557807632616,-35.79921037077253,9.0,-80.0637729693906,5.0,-87.87951588402973,-27.835761373574428,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:20,94,45.744680851063826,3.4338294597074333,-4.31501093083333,322.7799692124987,499.2275583121068,10.412553191489364,0.9787237317819315,12.0,488.50719813006674,53.0,-188.4999585223066,29.0,22.772729604738636,38.0,167.29945063266013,4.402617121912108,56.0,155.48051857983853,2.776437831782831,9.0,105.78012784500942,5.0,121.46263983479025,-7.4028374281480716,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:20,94,12.76595744680851,-29.40248621559407,-30.435894964716667,-2763.8337042658427,2876.000619262243,-15.475319148936165,1.9271670666579053,12.0,13.288964614433382,53.0,-1344.8906581162532,29.0,-1432.2320107640232,38.0,-914.5584420824199,-24.067327423221577,56.0,-1849.275262183423,-33.02277253898969,9.0,25.716354875618812,5.0,33.58312395076052,-35.238598801722496,,,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,-38.136809853324095,11.700000000000001,-652.5150785179666,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,-87.16784809076368,21.85,-117.37410825912784,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,-198.57712132215383,43.2,8.15986015600193,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,-3.214668076600767,87.3,-645.0006260742421,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,-135.96490966495386,11.259401526726323,48.75,-118.4909510024766,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,-135.96490966495386,112.53785076754612,72.39999999999999,-66.81910687623525,False
day_mom,0.0,15:25,ITM1,expiring next day,09:20,94,37.234042553191486,-14.893237650104904,-19.25958748634359,-1399.964339109861,1854.9900499549674,-7.9317021276595705,0.9615355224453357,12.0,362.2063606297667,53.0,-636.5019157778667,29.0,-1125.6687839617614,38.0,-255.45259624649995,-6.722436743328946,56.0,-1144.5117428633614,-20.437709693988598,9.0,57.300395484164966,5.0,63.04558129959025,-22.537269393733478,48.9,-1368.9184032862315,False
day_mom,0.1,15:25,ITM1,expiring next day,09:20,79,32.91139240506329,-19.26677354699501,-23.509324113433333,-1522.075110212606,1686.2324946803797,-12.321139240506328,0.9456343064886924,9.0,121.22540586130003,44.0,-710.1505917744066,26.0,-933.1499242995,30.0,-499.05395671673995,-16.635131890557997,49.0,-1023.0211534958667,-20.87798272440544,8.0,36.99125668202308,5.0,63.04558129959025,-25.60570653054635,25.45,-1135.1635147127427,False
day_mom,0.3,15:25,ITM1,expiring next day,09:20,59,35.59322033898305,-18.21926326474688,-21.072658913053854,-1074.936532620066,1304.6889775725992,-11.26559322033898,0.9536700444079008,6.0,229.75244495253335,28.0,-413.1983881612534,25.0,-891.4905894113461,18.0,-251.27808058048666,-13.959893365582593,41.0,-823.6584520395793,-20.089230537550716,6.0,68.62589016598633,5.0,63.04558129959025,-28.050790068226107,34.75,-875.1793435489044,False
day_mom,0.5,15:25,ITM1,expiring next day,09:20,41,34.146341463414636,-19.410205873377315,-21.072658913053854,-795.81844080847,1017.3261158143368,-12.468536585365852,0.9416692880114697,3.0,221.5076750058667,18.0,-268.6070143754599,20.0,-748.7191014388768,12.0,-115.71891581439328,-9.643242984532774,29.0,-680.0995249940768,-23.45170775841644,5.0,52.24063955963027,4.0,41.16894082504616,-29.36171218351726,32.95,-602.4382181708406,False
day_fade,0.0,15:25,ITM1,expiring next day,09:20,94,31.914893617021278,-14.509248565489163,-22.912482100516655,-1363.8693651559813,1390.5748780036665,-7.543617021276595,0.9656315442125697,12.0,-348.91739601533334,53.0,-708.3887423383866,29.0,-306.5632268022615,38.0,-659.1058458359199,-17.34489067989263,56.0,-704.7635193200616,-12.5850628450011,9.0,-31.58404060854616,5.0,-29.46245734882973,-12.701329407989014,51.449999999999996,-1368.198418577736,False
day_fade,0.3,15:25,ITM1,expiring next day,09:20,59,38.983050847457626,-12.07995216407739,-20.263084768333332,-712.717177680566,757.6069683312662,-5.108474576271187,0.9714775878062061,6.0,-203.7073991010667,28.0,-220.6308295802533,25.0,-288.3789489992462,18.0,-104.87945690668664,-5.826636494815925,41.0,-607.8377207738795,-14.825310262777549,6.0,-40.747210610397,5.0,-29.46245734882973,-8.834602151286493,61.550000000000004,-867.6413874810141,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,-48.04445194486764,6.7,-328.85916034426026,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,-47.3853659510323,35.949999999999996,43.751106986014435,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,-113.70931052109871,3.35,15.993236005594943,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,-198.57712132215383,43.55,3.3754525944144658,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,-47.69756457969115,18.35,-382.0949126587742,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,-113.70931052109871,2.85,14.462463360376718,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,-198.57712132215383,42.95,9.336016974873262,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,,-37.656058718370765,24.05,-201.9046298557805,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,,16.869900087366666,84.25,-32.23619481266315,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,09:30,94,19.148936170212767,-38.92375641553534,-39.65716689876666,-3658.8331030603217,3658.8331030603226,-31.983936170212765,0.9398202453225697,12.0,-584.5333844786534,53.0,-1511.986984036547,29.0,-1562.3127345451214,38.0,-1199.7109494124004,-31.571340774010537,56.0,-2459.1221536479216,-43.91289560085574,9.0,-95.3321447445306,5.0,-105.36474739368973,-32.95110353364172,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:30,94,47.87234042553192,8.293010076761258,-1.751116158333339,779.5429472155582,438.60593280526143,15.278617021276599,0.9856069445153357,12.0,549.8203457424667,53.0,98.05412680105333,29.0,131.66847467203849,38.0,282.09683580402,7.423600942211052,56.0,497.4461114115386,8.882966275206046,9.0,102.7011559915094,5.0,116.12020759169025,-1.7031465495061917,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:30,94,15.957446808510639,-30.63074633877407,-34.933411116633344,-2879.2901558447625,2962.997385060162,-16.70531914893617,1.9254271898379054,12.0,-34.71303873618672,53.0,-1413.9328572354932,29.0,-1430.644259873083,38.0,-917.6141136083801,-24.147739831799477,56.0,-1961.6760422363827,-35.02992932564969,9.0,7.369011246978797,5.0,10.75546019800051,-34.6542500831479,,,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,-33.561069340230766,24.4,-674.1592457151995,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,-91.39519323016367,18.25,-122.9469653792356,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,-213.10653985245384,33.050000000000004,13.108805074096907,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,-2.7181491921174383,80.10000000000001,-664.0164060701065,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,-152.24185276075386,23.160875972336324,59.3,-143.23636856195134,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,-152.24185276075386,172.65269582074617,87.6,-75.92501429437162,False
day_mom,0.0,15:25,ITM1,expiring next day,09:30,94,38.297872340425535,-12.048968791947033,-15.815443639343597,-1132.6030664430211,1582.0766420971681,-5.083404255319151,0.9655645366278888,12.0,360.7883692680466,53.0,-520.3963836460465,29.0,-972.9950520650217,38.0,-213.81158231430015,-5.626620587218425,56.0,-918.7914841287213,-16.40699078801288,9.0,47.55752995422494,5.0,45.78003859245025,-18.360245129777006,66.5,-1447.884734233267,False
day_mom,0.1,15:25,ITM1,expiring next day,09:30,79,35.44303797468354,-16.463402855229447,-23.12437735993333,-1300.6088255631264,1479.0359963400394,-9.513797468354433,0.9496053868750213,9.0,132.98874265077998,44.0,-638.3922401876466,26.0,-795.20532802626,30.0,-499.71302312430004,-16.65710077081,49.0,-800.8958024388265,-16.34481229466993,8.0,30.012392506515567,5.0,45.78003859245025,-21.700112191764095,45.550000000000004,-1210.318242977522,False
day_mom,0.3,15:25,ITM1,expiring next day,09:30,59,38.983050847457626,-15.851430947909597,-23.12437735993333,-935.2344259266662,1176.9199671978997,-8.894406779661017,0.9570241682485788,6.0,241.68554127123332,28.0,-418.48090527639334,25.0,-758.4390619215061,18.0,-348.3805312943268,-19.354473960795932,41.0,-586.8538946323395,-14.31350962517901,6.0,60.312666161536306,5.0,45.78003859245025,-24.473781564073278,51.349999999999994,-933.5167515677293,False
day_mom,0.5,15:25,ITM1,expiring next day,09:30,41,36.58536585365854,-16.667749203338296,-27.709982762033338,-683.3777173368702,897.8453648074369,-9.722195121951218,0.9455540813870794,3.0,214.46764747056665,18.0,-261.66684538676,20.0,-636.1785194206768,12.0,-194.75695544829335,-16.22974628735778,29.0,-488.62076188857685,-16.84899178926127,5.0,52.56018690875025,4.0,32.45628263419614,-26.282740330017262,45.75,-618.9603907168514,False
day_fade,0.0,15:25,ITM1,expiring next day,09:30,94,28.723404255319153,-18.581777546827034,-30.83989751123333,-1746.687089401741,1746.687089401741,-11.621914893617022,0.9598626532100166,12.0,-395.5014080042334,53.0,-893.5364735894466,29.0,-457.6492078080615,38.0,-703.8025312940799,-18.52111924458105,56.0,-1042.8845581076616,-18.622938537636816,9.0,-40.18851870724616,5.0,-35.02457839444975,-16.294004953370898,33.6,-1434.141210580837,False
day_fade,0.3,15:25,ITM1,expiring next day,09:30,59,33.89830508474576,-14.472495239903834,-28.016506145253864,-853.8772191543262,981.3305088146128,-7.504406779661015,0.9680884602428161,6.0,-186.9810925455667,28.0,-273.56584513291335,25.0,-393.3302814758461,18.0,62.57333988685332,3.47629666038074,41.0,-916.4505590411794,-22.352452659540962,6.0,-47.287945412697006,5.0,-35.02457839444975,-10.757538616568759,55.45,-928.538353341328,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,-41.929780274727634,18.85,-386.05542873205235,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,-31.223260183822298,46.85,125.08213305974527,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,-115.4193881316237,2.85,43.079766803533666,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,-213.10653985245384,31.0,13.589684821411222,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,-36.29476970056694,42.85,-385.0741719891955,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,-115.4193881316237,2.7,44.41471918009253,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,-213.10653985245384,31.65,18.11424911689785,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,,-53.15410515069077,16.0,-230.61983056578808,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,,-13.487098079033325,73.2,-40.40785462602858,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,09:45,94,27.659574468085108,-37.09262687538193,-38.02325260513334,-3486.706926285902,3486.7069262859027,-30.150212765957452,0.9424141094244843,12.0,-751.3371007192934,53.0,-1325.9405258660865,29.0,-1409.4292997005211,38.0,-1260.05546912278,-33.15935445059947,56.0,-2226.6514571631214,-39.76163316362717,9.0,-80.23575157742393,5.0,-76.18608007716973,-32.52453131869513,,,False
PE_all,0.0,15:25,ITM1,expiring next day,09:45,94,47.87234042553192,2.7291893111991334,-2.6751728792333305,256.54379525271855,563.0964535922601,9.706914893617023,0.9777255824178887,12.0,680.6250559338067,53.0,-219.22643331112667,29.0,-204.85482736996136,38.0,212.60527322508,5.594875611186316,56.0,43.93852202763854,0.7846164647792596,9.0,69.25963827457608,5.0,65.92131621587028,-4.315211167276073,,,False
STRADDLE_all,0.0,15:25,ITM1,expiring next day,09:45,94,17.02127659574468,-34.3634375641828,-32.63723145561667,-3230.163131033183,3278.021142019182,-20.443297872340423,1.920139691842373,12.0,-70.7120447854867,53.0,-1545.1669591772134,29.0,-1614.284127070483,38.0,-1047.4501958977,-27.56447883941316,56.0,-2182.712935135483,-38.97701669884791,9.0,-10.976113302847848,5.0,-10.264763861299462,-36.8397424859712,,,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,-37.842781910557434,9.9,-752.8323591990992,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,-90.13863985211367,23.35,-142.65635859612078,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,-188.64119593545385,34.949999999999996,5.8739981981530685,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,-0.7112697903090996,90.05,-741.4637609617631,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,-146.10055214485385,10.828345467236327,42.05,-146.05496856625552,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,-146.10055214485385,59.56289179624616,45.800000000000004,-75.64287568764392,False
day_mom,0.0,15:25,ITM1,expiring next day,09:45,94,41.48936170212766,-14.99607070660363,-18.008665172733345,-1409.6306464207412,1827.3369945404145,-8.034680851063829,0.9613898555398036,12.0,287.25253555180666,53.0,-566.6109190125266,29.0,-1130.2722629600214,38.0,-304.95247779612015,-8.025065205161056,56.0,-1104.6781686246215,-19.726395868296812,9.0,6.95504490666496,5.0,-5.217721156169739,-17.320306477420306,61.75000000000001,-1607.396784652467,False
day_mom,0.1,15:25,ITM1,expiring next day,09:45,79,40.50632911392405,-16.99834129726894,-19.552216670333355,-1342.8689624842464,1596.1390353830714,-10.049493670886077,0.948847626382869,9.0,167.99914908873996,44.0,-611.3106023497269,26.0,-899.55750922326,30.0,-418.94743063422015,-13.964914354474006,49.0,-923.9215318500267,-18.855541466327075,8.0,-8.631616795851919,5.0,-5.217721156169739,-17.941070818555367,51.9,-1358.8326138629075,False
day_mom,0.3,15:25,ITM1,expiring next day,09:45,59,42.3728813559322,-16.352416198648573,-16.465113675133335,-964.7925557202659,1264.7742267755882,-9.396101694915252,0.9563145037333245,6.0,263.2450014821733,28.0,-352.7639957589333,25.0,-875.273561443506,18.0,-237.43768602172668,-13.190982556762593,41.0,-727.3548696985395,-17.740362675574133,6.0,10.12542494948633,5.0,-5.217721156169739,-19.34990764938083,55.00000000000001,-1023.3006862937767,False
day_mom,0.5,15:25,ITM1,expiring next day,09:45,41,41.46341463414634,-17.48853774490415,-19.552216670333355,-717.0300475410702,894.5677806179435,-10.544146341463414,0.944391403440738,3.0,157.83786569370665,18.0,-130.39280002639998,20.0,-744.4751132083768,12.0,-176.03347796079333,-14.669456496732778,29.0,-540.996569580277,-18.655054123457827,5.0,-1.5331877844697375,4.0,-23.62677360002884,-19.704558572742258,50.1,-704.082522633507,False
day_fade,0.0,15:25,ITM1,expiring next day,09:45,94,34.04255319148936,-19.36736685757916,-28.055970160143588,-1820.532484612441,1824.0020371033793,-12.408617021276594,0.9587498363025696,12.0,-357.96458033729334,53.0,-978.5560401646867,29.0,-484.01186411046143,38.0,-742.4977181015798,-19.5394136342521,56.0,-1078.0347665108616,-19.2506208305511,9.0,-17.931158209512812,5.0,-5.0470427051297175,-19.519436008550894,38.95,-1619.8836940821113,False
day_fade,0.3,15:25,ITM1,expiring next day,09:45,59,35.59322033898305,-19.989933817214677,-29.50865829253333,-1179.406095215666,1179.4060952156663,-13.02966101694915,0.9602728002655281,6.0,-246.20719653402665,28.0,-427.57768155409326,25.0,-505.6212171275461,18.0,-142.77577534138663,-7.931987518965924,41.0,-1036.6303198742794,-25.283666338397058,6.0,-20.966896838047006,5.0,-5.0470427051297175,-19.879334229950643,38.95,-1016.2958476100703,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,-51.122314258960984,7.55,-372.74943714443106,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,-25.311634225102306,29.25,60.95694832982598,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,-115.81882231802372,1.9,14.509251767219485,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,-188.64119593545385,35.65,5.956462937145249,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,-37.53774582008799,21.15,-440.5652134738571,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,-115.81882231802372,2.1,10.987286092863128,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,-188.64119593545385,37.75,1.2971837787479963,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,,-50.879327459142765,20.3,-222.2273650301585,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,,37.64047778016668,89.14999999999999,-35.85785536189357,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,92,32.608695652173914,-15.792641670553634,-8.413317357403836,-1452.9230336909343,1452.9230336909345,-8.573260869565216,1.2193808009884168,11.0,-195.57074044799998,53.0,-382.69083767146674,28.0,-874.6614555714677,37.0,-348.8465588752666,-9.428285375007206,55.0,-1104.076474815668,-20.074117723921237,9.0,-47.19583685914616,5.0,-48.30939280524974,-12.387475927212275,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:15o,92,40.21739130434783,-2.657800227888784,-6.94535024568385,-244.51762096576812,543.3625108642991,4.482608695652174,1.1404089235409587,10.0,-128.98320716346,53.0,-166.6658045668267,29.0,51.13139076451861,36.0,-205.06906820758672,-5.6963630057662975,56.0,-39.44855275818145,-0.704438442110383,8.0,46.68690083796058,5.0,83.71080566047026,-7.357295567493485,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:15o,91,18.681318681318682,-14.909164221907126,-10.9384405402667,-1356.7339441935485,1356.7339441935485,-0.5608791208791192,2.348285101028008,10.0,-196.19590094826,53.0,-549.3566422382934,28.0,-611.1814010069953,36.0,-425.55758041965333,-11.821043900545925,55.0,-931.1763637738954,-16.930479341343553,8.0,9.636340204321147,5.0,35.40141285522051,-17.27499597383274,,,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,-21.752597921731265,6.3,-401.8204459742808,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,-48.75380105781367,23.95,-76.33630059256492,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,-212.3486637999538,24.75,-5.396461773094664,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,-24.33222888393333,18.0,185.53204910289995,18.0,15.568507768270944,14.0,122.80664163896667,8.771902974211905,27.0,53.961686348270874,1.9985809758618842,7.0,7.2728476241311375,4.0,26.441863602946164,3.7017174887741073,96.65,-374.9686065780682,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,-136.96965652125385,6.4434870342143595,25.5,-70.10737761995571,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,,1.35,-15.43232168957352,False
day_mom,0.0,15:25,ITM1,following weekly,09:15o,92,34.78260869565217,-11.166490130978351,-6.232693279233325,-1027.3170920500083,1088.848407121555,-3.9884782608695635,1.1780118701087847,10.0,-58.78364466695996,53.0,-195.04687720452668,29.0,-773.4865701785214,36.0,-254.43411359498663,-7.067614266527406,56.0,-772.8829784550215,-13.801481758125385,8.0,11.050633958223067,5.0,26.519986183330253,-13.282406710902292,34.9,-858.0597940304596,False
day_mom,0.1,15:25,ITM1,following weekly,09:15o,78,32.05128205128205,-13.215474052793764,-7.0459377052736,-1030.8069761179136,1030.8069761179136,-6.03705128205128,1.1784227707424786,8.0,-78.69018384792665,44.0,-270.16016797422674,26.0,-681.95662429576,29.0,-290.49817294548666,-10.017178377430575,49.0,-740.3088031724267,-15.108342921886258,8.0,11.050633958223067,5.0,26.519986183330253,-15.98874353976711,20.349999999999998,-713.2992701637722,False
day_mom,0.3,15:25,ITM1,following weekly,09:15o,58,32.758620689655174,-15.55846977338091,-6.631624326123588,-902.3912468560928,902.3912468560928,-8.368793103448274,1.1896766699326347,5.0,-30.575042668593316,28.0,-198.1945640633933,25.0,-673.6216401241062,17.0,-255.55251257035331,-15.032500739432548,41.0,-646.8387342857394,-15.776554494774132,6.0,22.795533650336314,5.0,26.519986183330253,-19.983931706886743,15.950000000000001,-542.5651107999089,False
day_mom,0.5,15:25,ITM1,following weekly,09:15o,40,32.5,-18.18411720357342,-8.371160092533326,-727.3646881429369,775.5982462907743,-10.992249999999997,1.191867203573423,2.0,10.326641155400006,18.0,-200.87296874926,20.0,-536.8183605490769,11.0,-176.69217324935997,-16.062924840850908,29.0,-550.672514893577,-18.988707410123347,5.0,15.946238217310247,4.0,18.889480025296137,-23.059882263699663,10.85,-374.22229851364915,False
day_fade,0.0,15:25,ITM1,following weekly,09:15o,92,38.04347826086957,-7.283951767464067,-9.704112364933334,-670.1235626066941,867.3234694671792,-0.10217391304347787,1.1817778544205908,11.0,-265.77030294450003,53.0,-354.30976503376667,28.0,-50.04349462842757,37.0,-299.4815134878668,-8.094094959131535,55.0,-370.6420491188276,-6.738946347615046,9.0,-15.519155188268378,5.0,8.881426671890267,-6.390977902557577,67.05,-866.2551419014563,False
day_fade,0.3,15:25,ITM1,following weekly,09:15o,57,43.859649122807014,-4.533506613010157,-8.221697609533322,-258.40987694157894,539.0132502562122,2.6570175438596504,1.1905241568698066,5.0,-54.057130374633324,28.0,-154.71548128543338,24.0,-49.63726528151224,17.0,67.45473855416667,3.9679257973039217,40.0,-325.8646154957455,-8.146615387393638,6.0,3.7642209679363248,5.0,8.881426671890267,-5.50970985782739,78.4,-529.2251240743356,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,-30.482976381427633,1.4500000000000002,-152.8701622088325,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,-38.1549777719343,26.900000000000002,-44.322841721991736,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,-73.37577950059871,10.25,-10.82795390192482,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,-212.3486637999538,23.849999999999998,-6.089949144142954,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,-34.520871850115356,5.75,-236.32868529528932,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,-73.37577950059871,11.25,-10.86897210482985,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,-212.3486637999538,22.6,-4.429114162526925,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,,3.7580944544948682,32.05,-79.13970627464175,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,,-3.1510213446333446,62.25000000000001,-15.585158894060932,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:15o,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:16,92,29.347826086956523,-27.337917785990804,-16.82747135251668,-2515.088436311154,2515.0884363111536,-20.13489130434782,1.203026481642982,11.0,-286.2522866154599,53.0,-877.9992146621267,28.0,-1350.8369350335674,37.0,-697.7722924049867,-18.858710605540182,55.0,-1817.3161439061676,-33.04211170738486,9.0,-75.69990421641282,5.0,-77.67779136030974,-22.093846968234203,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:16,92,40.21739130434783,1.2390710112777361,-6.295423655833336,113.99453303755172,455.95456501341886,8.385000000000002,1.1459289887222632,10.0,-28.625367830460018,53.0,-171.45901480362667,29.0,314.07891567163847,36.0,-206.31730004008665,-5.731036112224629,56.0,320.3118330776384,5.719854162100686,8.0,83.04789411868558,5.0,112.35023682535027,-6.5522454751420565,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:16,91,4.395604395604396,-22.940644469878553,-22.96808897566669,-2087.5986467589482,2087.5986467589473,-8.60373626373626,2.336908206142294,10.0,-186.51960778272,53.0,-1049.4582294657532,28.0,-851.6208095104752,36.0,-775.7315457818733,-21.548098493940923,55.0,-1311.8671009770749,-23.852129108674088,8.0,13.930257708121164,5.0,34.67244546504053,-26.494466366553226,,,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,-26.72384168161241,28.349999999999998,-570.9553075345046,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,-68.15964528041367,43.9,-100.17239533598475,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,-185.1372098514538,69.5,4.104929230692332,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,-4.52486454142001,70.7,-542.7504723315909,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,-1.4153805832056343,17.95,-91.02230102866423,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,,3.4000000000000004,-27.96234586760977,False
day_mom,0.0,15:25,ITM1,following weekly,09:16,92,35.869565217391305,-14.850510707228997,-10.352655079133346,-1366.2469850650677,1397.6357095884075,-7.677717391304343,1.1727933159246544,10.0,-113.01682132541998,53.0,-352.2841446808866,29.0,-900.9460190587615,36.0,-539.8997407604065,-14.997215021122404,56.0,-826.3472443046614,-14.756200791154669,8.0,33.55001273903559,5.0,60.31211835277027,-19.460084368778006,38.1,-1209.5669080758657,False
day_mom,0.1,15:25,ITM1,following weekly,09:16,78,32.05128205128205,-16.46279717395914,-12.327178560733334,-1284.0981795688128,1284.0981795688126,-9.288974358974356,1.1738228149847867,8.0,-153.33444743142667,44.0,-393.8449637929866,26.0,-736.9187683444,29.0,-567.0164743355465,-19.55229221846712,49.0,-717.0817052332667,-14.634320514964626,8.0,33.55001273903559,5.0,60.31211835277027,-22.178546878301393,29.5,-1026.675996568703,False
day_mom,0.3,15:25,ITM1,following weekly,09:16,58,36.206896551724135,-15.345667767178153,-9.356979180243602,-890.0487304963328,904.4441346672727,-8.155689655172411,1.1899781120057382,5.0,-27.479427723993318,28.0,-166.53940479119345,25.0,-696.0298979811461,17.0,-339.4336917143533,-19.966687747903137,41.0,-550.6150387819795,-13.429635092243402,6.0,61.52400664003634,5.0,60.31211835277027,-24.215245583395202,38.35,-749.4715842304646,False
day_mom,0.5,15:25,ITM1,following weekly,09:16,40,35.0,-18.628487735943416,-8.42078539189359,-745.1395094377367,745.139509437737,-11.437249999999999,1.1912377359434232,2.0,-30.665292223899975,18.0,-129.52403720356014,20.0,-584.950180010277,11.0,-257.82724236186004,-23.43884021471455,29.0,-487.3122670758768,-16.80387127847851,5.0,49.72838453209027,4.0,45.26461864602117,-28.39375520280538,26.6,-519.6350233869508,False
day_fade,0.0,15:25,ITM1,following weekly,09:16,92,33.69565217391305,-11.24833606748407,-11.523556331583336,-1034.8469182085344,1267.7961847518188,-4.0721739130434775,1.176162154440591,11.0,-201.86083312050002,53.0,-697.1740847848669,28.0,-135.81200030316757,37.0,-364.1898516846668,-9.842968964450455,55.0,-670.6570665238676,-12.1937648458885,9.0,-31.701787434501707,5.0,-25.639672887729738,-9.030491943349626,62.150000000000006,-1190.5813663961574,False
day_fade,0.3,15:25,ITM1,following weekly,09:16,57,35.08771929824561,-10.865589610045948,-5.962621218100006,-619.3386077726191,846.4366023412189,-3.6840350877192973,1.1815545223266488,5.0,-54.05713037463337,28.0,-380.0962209616334,24.0,-185.18525643635226,17.0,0.4995830588666479,0.02938723875686164,40.0,-619.8381908314856,-15.49595477078714,6.0,-36.31234240086366,5.0,-25.639672887729738,-7.871853987596802,60.9,-723.6259943535682,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,-39.47024557542763,5.5,-276.6472411283772,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,-37.64969352613831,55.400000000000006,16.56680880614771,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,-88.1423620790737,12.75,5.570481885350344,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,-185.1372098514538,68.05,5.217909239772771,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,-38.51206028632799,27.400000000000002,-331.5674911833763,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,-88.1423620790737,12.35,9.95547507785194,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,-185.1372098514538,70.25,-0.13951073933223415,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,,-17.636599154555135,28.199999999999996,-141.36956944218466,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,,4.588016016866655,74.65,-27.78416488732146,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:16,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:20,92,22.82608695652174,-27.97332205968255,-22.38190921305,-2573.5456294907945,2573.5456294907945,-20.77119565217391,1.2021264075086344,11.0,-337.8691693529999,53.0,-937.4050640344668,28.0,-1298.2713961033276,37.0,-790.1214763006665,-21.354634494612608,55.0,-1783.4241531901275,-32.42589369436595,9.0,-74.06888128861283,5.0,-72.62494890234974,-22.97500840835276,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:20,92,46.73913043478261,1.23516350293252,-2.137888736083328,113.63504226979184,375.1864333919615,8.381086956521738,1.1459234535892195,10.0,28.29400373153995,53.0,-120.59107116558674,29.0,205.93210970383862,36.0,-139.72163531254688,-3.8811565364596357,56.0,253.35667758233862,4.5242263853989035,8.0,81.27540491653559,5.0,109.39442384599026,-6.387716631696342,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:20,91,6.593406593406594,-23.66653928939395,-23.017200632707702,-2153.6550753348492,2153.655075334849,-9.33065934065934,2.335879948734601,10.0,-172.27977903756,53.0,-1057.9961352000535,28.0,-923.3791610972352,36.0,-792.5477250293135,-22.015214584147596,55.0,-1361.107350305535,-24.747406369191545,8.0,15.10983678983366,5.0,36.76947494364053,-27.404021321126724,,,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,-26.023405304746692,29.349999999999998,-576.6827639423695,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,-66.98630735786367,34.949999999999996,-108.83388240865355,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,-168.96012530225383,51.55,2.8977838842670947,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,-6.435980902379423,68.85,-545.9214241496996,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,-1.5451966937856454,27.800000000000004,-92.3260634316233,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,,4.2,-27.417157309318696,False
day_mom,0.0,15:25,ITM1,following weekly,09:20,92,35.869565217391305,-15.976415820144004,-13.743870030293602,-1469.8302554532484,1503.5819833189878,-8.805217391304346,1.1711984288396544,10.0,-81.85096893156,53.0,-465.9131848570267,29.0,-922.0661016646613,36.0,-515.4643544073867,-14.318454289094076,56.0,-954.3659010458614,-17.04224823296181,8.0,30.947449368273084,5.0,55.91834230237026,-20.445355361898006,30.7,-1208.3777971227744,False
day_mom,0.1,15:25,ITM1,following weekly,09:20,78,30.76923076923077,-17.89781569811222,-15.068243994893585,-1396.029624452753,1417.555482887693,-10.72602564102564,1.1717900570865813,8.0,-110.29541384682668,44.0,-525.9478350901267,26.0,-759.7863755157999,29.0,-556.8209167276867,-19.200721266471955,49.0,-839.2087077250665,-17.126708320919725,8.0,30.947449368273084,5.0,55.91834230237026,-23.48013170569911,24.0,-1046.2062411279023,False
day_mom,0.3,15:25,ITM1,following weekly,09:20,58,31.03448275862069,-18.1924971948178,-13.92678392105384,-1055.1648372994325,1075.4019664464727,-11.006551724137928,1.185945470679876,5.0,-16.24534123149335,28.0,-307.38988477049344,25.0,-731.5296112974461,17.0,-373.08602191855334,-21.946236583444314,41.0,-682.0788153808794,-16.636068667826326,6.0,58.278603875536334,5.0,55.91834230237026,-27.01608577985867,25.8,-776.701711032277,False
day_mom,0.5,15:25,ITM1,following weekly,09:20,40,30.0,-20.369771142280918,-13.92678392105384,-814.7908456912368,814.7908456912365,-13.180999999999994,1.188771142280923,2.0,-26.171657626900007,18.0,-171.36476822896,20.0,-617.2544198353768,11.0,-248.09103406835993,-22.553730369850904,29.0,-566.6998116228768,-19.54137281458196,5.0,44.93517429529025,4.0,38.648989933771176,-29.699049061933945,20.200000000000003,-530.9051095763319,False
day_fade,0.0,15:25,ITM1,following weekly,09:20,92,33.69565217391305,-10.761742736606022,-12.899507616943609,-990.080331767754,1149.933142199839,-3.5848913043478268,1.1768514322581998,11.0,-227.72419668990005,53.0,-592.0829503430268,28.0,-170.27318473482757,37.0,-414.3787572058267,-11.199425870427747,55.0,-575.7015745619274,-10.467301355671406,9.0,-29.332920801268376,5.0,-19.14886735872974,-8.748000536823358,66.14999999999999,-1218.589472679487,False
day_fade,0.3,15:25,ITM1,following weekly,09:20,57,36.84210526315789,-7.715140060032263,-9.88967019555383,-439.76298342183895,694.411950997379,-0.5291228070175448,1.1860172530147188,5.0,-80.46971595033332,28.0,-168.2063709310934,24.0,-191.08689654041228,17.0,68.24362107230664,4.0143306513121555,40.0,-508.0066044941456,-12.700165112353641,6.0,-31.32773661641367,5.0,-19.14886735872974,-4.937187523987391,75.85,-747.0875911029065,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,-38.244204531060966,4.5,-277.775564124668,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,-36.5911929321783,53.1,24.33269656817778,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,-90.82606051894872,5.65,2.8166691570531563,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,-168.96012530225383,52.400000000000006,1.5312837370611867,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,-37.37419842638588,25.15,-332.87923793078625,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,-90.82606051894872,5.25,5.034592770862015,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,-168.96012530225383,51.449999999999996,5.367397120502794,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,,-13.517434107305121,30.5,-141.27177391242833,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,,15.47259759626669,82.8,-27.570166514043002,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:20,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:30,92,23.91304347826087,-33.04993519340928,-33.833614247816676,-3040.594037793654,3040.5940377936545,-25.854999999999997,1.1949351934092864,11.0,-434.68203028169995,53.0,-1176.2267640830269,28.0,-1429.6852434289276,37.0,-874.7515945441667,-23.64193498768018,55.0,-2165.842443249487,-39.37895351362704,9.0,-83.52770473044615,5.0,-82.02163813740974,-27.576442111079988,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:30,92,54.347826086956516,4.804998001984042,2.163810322866658,442.05981618253185,407.04130975736155,11.955978260869568,1.1509802588855238,10.0,50.45261522207996,53.0,145.23237988361328,29.0,246.37482107683863,36.0,-74.86350929584671,-2.079541924884631,56.0,516.9233254783786,9.230773669256761,8.0,81.84959155948559,5.0,106.27883719207026,-2.5325823368256297,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:30,91,12.087912087912088,-24.7723355246557,-24.855189655466685,-2254.2825327436685,2254.2825327436685,-10.438021978021979,2.334313546633722,10.0,-252.97547054501996,53.0,-1030.9943841994134,28.0,-970.3126779992352,36.0,-818.3611593254135,-22.732254425705932,55.0,-1435.9213734182554,-26.10766133487737,8.0,4.287666802058659,5.0,24.257199054660518,-27.57329960433901,,,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,-23.89499171150099,38.6,-604.3103273697717,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,-75.98189809741368,22.900000000000002,-123.20273363721695,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,-212.99774435285383,24.2,6.346173195329467,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,-9.01585582395119,56.39999999999999,-573.8432060349625,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,-2.6536265610456424,24.7,-100.26913832181506,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,,5.55,-32.82467994971449,False
day_mom,0.0,15:25,ITM1,following weekly,09:30,92,43.47826086956522,-13.845195643523345,-8.28253709109358,-1273.7579992041478,1337.9166545095877,-6.670978260869566,1.1742173826537847,10.0,-106.91546412815991,53.0,-327.15973435632674,29.0,-839.6828007196616,36.0,-483.60947804198656,-13.433596612277405,56.0,-790.1485211621616,-14.109795020752886,8.0,25.424023509460582,5.0,41.89820235973026,-17.585121277140864,51.949999999999996,-1301.298183976958,False
day_mom,0.1,15:25,ITM1,following weekly,09:30,78,39.743589743589745,-16.606055781196826,-14.75723367018334,-1295.2723509333525,1332.675718277693,-9.432435897435894,1.17361988376094,8.0,-160.2746164201266,44.0,-430.08363035412674,26.0,-704.9141041590999,29.0,-597.0639110074866,-20.588410724396088,49.0,-698.2084399258666,-14.249151835221769,8.0,25.424023509460582,5.0,41.89820235973026,-21.40949341441482,34.4,-1086.2625837390024,False
day_mom,0.3,15:25,ITM1,following weekly,09:30,58,41.37931034482759,-17.291187726798842,-11.791011339643589,-1002.8888881543328,1056.7751189366884,-10.103965517241376,1.1872222095574627,5.0,-58.38564789669331,28.0,-265.2995073785934,25.0,-679.203732879046,17.0,-478.2870007616533,-28.13452945656784,41.0,-524.6018873926794,-12.795167985187302,6.0,51.804441437636335,5.0,41.89820235973026,-25.263760322695198,34.65,-816.8468140974363,False
day_mom,0.5,15:25,ITM1,following weekly,09:30,40,40.0,-19.731924675873422,-15.001946857733333,-789.2769870349368,789.276987034937,-12.542249999999996,1.1896746758734231,2.0,-77.64873839919998,18.0,-134.66675235346,20.0,-576.9614962822769,11.0,-334.71832324385997,-30.428938476714542,29.0,-454.55866379107687,-15.674436682450926,5.0,44.23616446909026,4.0,29.961296379571166,-28.870223125153952,27.250000000000004,-565.7269571898297,False
day_fade,0.0,15:25,ITM1,following weekly,09:30,92,34.78260869565217,-14.399741547901897,-18.399109596613858,-1324.7762224069745,1330.742198928613,-7.228043478260871,1.1716980696410255,11.0,-277.31395093146,53.0,-703.8346498430868,28.0,-343.62762163242763,37.0,-466.0056257980268,-12.594746643189914,55.0,-858.7705966089478,-15.614010847435415,9.0,-33.37164424153505,5.0,-17.641003305069738,-12.342547279917579,48.9,-1294.8915074563176,False
day_fade,0.3,15:25,ITM1,following weekly,09:30,57,40.35087719298245,-10.214406771954366,-12.01227232323334,-582.2211860013988,851.4095579618989,-3.031929824561403,1.1824769473929644,5.0,-73.22997132183332,28.0,-175.05666722785338,24.0,-333.9345474517123,17.0,198.31936387346664,11.665844933733332,40.0,-780.5405498748656,-19.51351374687164,6.0,-32.60925463111368,5.0,-17.641003305069738,-7.579718788523861,69.5,-811.3115964115469,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,-33.578591326027635,12.950000000000001,-330.2802539701557,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,-28.89709191664831,54.6,85.83471142076509,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,-100.00056448782372,2.85,25.64768900908571,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,-212.99774435285383,23.05,8.6764055404743,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,-31.114644268459564,44.95,-354.2066635934613,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,-100.00056448782372,3.3000000000000003,22.830673890692328,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,-212.99774435285383,22.400000000000002,9.094353178309623,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,,-30.081470524580133,21.9,-167.9987942140604,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,,-6.895716842133345,70.39999999999999,-33.04829491774946,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:30,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False
CE_all,0.0,15:25,ITM1,following weekly,09:45,92,26.08695652173913,-30.327487295777548,-26.5805600243936,-2790.1288312115344,2790.1288312115344,-23.128695652173914,1.1987916436036343,11.0,-603.2232852331799,53.0,-976.3099537898266,28.0,-1210.5955921885275,37.0,-921.1758328585064,-24.896644131310985,55.0,-1868.9529983530276,-33.98096360641868,9.0,-66.67602022199281,5.0,-52.01414488410975,-26.38608011100722,,,False
PE_all,0.0,15:25,ITM1,following weekly,09:45,92,51.08695652173913,1.5427712432199108,1.4184698109666638,141.9349543762318,392.26224486056157,8.689130434782607,1.1463591915626978,10.0,229.35918731063998,53.0,-99.38111586774677,29.0,11.956882933338546,36.0,-45.86458736320676,-1.2740163156446322,56.0,187.79954173943852,3.3535632453471167,8.0,57.51406375306558,5.0,66.92458397701026,-3.7878280434320564,,,False
STRADDLE_all,0.0,15:25,ITM1,following weekly,09:45,91,13.186813186813188,-26.32914123961635,-24.94372118476666,-2395.951852805088,2395.9518528050876,-11.997032967032963,2.332108272583392,10.0,-276.35235630407993,53.0,-1075.6910696575733,28.0,-1043.9084268434353,36.0,-869.5286786032532,-24.153574405645923,55.0,-1526.4231742018353,-27.75314862185155,8.0,-5.307491294368845,5.0,14.910439092900514,-28.355324366869123,,,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,-27.856808220322694,15.049999999999999,-628.1844242774777,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,-71.76287450356367,28.599999999999998,-115.0198707252843,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,-154.73028241175382,44.3,0.6408790816887547,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,-4.232925143418835,81.75,-588.3567644613454,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,-94.47984494295386,1.9698241465343713,25.5,-99.33616487662515,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,,10.5,-29.64001924830216,False
day_mom,0.0,15:25,ITM1,following weekly,09:45,92,42.391304347826086,-15.221941083821607,-12.3369002564936,-1400.4185797115879,1526.4895339090283,-8.049673913043476,1.1722671707781327,10.0,-110.23076787527997,53.0,-321.8872030958466,29.0,-968.3006087404614,36.0,-464.3267926935265,-12.89796646370907,56.0,-936.0917870180615,-16.71592476817967,8.0,-7.637893037966922,5.0,1.5553495333302578,-15.944231373903008,47.0,-1348.9304580629398,False
day_mom,0.1,15:25,ITM1,following weekly,09:45,78,41.02564102564102,-15.921512641876067,-15.452973014553862,-1241.8779860663333,1396.178785990558,-8.746923076923073,1.1745895649529916,8.0,-118.29408342948665,44.0,-360.5521243565467,26.0,-763.0317782803,29.0,-477.61311756456655,-16.469417847054018,49.0,-764.2648685017666,-15.597242214321767,8.0,-7.637893037966922,5.0,1.5553495333302578,-16.868212025179968,39.2,-1110.0482802831605,False
day_mom,0.3,15:25,ITM1,following weekly,09:45,58,43.103448275862064,-15.76335196381884,-11.500930179593606,-914.2744139014927,1044.1193017266178,-8.573965517241378,1.1893864465774626,5.0,-3.31365944679332,28.0,-166.24981500605335,25.0,-744.7109394486461,17.0,-311.68300161421337,-18.334294212600785,41.0,-602.5914122872796,-14.697351519201941,6.0,12.47681716833633,5.0,1.5553495333302578,-19.02183301752905,43.5,-841.4478750514149,False
day_mom,0.5,15:25,ITM1,following weekly,09:45,40,40.0,-17.548767200830923,-15.7830691320436,-701.9506880332369,701.9506880332369,-10.356,1.192767200830923,2.0,-82.24223154279997,18.0,21.96137798864004,20.0,-641.6698344790769,11.0,-223.12639741835997,-20.284217947123633,29.0,-478.8242906148769,-16.511182434995753,5.0,1.3668904137102629,4.0,-15.062425818703836,-20.251004002908235,36.8,-570.3856882232351,False
day_fade,0.0,15:25,ITM1,following weekly,09:45,92,34.78260869565217,-13.56277496873602,-18.921939234683336,-1247.775297123714,1268.021045809153,-6.389891304347825,1.1728836643881997,11.0,-263.6333300472599,53.0,-753.8038665617266,28.0,-230.33810051472756,37.0,-502.7136275281868,-13.586854798059102,55.0,-745.0616695955275,-13.546575810827774,9.0,-8.763169741075039,5.0,13.355089559570256,-14.083214089807694,57.699999999999996,-1341.2810643677121,False
day_fade,0.3,15:25,ITM1,following weekly,09:45,57,38.59649122807017,-12.33473657809437,-17.302916225033336,-703.0799849513791,792.7865469123789,-5.155263157894736,1.1794734201996313,5.0,-143.8299637680333,28.0,-278.7397961626334,24.0,-280.5102250207122,17.0,26.462805174866688,1.5566355985215699,40.0,-729.5427901262457,-18.238569753156142,6.0,-4.332642852213685,5.0,13.355089559570256,-13.276159369374449,61.35,-822.4566328173275,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,-300.58562258716654,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,-20.379157891668314,43.15,19.505950425858458,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,-93.8093345986237,3.55,6.7784892900468,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,-154.73028241175382,44.5,4.788171510629665,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,-32.65509374258904,17.349999999999998,-353.8733054367361,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,-93.8093345986237,2.7,11.637198161936892,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,-154.73028241175382,42.3,5.546069288181,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,,-27.72231236115513,29.849999999999998,-151.60121948446317,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,,33.546994530866655,88.9,-29.69324775195553,False
downday_last30up_CE,0.5,15:25,ITM1,following weekly,09:45,0,,,,,,,,,,,,,,,,,,,,,,,,,,,False